NPORT-P
false
0000741350
XXXXXXXX
S000031677
C000098581
C000098582
C000098580
C000098570
Prudential World Fund, Inc.
811-03981
0000741350
5493003FFF3WYM74WH03
655 Broad Street
17th Floor
Newark
07102-4077
1-800-225-1852
PGIM Emerging Markets Debt Local Currency Fund
S000031677
AWZ6MOVC3OARNLHKRS70
2021-10-31
2021-07-30
N
63593798.00
1873115.90
61720682.10
0.00000000
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1341708.89000000
BRL
CLP
CNY
COP
CZK
EUR
HUF
IDR
MXN
MYR
PEN
PLN
RON
RUB
THB
TRY
USD
ZAR
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS MYR
000000000
1.00000000
NC
-3618.17000000
-0.00586216787
N/A
DIR
CORP
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N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
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2026-04-08
35.73000000
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0.00000000
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-1900000.00000000
MYR
-3653.90000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
COP/USD FORWARD
000000000
1.00000000
NC
USD
5241.93000000
0.008492987798
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-842696460.00000000
COP
222000.00000000
USD
2021-09-15
5241.93000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
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PA
USD
121337.26000000
0.196590925232
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
INR/USD FORWARD
000000000
1.00000000
NC
USD
-3289.58000000
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N/A
DFE
CORP
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N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
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INR
599000.00000000
USD
2021-09-15
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N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
50569.81000000
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DFE
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2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
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BRL
3461020.70000000
USD
2021-08-03
50569.81000000
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N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
IDR/USD FORWARD
000000000
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NC
USD
6709.66000000
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DFE
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J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-933010.81000000
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13637819064.00000000
IDR
2021-09-15
6709.66000000
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PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
5600000.00000000
PA
116552.28000000
0.188838288940
Long
DBT
NUSS
PH
N
2
2025-09-09
Fixed
3.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-5515.53000000
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N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-06-20
60.16000000
USD
0.00000000
USD
-5600000.00000000
MXN
-5575.69000000
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N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-1019.20000000
-0.00165131033
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-06-17
0.00000000
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-700000.00000000
PLN
-1019.20000000
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N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
206758.22000000
0.334990173415
N/A
DFE
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N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-40400314.00000000
ZAR
2947927.80000000
USD
2021-09-15
206758.22000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
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PA
586903.41000000
0.950902339428
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
2285.54000000
0.003703037494
N/A
DFE
CORP
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N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4193993.24000000
ZAR
286848.84000000
USD
2021-09-15
2285.54000000
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N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PEN FORWARD
000000000
1.00000000
NC
USD
8869.25000000
0.014369980528
N/A
DFE
CORP
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N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1040245.30000000
PEN
265000.00000000
USD
2021-09-15
8869.25000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAA4
200000.00000000
PA
USD
208609.15000000
0.337989054725
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/COP FORWARD
000000000
1.00000000
NC
USD
-64982.15000000
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N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-882012.58000000
USD
3176392261.00000000
COP
2021-09-15
-64982.15000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-14408.59000000
-0.02334483273
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-5058309.83000000
ILS
1551000.00000000
USD
2021-09-17
-14408.59000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ILS FORWARD
000000000
1.00000000
NC
USD
1708.48000000
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DFE
CORP
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N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-174000.00000000
USD
567767.39000000
ILS
2021-09-17
1708.48000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
140000.00000000
PA
USD
69457.44000000
0.112535114060
Long
DBT
NUSS
AR
N
2
2022-06-09
Fixed
9.95000000
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
000000000
235000.00000000
PA
USD
221920.17000000
0.359555601865
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/RUB FORWARD
000000000
1.00000000
NC
USD
1506.64000000
0.002441061810
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-140000.00000000
USD
10421950.00000000
RUB
2021-09-15
1506.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
THB/USD FORWARD
000000000
1.00000000
NC
USD
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N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1546748.73000000
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48311382.00000000
THB
2021-09-15
-77226.22000000
N
N
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MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PEN FORWARD
000000000
1.00000000
NC
USD
4667.99000000
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DFE
CORP
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N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-464138.00000000
PEN
118948.74000000
USD
2021-09-15
4667.99000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
280000.00000000
PA
69342.29000000
0.112348547748
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-825.43000000
-0.00133736370
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-3225125.50000000
ZAR
218000.00000000
USD
2021-09-15
-825.43000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MYR/USD FORWARD
000000000
1.00000000
NC
USD
2462.35000000
0.003989505488
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-753570.00000000
MYR
180000.00000000
USD
2021-09-15
2462.35000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
500000.00000000
PA
133256.43000000
0.215902393599
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-4488.33000000
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N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-79000.00000000
USD
1098179.00000000
ZAR
2021-09-15
-4488.33000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
KRW/USD FORWARD
000000000
1.00000000
NC
USD
594.80000000
0.000963696413
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-200000.00000000
USD
231462000.00000000
KRW
2021-09-15
594.80000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-1228.56000000
-0.00199051591
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2601078400.00000000
IDR
178000.00000000
USD
2021-09-15
-1228.56000000
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
6240000.00000000
PA
USD
69204.66000000
0.112125559286
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-14572.34000000
-0.02361014088
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-09-08
0.00000000
USD
-3032.48000000
USD
2730000.00000000
PLN
-11539.86000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
9764100.00000000
PA
510620.45000000
0.827308501180
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-1257.16000000
-0.00203685370
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-279407.00000000
USD
7760753.00000000
TWD
2021-09-15
-1257.16000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/MXN FORWARD
000000000
1.00000000
NC
USD
8095.34000000
0.013116089655
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-591636.86000000
USD
12014146.00000000
MXN
2021-09-15
8095.34000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
1610000.00000000
PA
265196.69000000
0.429672325348
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-723.09000000
-0.00117155218
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-146000.00000000
USD
2910262.24000000
MXN
2021-09-15
-723.09000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
2500000.00000000
PA
392692.79000000
0.636241818202
Long
DBT
NUSS
CN
N
2
2026-03-11
Fixed
3.03000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/THB FORWARD
000000000
1.00000000
NC
USD
23280.48000000
0.037719090599
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-19025731.00000000
THB
602000.00000000
USD
2021-09-15
23280.48000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/KRW FORWARD
000000000
1.00000000
NC
USD
17764.06000000
0.028781373432
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-604904520.00000000
KRW
542000.00000000
USD
2021-09-15
17764.06000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
22600000.00000000
PA
327658.04000000
0.530872357290
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-1934.97000000
-0.00313504312
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1245699.43000000
USD
4790387.00000000
PLN
2021-10-19
-1934.97000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
PEN/USD FORWARD
000000000
1.00000000
NC
USD
31261.73000000
0.050650331357
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-2193717.46000000
PEN
571402.12000000
USD
2021-09-15
31261.73000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
59355.36000000
0.096167699352
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-15254711.00000000
ZAR
1094390.63000000
USD
2021-09-15
59355.36000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
500000.00000000
PA
19458.76000000
0.031527130514
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
16400000.00000000
PA
508100.65000000
0.823225915061
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
7700000.00000000
PA
1167294.68000000
1.891253693711
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4470000.00000000
PA
203551.56000000
0.329794735045
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
PLN/USD FORWARD
000000000
1.00000000
NC
USD
1989.75000000
0.003223797813
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-153442.54000000
USD
598651.00000000
PLN
2021-10-19
1989.75000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/SGD FORWARD
000000000
1.00000000
NC
USD
1936.72000000
0.003137878477
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-309033.98000000
SGD
230000.00000000
USD
2021-09-15
1936.72000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-217.32000000
-0.00035210239
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-316017.90000000
SGD
233000.00000000
USD
2021-09-15
-217.32000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
70000000.00000000
PA
239404.84000000
0.387884306936
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-411.76000000
-0.00066713455
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-232269.13000000
SGD
171000.00000000
USD
2021-09-15
-411.76000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2100000.00000000
PA
103211.52000000
0.167223556980
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
-464000.00000000
NC
USD
-28211.76000000
-0.04570876250
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
2021-08-13
-464000.00000000
USD
9.00000000
USD
2021-08-13
XXXX
-11001.54000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-12353.18000000
-0.02001465243
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-05-02
17.51000000
USD
0.00000000
USD
7470000.00000000
MXN
-12370.69000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
390000.00000000
PA
93852.46000000
0.152059985092
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.84400000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7065000000.00000000
PA
524036.15000000
0.849044651112
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
8230000.00000000
PA
360068.91000000
0.583384528085
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
1803.72000000
0.002922391552
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-07-14
0.00000000
USD
-24.68000000
USD
9180000.00000000
MXN
1828.40000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
THB/USD FORWARD
000000000
1.00000000
NC
USD
1163.96000000
0.001885850837
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1769890.10000000
THB
55000.00000000
USD
2021-09-15
1163.96000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1000000000.00000000
PA
263448.00000000
0.426839093536
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
10375000.00000000
PA
595759.94000000
0.965251710981
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRY CALL VERSUS USD PUT
000000000
-181000.00000000
NC
USD
-3276.68000000
-0.00530888494
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-08-06
-181000.00000000
USD
8.60000000
USD
2021-08-06
XXXX
-786.12000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
219129.95000000
0.355034880601
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
1152259.51000000
NS
USD
1152259.51000000
1.866893674527
Long
STIV
RF
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
150000.00000000
PA
194313.90000000
0.314827855734
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
190000.00000000
PA
51452.58000000
0.083363595879
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
13735000.00000000
PA
497871.35000000
0.806652378198
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/SGD FORWARD
000000000
1.00000000
NC
USD
2172.32000000
0.003519598173
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-132283.00000000
SGD
99795.55000000
USD
2021-09-15
2172.32000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1600000.00000000
PA
446843.05000000
0.723976201811
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1000000.00000000
PA
212891.36000000
0.344927101834
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-13830.95000000
-0.02240893899
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
2016952.11000000
BRL
-13830.95000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-1807.61000000
-0.00292869414
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-454000.00000000
USD
2927676.64000000
CNY
2021-08-18
-1807.61000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
JPY/USD FORWARD
000000000
1.00000000
NC
USD
1629.71000000
0.002640460125
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-372220.65000000
USD
40986667.00000000
JPY
2021-10-19
1629.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
-1037000.00000000
NC
USD
-9846.83000000
-0.01595385803
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2021-09-16
-1037000.00000000
USD
15.25000000
USD
2021-09-16
XXXX
172.66000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
HUF/USD FORWARD
000000000
1.00000000
NC
USD
1094.60000000
0.001773473595
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-170000.00000000
USD
51831980.00000000
HUF
2021-10-19
1094.60000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
-1752.20000000
-0.00283891872
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-30187575.00000000
INR
402000.00000000
USD
2021-09-15
-1752.20000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-636.18000000
-0.00103074039
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-112000.00000000
USD
1616182400.00000000
IDR
2021-09-15
-636.18000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
5362.41000000
0.008688189789
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-07-12
0.00000000
USD
0.00000000
USD
5800000.00000000
CNY
5362.41000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
2000000.00000000
PA
312638.34000000
0.506537402638
Long
DBT
NUSS
CN
N
2
2028-05-13
Fixed
3.01000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
402000.00000000
PA
USD
436752.16000000
0.707626917169
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-12795.17000000
-0.02073076570
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-06-10
0.00000000
USD
-10616.63000000
USD
5700000000.00000000
COP
-2178.54000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
3260000.00000000
PA
76576.79000000
0.124069902331
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
175530000.00000000
PA
656565.06000000
1.063768315029
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-6.00000000
NC
USD
-15054.88000000
-0.02439195337
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
2021-09-21
-791663.90000000
USD
-15054.88000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/TWD FORWARD
000000000
1.00000000
NC
USD
505.62000000
0.000819206759
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-335000.00000000
USD
9361056.00000000
TWD
2021-09-15
505.62000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-1432.22000000
-0.00232048634
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1925546890.00000000
IDR
131248.51000000
USD
2021-09-15
-1432.22000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
604.82000000
0.000979930842
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-06-15
0.00000000
USD
0.00000000
USD
6507000.00000000
CZK
604.82000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
MXN/USD FORWARD
000000000
1.00000000
NC
USD
1878.09000000
0.003042886008
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-180000.00000000
USD
3643476.12000000
MXN
2021-09-15
1878.09000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
86.12000000
0.000139531834
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
-2540032.34000000
BRL
86.12000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-3295.78000000
-0.00533983081
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-55771104.00000000
JPY
505407.39000000
USD
2021-10-19
-3295.78000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
2 YEAR EURO SCHATZ
000000000
-1.00000000
NC
-238.15000000
-0.00038585121
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
BUNDESSCHATZANWEISUNGEN
2021-09-08
-136901.07000000
USD
-238.15000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4790000.00000000
PA
229027.33000000
0.371070639869
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
3740000.00000000
PA
1038896.37000000
1.683222438009
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
7000000.00000000
PA
384517.08000000
0.622995512876
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BT6
54000.00000000
PA
10536.65000000
0.017071506084
Long
DBT
NUSS
BR
N
2
2024-01-05
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/SGD FORWARD
000000000
1.00000000
NC
USD
166.14000000
0.000269180434
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-220645.77000000
SGD
163000.00000000
USD
2021-09-15
166.14000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
12000000.00000000
PA
171234.11000000
0.277433923563
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/INR FORWARD
000000000
1.00000000
NC
USD
-191.52000000
-0.00031030117
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-9210732.00000000
INR
123000.00000000
USD
2021-09-15
-191.52000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1740000.00000000
PA
497998.89000000
0.806859018818
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-2075.20000000
-0.00336224411
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-185427.62000000
USD
2702312.00000000
ZAR
2021-09-15
-2075.20000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-2814.61000000
-0.00456023800
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
645564.28000000
BRL
-2814.61000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
INR/USD FORWARD
000000000
1.00000000
NC
USD
-2335.13000000
-0.00378338333
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-238000.00000000
USD
17620092.00000000
INR
2021-09-15
-2335.13000000
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
1000000.00000000
PA
USD
1004638.95000000
1.627718482391
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
580000.00000000
PA
132665.38000000
0.214944772945
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
PHP/USD FORWARD
000000000
1.00000000
NC
USD
1911.49000000
0.003097000770
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-198000.00000000
USD
10014840.00000000
PHP
2021-09-15
1911.49000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-46613.55000000
-0.07552338764
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-1401475.66000000
USD
1563346104.00000000
KRW
2021-09-15
-46613.55000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
9168.10000000
0.014854178029
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-05-03
0.00000000
USD
0.00000000
USD
-220800000.00000000
CLP
9168.10000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3850000.00000000
PA
185570.85000000
0.300662344753
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
3000000.00000000
PA
478823.17000000
0.775790470403
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
465600.00000000
PA
USD
169052.74000000
0.273899662557
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE
000000000
-18.00000000
NC
USD
-13240.80000000
-0.02145277652
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
2021-09-30
-2226774.78000000
USD
-13240.80000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS TRY PUT
000000000
-181000.00000000
NC
USD
-2.32000000
-0.00000375886
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 TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TRY
N/A
USD
2021-08-06
-181000.00000000
USD
10.25000000
USD
2021-08-06
XXXX
1018.52000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
115000000.00000000
PA
154314.90000000
0.250021378166
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
900000000.00000000
PA
63470.65000000
0.102835302268
Long
DBT
NUSS
N/A
N
2
2022-05-15
Fixed
7.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
15495000.00000000
PA
215559.84000000
0.349250579652
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
967.76000000
0.001567967117
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-10-30
20.47000000
USD
0.00000000
USD
3085000.00000000
CNY
947.29000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
CNH/USD FORWARD
000000000
1.00000000
NC
USD
6289.82000000
0.010190781737
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-4057575.55000000
CNY
633000.00000000
USD
2021-08-18
6289.82000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
10133.79000000
0.016418791327
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2023-12-12
0.00000000
USD
0.00000000
USD
950000000.00000000
COP
10133.79000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-2330.23000000
-0.00377544434
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-292455.79000000
USD
4210486009.00000000
IDR
2021-09-15
-2330.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-186661.78000000
-0.30242987220
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3778876.73000000
USD
18718288.00000000
BRL
2021-08-03
-186661.78000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
2822.27000000
0.004572648752
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-07-12
0.00000000
USD
0.00000000
USD
268200000.00000000
CLP
2822.27000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/HUF FORWARD
000000000
1.00000000
NC
USD
6371.59000000
0.010323265691
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-225078566.00000000
HUF
749343.94000000
USD
2021-10-19
6371.59000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-3444.44000000
-0.00558069010
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-15
0.00000000
USD
-1.72000000
USD
2100000.00000000
CNY
-3442.72000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-7438.79000000
-0.01205234574
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1435171.01000000
USD
28601071.00000000
MXN
2021-09-15
-7438.79000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
50000000.00000000
PA
53806.84000000
0.087177973686
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/AUD FORWARD
000000000
1.00000000
NC
USD
898.49000000
0.001455735694
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-207000.00000000
AUD
152861.47000000
USD
2021-10-19
898.49000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
110000000.00000000
PA
151244.80000000
0.245047194642
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH/USD FORWARD
000000000
1.00000000
NC
USD
2889.42000000
0.004681445346
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1832972.57000000
CNY
286000.00000000
USD
2021-08-18
2889.42000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CZK FORWARD
000000000
1.00000000
NC
USD
5210.60000000
0.008442226856
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-514100.72000000
USD
11177475.00000000
CZK
2021-10-19
5210.60000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2414000.00000000
PA
88381.34000000
0.143195663095
Long
DBT
NUSS
UA
N
2
2023-11-22
Fixed
11.67000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
777800000.00000000
PA
196350.86000000
0.318128143305
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
13030000.00000000
PA
192160.38000000
0.311338717366
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
700000.00000000
PA
175847.77000000
0.284908986772
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7023000000.00000000
PA
493127.52000000
0.798966413237
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
600000.00000000
PA
165506.00000000
0.268153225740
Long
DBT
NUSS
N/A
N
2
2024-05-24
Fixed
3.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/THB FORWARD
000000000
1.00000000
NC
USD
9020.31000000
0.014614728310
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-11111273.00000000
THB
347000.00000000
USD
2021-09-15
9020.31000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
395000.00000000
PA
42526.51000000
0.068901555447
Long
DBT
NUSS
TR
N
2
2022-09-14
Fixed
8.50000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
2700000.00000000
PA
260675.29000000
0.422346742016
Long
DBT
NUSS
TR
N
2
2024-07-24
Fixed
9.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1314.11000000
-0.00212912423
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-130719.62000000
EUR
154000.00000000
USD
2021-10-19
-1314.11000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/SGD FORWARD
000000000
1.00000000
NC
USD
2167.76000000
0.003512210050
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-667805.49000000
SGD
495000.00000000
USD
2021-09-15
2167.76000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS IDR PUT
000000000
684000.00000000
NC
USD
298.73000000
0.000484003076
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS IDR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
IDR
N/A
USD
2022-04-28
684000.00000000
USD
24500.00000000
USD
2022-04-28
XXXX
-43.23000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1370000.00000000
PA
343190.96000000
0.556038832240
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS IDR PUT
000000000
-684000.00000000
NC
USD
-5948.60000000
-0.00963793625
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS IDR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
IDR
N/A
USD
2022-04-28
-684000.00000000
USD
16500.00000000
USD
2022-04-28
XXXX
3441.01000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-2812.46000000
-0.00455675456
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-25
0.00000000
USD
-23.29000000
USD
4500000.00000000
ZAR
-2789.17000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
980000.00000000
PA
255036.26000000
0.413210371827
Long
DBT
NUSS
RO
N
2
2026-04-22
Fixed
4.85000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1063000.00000000
PA
28874.39000000
0.046782357254
Long
DBT
NUSS
TH
N
2
2049-06-17
Fixed
1.87500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
5485000.00000000
PA
315477.95000000
0.511138145701
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
750000.00000000
PA
189374.70000000
0.306825351821
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-2743.93000000
-0.00444572209
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-127000.00000000
USD
6224778.00000000
PHP
2021-09-15
-2743.93000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
3422000.00000000
PA
673788.37000000
1.091673563989
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
200000.00000000
PA
39413.67000000
0.063858124471
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-443.84000000
-0.00071911065
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-81216.00000000
USD
109449.20000000
SGD
2021-09-15
-443.84000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
1398.12000000
0.002265237441
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-05-14
0.00000000
USD
-16.53000000
USD
4500000.00000000
MXN
1414.65000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-9375.84000000
-0.01519075888
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-341000.00000000
USD
4887592.66000000
ZAR
2021-09-15
-9375.84000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
1465000.00000000
PA
138897.69000000
0.225042376840
Long
DBT
NUSS
TR
N
2
2026-02-11
Fixed
10.60000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
130000.00000000
PA
USD
141083.16000000
0.228583280676
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2000000.00000000
PA
121863.03000000
0.197442779071
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
IDR CALL VERSUS USD PUT
000000000
684000.00000000
NC
USD
8108.87000000
0.013138010994
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
IDR CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
IDR
2022-04-28
684000.00000000
USD
14300.00000000
USD
2022-04-28
XXXX
-1129.91000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-5298.46000000
-0.00858457784
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2023-01-02
0.00000000
USD
0.00000000
USD
4559486.14000000
BRL
-5298.46000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
900000.00000000
PA
206866.76000000
0.335166030188
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-6602.19000000
-0.01069688437
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-03-12
0.00000000
USD
-9836.74000000
USD
4200000000.00000000
KRW
3234.55000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
6520000.00000000
PA
380660.40000000
0.616746910514
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
29620.48000000
0.047991174096
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-401405942.00000000
CLP
557847.51000000
USD
2021-09-15
29620.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK/USD FORWARD
000000000
1.00000000
NC
USD
8380.27000000
0.013577733937
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-865310.81000000
USD
18805021.00000000
CZK
2021-10-19
8380.27000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PLN/USD FORWARD
000000000
1.00000000
NC
USD
327.72000000
0.000530972745
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-32538.76000000
USD
126586.00000000
PLN
2021-10-19
327.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KRW/USD FORWARD
000000000
1.00000000
NC
USD
1751.31000000
0.002837476742
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-117425234.00000000
KRW
103517.00000000
USD
2021-09-15
1751.31000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
COP/USD FORWARD
000000000
1.00000000
NC
USD
-11477.29000000
-0.01859553331
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-398000.00000000
USD
1502695250.00000000
COP
2021-09-15
-11477.29000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-37411.78000000
-0.06061465740
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
3768888.09000000
BRL
-37411.78000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
2315000.00000000
PA
255831.78000000
0.414499275276
Long
DBT
NUSS
TR
N
2
2023-01-18
Fixed
12.20000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
BRL/USD FORWARD
000000000
1.00000000
NC
USD
20639.68000000
0.033440459984
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-2990506.93000000
BRL
594546.00000000
USD
2021-08-03
20639.68000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/INR FORWARD
000000000
1.00000000
NC
USD
209.32000000
0.000339140775
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-177000.00000000
USD
13249512.00000000
INR
2021-09-15
209.32000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
7500000.00000000
PA
104377.95000000
0.169113409717
Long
DBT
NUSS
RU
N
2
2025-11-12
Fixed
7.15000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
5667.68000000
0.009182788989
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-10395868620.00000000
IDR
722000.00000000
USD
2021-09-15
5667.68000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
21890000.00000000
PA
70711.66000000
0.114567204369
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1500000.00000000
PA
106631.85000000
0.172765184006
Long
DBT
NUSS
ZA
N
2
2023-02-28
Fixed
7.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
500000000.00000000
PA
135453.37000000
0.219461881157
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRY CALL VERSUS USD PUT
000000000
181000.00000000
NC
USD
0.33000000
0.000000534666
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-08-06
181000.00000000
USD
7.60000000
USD
2021-08-06
XXXX
-79.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
-704000.00000000
NC
USD
-5511.18000000
-0.00892922730
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2021-08-25
-704000.00000000
USD
6.44000000
USD
2021-08-25
XXXX
1074.04000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
70000000.00000000
PA
217837.04000000
0.352940104659
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-788.54000000
-0.00127759443
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-54779954.00000000
RUB
743000.00000000
USD
2021-09-15
-788.54000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-688.98000000
-0.00111628708
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-250260.24000000
SGD
184000.00000000
USD
2021-09-15
-688.98000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-579.52000000
-0.00093893972
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-599218.05000000
PLN
155000.00000000
USD
2021-10-19
-579.52000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
7100000.00000000
PA
208783.45000000
0.338271456011
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-1220.95000000
-0.00197818617
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-355485.25000000
BRL
67000.00000000
USD
2021-08-03
-1220.95000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
250000000.00000000
PA
62171.92000000
0.100731096748
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH/USD FORWARD
000000000
1.00000000
NC
USD
1378.87000000
0.002234048544
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-723298.01000000
USD
4691851.64000000
CNY
2021-08-18
1378.87000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-588.97000000
-0.00095425063
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-16982855.00000000
RUB
230000.00000000
USD
2021-09-15
-588.97000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PHP/USD FORWARD
000000000
1.00000000
NC
USD
6226.31000000
0.010087882680
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-844000.00000000
USD
42593252.60000000
PHP
2021-09-15
6226.31000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-2429.20000000
-0.00393579577
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-10391450.00000000
PHP
205000.00000000
USD
2021-09-15
-2429.20000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-9640.55000000
-0.01561964267
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-07-13
93.28000000
USD
0.00000000
USD
-6680000.00000000
ZAR
-9733.83000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
6210000.00000000
PA
268354.28000000
0.434788260384
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
11376.44000000
0.018432135895
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-06-10
0.00000000
USD
0.00000000
USD
-9380000.00000000
MXN
11376.44000000
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
639565.34000000
NS
USD
639181.60000000
1.035603590647
Long
STIV
RF
US
N
1
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7825000.00000000
PA
484798.24000000
0.785471293422
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AY8
592000.00000000
PA
178172.07000000
0.288674823313
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
9170000.00000000
PA
539631.88000000
0.874312890978
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
488.70000000
0.000791792934
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-07-15
0.00000000
USD
-11.02000000
USD
4160000.00000000
MXN
499.72000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-12535.20000000
-0.02030956167
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-330000.00000000
USD
1289346.42000000
PEN
2021-09-15
-12535.20000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/MYR FORWARD
000000000
1.00000000
NC
USD
-4665.13000000
-0.00755845502
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-236959.88000000
USD
985990.06000000
MYR
2021-09-15
-4665.13000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-16040.32000000
-0.02598856567
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-629907.55000000
USD
3198735.00000000
BRL
2021-08-03
-16040.32000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
16712000.00000000
PA
256466.78000000
0.415528103828
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
135000000.00000000
PA
199478.05000000
0.323194824186
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
1870000.00000000
PA
44470.16000000
0.072050661928
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
THB/USD FORWARD
000000000
1.00000000
NC
USD
7591.26000000
0.012299378007
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-4813270.00000000
THB
154000.00000000
USD
2021-09-15
7591.26000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
27635000.00000000
PA
381945.13000000
0.618828433200
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PHP/USD FORWARD
000000000
1.00000000
NC
USD
2249.13000000
0.003644045923
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2835820.00000000
PHP
58856.42000000
USD
2021-09-15
2249.13000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
42680000.00000000
PA
148162.06000000
0.240052531759
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
88429JAB2
400000.00000000
PA
USD
410746.60000000
0.665492645292
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
1135.59000000
0.001839885693
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-902024.62000000
USD
5847424.96000000
CNY
2021-08-18
1135.59000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-8526.12000000
-0.01381404046
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-20506369.28000000
MXN
1015128.00000000
USD
2021-09-15
-8526.12000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
32540000.00000000
PA
121158.54000000
0.196301362651
Long
DBT
NUSS
HU
N
2
2051-04-28
Fixed
4.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-5732.01000000
-0.00928701661
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1921759.45000000
ILS
589000.00000000
USD
2021-09-17
-5732.01000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6515000000.00000000
PA
473375.12000000
0.766963526477
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-2204.35000000
-0.00357149325
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-20637023.50000000
RUB
278000.00000000
USD
2021-09-15
-2204.35000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-591.40000000
-0.00095818772
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-264269.00000000
EUR
313398.99000000
USD
2021-10-19
-591.40000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
590000.00000000
PA
141651.36000000
0.229503879705
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
185005015.00000000
PA
44707.76000000
0.072435622029
Long
DBT
NUSS
CO
N
2
2049-06-16
Fixed
3.75000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
460000.00000000
PA
117361.49000000
0.190149372960
Long
DBT
NUSS
RO
N
2
2023-04-26
Fixed
5.85000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
115000.00000000
PA
144002.71000000
0.233313542722
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS TRY PUT
000000000
181000.00000000
NC
USD
21.57000000
0.000034947766
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 TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TRY
N/A
USD
2021-08-06
181000.00000000
USD
9.25000000
USD
2021-08-06
XXXX
-3316.43000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-3865.85000000
-0.00626345961
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-05-28
0.00000000
USD
-19.25000000
USD
5930000.00000000
MXN
-3846.60000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3000000.00000000
PA
135547.57000000
0.219614504227
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1410000000.00000000
PA
107014.27000000
0.173384781825
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
RUSSIA I/L BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Inflation Linked Bond
000000000
8066772.00000000
PA
108270.99000000
0.175420922640
Long
DBT
NUSS
RU
N
2
2030-07-17
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
KRW/USD FORWARD
000000000
1.00000000
NC
USD
1902.96000000
0.003083180443
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-133961860.00000000
KRW
118000.00000000
USD
2021-09-15
1902.96000000
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
200000.00000000
PA
USD
207163.64000000
0.335647035890
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1637900000.00000000
PA
411174.48000000
0.666185897514
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2500000.00000000
PA
138260.67000000
0.224010275479
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MYR FORWARD
000000000
1.00000000
NC
USD
-17411.07000000
-0.02820945817
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-599057.31000000
USD
2468835.00000000
MYR
2021-09-15
-17411.07000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
8530000.00000000
PA
274537.32000000
0.444806036905
Long
DBT
NUSS
TH
N
2
2023-06-16
Fixed
3.62500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
400000.00000000
PA
103972.02000000
0.168455720938
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
3015.00000000
0.004884910369
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-950118.53000000
USD
6170972.50000000
CNY
2021-08-18
3015.00000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-2985.35000000
-0.00483687136
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-11167198.29000000
MXN
554468.21000000
USD
2021-09-15
-2985.35000000
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
2913229.85940000
PA
146985.75000000
0.238146671421
Long
DBT
NUSS
MX
N
2
2031-11-27
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
704000.00000000
NC
USD
1.21000000
0.000001960444
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 CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2021-08-24
704000.00000000
USD
7.25000000
USD
2021-08-25
XXXX
-74.12000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPY/USD FORWARD
000000000
1.00000000
NC
USD
159.73000000
0.000258794936
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-135000.00000000
USD
14818086.00000000
JPY
2021-10-19
159.73000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
76680000.00000000
PA
330454.77000000
0.535403626072
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
250000000.00000000
PA
336803.34000000
0.545689594703
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-7470.23000000
-0.01210328490
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-09
94.18000000
USD
0.00000000
USD
-3244000.00000000
ZAR
-7564.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FORWARD
000000000
1.00000000
NC
USD
1899.88000000
0.003078190219
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-152489.71000000
USD
594635.00000000
PLN
2021-10-19
1899.88000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-5339.53000000
-0.00865111955
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-19
0.00000000
USD
-5.35000000
USD
3515000.00000000
CNY
-5334.18000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2354600.00000000
PA
147637.04000000
0.239201893071
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/SGD FORWARD
000000000
1.00000000
NC
USD
2277.62000000
0.003690205491
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-972539.75000000
SGD
720000.00000000
USD
2021-09-15
2277.62000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-2575.89000000
-0.00417346327
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-153804.75000000
USD
206000.00000000
AUD
2021-10-19
-2575.89000000
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
9460000.00000000
PA
USD
104537.75000000
0.169372318067
Long
DBT
NUSS
RS
N
2
2026-01-11
Fixed
4.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
5 YEAR EURO BOBL
000000000
-3.00000000
NC
-4866.39000000
-0.00788453697
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2021-09-08
-490773.92000000
USD
-4866.39000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-10953.71000000
-0.01774722771
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
668456.46000000
BRL
-10953.71000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS MYR
000000000
1.00000000
NC
-3571.87000000
-0.00578715250
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2026-04-27
26.27000000
USD
0.00000000
USD
-1800000.00000000
MYR
-3598.14000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/UAH FORWARD
000000000
1.00000000
NC
USD
-5303.84000000
-0.00859329453
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-4573730.00000000
UAH
163745.17000000
USD
2021-09-02
-5303.84000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4130000.00000000
PA
246769.96000000
0.399817292362
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
335000.00000000
PA
83586.06000000
0.135426338718
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.05900000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
-103.19000000
-0.00016718869
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-7729150.00000000
THB
235000.00000000
USD
2021-09-15
-103.19000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4952000000.00000000
PA
401551.43000000
0.650594608383
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
8500000.00000000
PA
112118.39000000
0.181654489524
Long
DBT
NUSS
RU
N
2
2027-10-06
Fixed
6.00000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS MYR
000000000
1.00000000
NC
-3444.19000000
-0.00558028505
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2026-04-21
24.39000000
USD
0.00000000
USD
-2800000.00000000
MYR
-3468.58000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
14750.48000000
0.023898763750
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-1884580.12000000
BRL
14750.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MYR FORWARD
000000000
1.00000000
NC
USD
7263.12000000
0.011767724776
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2027785.00000000
MYR
485000.00000000
USD
2021-09-15
7263.12000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
761000.00000000
PA
216178.25000000
0.350252529046
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
1065.63000000
0.001726536330
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-213000.00000000
USD
10723911.00000000
PHP
2021-09-15
1065.63000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
80000.00000000
PA
USD
84999.81000000
0.137716899923
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PHP/USD FORWARD
000000000
1.00000000
NC
USD
5369.47000000
0.008699628418
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-18767630.00000000
PHP
380000.00000000
USD
2021-09-15
5369.47000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1650000.00000000
PA
412138.70000000
0.667748129115
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/RON FORWARD
000000000
1.00000000
NC
USD
1834.13000000
0.002971661909
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-538734.62000000
USD
2247951.00000000
RON
2021-10-19
1834.13000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-11919.70000000
-0.01931232707
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
1478083.60000000
BRL
-11919.70000000
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
1260000.00000000
PA
124387.21000000
0.201532461677
Long
DBT
CORP
N/A
N
2
2022-09-05
None
0.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-3093.50000000
-0.00501209626
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-04-28
0.00000000
USD
-17.27000000
USD
5320000.00000000
MXN
-3076.23000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-1429.38000000
-0.00231588496
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-216645.00000000
TRY
23673.12000000
USD
2021-09-15
-1429.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-14209.05000000
-0.02302153754
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-17735034347.00000000
IDR
1207832.00000000
USD
2021-09-15
-14209.05000000
N
N
N
GAZPROM CAPITAL OOO
N/A
Gazprom Capital OOO
000000000
42000000.00000000
PA
595802.10000000
0.965320018717
Long
DBT
CORP
RU
N
2
2027-02-03
Variable
8.90000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
23752.71882000
PA
USD
9100.55000000
0.014744733354
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-17125.28000000
-0.02774642051
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-01-02
0.00000000
USD
0.00000000
USD
1374263.42000000
BRL
-17125.28000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CNH/USD FORWARD
000000000
1.00000000
NC
USD
3066.43000000
0.004968237381
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1243949.47000000
USD
8073686.00000000
CNY
2021-08-18
3066.43000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
224779.32000000
0.364188003683
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
DEVELOPMENT BANK BELARUS
253400D4JRB0M70A0687
Development Bank of the Republic of Belarus JSC
25161EAA9
200000.00000000
PA
USD
186338.81000000
0.301906595423
Long
DBT
NUSS
BY
N
2
2024-05-02
Fixed
6.75000000
N
N
N
N
N
N
GAZPROM CAPITAL OOO
N/A
Gazprom Capital OOO
000000000
45000000.00000000
PA
613135.09000000
0.993402971481
Long
DBT
CORP
RU
N
2
2028-02-15
Variable
7.15000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/COP FORWARD
000000000
1.00000000
NC
USD
15473.14000000
0.025069619248
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3121903534.00000000
COP
818488.00000000
USD
2021-09-15
15473.14000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
1562.21000000
0.002531096460
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1804530.83000000
ZAR
124000.00000000
USD
2021-09-15
1562.21000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-4579.19000000
-0.00741921483
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-406000.00000000
USD
11200178.00000000
TWD
2021-09-15
-4579.19000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
INR/USD FORWARD
000000000
1.00000000
NC
USD
-3576.10000000
-0.00579400596
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-40866173.00000000
INR
543000.00000000
USD
2021-09-15
-3576.10000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-3060.24000000
-0.00495820832
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-659380.50000000
ILS
201000.00000000
USD
2021-09-17
-3060.24000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-22162.32000000
-0.03590744503
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-19
2827.54000000
USD
0.00000000
USD
34429000.00000000
MXN
-24989.86000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/COP FORWARD
000000000
1.00000000
NC
USD
2014.32000000
0.003263606187
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-299299400.00000000
COP
79000.00000000
USD
2021-09-15
2014.32000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
517.14000000
0.000837871492
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-171000.00000000
USD
1110471.44000000
CNY
2021-08-18
517.14000000
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
2500000000.00000000
PA
173197.15000000
0.280614445769
Long
DBT
NUSS
N/A
N
2
2021-08-20
Fixed
7.45000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
72335000.00000000
PA
931312.67000000
1.508915064307
Long
DBT
NUSS
RU
N
2
2031-03-12
Fixed
5.90000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
55000.00000000
PA
USD
58388.87000000
0.094601789891
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1022000.00000000
PA
268061.15000000
0.434313330441
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
1123.43000000
0.001820184031
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-414000.00000000
USD
8315967.57000000
MXN
2021-09-15
1123.43000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
MXN/USD FORWARD
000000000
1.00000000
NC
USD
3191.29000000
0.005170535858
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-217050.42000000
USD
4411996.06000000
MXN
2021-09-15
3191.29000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2400000000.00000000
PA
168103.72000000
0.272362058033
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
1495.31000000
0.002422704916
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-123000.00000000
USD
94605450.00000000
CLP
2021-09-15
1495.31000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
400000.00000000
PA
USD
441526.00000000
0.715361504405
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
1754.41000000
0.002842499370
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1879567.64000000
CNY
292061.80000000
USD
2021-08-18
1754.41000000
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
600000.00000000
PA
155633.73000000
0.252158149755
Long
DBT
NUSS
MY
N
2
2033-06-15
Fixed
4.72400000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3500000.00000000
PA
176161.88000000
0.285417908561
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5050000000.00000000
PA
395054.75000000
0.640068671567
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
2971645.65040000
PA
163939.60000000
0.265615340631
Long
DBT
NUSS
MX
N
2
2025-12-04
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
1037000.00000000
NC
USD
20171.19000000
0.032681411341
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 ZAR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2022-01-18
1037000.00000000
USD
16.00000000
USD
2022-01-18
XXXX
20.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
849.70000000
0.001376686016
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1785555.40000000
ZAR
122000.00000000
USD
2021-09-15
849.70000000
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
164500.00000000
PA
USD
177745.96000000
0.287984438849
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-1252.71000000
-0.00202964380
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-07-22
0.00000000
USD
0.00000000
USD
117190000.00000000
CLP
-1252.71000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/TWD FORWARD
000000000
1.00000000
NC
USD
8922.21000000
0.014455786450
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-13661058.00000000
TWD
498542.37000000
USD
2021-09-15
8922.21000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
7500000000.00000000
PA
531598.24000000
0.861296767813
Long
DBT
NUSS
N/A
N
2
2022-12-13
Fixed
6.45000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH/USD FORWARD
000000000
1.00000000
NC
USD
103.35000000
0.000167447922
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-41574.00000000
USD
269836.05000000
CNY
2021-08-18
103.35000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
COP/USD FORWARD
000000000
1.00000000
NC
USD
4039.56000000
0.006544904985
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-439159500.00000000
COP
117000.00000000
USD
2021-09-15
4039.56000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7400000000.00000000
PA
540494.90000000
0.875711158091
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS RUB
000000000
1.00000000
NC
-19172.00000000
-0.03106252126
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2026-06-16
0.00000000
USD
0.00000000
USD
96500000.00000000
RUB
-19172.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/RUB FORWARD
000000000
1.00000000
NC
USD
22811.14000000
0.036958664784
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3641860.80000000
USD
269902734.08000000
RUB
2021-09-15
22811.14000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
280000.00000000
PA
71541.07000000
0.115911016479
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-2786.34000000
-0.00451443487
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-4684480000.00000000
IDR
320000.00000000
USD
2021-09-15
-2786.34000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-1492.06000000
-0.00241743925
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-07-22
0.00000000
USD
0.00000000
USD
125000000.00000000
CLP
-1492.06000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
33.47000000
0.000054228175
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-04-15
0.00000000
USD
-34.94000000
USD
2472000.00000000
ZAR
68.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
696000.00000000
NC
USD
6.04000000
0.000009786022
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
2021-08-13
696000.00000000
USD
7.50000000
USD
2021-08-13
XXXX
6.04000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2200000.00000000
PA
547705.97000000
0.887394551331
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3870000000.00000000
PA
281305.86000000
0.455772441957
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
TWD/USD FORWARD
000000000
1.00000000
NC
USD
2121.93000000
0.003437956172
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-3372660.00000000
TWD
123000.00000000
USD
2021-09-15
2121.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
-3534.04000000
-0.00572586024
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-67636700.25000000
INR
901092.00000000
USD
2021-09-15
-3534.04000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
13125000.00000000
PA
481756.42000000
0.780542929223
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-5892.53000000
-0.00954709150
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
2353892.00000000
BRL
-5892.53000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CZK/USD FORWARD
000000000
1.00000000
NC
USD
2332.78000000
0.003779575857
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-169000.00000000
USD
3687706.75000000
CZK
2021-10-19
2332.78000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-4097.28000000
-0.00663842307
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-998929.80000000
USD
3831620.00000000
PLN
2021-10-19
-4097.28000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
191.44000000
0.000310171555
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-180329.00000000
EUR
214448.78000000
USD
2021-10-19
191.44000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
1030606.00000000
PA
93383.64000000
0.151300401782
Long
DBT
NUSS
TR
N
2
2027-08-11
Fixed
10.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
TWD/USD FORWARD
000000000
1.00000000
NC
USD
40.58000000
0.000065747815
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-200000.00000000
USD
5581400.00000000
TWD
2021-09-15
40.58000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
200000.00000000
PA
50443.00000000
0.081727871895
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-26545.91000000
-0.04300974826
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-03-24
0.00000000
USD
-7049.34000000
USD
-20183000.00000000
ZAR
-19496.57000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1977000.00000000
PA
491788.11000000
0.796796297881
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88200000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-1604.03000000
-0.00259885332
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-21402958.50000000
RUB
289000.00000000
USD
2021-09-15
-1604.03000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8627500.00000000
PA
450502.36000000
0.729905024818
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-3032.65000000
-0.00491350694
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DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-986115.57000000
PLN
253000.00000000
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2021-10-19
-3032.65000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-2564.24000000
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DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-6567540.90000000
CNY
1011821.00000000
USD
2021-08-18
-2564.24000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3300000.00000000
PA
146651.93000000
0.237605815441
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1145000.00000000
PA
285295.05000000
0.462235737346
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
4.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
18921.67000000
0.030656935983
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-19760789.50000000
THB
620000.00000000
USD
2021-09-15
18921.67000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
1630420.00000000
PA
152486.65000000
0.247059243047
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
11.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
4136.62000000
0.006702161834
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-08-21
0.00000000
USD
-3534.83000000
USD
-5156000.00000000
ZAR
7671.45000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
285000.00000000
PA
72723.44000000
0.117826695243
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.39200000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/RUB FORWARD
000000000
1.00000000
NC
USD
1592.87000000
0.002580771867
N/A
DFE
CORP
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N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-238000.00000000
USD
17645991.60000000
RUB
2021-09-15
1592.87000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-12077.79000000
-0.01956846487
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-264000.00000000
USD
1023152.80000000
PEN
2021-09-15
-12077.79000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2625000.00000000
PA
661302.12000000
1.071443311220
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
5400000.00000000
PA
276207.89000000
0.447512698502
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
593.90000000
0.000962238231
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-07-27
0.00000000
USD
0.00000000
USD
2360000.00000000
CNY
593.90000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/HUF FORWARD
000000000
1.00000000
NC
USD
-124.52000000
-0.00020174760
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-103000.00000000
EUR
37036225.00000000
HUF
2021-10-19
-124.52000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8632000000.00000000
PA
678074.28000000
1.098617605847
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
500000.00000000
PA
122462.57000000
0.198414155244
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
500000.00000000
PA
118618.50000000
0.192185983634
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
478000.00000000
PA
131139.08000000
0.212471857954
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-4104.06000000
-0.00664940804
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-464000.00000000
USD
23039117.80000000
PHP
2021-09-15
-4104.06000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3200000000.00000000
PA
221603.46000000
0.359042467549
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-892.64000000
-0.00144625750
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-197000.00000000
USD
226284050.00000000
KRW
2021-09-15
-892.64000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1480000.00000000
PA
421850.49000000
0.683483195011
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
15946.97000000
0.025837319772
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-07-24
0.00000000
USD
0.00000000
USD
2700000.00000000
PLN
15946.97000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/KRW FORWARD
000000000
1.00000000
NC
USD
5497.68000000
0.008907354573
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-180584640.00000000
KRW
162000.00000000
USD
2021-09-15
5497.68000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6511000000.00000000
PA
527967.94000000
0.855414946880
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
-47081.30000000
-0.07628123733
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-940603.87000000
USD
29375059.00000000
THB
2021-09-15
-47081.30000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-6204.21000000
-0.01005207620
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2023-01-02
0.00000000
USD
0.00000000
USD
3324040.43000000
BRL
-6204.21000000
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
14250000.00000000
PA
717443.62000000
1.162403906744
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
115000000.00000000
PA
371225.33000000
0.601460187038
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
THB/USD FORWARD
000000000
1.00000000
NC
USD
7848.51000000
0.012716175085
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-4936315.00000000
THB
158000.00000000
USD
2021-09-15
7848.51000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3816000000.00000000
PA
293675.81000000
0.475814265182
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4496000000.00000000
PA
324460.54000000
0.525691759974
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
3843000.00000000
PA
763312.96000000
1.236721523529
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-2981.92000000
-0.00483131407
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-80000.00000000
USD
312800.00000000
PEN
2021-09-15
-2981.92000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-14752.92000000
-0.02390271704
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1055859.07000000
BRL
-14752.92000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
1000000.00000000
PA
98305.29000000
0.159274471141
Long
DBT
NUSS
TR
N
2
2028-03-08
Fixed
12.40000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
175000000.00000000
PA
202548.57000000
0.328169688195
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-12106.14000000
-0.01961439761
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-494594.65000000
USD
7111084.00000000
ZAR
2021-09-15
-12106.14000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
235000.00000000
PA
USD
257796.76000000
0.417682940675
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3240000.00000000
PA
94196.16000000
0.152616848672
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
-5.00000000
NC
USD
114.18000000
0.000184994715
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
2021-09-30
-1103395.43000000
USD
114.18000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1000000.00000000
PA
247918.73000000
0.401678532324
Long
DBT
NUSS
RO
N
2
2025-07-28
Fixed
3.65000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CLP/USD FORWARD
000000000
1.00000000
NC
USD
36595.90000000
0.059292766630
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-471276114.00000000
CLP
656768.04000000
USD
2021-09-15
36595.90000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
7254.86000000
0.011754341904
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-13
0.00000000
USD
-46.05000000
USD
3244000.00000000
ZAR
7300.91000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-3355.85000000
-0.00543715637
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-282225.00000000
USD
4110070.90000000
ZAR
2021-09-15
-3355.85000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1214000.00000000
PA
241370.98000000
0.391069851770
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/CNH FORWARD
000000000
1.00000000
NC
USD
44.93000000
0.000072795695
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-325000.00000000
USD
2104472.50000000
CNY
2021-08-18
44.93000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUB/USD FORWARD
000000000
1.00000000
NC
USD
1091.74000000
0.001768839816
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-67000.00000000
USD
5014950.00000000
RUB
2021-09-15
1091.74000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-1433.70000000
-0.00232288424
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-131000.00000000
USD
149503750.00000000
KRW
2021-09-15
-1433.70000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7634000000.00000000
PA
594883.38000000
0.963831506327
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
200000.00000000
PA
USD
211655.15000000
0.342924191370
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
855000.00000000
PA
215464.67000000
0.349096384986
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
8000000.00000000
PA
160211.10000000
0.259574415818
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
13005000.00000000
PA
844499.42000000
1.368260024462
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-44573.08000000
-0.07221741316
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-11
0.00000000
USD
-14151.07000000
USD
14445800.00000000
MXN
-30422.01000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1480000.00000000
PA
366551.01000000
0.593886842349
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PHP/USD FORWARD
000000000
1.00000000
NC
USD
3819.36000000
0.006188136407
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-7773987.00000000
PHP
159000.00000000
USD
2021-09-15
3819.36000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
10500000.00000000
PA
1630404.42000000
2.641585226421
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
80521.67000000
0.130461406550
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
42230.17000000
USD
0.00000000
USD
-5700171.93000000
BRL
38291.50000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1900000.00000000
PA
378021.69000000
0.612471666122
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3200000.00000000
PA
153775.09000000
0.249146776684
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1328000.00000000
PA
50914.57000000
0.082491910762
Long
DBT
NUSS
UA
N
2
2022-01-05
Fixed
17.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-1081.54000000
-0.00175231375
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3337920.74000000
CZK
154000.00000000
USD
2021-10-19
-1081.54000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
2121000000.00000000
PA
528928.46000000
0.856971183732
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
INR/USD FORWARD
000000000
1.00000000
NC
USD
1001.07000000
0.001621936060
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-376000.00000000
USD
28187458.00000000
INR
2021-09-15
1001.07000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-2382.65000000
-0.00386037535
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-111000.00000000
USD
82539600.00000000
CLP
2021-09-15
-2382.65000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
750000.00000000
PA
183702.54000000
0.297635304325
Long
DBT
NUSS
RO
N
2
2024-04-29
Fixed
3.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
-1780.06000000
-0.00288405756
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-533000.00000000
USD
39718030.00000000
INR
2021-09-15
-1780.06000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
8469700.00000000
PA
527813.13000000
0.855164123340
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
11710100.00000000
PA
624669.37000000
1.012090840130
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
4318000.00000000
PA
679158.45000000
1.100374180731
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
521000.00000000
PA
133384.33000000
0.216109617492
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-3834.51000000
-0.00621268247
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3622570.50000000
MXN
177000.00000000
USD
2021-09-15
-3834.51000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
216688.63000000
0.351079447970
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-10913.68000000
-0.01768237101
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-555000.00000000
USD
627809440.00000000
KRW
2021-09-15
-10913.68000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
19480000.00000000
PA
663884.30000000
1.075626965567
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
400000000.00000000
PA
31102.68000000
0.050392638159
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
5496.06000000
0.008904729845
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-799877.23000000
BRL
159000.00000000
USD
2021-08-03
5496.06000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-536.24000000
-0.00086881735
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-07-09
1006.29000000
USD
0.00000000
USD
-1577000.00000000
PLN
-1542.53000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
2283.22000000
0.003699278624
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-06-23
0.00000000
USD
0.00000000
USD
-288400000.00000000
CLP
2283.22000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-2593.57000000
-0.00420210845
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-402000.00000000
USD
460866450.00000000
KRW
2021-09-15
-2593.57000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
14280000.00000000
PA
208686.86000000
0.338114960657
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
KRW/USD FORWARD
000000000
1.00000000
NC
USD
4853.02000000
0.007862874866
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-323255550.00000000
KRW
285000.00000000
USD
2021-09-15
4853.02000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
210000000.00000000
PA
49184.69000000
0.079689154958
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
-232000.00000000
NC
USD
-4169.79000000
-0.00675590395
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
2021-08-13
-232000.00000000
USD
8.60000000
USD
2021-08-13
XXXX
-2330.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
340.62000000
0.000551873356
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-309000.00000000
USD
23128650.00000000
INR
2021-09-15
340.62000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
751.51000000
0.001217598338
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-154000.00000000
USD
130246.11000000
EUR
2021-10-19
751.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-13740.70000000
-0.02226271572
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2326065.79000000
USD
12098566.00000000
BRL
2021-09-02
-13740.70000000
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
200000.00000000
PA
USD
211803.02000000
0.343163770706
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-1979.11000000
-0.00320655885
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-117000.00000000
USD
132720120.00000000
KRW
2021-09-15
-1979.11000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ILS FORWARD
000000000
1.00000000
NC
USD
6271.51000000
0.010161115831
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1233324.81000000
USD
4005511.60000000
ILS
2021-09-17
6271.51000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
1000000.00000000
PA
164371.95000000
0.266315835158
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-736.79000000
-0.00119374895
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-1371616.87000000
BRL
-736.79000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
6065000.00000000
PA
200882.85000000
0.325470884580
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-958.41000000
-0.00155281822
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
-1190040.70000000
BRL
-958.41000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
130976.74000000
0.212208834289
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1150900000.00000000
PA
314816.17000000
0.510065928127
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
280000000.00000000
PA
381475.35000000
0.618067294496
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
6803.27000000
0.011022674682
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-03-17
0.00000000
USD
0.00000000
USD
-6890000.00000000
ZAR
6803.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MXN FORWARD
000000000
1.00000000
NC
USD
8722.53000000
0.014132264426
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-932003.86000000
USD
18845118.00000000
MXN
2021-09-15
8722.53000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-9751.08000000
-0.01579872365
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-114875515.86000000
RUB
1550000.00000000
USD
2021-09-15
-9751.08000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
17450000.00000000
PA
566872.48000000
0.918448177681
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.12500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
13513.84000000
0.021895156599
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-07-02
7629.02000000
USD
0.00000000
USD
13876000.00000000
MXN
5884.82000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-813.03000000
-0.00131727319
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-141000.00000000
USD
106529730.00000000
CLP
2021-09-15
-813.03000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
THB/USD FORWARD
000000000
1.00000000
NC
USD
-4622.85000000
-0.00748995286
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-258000.00000000
USD
8329917.00000000
THB
2021-09-15
-4622.85000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
13661184.00000000
PA
1061964.20000000
1.720596992559
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-4370.99000000
-0.00708188868
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-393000.00000000
USD
19468903.00000000
PHP
2021-09-15
-4370.99000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
INR/USD FORWARD
000000000
1.00000000
NC
USD
-18577.40000000
-0.03009914888
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1407167.50000000
USD
103821522.00000000
INR
2021-09-15
-18577.40000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3500000000.00000000
PA
265551.34000000
0.430246930145
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
24810000.00000000
PA
75297.98000000
0.121997971244
Long
DBT
NUSS
HU
N
2
2034-06-22
Fixed
2.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
1766.29000000
0.002861747375
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1484151.90000000
CNY
231000.00000000
USD
2021-08-18
1766.29000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
10300000.00000000
PA
365281.80000000
0.591830465204
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-671.46000000
-0.00108790113
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-02-03
0.00000000
USD
0.00000000
USD
2040000.00000000
MXN
-671.46000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
6500000.00000000
PA
982131.06000000
1.591251143998
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
500000.00000000
PA
50115.06000000
0.081196542706
Long
DBT
NUSS
TR
N
2
2023-09-27
Fixed
8.80000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
9585000.00000000
PA
342930.48000000
0.555616801908
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CLP/USD FORWARD
000000000
1.00000000
NC
USD
14514.88000000
0.023517044054
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-258738648.00000000
CLP
355000.00000000
USD
2021-09-15
14514.88000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
40000000.00000000
PA
134877.02000000
0.218528077478
Long
DBT
NUSS
HU
N
2
2024-10-24
Fixed
2.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-1752.48000000
-0.00283937237
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1953524.23000000
BRL
-1752.48000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1800000000.00000000
PA
130559.74000000
0.211533209870
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
2021-09-23
Prudential World Fund, Inc.
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer
XXXX