0001752724-24-142953.txt : 20240625
0001752724-24-142953.hdr.sgml : 20240625
20240625100412
ACCESSION NUMBER: 0001752724-24-142953
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240625
DATE AS OF CHANGE: 20240625
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP
CENTRAL INDEX KEY: 0000885709
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06625
FILM NUMBER: 241066652
BUSINESS ADDRESS:
STREET 1: 333 S GRAND AVE
STREET 2: 40TH FL
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
BUSINESS PHONE: 2136251900
MAIL ADDRESS:
STREET 1: 333 S GRAND AVE
STREET 2: 40TH FL
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
FORMER COMPANY:
FORMER CONFORMED NAME: PAYDENFUNDS
DATE OF NAME CHANGE: 20010423
FORMER COMPANY:
FORMER CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP
DATE OF NAME CHANGE: 19940104
FORMER COMPANY:
FORMER CONFORMED NAME: P&R INVESTMENT TRUST
DATE OF NAME CHANGE: 19920929
0000885709
S000033934
Payden Emerging Markets Local Bond Fund
C000104641
Payden Emerging Markets Local Bond Fund (Investor Class)
PYELX
C000236138
Payden Emerging Markets Local Bond Fund (SI Class)
PYILX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000885709
XXXXXXXX
S000033934
C000236138
C000104641
PAYDEN & RYGEL INVESTMENT GROUP
811-06625
0000885709
549300QJNYRKYZS3P282
333 South Grand Avenue
32nd Floor
Los Angeles
90071
213-625-1900
Payden Emerging Markets Local Bond Fund
S000033934
549300ZRY78UEWJB7K76
2024-10-31
2024-04-30
N
73738533.89
1221685.78
72516848.11
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
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0.00000000
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BRL
CNY
COP
CZK
EGP
HUF
IDR
INR
MXN
MYR
NGN
PEN
PLN
RON
THB
TRY
UYU
ZAR
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JP Morgan GBI-EM Global Diversified Index
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CITIGROUP GLOBAL MARKETS
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Citigroup Global Markets Holdings Inc/United States
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PA
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1.342052702737
Long
DBT
CORP
US
N
2
2025-03-10
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
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PA
362575.35000000
0.499987740021
Long
DBT
NUSS
PY
N
2
2031-02-09
Fixed
7.90000000
N
N
N
N
N
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MALAYSIA GOVERNMENT
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Malaysia Government Bond
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PA
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Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
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N
N
N
N
N
N
THAILAND GOVERNMENT BOND
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Thailand Government Bond
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40880000.00000000
PA
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1.330719639850
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
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N
N
N
N
N
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INTL BK RECON & DEVELOP
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International Bank for Reconstruction & Development
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PA
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Long
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NUSS
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N
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2028-04-24
Fixed
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N
N
N
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BARCLAYS PLC
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USD/THB FORWARD
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USD
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US
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BARCLAYS PLC
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USD
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THB
2024-08-19
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BNP PARIBAS SECURITIES CORP.
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ZAR/USD FORWARD
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NC
USD
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DFE
CORP
US
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BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
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ZAR
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USD
2024-07-17
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N
N
MALAYSIA GOVERNMENT
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Malaysia Government Bond
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PA
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Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
5860000.00000000
PA
334489.18000000
0.461257195696
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
46140000.00000000
PA
1616599.23000000
2.229273985471
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-36973.90000000
-0.05098663409
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-20
0.00000000
USD
0.00000000
USD
46300000.00000000
MXN
-36973.90000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
26280000.00000000
PA
1355669.54000000
1.869454582393
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
813.37000000
0.001121629002
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2730000.00000000
CZK
116645.82000000
USD
2024-05-20
813.37000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
36066000000.00000000
PA
2214942.62000000
3.054383467742
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1704345720.00000000
PA
363818.92000000
0.501702610472
Long
DBT
NUSS
CO
N
2
2037-02-25
Fixed
3.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-10985.08000000
-0.01514831420
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1296618.86000000
USD
472700000.00000000
HUF
2024-06-18
-10985.08000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PES3
20000000.00000000
PA
410127.41000000
0.565561549748
Long
DBT
NUSS
DO
N
2
2033-02-03
Fixed
13.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RON/USD FORWARD
000000000
1.00000000
NC
USD
5127.60000000
0.007070908531
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2329698.52000000
USD
10896000.00000000
RON
2024-06-20
5127.60000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
112088.37000000
0.154568728400
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-4306000.00000000
EUR
4718443.27000000
USD
2024-06-26
112088.37000000
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2B2
1520000.00000000
PA
399224.34000000
0.550526326508
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
20730000.00000000
PA
469910.64000000
0.648002019182
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
8100000.00000000
PA
1489626.56000000
2.054179957932
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Payden Cash Reserves Money Market Fund
549300SI0EB26HO5RT16
Payden Cash Reserves Money Market Fund
704329598
4386629.64000000
NS
USD
4386629.64000000
6.049117900637
Long
STIV
RF
US
N
1
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1673000000.00000000
PA
374382.16000000
0.516269211579
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
UZBEKISTAN INTL BOND
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822QVW4
2500000000.00000000
PA
199090.49000000
0.274543771811
Long
DBT
NUSS
UZ
N
2
2026-10-12
Fixed
16.25000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
000000000
6394000000.00000000
PA
446754.21000000
0.616069536450
Long
DBT
CORP
US
N
2
2031-07-17
Fixed
9.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
MYR/USD FORWARD
000000000
1.00000000
NC
USD
2009.76000000
0.002771438710
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1229872.01000000
USD
5860000.00000000
MYR
2024-06-20
2009.76000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
603000000.00000000
PA
134150.13000000
0.184991672275
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-4820.14000000
-0.00664692430
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-441484.60000000
USD
419300000.00000000
CLP
2024-05-15
-4820.14000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
627.74000000
0.000865647110
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1676000.00000000
CNY
232177.02000000
USD
2024-06-13
627.74000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-2025.14000000
-0.00279264757
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-199322.16000000
USD
4650000.00000000
CZK
2024-05-20
-2025.14000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1400000.00000000
PA
195783.73000000
0.269983783220
Long
DBT
NUSS
CN
N
2
2033-08-25
Fixed
2.52000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/INR FORWARD
000000000
1.00000000
NC
USD
1176.80000000
0.001622795296
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-34190000.00000000
INR
410659.83000000
USD
2024-05-21
1176.80000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
COP/USD FORWARD
000000000
1.00000000
NC
USD
-2242.80000000
-0.00309279851
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2835000000.00000000
COP
708750.00000000
USD
2024-08-12
-2242.80000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
7205.57000000
0.009936408142
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-04-25
0.00000000
USD
0.00000000
USD
3740000.00000000
CNY
7205.57000000
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
000000000
8600000000.00000000
PA
506037.15000000
0.697820111034
Long
DBT
CORP
GB
N
2
2031-02-20
Fixed
6.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-3817.59000000
-0.00526441799
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-263767.48000000
USD
243000.00000000
EUR
2024-06-26
-3817.59000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
809939.79000000
PA
154570.88000000
0.213151679959
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
980000.00000000
PA
152464.81000000
0.210247430733
Long
DBT
NUSS
CN
N
2
2053-04-15
Fixed
3.19000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-288.60000000
-0.00039797648
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-369825.20000000
USD
6956264.04000000
ZAR
2024-05-02
-288.60000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-10703.60000000
-0.01476015612
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-463700000.00000000
CLP
472199.59000000
USD
2024-05-15
-10703.60000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BM8
17000000.00000000
PA
276740.48000000
0.381622322553
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
6.25000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
45100000.00000000
PA
1159597.50000000
1.599073222599
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAC2
445000000.00000000
PA
112009.13000000
0.154459457242
Long
DBT
CORP
CO
N
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
1603.76000000
0.002211568817
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5036000.00000000
BRL
965494.29000000
USD
2024-07-01
1603.76000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
COP/USD FORWARD
000000000
1.00000000
NC
USD
31864.71000000
0.043941112762
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-5772000000.00000000
COP
1479430.99000000
USD
2024-08-12
31864.71000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-82403.63000000
-0.11363377221
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3894852.29000000
USD
15484000.00000000
PLN
2024-08-12
-82403.63000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
5500000.00000000
PA
768878.79000000
1.060276073821
Long
DBT
NUSS
CN
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
9400000.00000000
PA
1681858.17000000
2.319265403604
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
11138.48000000
0.015359851248
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-713202.27000000
USD
13720000.00000000
ZAR
2024-07-17
11138.48000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2F3
2960000000.00000000
PA
232588.84000000
0.320737657609
Long
DBT
NUSS
UZ
N
2
2024-07-19
Fixed
14.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PEN/USD FORWARD
000000000
1.00000000
NC
USD
399.79000000
0.000551306365
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1078964.56000000
USD
4064000.00000000
PEN
2024-05-13
399.79000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/MXN FORWARD
000000000
1.00000000
NC
USD
13173.97000000
0.018166771368
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-8310000.00000000
MXN
497262.84000000
USD
2024-05-13
13173.97000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
565000.00000000
PA
151264.91000000
0.208592780770
Long
DBT
NUSS
PE
N
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
5000000.00000000
PA
272740.54000000
0.376106445754
Long
DBT
NUSS
KR
N
2
2026-07-30
Fixed
7.93000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
14870000.00000000
PA
369955.63000000
0.510165071486
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
000000000
316800000.00000000
PA
193793.41000000
0.267239152074
Long
DBT
CORP
GB
N
2
2025-03-10
None
0.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1550000.00000000
PA
347184.29000000
0.478763623969
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
24801000000.00000000
PA
1459328.77000000
2.012399611999
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
9750000.00000000
PA
459749.57000000
0.633990006436
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
775000.00000000
PA
182409.86000000
0.251541351774
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
3460000000.00000000
PA
754803.89000000
1.040866929096
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
175280000.00000000
PA
289579.90000000
0.399327752856
Long
DBT
NUSS
HU
N
2
2041-04-25
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-9066.62000000
-0.01250277726
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-687140.57000000
USD
11640000.00000000
MXN
2024-05-13
-9066.62000000
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2F3
1510000.00000000
PA
404620.07000000
0.557966983598
Long
DBT
CORP
PE
N
2
2029-01-11
Fixed
7.85000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
90372UAR5
205000.00000000
PA
USD
51875.25000000
0.071535445006
Long
DBT
NUSS
UA
N
2
2031-05-21
Variable
6.87600000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
3200000.00000000
PA
564119.95000000
0.777915704698
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/INR FORWARD
000000000
1.00000000
NC
USD
-3735.77000000
-0.00515158904
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-916000.24000000
USD
76170000.00000000
INR
2024-05-21
-3735.77000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
124000000.00000000
PA
263734.87000000
0.363687717921
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3550000.00000000
PA
751342.23000000
1.036093334972
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
255000.00000000
PA
260556.61000000
0.359304929531
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
28255000.00000000
PA
1209840.18000000
1.668357370089
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
7190000.00000000
PA
394018.25000000
0.543347181061
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
43690000.00000000
PA
1248460.49000000
1.721614386916
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-58919.47000000
-0.08124935313
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1519875.87000000
USD
7633000.00000000
BRL
2024-07-01
-58919.47000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
4400000.00000000
PA
997917.23000000
1.376117765744
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-2766.43000000
-0.00381487898
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-270788.87000000
USD
1940000.00000000
CNY
2024-06-13
-2766.43000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/THB FORWARD
000000000
1.00000000
NC
USD
1791.31000000
0.002470198370
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-3680000.00000000
THB
101982.56000000
USD
2024-08-19
1791.31000000
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
000000000
2000000000.00000000
PA
429505.48000000
0.592283712260
Long
DBT
NUSS
N/A
N
2
2028-05-24
Fixed
6.77000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AV4
1475000.00000000
PA
372358.67000000
0.513478839338
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PEN FORWARD
000000000
1.00000000
NC
USD
19392.07000000
0.026741468369
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-10863000.00000000
PEN
2904513.84000000
USD
2024-05-13
19392.07000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4491000000.00000000
PA
305867.46000000
0.421788133339
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CLP/USD FORWARD
000000000
1.00000000
NC
USD
32326.72000000
0.044578219879
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1932090.55000000
USD
1886300000.00000000
CLP
2024-05-15
32326.72000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-18370.11000000
-0.02533219586
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1489277.94000000
USD
25250000.00000000
MXN
2024-05-13
-18370.11000000
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBL8
4730000.00000000
PA
258164.41000000
0.356006109929
Long
DBT
CORP
MX
N
2
2031-01-27
Fixed
9.50000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
000000000
60000000.00000000
PA
467288.89000000
0.644386652452
Long
DBT
CORP
GB
N
2
2032-08-11
Fixed
18.46070000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/TND FORWARD
000000000
1.00000000
NC
USD
18274.32000000
0.025200102426
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2395000.00000000
TND
756475.05000000
USD
2024-10-08
18274.32000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1170000.00000000
PA
247173.96000000
0.340850390553
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
COP/USD FORWARD
000000000
1.00000000
NC
USD
-1518.18000000
-0.00209355486
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-71739.69000000
USD
280000000.00000000
COP
2024-08-12
-1518.18000000
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
36225000.00000000
PA
814368.31000000
1.123005661752
Long
DBT
NUSS
TR
N
2
2033-07-13
Fixed
17.80000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
628420000.00000000
PA
1359998.85000000
1.875424657090
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7955000.00000000
PA
432931.21000000
0.597007759277
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
14665000.00000000
PA
452231.71000000
0.623622953543
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-21067.18000000
-0.02905142811
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-33850000.00000000
MXN
1950823.12000000
USD
2024-05-13
-21067.18000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3000000.00000000
PA
421687.84000000
0.581503265779
Long
DBT
NUSS
CN
N
2
2025-10-22
Fixed
3.02000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
8110000.00000000
PA
472236.03000000
0.651208708469
Long
DBT
CORP
MX
N
2
2029-01-22
Fixed
10.12500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
4790000.00000000
PA
699864.17000000
0.965105610958
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
9500000.00000000
PA
1345276.55000000
1.855122754314
Long
DBT
NUSS
CN
N
2
2029-06-15
Fixed
2.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
HUF/USD FORWARD
000000000
1.00000000
NC
USD
17470.01000000
0.024090967072
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-425400000.00000000
HUF
1174458.82000000
USD
2024-06-18
17470.01000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6880000.00000000
PA
1455292.56000000
2.006833719237
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
13310000.00000000
PA
335308.94000000
0.462387636444
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.87500000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings Inc/United States
173074PB5
339000000.00000000
PA
207373.63000000
0.285966138083
Long
DBT
CORP
US
N
2
2025-03-10
None
0.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
4640000000.00000000
PA
800224.31000000
1.103501228826
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
FINDETER
54930036EU95I2CWYJ76
Financiera de Desarrollo Territorial SA Findeter
31772MAA0
655000000.00000000
PA
164743.62000000
0.227179785517
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-13387.53000000
-0.01846126844
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1643212.62000000
USD
11797000.00000000
CNY
2024-06-13
-13387.53000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
200000.00000000
PA
USD
216145.40000000
0.298062320182
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-3594.72000000
-0.00495708251
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-04-28
0.00000000
USD
0.00000000
USD
73700000.00000000
MXN
-3594.72000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1902100000.00000000
PA
409461.93000000
0.564643859560
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings Inc/United States
173074NR2
51604052.00000000
PA
885223.31000000
1.220713990019
Long
DBT
CORP
US
N
2
2025-03-13
None
0.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3220000.00000000
PA
677712.26000000
0.934558351146
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
000000000
7270000.00000000
PA
252083.53000000
0.347620637920
Long
DBT
CORP
MX
N
2
2043-05-14
Fixed
7.25000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings Inc/United States
173074NX9
32800000.00000000
PA
560386.73000000
0.772767632081
Long
DBT
CORP
US
N
2
2025-03-20
None
0.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/MYR FORWARD
000000000
1.00000000
NC
USD
280.58000000
0.000386916981
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1606000.00000000
MYR
337891.86000000
USD
2024-06-20
280.58000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2000.00000000
PA
529.47000000
0.000730133774
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
40035000.00000000
PA
1590658.06000000
2.193501374449
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
14450000.00000000
PA
2053055.96000000
2.831143401166
Long
DBT
NUSS
CN
N
2
2032-05-15
Fixed
2.76000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/MYR FORWARD
000000000
1.00000000
NC
USD
-10273.99000000
-0.01416772828
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1054430.43000000
USD
4967000.00000000
MYR
2024-06-20
-10273.99000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
34380000.00000000
PA
1365244.71000000
1.882658644966
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-42.41000000
-0.00005848296
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-20132000.00000000
CLP
20923.32000000
USD
2024-05-15
-42.41000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
21530000.00000000
PA
1029988.82000000
1.420344163935
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-48812.73000000
-0.06731226090
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1551664.47000000
USD
35420000.00000000
CZK
2024-05-20
-48812.73000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
10800000.00000000
PA
511587.41000000
0.705473863430
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
17070000.00000000
PA
495536.21000000
0.683339420996
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
2810000.00000000
PA
521422.50000000
0.719036353054
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
5280000.00000000
PA
145915.57000000
0.201216095022
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
7000000.00000000
PA
1325257.48000000
1.827516659286
Long
DBT
NUSS
BR
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
18700000.00000000
PA
968122.00000000
1.335030444968
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
17600000.00000000
PA
3381304.64000000
4.662784894995
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings Inc/United States
173074PC3
8100000.00000000
PA
138300.94000000
0.190715597277
Long
DBT
CORP
US
N
2
2025-03-20
None
0.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
13520000.00000000
PA
367781.68000000
0.507167216426
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
000000000
7500000.00000000
PA
349415.52000000
0.481840467569
Long
DBT
NUSS
N/A
N
2
2031-02-22
Fixed
6.82000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
8960000.00000000
PA
2253057.21000000
3.106943101804
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.00000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
230000.00000000
PA
USD
223737.46000000
0.308531694125
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.37500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
47000000.00000000
PA
565591.33000000
0.779944722834
Long
DBT
NUSS
N/A
N
2
2030-10-06
Fixed
7.35000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-7915.02000000
-0.01091473251
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1581554.60000000
USD
25637000000.00000000
IDR
2024-07-17
-7915.02000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
29620000.00000000
PA
68697.87000000
0.094733667817
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
34125000.00000000
PA
1281778.24000000
1.767559227140
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
14590000.00000000
PA
344181.87000000
0.474623317160
Long
DBT
NUSS
TR
N
2
2028-07-19
Fixed
17.30000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/TRY FORWARD
000000000
1.00000000
NC
USD
1884.38000000
0.002598540958
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-109627.74000000
USD
3687000.00000000
TRY
2024-05-20
1884.38000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PHP/USD FORWARD
000000000
1.00000000
NC
USD
2430.30000000
0.003351359116
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-16220000.00000000
PHP
282607.94000000
USD
2024-08-19
2430.30000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
21500000.00000000
PA
598058.11000000
0.824716084037
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
9726000.00000000
PA
2073294.95000000
2.859052763648
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
000000000
2806000000.00000000
PA
711499.46000000
0.981150558171
Long
DBT
NUSS
N/A
N
2
2025-01-31
Fixed
11.20000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
KZT/USD FORWARD
000000000
1.00000000
NC
USD
7520.50000000
0.010370693426
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-571543.53000000
USD
265100000.00000000
KZT
2024-10-03
7520.50000000
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAD0
1436000000.00000000
PA
323667.19000000
0.446333780956
Long
DBT
CORP
CO
N
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8511000000.00000000
PA
565828.01000000
0.780271102160
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
2024-06-24
PAYDEN & RYGEL INVESTMENT GROUP
Sandi Brents
Sandi Brents
Compliance Officer