0001752724-23-141631.txt : 20230626
0001752724-23-141631.hdr.sgml : 20230626
20230626083143
ACCESSION NUMBER: 0001752724-23-141631
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230626
DATE AS OF CHANGE: 20230626
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS SERIES TRUST X
CENTRAL INDEX KEY: 0000783740
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04492
FILM NUMBER: 231039488
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFS GOVERNMENT MORTGAGE FUND
DATE OF NAME CHANGE: 19930408
FORMER COMPANY:
FORMER CONFORMED NAME: MFS GOVERNMENT INCOME PLUS FUND
DATE OF NAME CHANGE: 19930312
FORMER COMPANY:
FORMER CONFORMED NAME: MASSACHUSETTS MFS GOVERNMENT INCOME PLUS FUND
DATE OF NAME CHANGE: 19921015
0000783740
S000033795
MFS Emerging Markets Debt Local Currency Fund
C000104416
A
EMLAX
C000104417
B
EMLBX
C000104418
C
EMLCX
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EMLIX
C000104420
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EMLJX
C000104421
R2
EMLKX
C000104422
R3
EMLLX
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R4
EMLMX
C000123138
R6
EMLNX
NPORT-P
1
primary_doc.xml
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S000033795
C000104417
C000123138
C000104419
C000104422
C000104423
C000104418
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C000104416
C000104421
MFS SERIES TRUST X
811-04492
0000783740
5493001MUVNRNUPJY164
111 HUNTINGTON AVENUE
BOSTON
02199
617-954-5000
MFS Emerging Markets Debt Local Currency Fund
S000033795
5493001KPK8UJ27DMD68
2023-10-31
2023-04-30
N
506709168.93
18022978.99
488686189.94
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3623512.05000000
0.00000000
0.00000000
2679357.32000000
BRL
CLP
CNY
COP
CZK
HUF
IDR
MXN
MYR
PEN
PLN
RON
THB
USD
UYU
ZAR
N
JPM GBI EM Global Diversified
JGENVUUG
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
15818.40000000
0.003236923884
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2893490.60000000
USD
2628653.74000000
EUR
2023-07-21
15818.40000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1660000000.00000000
PA
2333274.00000000
0.477458550708
Long
DBT
NUSS
CL
N
2
2034-05-01
Fixed
7.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
82350600000.00000000
PA
14151729.05000000
2.895872513143
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
66378000.00000000
PA
9852005.40000000
2.016018787273
Long
DBT
NUSS
BR
N
2
2026-01-01
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
2530.12000000
0.000517739206
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
36038000.00000000
THB
1062127.91000000
USD
2023-06-13
2530.12000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
288200000.00000000
PA
14722492.51000000
3.012668009261
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
16325.58000000
0.003340708277
N/A
DFE
PE
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2274718.12000000
USD
8491295.28000000
PEN
2023-05-02
16325.58000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
104607000.00000000
PA
4636047.28000000
0.948675730036
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
32000000.00000000
PA
4755520.91000000
0.973123654381
Long
DBT
NUSS
CN
N
2
2029-09-20
Fixed
3.45000000
N
N
N
N
N
N
ELECTRICIDAD FIRME DE ME
549300B9KK10OSYRIY06
Electricidad Firme de Mexico Holdings SA de CV
28504MAA1
1096000.00000000
PA
USD
964479.36000000
0.197361697517
Long
DBT
CORP
MX
Y
2
2026-11-20
Fixed
4.90000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
4110000000.00000000
PA
4847371.93000000
0.991919155848
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
CANPACK SA/CANPACK US
N/A
Canpack SA / Canpack US LLC
13806CAA0
1113000.00000000
PA
USD
891594.56000000
0.182447259274
Long
DBT
CORP
N/A
Y
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
11488.11000000
0.002350815356
N/A
DFE
ID
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
585207.56000000
USD
8755524448.00000000
IDR
2023-05-10
11488.11000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-429382.07000000
-0.08786458034
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
22374052.35000000
USD
97568767.48000000
MYR
2023-06-20
-429382.07000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PES3
159700000.00000000
PA
3433213.02000000
0.702539398631
Long
DBT
NUSS
DO
Y
2
2033-02-03
Fixed
13.63000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
293283.99000000
0.060014789866
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
28307138414.00000000
COP
6214015.20000000
USD
2023-07-21
293283.99000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
331966.06000000
0.067930313324
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
286041565.00000000
TWD
9638493.28000000
USD
2023-05-05
331966.06000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-6839.33000000
-0.00139953412
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2555660.38000000
USD
86688000.00000000
THB
2023-06-13
-6839.33000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-21015.42000000
-0.00430039162
N/A
DFE
US
N
2
Banco Santander SA
5493006QMFDDMYWIAM13
5365000.00000000
PEN
1425875.72000000
USD
2023-05-10
-21015.42000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
94960000.00000000
PA
14039364.91000000
2.872879405846
Long
DBT
NUSS
CN
N
2
2026-06-06
Fixed
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM11191 IRS USD R F 2.92100 SM11191_FIX CCPINFLATIONZERO / Short: SM11191 IRS USD P V 12MUSCPI SM11191_FLO CCPINFLATIONZERO
000000000
4177000.00000000
OU
Notional Amount
USD
53347.60000000
0.010916535211
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-05-12
0.00000000
USD
0.00000000
USD
4177000.00000000
USD
53347.60000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-17833.52000000
-0.00364927848
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2432650.49000000
USD
44497011.38000000
ZAR
2023-07-21
-17833.52000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
123476000000.00000000
PA
8638269.86000000
1.767651723708
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1390000000.00000000
PA
1677890.27000000
0.343347183640
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAR1
1344000.00000000
PA
USD
1436668.80000000
0.293985962684
Long
DBT
NUSS
RO
Y
2
2033-01-17
Fixed
7.13000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
87948.41000000
0.017996909225
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
13170178.37000000
CAD
9824063.16000000
USD
2023-07-21
87948.41000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
38661000.00000000
PA
10161686.53000000
2.079388928761
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
JSW INFRASTRUCTURE
3358003E3YFK92C9WX80
JSW Infrastructure Ltd
46654XAA7
794000.00000000
PA
USD
687430.15000000
0.140669035497
Long
DBT
CORP
IN
Y
2
2029-01-21
Fixed
4.95000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
10520000.00000000
PA
2259219.49000000
0.462304754361
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.76000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
1407570000.00000000
PA
3702555.86000000
0.757655103872
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
30432000000.00000000
PA
2329551.97000000
0.476696910605
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
23642.62000000
0.004837996343
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1534010.11000000
USD
22855983700.00000000
IDR
2023-05-10
23642.62000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
8770000.00000000
PA
1435499.12000000
0.293746610718
Long
DBT
NUSS
RO
N
2
2036-04-28
Fixed
4.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
249401000000.00000000
PA
17052262.10000000
3.489409451511
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.38000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-124290.20000000
-0.02543354049
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
53123620279.00000000
IDR
3496125.06000000
USD
2023-05-10
-124290.20000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
27887000.00000000
PA
6173027.06000000
1.263188358311
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-19652.24000000
-0.00402144370
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
390822157.70000000
HUF
1108146.02000000
USD
2023-07-21
-19652.24000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-2556.96000000
-0.00052323148
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1329929.95000000
PEN
356272.59000000
USD
2023-05-02
-2556.96000000
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
1245000.00000000
PA
USD
1160998.65000000
0.237575498121
Long
DBT
CORP
VG
Y
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-17954.42000000
-0.00367401829
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1022440398.52000000
HUF
2932509.06000000
USD
2023-07-21
-17954.42000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
23970000.00000000
PA
1317346.78000000
0.269569062338
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
164583.33000000
0.033678735636
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
14422984.28000000
AUD
9740503.30000000
USD
2023-07-21
164583.33000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
9985000.00000000
PA
2256945.18000000
0.461839361631
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
22671.32000000
0.004639238936
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9047705473.00000000
KRW
6810056.96000000
USD
2023-07-10
22671.32000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN23
000000000
300.00000000
NC
USD
6432.68000000
0.001316321216
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM3 Comdty
2023-06-30
32916223.72000000
USD
6432.68000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM10942 IRS MXN R F 6.24000 SM10942_FIX CCPVANILLA / Short: SM10942 IRS MXN P V 01MTIIE SM10942_FLO CCPVANILLA
000000000
36098000.00000000
OU
Notional Amount
-133840.79000000
-0.02738788055
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-03-28
0.00000000
MXN
0.00000000
MXN
36098000.00000000
MXN
-133840.79000000
N
N
N
PPF TELECOM GROUP BV
31570074PLDZISJWNN43
PPF Telecom Group BV
000000000
1000000.00000000
PA
1013748.41000000
0.207443637833
Long
DBT
CORP
NL
N
2
2027-09-29
Fixed
3.25000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-8363.37000000
-0.00171139888
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
29936108.71000000
ZAR
1616245.14000000
USD
2023-07-21
-8363.37000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
133900000.00000000
PA
6618999.58000000
1.354447847362
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
8500000000.00000000
PA
9723451.41000000
1.989712746168
Long
DBT
NUSS
CL
N
2
2025-03-01
Fixed
2.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM11163 IRS USD R F 3.11600 SM11163_FIX CCPINFLATIONZERO / Short: SM11163 IRS USD P V 12MUSCPI SM11163_FLO CCPINFLATIONZERO
000000000
2916000.00000000
OU
Notional Amount
USD
76058.93000000
0.015563961406
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-04-13
0.00000000
USD
0.00000000
USD
2916000.00000000
USD
76058.93000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-2201.18000000
-0.00045042811
N/A
DFE
PH
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
5049271.19000000
USD
279638737.22000000
PHP
2023-05-16
-2201.18000000
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAD9
790000.00000000
PA
USD
791689.71000000
0.162003700185
Long
DBT
CORP
KR
Y
2
2026-01-17
Fixed
6.25000000
N
N
N
N
N
N
GRUPO AXO SA DE CV
4469000001BNKIG58H20
Grupo Axo SAPI de CV
40054MAA0
764000.00000000
PA
USD
670952.06000000
0.137297119053
Long
DBT
CORP
MX
Y
2
2026-06-08
Fixed
5.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
207930000.00000000
PA
10177401.97000000
2.082604783910
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
18488000.00000000
PA
1061343.09000000
0.217182951318
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11306 EQT BRL R E SM11306R/01/03/2025/12.585 / Short: SM11306 EQT BRL P E SM11306P/BZDIOVRA
000000000
38488000.00000000
OU
Notional Amount
36768.78000000
0.007524006357
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BMF Ibovespa Index Futures
BZG2 Index
Y
2025-03-01
0.00000000
BRL
0.00000000
BRL
38488000.00000000
BRL
36768.78000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11353 IRS CZK R F 5.48000 SM11353_FIX CCPVANILLA / Short: SM11353 IRS CZK P V 06MPRIBR SM11353_FLO CCPVANILLA
000000000
155000000.00000000
OU
Notional Amount
25502.59000000
0.005218602556
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-09-20
0.00000000
CZK
0.00000000
CZK
155000000.00000000
CZK
25502.59000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
254398.26000000
0.052057591402
N/A
DFE
HU
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
2106087.71000000
USD
811260771.86000000
HUF
2023-06-21
254398.26000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
21207.14000000
0.004339623348
N/A
DFE
ID
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1363328.74000000
USD
20315779561.00000000
IDR
2023-05-10
21207.14000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
86400000.00000000
PA
4381774.35000000
0.896643784948
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
36000000.00000000
PA
1876602.27000000
0.384009679142
Long
DBT
CORP
ZA
N
2
2026-04-02
Fixed
7.85000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
3778290000.00000000
PA
6771984.04000000
1.385753102790
Long
DBT
NUSS
HU
N
2
2034-06-22
Fixed
2.25000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
861.52000000
0.000176293093
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
3542325.37000000
ZAR
193100.67000000
USD
2023-07-21
861.52000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
132897000.00000000
PA
6094699.65000000
1.247160197170
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.88000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-4448.20000000
-0.00091023648
N/A
DFE
CZ
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
3900791.26000000
USD
83500064.58000000
CZK
2023-07-21
-4448.20000000
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
000000000
1360000.00000000
PA
USD
1098200.00000000
0.224724991744
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.38000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
972000.00000000
PA
USD
318831.58000000
0.065242600786
Long
DBT
NUSS
LK
Y
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
32266000000.00000000
PA
2489848.67000000
0.509498471873
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-59585.50000000
-0.01219299853
N/A
DFE
CN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6894503.32000000
USD
47055219.58000000
CNY
2023-07-21
-59585.50000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
74618.34000000
0.015269173047
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4323727.25000000
USD
18386550.69000000
PLN
2023-07-21
74618.34000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
53595.71000000
0.010967306034
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
156485733.00000000
TWD
5155188.04000000
USD
2023-05-23
53595.71000000
N
N
N
GRUPO AXO SA DE CV
4469000001BNKIG58H20
Grupo Axo SAPI de CV
000000000
400000.00000000
PA
USD
351283.80000000
0.071883308190
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
113633000.00000000
PA
22089085.79000000
4.520096177203
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
15782.67000000
0.003229612443
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2084729.57000000
USD
8780841.35000000
PLN
2023-07-21
15782.67000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Long: SM11343 IRS MXN R F 9.06500 SM11343_FIX VANILLA / Short: SM11343 IRS MXN P V 01MTIIE SM11343_FLO VANILLA
000000000
221400000.00000000
OU
Notional Amount
-11204.17000000
-0.00229271263
N/A
DIR
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
N/A
N/A
Y
2025-09-17
0.00000000
MXN
0.00000000
MXN
221400000.00000000
MXN
-11204.17000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-89692.00000000
-0.01835370056
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5056349.44000000
USD
668517555.00000000
JPY
2023-07-21
-89692.00000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
27439.01000000
0.005614852755
N/A
DFE
PE
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3823203.05000000
USD
14271634.67000000
PEN
2023-05-02
27439.01000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
19663.69000000
0.004023786717
N/A
DFE
MX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4717870.90000000
USD
86553419.82000000
MXN
2023-07-21
19663.69000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
58200000.00000000
PA
2545383.79000000
0.520862639951
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
27971.02000000
0.005723718119
N/A
DFE
PE
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2262053.19000000
USD
8491295.28000000
PEN
2023-05-10
27971.02000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
84884000.00000000
PA
2608429.92000000
0.533763788233
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
12687000.00000000
PA
2212215.80000000
0.452686375334
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AP9
1445000.00000000
PA
USD
1496826.37000000
0.306296024077
Long
DBT
NUSS
MA
Y
2
2033-09-08
Fixed
6.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BM11359 IRS CLP R V 06MCLICP SM11359_FLO CCPNDFCAMARAPROMED / Short: BM11359 IRS CLP P F 5.17000 SM11359_FIX CCPNDFCAMARAPROMED
000000000
3953502000.00000000
OU
Notional Amount
8054.57000000
0.001648209048
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-04-28
0.00000000
CLP
0.00000000
CLP
3953502000.00000000
CLP
8054.57000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-4957.99000000
-0.00101455496
N/A
DFE
CN
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
487115.72000000
USD
3319430.96000000
CNY
2023-07-21
-4957.99000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
526122.06000000
0.107660513194
N/A
DFE
HU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2412110.42000000
USD
1047097131.86000000
HUF
2023-11-21
526122.06000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-41732.52000000
-0.00853973794
N/A
DFE
US
N
2
Banco Santander SA
5493006QMFDDMYWIAM13
9127000.00000000
PEN
2419735.41000000
USD
2023-05-10
-41732.52000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-27664.00000000
-0.00566089252
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
8491295.28000000
PEN
2263379.70000000
USD
2023-05-02
-27664.00000000
N
N
N
SAN MIGUEL INDUSTRIAS
N/A
SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA
79911QAA2
945000.00000000
PA
USD
803250.00000000
0.164369285757
Long
DBT
CORP
PE
Y
2
2028-08-02
Fixed
3.50000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-71484.24000000
-0.01462784123
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1985512.17000000
EUR
2122472.80000000
USD
2023-06-21
-71484.24000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
10559900.00000000
PA
498053.77000000
0.101916890686
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
SYNTHOS SA
259400WX4QZCOHJVWM18
Synthos SA
000000000
921000.00000000
PA
795622.35000000
0.162808437475
Long
DBT
CORP
PL
Y
2
2028-06-07
Fixed
2.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
147734.57000000
0.030230968879
N/A
DFE
PE
N
2
Banco Santander SA
5493006QMFDDMYWIAM13
3891603.85000000
USD
14971000.00000000
PEN
2023-05-02
147734.57000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-174287.89000000
-0.03566458262
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7322577.64000000
USD
962167663.00000000
JPY
2023-07-21
-174287.89000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
374200000.00000000
PA
18930301.29000000
3.873713168019
Long
DBT
NUSS
MX
N
2
2025-03-06
Fixed
5.00000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
8366.65000000
0.001712070071
N/A
DFE
ZA
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
988481.95000000
USD
18368590.33000000
ZAR
2023-07-21
8366.65000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
103331000000.00000000
PA
7439620.69000000
1.522371788511
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
34844000.00000000
PA
8016660.36000000
1.640451587343
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-16901.99000000
-0.00345865922
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8142180.18000000
RON
1800634.69000000
USD
2023-07-21
-16901.99000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-175322.17000000
-0.03587622765
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
14271634.67000000
PEN
3675319.89000000
USD
2023-05-02
-175322.17000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
97504000.00000000
PA
18539999.52000000
3.793845601054
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
696229.66000000
0.142469681839
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
31615574.72000000
USD
1098957377.27000000
THB
2023-06-13
696229.66000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
171000000.00000000
PA
8922491.73000000
1.825812129271
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
86623000.00000000
PA
2005254.98000000
0.410335921349
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
18856.54000000
0.003858619373
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
6634658823.00000000
COP
1410129.40000000
USD
2023-07-10
18856.54000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
23683100000.00000000
PA
4091485.55000000
0.837241901700
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
46594262.80000000
NS
USD
46603581.65000000
9.536504736448
Long
STIV
RF
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
8350.89000000
0.001708845097
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1568754.76000000
USD
53447474.53000000
THB
2023-07-19
8350.89000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
548800000.00000000
PA
20157015.58000000
4.124736077046
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
4168330000.00000000
PA
7828123.76000000
1.601871286962
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-18276.75000000
-0.00373997677
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4554718.70000000
BRL
889350.31000000
USD
2023-06-02
-18276.75000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
124104.20000000
0.025395479257
N/A
DFE
PE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2809819.12000000
USD
10874000.00000000
PEN
2023-05-02
124104.20000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
1411000.00000000
PA
USD
1477542.76000000
0.302350013242
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.88000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
8482.63000000
0.001735803092
N/A
DFE
PE
N
2
Banco Santander SA
5493006QMFDDMYWIAM13
1181922.90000000
USD
4412000.00000000
PEN
2023-05-02
8482.63000000
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2B2
10403000.00000000
PA
2617380.54000000
0.535595356259
Long
DBT
CORP
PE
Y
2
2024-09-17
Fixed
4.65000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-29592.65000000
-0.00605555274
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
69926505.23000000
MXN
3797861.40000000
USD
2023-07-21
-29592.65000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
100242000.00000000
PA
2624006.69000000
0.536951267299
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-5314.16000000
-0.00108743813
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
5101803012.00000000
IDR
342377.61000000
USD
2023-05-10
-5314.16000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
40633.87000000
0.008314920870
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
78386853.00000000
TWD
2596124.14000000
USD
2023-05-23
40633.87000000
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
883000.00000000
PA
USD
887935.39000000
0.181698482232
Long
DBT
CORP
KR
Y
2
2028-01-17
Fixed
6.38000000
N
N
N
N
N
N
SHRIRAM FINANCE LTD
335800TM2YO24B76XL26
Shriram Finance Ltd
825547AD4
1720000.00000000
PA
USD
1666939.51000000
0.341106326373
Long
DBT
CORP
IN
Y
2
2024-03-13
Fixed
4.40000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
20945000.00000000
PA
4522903.82000000
0.925523150256
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.07000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-2541.70000000
-0.00052010882
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
432184428.04000000
HUF
1244615.96000000
USD
2023-07-21
-2541.70000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11319 IRS CLP R F 8.23000 SM11319_FIX CCPNDFCAMARAPROMED / Short: SM11319 IRS CLP P V 06MCLICP SM11319_FLO CCPNDFCAMARAPROMED
000000000
5267142000.00000000
OU
Notional Amount
23187.30000000
0.004744824076
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-03-13
0.00000000
CLP
0.00000000
CLP
5267142000.00000000
CLP
23187.30000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
21450800000.00000000
PA
4094795.40000000
0.837919197287
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11320 EQT BRL R E CDI/FIXED 12.195/MAT01/02/2026 / Short: SM11320 EQT BRL P E FLOAT/BZDIOVRA/CCP
000000000
84992000.00000000
OU
Notional Amount
142045.26000000
0.029066763686
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BMF Ibovespa Index Futures
BZG6 Index
Y
2026-02-01
0.00000000
BRL
0.00000000
BRL
84992000.00000000
BRL
142045.26000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
11991.67000000
0.002453858989
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
29478457.72000000
ZAR
1611763.83000000
USD
2023-07-21
11991.67000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5388.86000000
0.001102724020
N/A
DFE
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
2444104.22000000
USD
2213195.35000000
EUR
2023-07-21
5388.86000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
33410000.00000000
PA
4794352.89000000
0.981069853966
Long
DBT
NUSS
CN
N
2
2032-02-17
Fixed
2.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
15377.19000000
0.003146638950
N/A
DFE
PE
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
343452.36000000
USD
1329929.95000000
PEN
2023-05-02
15377.19000000
N
N
N
BofA Securities, Inc.
8NAV47T0Y26Q87Y0QP81
Long: SM10948 IRS MXN R F 6.27000 SM10948 FIX CCPVANILLA / Short: SM10948 IRS MXN P V 01MTIIE SM10948 FLO CCPVANILLA
000000000
144884000.00000000
OU
Notional Amount
-536370.65000000
-0.10975768520
N/A
DIR
MX
N
2
BofA Securities, Inc.
8NAV47T0Y26Q87Y0QP81
N/A
N/A
Y
2025-04-09
0.00000000
MXN
0.00000000
MXN
144884000.00000000
MXN
-536370.65000000
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAD0
4009000000.00000000
PA
671480.51000000
0.137405255933
Long
DBT
CORP
CO
Y
2
2027-11-08
Fixed
8.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5922.31000000
-0.00121188405
N/A
DFE
N/A
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1390995.67000000
USD
1251458.09000000
EUR
2023-07-21
-5922.31000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
94013000.00000000
PA
2352844.79000000
0.481463327271
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-32768.09000000
-0.00670534397
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10870634520.00000000
IDR
708073.95000000
USD
2023-05-10
-32768.09000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
81445000.00000000
PA
17611772.20000000
3.603902169235
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11310 EQT BRL R E CDI/FIXED12.72/MAT 2025/01/02 / Short: SM11310 EQT BRL P E FLOAT/BZDIOVRA/CCP
000000000
78054000.00000000
OU
Notional Amount
109355.09000000
0.022377364503
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BMF Ibovespa Index Futures
BZG2 Index
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
78054000.00000000
BRL
109355.09000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
229876.27000000
0.047039649315
N/A
DFE
ID
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
15641340.44000000
USD
232883917782.00000000
IDR
2023-05-10
229876.27000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AH5
1193000.00000000
PA
USD
1209465.79000000
0.247493343355
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN23
000000000
96.00000000
NC
USD
445896.77000000
0.091243988305
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYM3 Comdty
2023-06-21
11213603.23000000
USD
445896.77000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-20906.63000000
-0.00427812989
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
10874000.00000000
PEN
2913016.69000000
USD
2023-05-02
-20906.63000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
531243000.00000000
PA
17211916.16000000
3.522079509165
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.78000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-18066.07000000
-0.00369686526
N/A
DFE
TR
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1792489.15000000
USD
36569551.68000000
TRY
2023-05-24
-18066.07000000
N
N
N
RED CARRETERAS OCCIDE
549300L1K86IY3XOY318
Red de Carreteras de Occidente SAB de CV
000000000
11047500.00000000
PA
576046.68000000
0.117876602993
Long
DBT
CORP
MX
Y
2
2028-06-10
Fixed
9.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
354632000.00000000
PA
188457.14000000
0.038564040457
Long
DBT
NUSS
RU
N
3
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-130061.74000000
-0.02661457243
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3403167318.00000000
CLP
4068584.28000000
USD
2023-06-02
-130061.74000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-28783.62000000
-0.00589000069
N/A
DFE
US
N
2
Banco Santander SA
5493006QMFDDMYWIAM13
14971000.00000000
PEN
4010554.80000000
USD
2023-05-02
-28783.62000000
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AJ3
1409000.00000000
PA
USD
1412339.12000000
0.289007373049
Long
DBT
NUSS
BM
Y
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-3851.48000000
-0.00078812949
N/A
DFE
SG
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
12069390.54000000
USD
16051845.27000000
SGD
2023-07-21
-3851.48000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BM11311 IRS CLP R V 06MCLICP SM11311_FLO CCPNDFCAMARAPROMED / Short: BM11311 IRS CLP P F 5.40500 SM11311_FIX CCPNDFCAMARAPROMED
000000000
4864007000.00000000
OU
Notional Amount
94701.09000000
0.019378712136
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-01-25
0.00000000
CLP
0.00000000
CLP
4864007000.00000000
CLP
94701.09000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1250000000.00000000
PA
1661838.03000000
0.340062409008
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
BofA Securities, Inc.
8NAV47T0Y26Q87Y0QP81
Long: SM10956 IRS MXN R F 5.98000 SM10956_FIX CCPVANILLA / Short: SM10956 IRS MXN P V 01MTIIE SM10956_FLO CCPVANILLA
000000000
73866000.00000000
OU
Notional Amount
-294873.88000000
-0.06034012952
N/A
DIR
GB
N
2
BofA Securities, Inc.
8NAV47T0Y26Q87Y0QP81
N/A
N/A
Y
2025-04-11
0.00000000
MXN
0.00000000
MXN
73866000.00000000
MXN
-294873.88000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-5380.09000000
-0.00110092941
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
15991897.22000000
MXN
869942.53000000
USD
2023-07-21
-5380.09000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM11257 IRS THB R F 2.47000 SM11257_FIX CCPVANILLA / Short: SM11257 IRS THB P V 03MTHBXF SM11257_FLO CCPVANILLA
000000000
200000000.00000000
OU
Notional Amount
-11209.84000000
-0.00229387288
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-07-27
0.00000000
THB
0.00000000
THB
200000000.00000000
THB
-11209.84000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
40210.58000000
0.008228302912
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1129015.16000000
USD
5867491.80000000
BRL
2023-06-02
40210.58000000
N
N
N
Transnet SOC Ltd
378900B07CD6F01EA796
Transnet SOC Ltd
000000000
14800000.00000000
PA
878493.37000000
0.179766358879
Long
DBT
CORP
ZA
N
2
2028-04-18
Fixed
13.50000000
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
936000.00000000
PA
USD
868503.29000000
0.177722085845
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3383.02000000
0.000692268386
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2452355.22000000
USD
2218838.05000000
EUR
2023-07-21
3383.02000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
676.43000000
0.000138418071
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
290999304.00000000
KRW
218977.58000000
USD
2023-07-10
676.43000000
N
N
N
BANCO INDUSTRIAL SA
529900GF99QF67JEQU85
Banco Industrial SA/Guatemala
05991CAA1
760000.00000000
PA
USD
709984.40000000
0.145284318365
Long
DBT
CORP
GT
Y
2
2031-01-29
Fixed
4.88000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
91788000.00000000
PA
15869547.78000000
3.247390269397
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: SM11253 IRS MYR R F 3.65000 SM11253_FIX VANILLA / Short: SM11253 IRS MYR P V 03MKLIBO SM11253_FLO VANILLA
000000000
36564000.00000000
OU
Notional Amount
73615.57000000
0.015063975924
N/A
DIR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
N/A
N/A
Y
2027-07-07
0.00000000
MYR
0.00000000
MYR
36564000.00000000
MYR
73615.57000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
238554000.00000000
PA
5758987.86000000
1.178463394004
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM11282 IRS USD R F 3.75000 SM11282_FIX CCPOIS / Short: SM11282 IRS USD P V 12MSOFR SM11282_FLO CCPOIS
000000000
3122000.00000000
OU
Notional Amount
USD
156224.63000000
0.031968292375
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-03-15
95910.76000000
USD
0.00000000
USD
3122000.00000000
USD
60313.87000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
1400000.00000000
PA
USD
459301.57000000
0.093987016505
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
22477.96000000
0.004599671622
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7873820.23000000
MYR
1793417.51000000
USD
2023-06-20
22477.96000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
11616.62000000
0.002377112396
N/A
DFE
ZA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2431117.27000000
USD
45011426.91000000
ZAR
2023-07-21
11616.62000000
N
N
N
ENERGEAN PLC
549300RVMKU0CYUZBB05
Energean PLC
29280EAA7
1114000.00000000
PA
USD
1008615.60000000
0.206393309400
Long
DBT
CORP
GB
Y
2
2027-04-30
Fixed
6.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-16728.83000000
-0.00342322544
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
6963980040.00000000
KRW
5207492.74000000
USD
2023-07-10
-16728.83000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
2344.15000000
0.000479684109
N/A
DFE
PL
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
434392.01000000
USD
1825702.72000000
PLN
2023-07-21
2344.15000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM11360 IRS USD R F 3.14900 SM11360_FIX CCPOIS / Short: SM11360 IRS USD P V 00MSOFR SM11360_FLO CCPOIS
000000000
4867000.00000000
OU
Notional Amount
USD
-2209.96000000
-0.00045222477
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-04-28
0.00000000
USD
0.00000000
USD
4867000.00000000
USD
-2209.96000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-21632.85000000
-0.00442673651
N/A
DFE
US
N
2
Banco Santander SA
5493006QMFDDMYWIAM13
4412000.00000000
PEN
1168772.68000000
USD
2023-05-02
-21632.85000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
41065000000.00000000
PA
2764231.55000000
0.565645521994
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.38000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Long: SM11331 IRS MXN R F 8.94000 SM11331_FIX VANILLA / Short: SM11331 IRS MXN P V 01MTIIE SM11331_FLO VANILLA
000000000
105000000.00000000
OU
Notional Amount
-17976.58000000
-0.00367855289
N/A
DIR
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
N/A
N/A
Y
2025-09-17
0.00000000
MXN
0.00000000
MXN
105000000.00000000
MXN
-17976.58000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
288005000.00000000
PA
12497929.15000000
2.557454949061
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
2023-05-16
MFS SERIES TRUST X
Kasey Phillips
Kasey Phillips
Assistant Treasurer