NPORT-P false 0001006415 XXXXXXXX S000032809 C000185755 C000101258 C000101254 C000101259 C000101257 C000101260 C000101255 C000101256 HARTFORD MUTUAL FUNDS INC/CT 811-07589 0001006415 549300FJ4Q3QXIS6ZN84 690 LEE ROAD WAYNE 19087 610-386-4068 The Hartford Emerging Markets Local Debt Fund S000032809 CTK6OQ0ECNS76TIBBU69 2021-10-31 2021-10-31 N 62966278.98 4351180.49 58615098.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 394840.47000000 0.00000000 0.00000000 1058968.60000000 BRL CLP CNY COP CZK EUR HUF IDR INR MXN MYR PEN PLN RUB THB USD ZAR N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3022.70000000 0.005156862443 N/A DFE PE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 107045.54000000 USD 440000.00000000 PEN 2021-12-15 3022.70000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2912.34000000 -0.00496858330 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 269575.89000000 USD 1065000.00000000 PLN 2021-12-15 -2912.34000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1480.02000000 0.002524980829 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 84755.54000000 USD 63000.00000000 GBP 2021-12-15 1480.02000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 28430000.00000000 PA 391525.78000000 0.667960628039 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC 4749.10000000 0.008102178657 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Future OEZ1 Comdty 2021-12-08 -271628.22000000 EUR 4749.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3790.91000000 -0.00646746332 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 367202.59000000 USD 314000.00000000 EUR 2021-12-15 -3790.91000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1865.96000000 -0.00318341186 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 46746.10000000 USD 255000.00000000 BRL 2021-12-02 -1865.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -324.60000000 -0.00055378223 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2620000.00000000 THB 78607.86000000 USD 2021-12-15 -324.60000000 N N N NEMAK SAB DE CV 5493000MY3DAIB0BP706 000000000 200000.00000000 PA USD 187200.00000000 0.319371637722 Long DBT CORP MX N 2 2031-06-28 Fixed 3.63000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -592000.00000000 OU Notional Amount USD -1776.00000000 -0.00302993605 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -1776.00000000 0.00000000 DFE IN -592000.00000000 USD -45791200.00000000 INR 2022-01-10 1.00000000 77.35000000 USD 2022-01-10 XXXX 934.77000000 N N N DP WORLD SALAAM 549300SUYBT9X88E9435 000000000 200000.00000000 PA USD 218500.00000000 0.372770848516 Long DBT CORP KY N 2 2025-10-01 Fixed 6.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2087.07000000 0.003560635491 N/A DFE CN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 308103.35000000 USD 1995000.00000000 CNY 2021-12-15 2087.07000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 179100000.00000000 PA 43517.80000000 0.074243328290 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1725000.00000000 PA 424534.96000000 0.724275776952 Long DBT NUSS MY N 2 2024-06-14 Fixed 3.48000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 45000.00000000 PA USD 45562.50000000 0.077731678652 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1022000000.00000000 PA 76320.88000000 0.130206861314 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 930000.00000000 OU Notional Amount USD 186.00000000 0.000317324383 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 186.00000000 0.00000000 DFE US 67840710.00000000 INR 930000.00000000 USD 2021-12-07 1.00000000 72.94700000 USD 2021-12-07 XXXX -3255.00000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2702.08000000 -0.00460987027 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 239018.39000000 USD 3631000.00000000 ZAR 2021-12-15 -2702.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 4884.97000000 0.008333979001 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 97880000.00000000 CLP 124450.10000000 USD 2021-12-24 4884.97000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3763.15000000 0.006420103517 N/A DFE TH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 200798.46000000 USD 6790000.00000000 THB 2021-12-15 3763.15000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1203000000.00000000 PA 86279.75000000 0.147197142413 Long DBT NUSS ID N 2 2026-04-15 Fixed 5.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 2263762.00000000 PA USD 2263762.00000000 3.862080007229 Long RA CORP US N 2 Repurchase N 0.01000000 2021-11-01 2340700.00000000 USD 2309047.49000000 USD UST N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 86.00000000 0.000146719876 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1243000.00000000 CZK 55972.28000000 USD 2021-12-15 86.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6304.24000000 -0.01075531759 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12743000.00000000 RUB 171613.65000000 USD 2021-12-15 -6304.24000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 208308.00000000 0.355382837129 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 200000.00000000 PA USD 197000.00000000 0.336090879440 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2518.09000000 -0.00429597503 N/A DFE CL N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 82608.15000000 USD 65500000.00000000 CLP 2021-12-15 -2518.09000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 881.27000000 0.001503486341 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 124000.00000000 EUR 144394.16000000 USD 2021-12-15 881.27000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3737.71000000 0.006376701730 N/A DFE RU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 137138.97000000 USD 10090000.00000000 RUB 2021-12-15 3737.71000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2103000.00000000 PA 103454.36000000 0.176497801189 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 000000000 240000.00000000 PA USD 174002.40000000 0.296855937262 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4168.60000000 -0.00711181949 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 150278.98000000 USD 3030000.00000000 MXN 2021-12-15 -4168.60000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1620.44000000 -0.00276454367 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1128000.00000000 CNY 173765.42000000 USD 2021-12-15 -1620.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8388.92000000 0.014311875636 N/A DFE RU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 327955.89000000 USD 24090000.00000000 RUB 2021-12-15 8388.92000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6738.13000000 -0.01149555348 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 203858.76000000 USD 1120000.00000000 BRL 2021-12-02 -6738.13000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1104.83000000 0.001884889778 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1460000.00000000 ZAR 96125.99000000 USD 2021-12-15 1104.83000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 305000.00000000 PA 75054.60000000 0.128046530558 Long DBT NUSS MY N 2 2035-05-31 Fixed 4.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 167.67000000 0.000286052577 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 81326.24000000 USD 1690000.00000000 MXN 2021-12-15 167.67000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 255000000.00000000 PA 286520.48000000 0.488816853304 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.70000000 N N N N N N LUKOIL CAPITAL DAC 984500BEC55D7EHC4M56 549875AA0 400000.00000000 PA USD 398600.00000000 0.680029566218 Long DBT CORP IE N 2 2027-04-26 Fixed 2.80000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2892.60000000 0.004934905979 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 9410000.00000000 RUB 134275.11000000 USD 2021-12-15 2892.60000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3895.86000000 -0.00664651275 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 227266.73000000 USD 193000.00000000 EUR 2021-12-15 -3895.86000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6049.28000000 -0.01032034434 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 170423.43000000 USD 134430000.00000000 CLP 2021-12-15 -6049.28000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -880.34000000 -0.00150189971 N/A DFE PL N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 137341.97000000 USD 545000.00000000 PLN 2021-12-15 -880.34000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 610.05000000 0.001040772796 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 207018.68000000 USD 830000.00000000 PEN 2021-12-15 610.05000000 N N N Fidelity Investments 549300FQDFZGLUOCWN51 31607A703 3282.87000000 NS USD 3282.87000000 0.005600724189 Long STIV RF US N 1 N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -294.06000000 -0.00050167961 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 30883.06000000 USD 470000.00000000 ZAR 2021-12-15 -294.06000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2714000000.00000000 PA 223843.94000000 0.381887851025 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2500.91000000 -0.00426666518 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 210210000.00000000 KRW 177198.01000000 USD 2021-12-15 -2500.91000000 N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 000000000 3970000.00000000 PA 35478.42000000 0.060527783649 Long DBT NUSS AR N 2 2024-03-29 Floating 37.41000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2145.75000000 0.003660746216 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 364000.00000000 BRL 66459.74000000 USD 2021-11-12 2145.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -1178000.00000000 OU Notional Amount USD -17316.60000000 -0.02954290011 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -17316.60000000 -0.03000000 DFE TH -1178000.00000000 USD -39392320.00000000 THB 2022-01-24 1.00000000 33.44000000 USD 2022-01-24 XXXX -1136.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8.04000000 -0.00001371660 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8109.57000000 USD 7000.00000000 EUR 2021-12-15 -8.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2963.61000000 0.005056052239 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 181612.19000000 USD 697300000.00000000 COP 2021-12-15 2963.61000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 297000000.00000000 PA 67464.13000000 0.115096846611 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -428.95000000 -0.00073180803 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 172640000.00000000 KRW 147153.09000000 USD 2021-12-15 -428.95000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3385000.00000000 PA 834484.60000000 1.423668340576 Long DBT NUSS MY N 2 2023-04-20 Fixed 3.76000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 170960000.00000000 OU Notional Amount -24170.46000000 -0.04123589420 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 HUF 0.00000000 HUF 170960000.00000000 HUF -24170.46000000 N N N Republic of Azerbaijan 549300P74FF45UQVU281 000000000 200000.00000000 PA USD 214140.00000000 0.365332491996 Long DBT NUSS AZ N 2 2024-03-18 Fixed 4.75000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 7222376.70000000 PA 214502.36000000 0.365950694489 Long DBT NUSS TH N 2 2028-03-12 Fixed 1.25000000 N N N N N N GTLK EUROPE CAPITAL DAC 635400I6H6CSZ39WIN49 000000000 400000.00000000 PA USD 414060.00000000 0.706405023051 Long DBT CORP IE N 2 2027-03-10 Fixed 4.65000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2597000000.00000000 PA 196321.65000000 0.334933583765 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 12102.98000000 0.020648229401 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1100000.00000000 BRL 205703.60000000 USD 2021-12-02 12102.98000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 585000.00000000 PA 733552.67000000 1.251473918661 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -45.00000000 NC USD 111820.01000000 0.190769977157 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year US Treasury Note TYZ1 Comdty 2021-12-21 -5993460.64000000 USD 111820.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -117677.65000000 -0.20076337502 N/A DFE TR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1104833.76000000 USD 9709500.00000000 TRY 2021-12-15 -117677.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 477000.00000000 OU Notional Amount 4112.63000000 0.007016332149 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 4112.63000000 0.01000000 DFE GB 623916.00000000 USD 477000.00000000 GBP 2022-03-29 1.00000000 1.30800000 GBP 2022-03-29 XXXX -1528.71000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 873821.29000000 OU Notional Amount -11291.89000000 -0.01926447330 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 873821.29000000 BRL -11291.89000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1369.11000000 -0.00233576337 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 81531.49000000 USD 25000000.00000000 HUF 2021-12-15 -1369.11000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2280000.00000000 PA 363066.82000000 0.619408359540 Long DBT NUSS CN N 2 2026-06-06 Fixed 3.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 130000.00000000 PA USD 124800.00000000 0.212914425148 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8366.08000000 -0.01427290956 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 228561.74000000 USD 3369000.00000000 ZAR 2021-11-12 -8366.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2409.51000000 -0.00411073266 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 274597.50000000 USD 235000.00000000 EUR 2022-01-10 -2409.51000000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 000000000 14700000.00000000 PA 150400.97000000 0.256590833888 Long DBT NUSS XX N 2 2040-04-30 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -1199000.00000000 OU Notional Amount USD -14867.60000000 -0.02536479573 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -14867.60000000 -0.03000000 DFE ZA -1199000.00000000 USD -17589330.00000000 ZAR 2022-02-22 1.00000000 14.67000000 USD 2022-02-22 XXXX 2694.15000000 N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 130000.00000000 PA USD 132268.50000000 0.225656022778 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4703.72000000 0.008024758332 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 689691.63000000 USD 49574000.00000000 RUB 2021-12-03 4703.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2803.07000000 -0.00478216376 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 392000.00000000 NZD 277897.55000000 USD 2021-12-15 -2803.07000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 405000000.00000000 PA 442217.14000000 0.754442373026 Long DBT NUSS CL N 2 2035-03-01 Fixed 5.00000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 3200000.00000000 PA 126331.26000000 0.215526823727 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.20000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 140000.00000000 PA USD 161700.00000000 0.275867488352 Long DBT CORP CO N 2 2030-04-29 Fixed 6.88000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 44.83000000 0.000076482000 N/A DFE NZ N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 25017.73000000 USD 35000.00000000 NZD 2021-12-15 44.83000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 640000.00000000 OU Notional Amount 10388.91000000 0.017723948722 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 0.00000000 PLN 0.00000000 PLN 640000.00000000 PLN 10388.91000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -17495.12000000 -0.02984746328 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 289466.48000000 USD 1587000.00000000 BRL 2022-03-14 -17495.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3801.58000000 0.006485666829 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 86485.08000000 USD 120000.00000000 AUD 2021-12-15 3801.58000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 55000.00000000 PA 70051.93000000 0.119511750051 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 810000.00000000 PA 202372.60000000 0.345256777201 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.96000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3928.46000000 -0.00670212982 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 287000.00000000 GBP 388913.70000000 USD 2021-12-13 -3928.46000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 1680000.00000000 PA 120487.07000000 0.205556372170 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 545000.00000000 PA 138131.29000000 0.235658206773 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2784.81000000 0.004751011380 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3055000.00000000 MXN 150100.72000000 USD 2021-12-15 2784.81000000 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -7542.75000000 -0.01286827147 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 286900000.00000000 CLP 343263.94000000 USD 2021-12-15 -7542.75000000 N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 205000.00000000 PA USD 201203.26000000 0.343261830455 Long DBT CORP KY N 2 2030-01-14 Fixed 5.63000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -28012.68000000 -0.04779089470 N/A DFE TH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1795256.31000000 USD 58660000.00000000 THB 2021-12-15 -28012.68000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 185000.00000000 PA 50111.57000000 0.085492597113 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 10935000.00000000 PA 144123.45000000 0.245881101819 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 25000.00000000 PA USD 25400.00000000 0.043333544861 Long DBT CORP IL N 2 2026-03-30 Fixed 4.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13241.97000000 -0.02259139767 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 25197000.00000000 RUB 333073.36000000 USD 2022-03-01 -13241.97000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 322.73000000 0.000550591926 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 220000.00000000 RON 51547.32000000 USD 2021-12-15 322.73000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2708.24000000 0.004620379509 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 430000.00000000 BRL 78388.48000000 USD 2021-12-02 2708.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1627.34000000 0.002776315389 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 107834.89000000 USD 2270000.00000000 MXN 2021-12-15 1627.34000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 790000.00000000 PA 179483.19000000 0.306206412040 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.76000000 N N N N N N Kallpa Generacion SA 549300NG1PWEI5BZG095 156830AA9 295000.00000000 PA USD 306434.20000000 0.522790557201 Long DBT CORP PE N 2 2027-08-16 Fixed 4.13000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2020000.00000000 PA 307572.33000000 0.524732258280 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.99000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 961.56000000 0.001640464700 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 26900000.00000000 CLP 33853.51000000 USD 2021-12-15 961.56000000 N N N Czech Republic 3157007EFDLQABN47912 000000000 7200000.00000000 PA 323517.80000000 0.551935948815 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -614000.00000000 OU Notional Amount USD -4420.80000000 -0.00754208406 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -4420.80000000 -0.01000000 DFE TR -614000.00000000 USD -5671518.00000000 TRY 2022-01-19 1.00000000 9.23700000 USD 2022-01-19 XXXX 2741.51000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 6979.80000000 0.011907853402 N/A DFE RU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 159866.22000000 USD 11950000.00000000 RUB 2021-12-15 6979.80000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 350000.00000000 PA 87232.07000000 0.148821843257 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.90000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 6245000.00000000 PA 85921.55000000 0.146586037068 Long DBT NUSS RU N 2 2033-03-23 Fixed 7.70000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1923.97000000 -0.00328237953 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 145000.00000000 CAD 115249.13000000 USD 2021-12-15 -1923.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2150.43000000 -0.00366873050 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4750000.00000000 MXN 226900.49000000 USD 2021-12-15 -2150.43000000 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAK8 200000.00000000 PA USD 198160.39000000 0.338070557083 Long DBT CORP IN N 2 2032-02-02 Fixed 3.83000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 204540000.00000000 OU Notional Amount -28977.74000000 -0.04943733056 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 HUF 0.00000000 HUF 204540000.00000000 HUF -28977.74000000 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 220000.00000000 PA USD 222750.00000000 0.380021540078 Long DBT CORP IL N 2 2028-03-30 Fixed 5.38000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1134.89000000 -0.00193617349 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 187400000.00000000 CLP 228008.27000000 USD 2021-12-15 -1134.89000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5615000.00000000 OU Notional Amount -12305.34000000 -0.02099346468 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-07-16 0.00000000 MXN 0.00000000 MXN 5615000.00000000 MXN -12305.34000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 9555000.00000000 PA 330160.00000000 0.563267841401 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65000000 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 39530LAD2 197000.00000000 PA USD 198477.50000000 0.338611561036 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 896000.00000000 OU Notional Amount USD 28492.80000000 0.048610001064 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 28492.80000000 0.05000000 DFE US 65959040.00000000 RUB 896000.00000000 USD 2022-04-18 1.00000000 73.61500000 USD 2022-04-18 XXXX 2016.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 63.65000000 0.000108589768 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 66481.67000000 USD 1380000.00000000 MXN 2021-12-15 63.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2113.45000000 -0.00360564096 N/A DFE CZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 123507.62000000 USD 2700000.00000000 CZK 2021-12-15 -2113.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2658.19000000 0.004534991953 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 209508.65000000 USD 155000.00000000 GBP 2021-12-15 2658.19000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2075.28000000 0.003540521219 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 94895.56000000 USD 120000.00000000 CAD 2021-12-15 2075.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6931.01000000 -0.01182461546 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 341000.00000000 CAD 268627.80000000 USD 2021-12-15 -6931.01000000 N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 1620000.00000000 PA 103219.25000000 0.176096692932 Long DBT NUSS EG N 2 2026-04-06 Fixed 14.48000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1412.49000000 0.002409771605 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 136018.06000000 USD 2850000.00000000 MXN 2021-12-15 1412.49000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 915000.00000000 OU Notional Amount USD 37299.06000000 0.063633877551 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD 37299.06000000 0.06000000 DFE US 5804302.50000000 BRL 915000.00000000 USD 2022-07-12 1.00000000 6.34350000 USD 2022-07-12 XXXX 9363.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1466.29000000 0.002501556830 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 237000.00000000 EUR 275761.09000000 USD 2021-12-15 1466.29000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -32098.08000000 -0.05476077124 N/A DFE BR N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 397308.21000000 USD 2214000.00000000 BRL 2022-07-14 -32098.08000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1065000000.00000000 PA 77126.52000000 0.131581319466 Long DBT NUSS ID N 2 2023-05-15 Fixed 5.63000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 660000.00000000 PA 35239.32000000 0.060119868272 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N MALAYSIA INVESTMNT ISSUE 254900GSIL471JOBYY43 000000000 340000.00000000 PA 85443.82000000 0.145771008155 Long DBT NUSS MY N 2 2029-07-09 Fixed 4.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 465708.89000000 OU Notional Amount -7170.12000000 -0.01223254790 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL 465708.89000000 BRL -7170.12000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3223.42000000 0.005499299810 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 87063.24000000 USD 120000.00000000 AUD 2021-12-15 3223.42000000 N N N MEXICO CITY ARPT TRUST N/A 000000000 205000.00000000 PA USD 208177.50000000 0.355160198247 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1576.91000000 -0.00269027953 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 997000.00000000 CNY 152283.49000000 USD 2022-03-15 -1576.91000000 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 200000.00000000 PA USD 194805.88000000 0.332347611824 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3314.54000000 -0.00565475463 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 385000.00000000 PEN 92995.17000000 USD 2021-12-15 -3314.54000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1330100.00000000 PA 63388.43000000 0.108143518705 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Tabreed Sukuk Spc Ltd 549300DC2NOQN38VGO16 000000000 225000.00000000 PA USD 255937.50000000 0.436640910948 Long DBT CORP AE N 2 2025-10-31 Fixed 5.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 590000.00000000 PA 133699.06000000 0.228096622618 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.75000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 1095000.00000000 PA 33271.57000000 0.056762798079 Long DBT NUSS TH N 2 2022-06-17 Fixed 1.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 183.79000000 0.000313554024 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 29930.21000000 USD 22000.00000000 GBP 2021-12-15 183.79000000 N N N Czech Republic 3157007EFDLQABN47912 000000000 5140000.00000000 PA 200519.19000000 0.342094776202 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.95000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1064756.12000000 OU Notional Amount -10514.64000000 -0.01793844976 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2024-07-01 0.00000000 BRL 0.00000000 BRL 1064756.12000000 BRL -10514.64000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 55000.00000000 PA 14007.29000000 0.023897068094 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1024000.00000000 OU Notional Amount 12081.29000000 0.020611225283 N/A DFE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 12081.29000000 0.02000000 DFE XX 1188352.00000000 USD 1024000.00000000 EUR 2022-01-06 1.00000000 1.16050000 EUR 2022-01-06 XXXX -1197.66000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 795000.00000000 PA 206598.57000000 0.352466472499 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.25000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 48.69000000 0.000083067334 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 204000.00000000 MXN 9900.03000000 USD 2021-12-06 48.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 654700000.00000000 OU Notional Amount 17729.74000000 0.030247735577 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2023-12-15 0.00000000 CLP 0.00000000 CLP 654700000.00000000 CLP 17729.74000000 N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 100000.00000000 PA 120316.47000000 0.205265320880 Long DBT NUSS MK N 2 2025-01-18 Fixed 2.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -560.98000000 -0.00095705716 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 71358.15000000 USD 57900000.00000000 CLP 2021-12-15 -560.98000000 N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 490000.00000000 PA USD 506509.08000000 0.864127320516 Long DBT CORP KY N 2 2025-05-12 Fixed 2.63000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3530.77000000 -0.00602365276 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 331907.61000000 USD 1940000.00000000 BRL 2022-04-27 -3530.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3801.33000000 -0.00648524031 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 225000.00000000 CAD 178019.00000000 USD 2021-12-15 -3801.33000000 N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 000000000 200000.00000000 PA USD 202440.00000000 0.345371764639 Long DBT CORP MU N 2 2022-02-13 Fixed 5.37000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2730.20000000 0.004657844259 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 135853.51000000 USD 4600000.00000000 THB 2021-12-15 2730.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 307.72000000 0.000524984189 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 101000.00000000 GBP 138558.37000000 USD 2021-12-15 307.72000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -737.49000000 -0.00125819118 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 89000000.00000000 HUF 284640.60000000 USD 2021-12-15 -737.49000000 N N N IND & COMM BK OF CHINA 5493002ERZU2K9PZDL40 455881AD4 225000.00000000 PA USD 246381.98000000 0.420338763129 Long DBT CORP CN N 2 2025-09-21 Fixed 4.88000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAM7 200000.00000000 PA USD 189260.00000000 0.322886090573 Long DBT CORP KY N 2 2027-03-08 Fixed 2.30000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1693.80000000 0.002889699145 N/A DFE NZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 59172.41000000 USD 85000.00000000 NZD 2021-12-15 1693.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4619.71000000 0.007881433485 N/A DFE TH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 637320.57000000 USD 21312000.00000000 THB 2022-01-26 4619.71000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -4241.96000000 -0.00723697495 N/A DFE IN N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 292876.88000000 USD 21730000.00000000 INR 2021-12-15 -4241.96000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1726.25000000 -0.00294506030 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 127424.85000000 USD 102800000.00000000 CLP 2021-12-15 -1726.25000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3916.03000000 0.006680923688 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6150000.00000000 CZK 280424.97000000 USD 2021-12-15 3916.03000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -538.39000000 -0.00091851760 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 45018000.00000000 HUF 143811.62000000 USD 2021-12-15 -538.39000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -20022.88000000 -0.03415993577 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1475000.00000000 AUD 1089750.65000000 USD 2021-12-15 -20022.88000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1080000.00000000 PA 169498.95000000 0.289172848577 Long DBT NUSS CN N 2 2031-05-27 Fixed 3.02000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 90.00000000 0.000153544056 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1010000.00000000 MXN 48793.46000000 USD 2021-12-15 90.00000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 642.55000000 0.001096219261 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 131000.00000000 EUR 152256.98000000 USD 2021-12-15 642.55000000 N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 000000000 200000.00000000 PA USD 201782.00000000 0.344249186981 Long DBT CORP BM N 2 2031-04-08 Fixed 2.63000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 695.71000000 0.001186912617 N/A DFE ID N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 142865.13000000 USD 2043000000.00000000 IDR 2021-12-15 695.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 456.79000000 0.000779304329 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 151157.64000000 USD 131000.00000000 EUR 2021-12-15 456.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 737283.69000000 OU Notional Amount -16064.05000000 -0.02740599335 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 737283.69000000 BRL -16064.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 7557.30000000 0.012893094432 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 695000.00000000 TRY 78217.32000000 USD 2021-12-15 7557.30000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 000000000 8645000.00000000 PA 51308.88000000 0.087535261940 Long DBT NUSS AR N 2 2023-10-17 Fixed 16.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -359.64000000 -0.00061356205 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 158525.33000000 USD 3280000.00000000 MXN 2021-12-15 -359.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1066.44000000 -0.00181939470 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 290406.95000000 USD 250000.00000000 EUR 2021-12-15 -1066.44000000 N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 000000000 270000.00000000 PA USD 271679.40000000 0.463497301887 Long DBT CORP SG N 2 2027-03-08 Fixed 2.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 0.98000000 0.000001671924 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2850000.00000000 MXN 137431.53000000 USD 2021-12-15 0.98000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2729.97000000 0.004657451868 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 780000.00000000 TRY 82031.87000000 USD 2021-12-15 2729.97000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 15930000.00000000 PA 202230.91000000 0.345015047674 Long DBT NUSS RU N 2 2027-10-06 Fixed 6.00000000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 359.79000000 0.000613817956 N/A DFE CO N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 127649.47000000 USD 483600000.00000000 COP 2021-12-15 359.79000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -614.93000000 -0.00104909829 N/A DFE KZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 194206.26000000 USD 83800000.00000000 KZT 2021-12-15 -614.93000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1242.48000000 0.002119726882 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 8760000.00000000 INR 117599.68000000 USD 2021-12-15 1242.48000000 N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 200000.00000000 PA USD 204073.60000000 0.348158759871 Long DBT CORP US N 2 2028-03-20 Fixed 3.38000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 2640000.00000000 PA 168606.11000000 0.287649623294 Long DBT NUSS EG N 2 2026-07-06 Fixed 14.56000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3170.04000000 -0.00540823112 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 138581.40000000 USD 117000.00000000 EUR 2021-12-15 -3170.04000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4475000.00000000 OU Notional Amount -54515.28000000 -0.09300552486 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 PLN 0.00000000 PLN 4475000.00000000 PLN -54515.28000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 10921.72000000 0.018632946597 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4230000.00000000 ZAR 286222.74000000 USD 2021-12-15 10921.72000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 460000.00000000 PA 112894.95000000 0.192603873248 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3821.27000000 -0.00651925885 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 149396.16000000 USD 45400000.00000000 HUF 2021-12-15 -3821.27000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1820.05000000 -0.00310508733 N/A DFE XX N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 145332.94000000 USD 124000.00000000 EUR 2021-12-15 -1820.05000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 785000.00000000 PA 125193.84000000 0.213586333939 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 412.98000000 0.000704562494 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 41645000.00000000 CLP 51334.36000000 USD 2021-12-15 412.98000000 N N N MALAYSIA INVESTMNT ISSUE 254900GSIL471JOBYY43 000000000 455000.00000000 PA 112597.70000000 0.192096751350 Long DBT NUSS MY N 2 2026-03-31 Fixed 3.73000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 100000.00000000 PA 124138.78000000 0.211786354024 Long DBT NUSS RO N 2 2029-03-11 Fixed 2.88000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3128.39000000 -0.00533717434 N/A DFE ZA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 142866.69000000 USD 2138000.00000000 ZAR 2021-11-12 -3128.39000000 N N N Engie Energia Chile SA 5493000FIKCC3ZDWTO77 000000000 200000.00000000 PA USD 215123.58000000 0.367010523810 Long DBT CORP CL N 2 2025-01-29 Fixed 4.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBG3 100000.00000000 PA USD 102578.00000000 0.175002691529 Long DBT CORP NL N 2 2050-06-03 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 9.00000000 NC USD -8125.85000000 -0.01386306635 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year US Treasury Note Future TUZ1 Comdty 2021-12-31 1981375.85000000 USD -8125.85000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2144.94000000 0.003659364319 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1480000.00000000 MXN 73512.39000000 USD 2021-12-15 2144.94000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 7720900.00000000 PA 395326.73000000 0.674445220061 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -1459.76000000 -0.00249041635 N/A DFE XX N 2 Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 58170.50000000 USD 49000.00000000 EUR 2021-12-15 -1459.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -4721.20000000 -0.00805458000 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 141600.00000000 USD 100000.00000000 GBP 2021-12-13 -4721.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 208195000.00000000 OU Notional Amount 14957.33000000 0.025517879156 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2031-12-15 0.00000000 CLP 0.00000000 CLP 208195000.00000000 CLP 14957.33000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4799.52000000 -0.00818819745 N/A DFE ZA N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 85502.42000000 USD 1240000.00000000 ZAR 2021-12-15 -4799.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 664195000.00000000 OU Notional Amount -50605.89000000 -0.08633592931 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2026-12-15 0.00000000 CLP 0.00000000 CLP 664195000.00000000 CLP -50605.89000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2034.40000000 -0.00347077809 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 125872.14000000 USD 107000.00000000 EUR 2021-12-15 -2034.40000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 10985000.00000000 PA 367101.16000000 0.626291125421 Long DBT NUSS TH N 2 2025-12-12 Fixed 3.85000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1423.94000000 0.002429305821 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 112291.72000000 USD 93000000.00000000 CLP 2021-12-15 1423.94000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7194.97000000 -0.01227494312 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16760000.00000000 RUB 226808.31000000 USD 2021-12-15 -7194.97000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 4718600.00000000 PA 230152.08000000 0.392649822194 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N INTERPIPE HOLDINGS PLC 2221001V14OZZ8CANJ37 460606AA4 200000.00000000 PA USD 195100.00000000 0.332849393801 Long DBT CORP CY N 2 2026-05-13 Fixed 8.38000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 200000.00000000 PA USD 201752.00000000 0.344198005628 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1884.49000000 0.003215024880 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3346000.00000000 CZK 152323.34000000 USD 2021-12-15 1884.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2505.78000000 0.004274973623 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 106000.00000000 EUR 125186.16000000 USD 2021-12-15 2505.78000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -23466.49000000 -0.04003488965 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 305947.39000000 USD 1605000.00000000 BRL 2021-12-02 -23466.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 665.30000000 0.001135031787 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 85000.00000000 EUR 99190.75000000 USD 2022-02-16 665.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1810.02000000 0.003087975703 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 249200000.00000000 CLP 306519.07000000 USD 2021-12-15 1810.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -123.68000000 -0.00021100365 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 62000.00000000 MYR 14818.36000000 USD 2021-12-15 -123.68000000 N N N Czech Republic 3157007EFDLQABN47912 000000000 4490000.00000000 PA 186121.91000000 0.317532367589 Long DBT NUSS CZ N 2 2026-06-26 Fixed 1.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 4215000.00000000 PA 250388.94000000 0.427174817496 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 196458.00000000 PA USD 192285.23000000 0.328047269310 Long DBT CORP LU N 2 2034-06-15 Fixed 5.20000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -169.30000000 -0.00028883343 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 123689.57000000 USD 4100000.00000000 THB 2021-12-15 -169.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2228.15000000 0.003801324330 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1515000.00000000 PLN 381566.44000000 USD 2021-12-15 2228.15000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1029.29000000 -0.00175601513 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 64782000.00000000 HUF 206693.89000000 USD 2021-12-15 -1029.29000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -121.78000000 -0.00020776216 N/A DFE TH N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 122738.24000000 USD 4070000.00000000 THB 2021-12-15 -121.78000000 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 200000.00000000 PA USD 209500.00000000 0.357416442856 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 21100000.00000000 OU Notional Amount 55020.30000000 0.093867111746 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 0.00000000 CZK 0.00000000 CZK 21100000.00000000 CZK 55020.30000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -811.72000000 -0.00138483090 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 82940.82000000 USD 60000.00000000 GBP 2021-12-15 -811.72000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 247.60000000 0.000422416760 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 292000.00000000 EUR 338197.32000000 USD 2021-12-15 247.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2499.78000000 -0.00426473735 N/A DFE CL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 88581.31000000 USD 70400000.00000000 CLP 2021-12-15 -2499.78000000 N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 000000000 200000.00000000 PA USD 221900.00000000 0.378571401765 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 12370000.00000000 PA 164439.56000000 0.280541301194 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4479.08000000 -0.00764151236 N/A DFE ZA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 122930.11000000 USD 1820000.00000000 ZAR 2021-12-15 -4479.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3955.46000000 -0.00674819304 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 728200000.00000000 COP 188799.59000000 USD 2021-12-15 -3955.46000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6706000000.00000000 PA 483986.94000000 0.825703534529 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.13000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -926000.00000000 OU Notional Amount USD -20001.60000000 -0.03412363113 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -20001.60000000 -0.03000000 DFE CL -926000.00000000 USD -800990000.00000000 CLP 2022-03-10 1.00000000 865.00000000 USD 2022-03-10 XXXX -3946.61000000 N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 000000000 215000.00000000 PA USD 221093.10000000 0.377194793996 Long DBT CORP BM N 2 2023-02-21 Fixed 3.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3809.52000000 -0.00649921282 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16070000.00000000 RUB 220559.98000000 USD 2021-12-15 -3809.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 35.81000000 0.000061093474 N/A DFE ID N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 31655.79000000 USD 451000000.00000000 IDR 2021-12-15 35.81000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 980000.00000000 PA 223950.00000000 0.382068794166 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 16390000.00000000 PA 195114.92000000 0.332874847993 Long DBT NUSS RU N 2 2035-07-18 Fixed 6.10000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4914.76000000 0.008384802084 N/A DFE MY N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 704832.11000000 USD 2945000.00000000 MYR 2021-12-15 4914.76000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2261.63000000 0.003858442719 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1141000.00000000 EUR 1322419.00000000 USD 2021-12-07 2261.63000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 9766.92000000 0.016662805747 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 855000.00000000 BRL 160247.40000000 USD 2021-12-02 9766.92000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 329.06000000 0.000561391191 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 108000.00000000 EUR 125324.16000000 USD 2021-12-15 329.06000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1900000.00000000 PA 296046.44000000 0.505068570430 Long DBT NUSS CN N 2 2027-06-04 Fixed 2.85000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -19451.94000000 -0.03318588640 N/A DFE CL N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 184866.30000000 USD 135507000.00000000 CLP 2021-12-30 -19451.94000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 360000.00000000 PA 102621.58000000 0.175077040973 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10117.48000000 -0.01726087690 N/A DFE BR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 151996.97000000 USD 803000.00000000 BRL 2021-11-12 -10117.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1943.40000000 0.003315527995 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2340000.00000000 ZAR 154237.58000000 USD 2021-12-15 1943.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2.11000000 0.000003599755 N/A DFE CO N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 53732.13000000 USD 203000000.00000000 COP 2021-12-15 2.11000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 138.80000000 0.000236799056 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYZ1 Comdty 2021-12-21 -145170.05000000 USD 138.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -469.16000000 -0.00080040810 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 130093.71000000 USD 112000.00000000 EUR 2021-12-15 -469.16000000 N N N Goldman Sachs Financial Square Funds - Government Fund 549300BRJMXN4GUWZ402 38141W273 503989.06000000 NS USD 503989.06000000 0.859828052811 Long STIV RF US N 1 N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2436.53000000 0.004156830002 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3489000.00000000 MXN 171538.14000000 USD 2021-11-12 2436.53000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 28480000.00000000 PA 380476.49000000 0.649110041271 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3552.31000000 0.006060400974 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 17362000.00000000 INR 234336.62000000 USD 2021-12-09 3552.31000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 000000000 5840763.00000000 PA 21785.47000000 0.037166993763 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.50000000 N N N N N N BANGKOK BANK PCL 549300CCL2BKJGMYXV60 059895AV4 200000.00000000 PA USD 198560.19000000 0.338752633903 Long DBT CORP TH N 2 2036-09-23 Fixed 3.47000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 36182.70000000 NS USD 36182.70000000 0.061729317073 Long STIV RF US N 1 N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1373.94000000 0.002344003568 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 28684000.00000000 CLP 36447.27000000 USD 2021-12-15 1373.94000000 N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 200000.00000000 PA USD 196000.00000000 0.334384834367 Long DBT CORP US N 2 2028-03-01 Fixed 7.50000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 339.01000000 0.000578366340 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 172000.00000000 EUR 199405.28000000 USD 2021-12-15 339.01000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -47788.58000000 -0.08152947146 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 851823.76000000 USD 12354000.00000000 ZAR 2021-12-15 -47788.58000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1021000.00000000 OU Notional Amount 6491.52000000 0.011074825714 N/A DFE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 6491.52000000 0.01000000 DFE XX 1171597.50000000 USD 1021000.00000000 EUR 2022-01-06 1.00000000 1.14750000 EUR 2022-01-06 XXXX 1411.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1363.01000000 0.002325356495 N/A DFE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 71365.12000000 USD 90000.00000000 CAD 2021-12-15 1363.01000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 11250.28000000 0.019193484767 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 69600000.00000000 HUF 234422.36000000 USD 2021-12-15 11250.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1365.29000000 -0.00232924627 N/A DFE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 150566.49000000 USD 109000.00000000 GBP 2021-12-15 -1365.29000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1788.60000000 0.003051432218 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1305000.00000000 TRY 134466.77000000 USD 2021-12-15 1788.60000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 24755000.00000000 PA 349143.83000000 0.595655111045 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3300.03000000 0.005629999923 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 107000.00000000 EUR 127137.77000000 USD 2021-12-15 3300.03000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD 10433.84000000 0.017800601327 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term US Treasury Bond Future WNZ1 Comdty 2021-12-21 382378.66000000 USD 10433.84000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -639.00000000 -0.00109016280 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1277000.00000000 MYR 307118.81000000 USD 2021-12-15 -639.00000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 1060000.00000000 PA 71240.33000000 0.121539214016 Long DBT NUSS ZA N 2 2023-02-28 Fixed 7.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 269.51000000 0.000459796207 N/A DFE MY N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 96130.74000000 USD 400000.00000000 MYR 2021-12-15 269.51000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 592000.00000000 OU Notional Amount USD 4972.80000000 0.008483820940 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 4972.80000000 0.01000000 DFE US 44858800.00000000 INR 592000.00000000 USD 2022-01-10 1.00000000 75.77500000 USD 2022-01-10 XXXX -1533.87000000 N N N BONCER 549300KPBYGYF7HCHO27 000000000 7410591.92000000 PA 73819.49000000 0.125939377228 Long DBT NUSS AR N 2 2022-03-18 Fixed 1.20000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAD2 200000.00000000 PA USD 194000.00000000 0.330972744220 Long DBT NUSS EG N 2 2027-09-30 Fixed 5.80000000 N N N N N N JOLLIBEE WORLDWIDE PTE L 213800FIP2SRT2BTBR79 000000000 200000.00000000 PA USD 201084.00000000 0.343058367519 Long DBT CORP SG N 2 2025-01-23 Fixed 3.90000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2194.87000000 0.003744547150 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 32300000.00000000 CLP 41623.71000000 USD 2021-12-30 2194.87000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 284.44000000 0.000485267460 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 215000.00000000 EUR 249117.28000000 USD 2021-12-15 284.44000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5051.42000000 0.008617950204 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3313000.00000000 MXN 162441.77000000 USD 2022-03-15 5051.42000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 723074.79000000 OU Notional Amount 11847.54000000 0.020212437247 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 723074.79000000 BRL 11847.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 463.42000000 0.000790615407 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 875000.00000000 CNY 136511.85000000 USD 2021-12-15 463.42000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 7930000.00000000 PA 458087.47000000 0.781517871335 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 54.02000000 0.000092160554 N/A DFE MX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 80475.46000000 USD 1670000.00000000 MXN 2021-12-15 54.02000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1005.47000000 -0.00171537713 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 32961.21000000 USD 491000.00000000 ZAR 2021-12-15 -1005.47000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 945000.00000000 PA 42463.72000000 0.072445020300 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N AI CANDELARIA SPAIN SLU 213800L5KA2MJ5FKRZ02 00870WAA4 250000.00000000 PA USD 244702.50000000 0.417473494549 Long DBT CORP ES N 2 2033-06-15 Fixed 5.75000000 N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2511.09000000 0.004284032723 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 100800000.00000000 CLP 125764.19000000 USD 2021-12-15 2511.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11066.96000000 -0.01888073258 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 19990000.00000000 RUB 268033.61000000 USD 2021-12-15 -11066.96000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -828.24000000 -0.00141301477 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10370000.00000000 RUB 143957.80000000 USD 2021-12-15 -828.24000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1764500.00000000 PA 103376.83000000 0.176365531515 Long DBT NUSS MX N 2 2036-11-20 Fixed 10.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 447000.00000000 OU Notional Amount 2141.10000000 0.003652813106 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 2141.10000000 0.00000000 DFE GB 597549.60000000 USD 447000.00000000 GBP 2021-12-20 1.00000000 1.33680000 GBP 2021-12-20 XXXX -1401.69000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 11981200.00000000 PA 584319.19000000 0.996874875335 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -51.07000000 -0.00008712772 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 182118.40000000 USD 148900000.00000000 CLP 2021-12-15 -51.07000000 N N N Israel Electric Corp Ltd 254900JW7GE35YNJGJ55 000000000 200000.00000000 PA USD 223000.00000000 0.380448051346 Long DBT CORP IL N 2 2028-08-14 Fixed 4.25000000 N N N N N N HUARONG FINANCE 2017 CO 5493006V07LYI3HE6G83 000000000 270000.00000000 PA USD 262575.00000000 0.447964785122 Long DBT CORP VG N 2 2022-01-24 Fixed 4.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 896000.00000000 OU Notional Amount USD 26790.40000000 0.045705629931 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 26790.40000000 0.05000000 DFE US 65959040.00000000 RUB 896000.00000000 USD 2022-04-18 1.00000000 73.61500000 USD 2022-04-18 XXXX -1993.60000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 73605.00000000 PA USD 26866.56000000 0.045835562324 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -376.49000000 -0.00064230890 N/A DFE SG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 85638.56000000 USD 115000.00000000 SGD 2021-12-15 -376.49000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -672.33000000 -0.00114702528 N/A DFE UY N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 36614.42000000 USD 1589000.00000000 UYU 2021-12-15 -672.33000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1088.83000000 -0.00185759305 N/A DFE MX N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 98495.75000000 USD 2020000.00000000 MXN 2021-12-15 -1088.83000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -908.59000000 -0.00155009549 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 234695.72000000 USD 202000.00000000 EUR 2021-12-15 -908.59000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 6290000.00000000 PA 197775.37000000 0.337413695609 Long DBT NUSS TH N 2 2026-12-17 Fixed 2.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3249.18000000 -0.00554324753 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14280000.00000000 PHP 279725.76000000 USD 2021-12-15 -3249.18000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2251000000.00000000 PA 179222.02000000 0.305760844248 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.38000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6656.43000000 -0.01135616960 N/A DFE MX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 232331.87000000 USD 4680000.00000000 MXN 2021-12-15 -6656.43000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -749.34000000 -0.00127840781 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 166495.20000000 USD 1066000.00000000 CNY 2021-12-15 -749.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -718.83000000 -0.00122635638 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 406000.00000000 EUR 469742.00000000 USD 2022-02-02 -718.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1092.70000000 0.001864195451 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 117895.44000000 USD 87000.00000000 GBP 2022-03-31 1092.70000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3208.20000000 0.005473333804 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3670000.00000000 MXN 180180.18000000 USD 2021-12-15 3208.20000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -28.53000000 -0.00004867346 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 19000.00000000 GBP 25979.02000000 USD 2021-12-15 -28.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2766.97000000 0.004720575536 N/A DFE TH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 177693.13000000 USD 5990000.00000000 THB 2021-12-15 2766.97000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3641.46000000 0.006212494892 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 83300000.00000000 CLP 105496.45000000 USD 2021-12-15 3641.46000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 3110000.00000000 PA 489261.37000000 0.834701949845 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -377.07000000 -0.00064329841 N/A DFE CA N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 121590.62000000 USD 150000.00000000 CAD 2021-12-15 -377.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 596000.00000000 OU Notional Amount USD 2915.04000000 0.004973189630 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 2915.04000000 0.00000000 DFE US 12023704.00000000 MXN 596000.00000000 USD 2022-01-06 1.00000000 20.17400000 USD 2022-01-06 XXXX -1779.06000000 N N N KERNEL HOLDING SA 5493003GR6L4DZOS2U12 49229QAB0 200000.00000000 PA USD 211145.36000000 0.360223501178 Long DBT CORP LU N 2 2024-10-17 Fixed 6.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 16000.00000000 PA 2681.07000000 0.004574026264 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5739.21000000 -0.00979135094 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 243998.76000000 USD 197029000.00000000 CLP 2022-03-14 -5739.21000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2765000.00000000 OU Notional Amount -8136.30000000 -0.01388089452 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-05 0.00000000 MXN 0.00000000 MXN 2765000.00000000 MXN -8136.30000000 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 230000.00000000 PA USD 224026.76000000 0.382199750185 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 180000.00000000 PA USD 187830.00000000 0.320446446118 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAV8 225000.00000000 PA USD 218002.88000000 0.371922739389 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -11820.28000000 -0.02016593045 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 135429.40000000 USD 1219000.00000000 TRY 2021-12-20 -11820.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1084.22000000 -0.00184972818 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 845000.00000000 CNY 130299.69000000 USD 2021-12-15 -1084.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1709.71000000 0.002916842322 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 156000.00000000 GBP 215245.37000000 USD 2021-12-15 1709.71000000 N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 000000000 200000.00000000 PA USD 199600.00000000 0.340526596631 Long DBT CORP IL N 2 2031-04-07 Fixed 3.08000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 823.15000000 0.001404331002 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 635000.00000000 TRY 65383.03000000 USD 2021-12-15 823.15000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 375000.00000000 PA 91251.01000000 0.155678336044 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 186135000.00000000 OU Notional Amount 18780.19000000 0.032039850625 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2031-12-15 0.00000000 CLP 0.00000000 CLP 186135000.00000000 CLP 18780.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 982860000.00000000 OU Notional Amount 42235.47000000 0.072055615512 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2023-12-15 0.00000000 CLP 0.00000000 CLP 982860000.00000000 CLP 42235.47000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2023.13000000 -0.00345155096 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 306394.94000000 USD 21800000.00000000 RUB 2021-12-15 -2023.13000000 N N N AZURE POWER SOLAR ENERGY 549300N77HEXIINE3X94 000000000 200000.00000000 PA USD 210000.00000000 0.358269465393 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 60000000.00000000 PA 53200.23000000 0.090761990290 Long DBT NUSS CL N 2 2033-10-01 Fixed 2.80000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 776.27000000 0.001324351609 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2251000.00000000 CNY 350770.57000000 USD 2021-12-15 776.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -415.37000000 -0.00070863994 N/A DFE ZA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 6988.75000000 USD 101000.00000000 ZAR 2021-12-15 -415.37000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5292.04000000 0.009028458769 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 7360000.00000000 CZK 336203.55000000 USD 2021-12-15 5292.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3504.22000000 0.005978357266 N/A DFE CN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 428741.07000000 USD 2780000.00000000 CNY 2021-12-15 3504.22000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 8165000.00000000 PA 267564.62000000 0.456477301741 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N MALAYSIA INVESTMNT ISSUE 254900GSIL471JOBYY43 000000000 1295000.00000000 PA 306931.77000000 0.523639434048 Long DBT NUSS MY N 2 2030-10-15 Fixed 3.47000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 000000000 200000.00000000 PA USD 204073.60000000 0.348158759871 Long DBT CORP US N 2 2028-03-20 Fixed 3.38000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3226.53000000 0.005504605610 N/A DFE KR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 139739.30000000 USD 167240000.00000000 KRW 2021-12-15 3226.53000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 126.82000000 0.000216360636 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 116202000.00000000 CLP 142212.70000000 USD 2021-12-15 126.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -7001.89000000 -0.01194553993 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 297499.76000000 USD 251000.00000000 EUR 2021-12-15 -7001.89000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 737.41000000 0.001258054697 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 195736.06000000 USD 265000.00000000 SGD 2021-12-15 737.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -43460.93000000 -0.07414630550 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1727422.71000000 USD 1455000.00000000 EUR 2021-12-15 -43460.93000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4697.38000000 -0.00801394200 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 617000.00000000 PEN 149648.31000000 USD 2021-12-15 -4697.38000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3748000000.00000000 PA 298920.91000000 0.509972545812 Long DBT NUSS ID N 2 2032-06-15 Fixed 8.25000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AN7 180000.00000000 PA USD 187830.00000000 0.320446446118 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1621.80000000 -0.00276686389 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 179855.55000000 USD 154000.00000000 EUR 2021-12-15 -1621.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2445.82000000 -0.00417267916 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 298730.50000000 USD 256000.00000000 EUR 2021-12-15 -2445.82000000 N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 200000.00000000 PA USD 198859.06000000 0.339262519594 Long DBT CORP IM N 2 2028-11-01 Fixed 3.38000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1021.64000000 0.001742963888 N/A DFE EG N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 139192.31000000 USD 2230000.00000000 EGP 2021-12-15 1021.64000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 7352000.00000000 PA 219101.84000000 0.373797614683 Long DBT NUSS TH N 2 2029-12-17 Fixed 1.60000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1618000000.00000000 PA 116374.94000000 0.198540893042 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -7455.91000000 -0.01272011852 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 195881.53000000 USD 154100000.00000000 CLP 2021-12-15 -7455.91000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -9256.46000000 -0.01579193797 N/A DFE CL N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 161692.41000000 USD 125635000.00000000 CLP 2022-02-14 -9256.46000000 N N N ZORLU YENILENEBILIR 7890003XL281DFSLEQ74 98980HAA8 200000.00000000 PA USD 186612.00000000 0.318368483219 Long DBT CORP TR N 2 2026-06-01 Fixed 9.00000000 N N N N N N SAN MIGUEL INDUSTRIAS N/A 79911QAA2 200000.00000000 PA USD 196452.00000000 0.335155966740 Long DBT CORP PE N 2 2028-08-02 Fixed 3.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 922.39000000 0.001573638915 N/A DFE CN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 182854.13000000 USD 1181000.00000000 CNY 2021-12-06 922.39000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 000000000 61250.00000000 PA USD 55661.55000000 0.094961113149 Long DBT CORP AR N 2 2025-03-23 Fixed 8.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 4030.76000000 0.006876658239 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1275000.00000000 PLN 323275.86000000 USD 2021-12-15 4030.76000000 N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 200000.00000000 PA USD 204719.00000000 0.349259841361 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1647.74000000 0.002811118709 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 110722.89000000 USD 91900000.00000000 CLP 2021-12-15 1647.74000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -670000.00000000 OU Notional Amount USD -119.93000000 -0.00020460598 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -119.93000000 0.00000000 DFE CN -670000.00000000 USD -4444847.00000000 CNY 2021-12-02 1.00000000 6.63410000 USD 2021-12-02 XXXX 3882.65000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 480500000.00000000 PA 105037.59000000 0.179198862931 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1020.30000000 -0.00174067778 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 82035.64000000 USD 70000.00000000 EUR 2021-12-15 -1020.30000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -1211000.00000000 OU Notional Amount USD -52844.41000000 -0.09015494533 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -52844.41000000 -0.09000000 DFE CL -1211000.00000000 USD -952693700.00000000 CLP 2021-12-02 1.00000000 786.70000000 USD 2021-12-02 XXXX -15763.59000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 25230000.00000000 PA 78562.71000000 0.134031524340 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2037300.00000000 PA 104833.67000000 0.178850966219 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 110000.00000000 PA 137902.21000000 0.235267385968 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.68000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2224.24000000 0.003794653693 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 125000.00000000 EUR 146894.50000000 USD 2021-12-15 2224.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 6297.33000000 0.010743528821 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 191400000.00000000 CLP 240331.49000000 USD 2021-12-15 6297.33000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 1406855.00000000 PA USD 436139.12000000 0.744072996950 Long DBT NUSS AR N 2 2035-07-09 Variable 1.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 835.77000000 0.001425861290 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 553000.00000000 CZK 25699.09000000 USD 2021-12-15 835.77000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2070000.00000000 PA 324575.92000000 0.553741149228 Long DBT NUSS CN N 2 2028-05-13 Fixed 3.01000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD 445.81000000 0.000760571954 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note FVZ1 Comdty 2021-12-31 -487445.81000000 USD 445.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2853.25000000 -0.00486777310 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7450000.00000000 RUB 101163.72000000 USD 2021-12-15 -2853.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1549.34000000 0.002643243873 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1639000.00000000 MXN 80583.96000000 USD 2021-12-15 1549.34000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 4800000.00000000 PA 158734.25000000 0.270807785176 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5073.85000000 0.008656216795 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1970000.00000000 ZAR 133287.33000000 USD 2021-12-15 5073.85000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 103530000.00000000 OU Notional Amount -190475.95000000 -0.32496055608 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 CZK 0.00000000 CZK 103530000.00000000 CZK -190475.95000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -617000.00000000 OU Notional Amount USD -2282.90000000 -0.00389473029 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -2282.90000000 0.00000000 DFE BR -617000.00000000 USD -3138062.00000000 BRL 2022-03-10 1.00000000 5.08600000 USD 2022-03-10 XXXX 7554.55000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 585000.00000000 PA 151565.56000000 0.258577676920 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 79937.39000000 0.136376790382 N/A DFE RU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1936023.23000000 USD 144389000.00000000 RUB 2021-12-15 79937.39000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3485000000.00000000 PA 257300.86000000 0.438966864559 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2103.10000000 -0.00358798339 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 234669.96000000 USD 190200000.00000000 CLP 2021-12-15 -2103.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2106.91000000 0.003594483425 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 935000.00000000 PLN 236219.98000000 USD 2021-12-15 2106.91000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 20950000.00000000 PA 292829.21000000 0.499579831039 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAB9 210000.00000000 PA USD 202553.31000000 0.345565076606 Long DBT CORP KY N 2 2025-10-28 Fixed 2.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -200.32000000 -0.00034175494 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 99000.00000000 MYR 23658.74000000 USD 2021-12-15 -200.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 14039.67000000 0.023952309834 N/A DFE CO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 687503.76000000 USD 2650327000.00000000 COP 2021-12-15 14039.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 13132.21000000 0.022404142172 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1880000.00000000 TRY 204270.11000000 USD 2021-12-15 13132.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1767.38000000 0.003015229941 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 97000.00000000 GBP 134542.76000000 USD 2021-12-15 1767.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1774.28000000 -0.00302700165 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 265000.00000000 SGD 194699.19000000 USD 2021-12-15 -1774.28000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 650000.00000000 PA 105515.68000000 0.180014506020 Long DBT NUSS CN N 2 2051-04-12 Fixed 3.72000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2065.04000000 0.003523051318 N/A DFE NZ N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 131840.61000000 USD 187000.00000000 NZD 2021-12-15 2065.04000000 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -536.18000000 -0.00091474724 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 542900000.00000000 COP 143169.83000000 USD 2021-12-15 -536.18000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 350000.00000000 PA USD 329875.00000000 0.562781618555 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 130000.00000000 PA 30615.16000000 0.052230842886 Long DBT NUSS RO N 2 2023-09-25 Fixed 4.40000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -522.89000000 -0.00089207390 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 146191.82000000 USD 2073000000.00000000 IDR 2021-12-15 -522.89000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 387.63000000 0.000661314251 N/A DFE MY N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 40582.48000000 USD 170000.00000000 MYR 2021-12-15 387.63000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -17.46000000 -0.00002978754 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 7210000.00000000 PHP 142857.14000000 USD 2021-12-15 -17.46000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1500000.00000000 PA 239655.26000000 0.408862675614 Long DBT NUSS CN N 2 2027-12-03 Fixed 3.28000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3691.97000000 0.006298667229 N/A DFE CA N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 171663.63000000 USD 217000.00000000 CAD 2021-12-15 3691.97000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 379604.00000000 PA USD 129653.75000000 0.221195141422 Long DBT NUSS AR N 2 2030-07-09 Variable 0.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 5221770.00000000 PA 222091.46000000 0.378898041155 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -4560.50000000 -0.00778041855 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 10210000.00000000 RUB 137991.62000000 USD 2021-12-15 -4560.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -15005.77000000 -0.02560051997 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 296164.26000000 USD 4320000.00000000 ZAR 2021-12-15 -15005.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 989.12000000 0.001687483302 N/A DFE CO N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 141552.21000000 USD 538500000.00000000 COP 2021-12-15 989.12000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4199.98000000 0.007165355186 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 440000.00000000 BRL 81640.23000000 USD 2021-12-02 4199.98000000 N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 200000.00000000 PA USD 221900.00000000 0.378571401765 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 252.30000000 0.000430435171 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 524600000.00000000 COP 139114.29000000 USD 2021-12-15 252.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1266.37000000 0.002160484299 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 497000.00000000 TRY 51663.20000000 USD 2021-12-20 1266.37000000 N N N VTB BANK (VTB CAPITAL SA 529900Z143LRJYE8LK88 000000000 235000.00000000 PA USD 244125.52000000 0.416489140663 Long DBT CORP LU N 2 2022-10-17 Fixed 6.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2611.21000000 0.004454841955 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16220000.00000000 RUB 229075.01000000 USD 2021-12-15 2611.21000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1031.40000000 0.001759614888 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2550000.00000000 ZAR 166993.01000000 USD 2021-12-15 1031.40000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3465000000.00000000 PA 262183.17000000 0.447296305481 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 4590000000.00000000 PA 340244.79000000 0.580472947696 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4544.27000000 0.007752729445 N/A DFE KR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 198278.46000000 USD 237260000.00000000 KRW 2021-12-15 4544.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1170.46000000 0.001996857516 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 213603.13000000 USD 251240000.00000000 KRW 2021-12-15 1170.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 836000.00000000 OU Notional Amount USD 26919.20000000 0.045925368537 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 26919.20000000 0.05000000 DFE US 17556000.00000000 MXN 836000.00000000 USD 2022-04-18 1.00000000 21.00000000 USD 2022-04-18 XXXX 1279.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2590.81000000 -0.00442003863 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 127001.63000000 USD 2580000.00000000 MXN 2021-12-15 -2590.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1381.61000000 -0.00235708893 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 606355000.00000000 KRW 517235.35000000 USD 2021-11-17 -1381.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1093.95000000 -0.00186632800 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 65000.00000000 CAD 51431.92000000 USD 2021-12-15 -1093.95000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 4645000.00000000 PA 1141382.14000000 1.947249376702 Long DBT NUSS MY N 2 2023-03-15 Fixed 3.48000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1761.11000000 -0.00300453303 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 279528.00000000 USD 240000.00000000 EUR 2021-12-15 -1761.11000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2675.76000000 -0.00456496716 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 222574.55000000 USD 190000.00000000 EUR 2021-12-15 -2675.76000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 2690000.00000000 PA 439434.44000000 0.749694961401 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 12402100.00000000 PA 611761.84000000 1.043693273166 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1498.44000000 -0.00255640617 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 110290.47000000 USD 94000.00000000 EUR 2021-12-15 -1498.44000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2212.01000000 -0.00377378876 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 170000.00000000 AUD 125694.09000000 USD 2021-12-15 -2212.01000000 N N N VENA ENERGY CAP PTE LTD 254900WSETM7TQMYGS40 000000000 200000.00000000 PA USD 203612.15000000 0.347371505372 Long DBT CORP SG N 2 2025-02-26 Fixed 3.13000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3328.27000000 0.005678178636 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5918000.00000000 ZAR 390124.92000000 USD 2021-11-12 3328.27000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 10780000.00000000 PA 579755.81000000 0.989089543368 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 5339.02000000 0.009108608767 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 207188.74000000 USD 263000.00000000 CAD 2021-12-15 5339.02000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 115000.00000000 PA USD 114034.58000000 0.194548133395 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1925.27000000 0.003284597398 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10740000.00000000 RUB 151877.25000000 USD 2021-12-15 1925.27000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 610000.00000000 PA 22783.27000000 0.038869285537 Long DBT NUSS CZ N 2 2040-04-24 Fixed 1.50000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 7559.60000000 0.012897018336 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 85100000.00000000 HUF 280432.35000000 USD 2021-12-15 7559.60000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 16154.05000000 0.027559537416 N/A DFE AU N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 879188.66000000 USD 1190000.00000000 AUD 2021-12-15 16154.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 305.82000000 0.000521742704 N/A DFE ID N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 71228.66000000 USD 1018000000.00000000 IDR 2021-12-15 305.82000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 621000.00000000 OU Notional Amount USD 3761.40000000 0.006417117938 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 3761.40000000 0.01000000 DFE US 3979368.00000000 CNY 621000.00000000 USD 2022-03-11 1.00000000 6.40800000 USD 2022-03-11 XXXX 755.14000000 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 70000.00000000 PA USD 76300.00000000 0.130171239092 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 28602.87000000 NS USD 28602.87000000 0.048797785445 Long STIV RF US N 1 N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5863.49000000 0.010003378226 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 141486000.00000000 CLP 176957.04000000 USD 2022-03-14 5863.49000000 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 200000.00000000 PA USD 194843.34000000 0.332411520272 Long DBT CORP JE N 2 2036-03-31 Fixed 2.63000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 3430000.00000000 PA 186825.53000000 0.318732775023 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3043.76000000 -0.00519279175 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 114150.52000000 USD 96000.00000000 EUR 2021-12-15 -3043.76000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1026000000.00000000 PA 72966.76000000 0.124484581412 Long DBT NUSS ID N 2 2027-04-15 Fixed 5.13000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3940.49000000 -0.00672265355 N/A DFE TR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 175063.87000000 USD 1713000.00000000 TRY 2022-01-20 -3940.49000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 553000000.00000000 PA 146332.10000000 0.249649158270 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 113875000.00000000 OU Notional Amount 33225.39000000 0.056684012918 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A Y 2026-12-15 0.00000000 INR 0.00000000 INR 113875000.00000000 INR 33225.39000000 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 200000.00000000 PA USD 209650.00000000 0.357672349617 Long DBT CORP IN N 2 2029-07-03 Fixed 4.38000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 221.56000000 0.000377991346 N/A DFE GB N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 172249.55000000 USD 126000.00000000 GBP 2021-12-15 221.56000000 N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 N15516AD4 425000.00000000 PA USD 431273.00000000 0.735771176898 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 617000.00000000 OU Notional Amount USD 19435.50000000 0.033157839022 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 19435.50000000 0.03000000 DFE US 3698915.00000000 BRL 617000.00000000 USD 2022-03-10 1.00000000 5.99500000 USD 2022-03-10 XXXX 6766.64000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -920.66000000 -0.00157068745 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 11960000.00000000 RUB 166064.98000000 USD 2021-12-15 -920.66000000 N N N Czech Republic 3157007EFDLQABN47912 000000000 1330000.00000000 PA 55657.81000000 0.094954732541 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2627.90000000 0.004483315848 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1080000.00000000 PLN 273047.28000000 USD 2021-12-15 2627.90000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 115000.00000000 PA 146472.21000000 0.249888192246 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62000000 N N N N N N AZURE POWER ENERGY LTD 54930051LQDFHGQMHF47 05502VAA1 200000.00000000 PA USD 201460.00000000 0.343699840467 Long DBT CORP MU N 2 2026-08-19 Fixed 3.58000000 N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 32920000.00000000 PA 88614.50000000 0.151180331148 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -6310.10000000 -0.01076531501 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 172141.54000000 USD 2548000.00000000 ZAR 2021-12-15 -6310.10000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 2805000.00000000 PA 151093.55000000 0.257772406585 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2090.10000000 0.003565804807 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 43900000.00000000 HUF 142855.25000000 USD 2021-12-15 2090.10000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 42490000.00000000 PA 130209.80000000 0.222143787785 Long DBT NUSS HU N 2 2031-10-22 Fixed 3.25000000 N N N N N N SPARC EM SPC PANAMA METR N/A 000000000 134425.65000000 PA USD 133350.24000000 0.227501519975 Long DBT CORP KY N 2 2022-12-05 None 0.00000000 N N N N N N INTERNATIONAL BANK OF AZ 549300Y3ZQ0BCCDJGI40 000000000 165000.00000000 PA USD 165000.00000000 0.281497437094 Long DBT CORP AZ N 2 2024-09-01 Fixed 3.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -247.78000000 -0.00042272384 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 22386000.00000000 CLP 27124.68000000 USD 2021-12-15 -247.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30390.54000000 OU Notional Amount -6.22000000 -0.00001061160 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2023-07-03 0.00000000 BRL 0.00000000 BRL 30390.54000000 BRL -6.22000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4096.68000000 -0.00698912073 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10220000.00000000 RUB 138595.06000000 USD 2021-12-15 -4096.68000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3883.63000000 0.006625647828 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 615000.00000000 PLN 157872.44000000 USD 2021-12-15 3883.63000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1768.48000000 -0.00301710659 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2716000000.00000000 IDR 189083.82000000 USD 2021-12-15 -1768.48000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4467.15000000 -0.00762115924 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 664000.00000000 PEN 161635.83000000 USD 2021-12-15 -4467.15000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -27573.98000000 -0.04704245273 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 351969.52000000 USD 265561000.00000000 CLP 2021-12-24 -27573.98000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1563900000.00000000 PA 454509.79000000 0.775414187997 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 995935.53000000 OU Notional Amount -3860.30000000 -0.00658584579 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL 995935.53000000 BRL -3860.30000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1672.46000000 0.002853292143 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 114000.00000000 GBP 157717.75000000 USD 2021-12-15 1672.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 614.21000000 0.001047869944 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4530000.00000000 MXN 219056.46000000 USD 2021-12-15 614.21000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2944.29000000 -0.00502309144 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7860000.00000000 RUB 106797.11000000 USD 2021-12-15 -2944.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 71.79000000 0.000122476975 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 615000000.00000000 IDR 43287.61000000 USD 2021-12-15 71.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4620.45000000 0.007882695958 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1780000.00000000 ZAR 120468.16000000 USD 2021-12-15 4620.45000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3012.39000000 -0.00513927311 N/A DFE CZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 341567.24000000 USD 7530000.00000000 CZK 2021-12-15 -3012.39000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -225.26000000 -0.00038430371 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 119433.55000000 USD 103000.00000000 EUR 2021-12-15 -225.26000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 2065000.00000000 PA 56386.31000000 0.096197586377 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.60000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 2640000.00000000 PA 96024.89000000 0.163822790498 Long DBT NUSS CZ N 2 2029-11-29 Fixed 0.05000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -915000.00000000 OU Notional Amount USD -5262.17000000 -0.00897749920 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -5262.17000000 -0.01000000 DFE BR -915000.00000000 USD -4588725.00000000 BRL 2022-07-12 1.00000000 5.01500000 USD 2022-07-12 XXXX 15280.50000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 195000.00000000 PA USD 67177.50000000 0.114607842911 Long DBT NUSS AR N 2 2041-07-09 Variable 2.50000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -218.33000000 -0.00037248082 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 3641000.00000000 PHP 71932.35000000 USD 2021-12-15 -218.33000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 27720000.00000000 PA 336209.71000000 0.573588919341 Long DBT NUSS RU N 2 2031-03-12 Fixed 5.90000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 927.09000000 0.001581657327 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 272890000.00000000 KRW 234208.28000000 USD 2021-12-15 927.09000000 N N N METINVEST BV 635400TMCKVEU87EJ582 000000000 100000.00000000 PA 122246.99000000 0.208558875015 Long DBT CORP NL N 2 2025-06-17 Fixed 5.63000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 140000.00000000 PA 156421.58000000 0.266862265917 Long DBT NUSS MK N 2 2028-03-10 Fixed 1.63000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 92925.74000000 0.158535500909 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3111000.00000000 EUR 3693479.06000000 USD 2021-12-15 92925.74000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5314.95000000 -0.00906754426 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 309701.17000000 USD 263000.00000000 EUR 2021-12-15 -5314.95000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 496000.00000000 PA 78004.82000000 0.133079738854 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -335.06000000 -0.00057162746 N/A DFE IN N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 119880.12000000 USD 9000000.00000000 INR 2021-12-15 -335.06000000 N N N MALAYSIA INVESTMNT ISSUE 254900GSIL471JOBYY43 000000000 35000.00000000 PA 8775.15000000 0.014970801424 Long DBT NUSS MY N 2 2025-08-15 Fixed 4.13000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3289.74000000 -0.00561244471 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8520000.00000000 RUB 115666.58000000 USD 2021-12-15 -3289.74000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 50345000.00000000 OU Notional Amount 136074.91000000 0.232149929805 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 ZAR 0.00000000 ZAR 50345000.00000000 ZAR 136074.91000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 41405000.00000000 OU Notional Amount 9702.02000000 0.016552083422 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 0.00000000 HUF 0.00000000 HUF 41405000.00000000 HUF 9702.02000000 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -1498.88000000 -0.00255715683 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 95619000.00000000 CLP 115419.16000000 USD 2021-12-15 -1498.88000000 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131MAJ2 260000.00000000 PA USD 279689.98000000 0.477163712431 Long DBT CORP HK N 2 2030-04-07 Fixed 3.38000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 130000000.00000000 PA 10322.92000000 0.017611366808 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 1.00000000 NC 75.23000000 0.000128345770 N/A DFE US N 2 Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 10000.00000000 EUR 11648.85000000 USD 2021-12-15 75.23000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2921.33000000 0.004983920653 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 75989000.00000000 CLP 95836.80000000 USD 2021-12-15 2921.33000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4203.00000000 -0.00717050744 N/A DFE HU N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 323890.59000000 USD 99700000.00000000 HUF 2021-12-15 -4203.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 9196.53000000 0.015689694697 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 645000.00000000 BRL 122716.89000000 USD 2021-12-02 9196.53000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 29465000.00000000 PA 428633.20000000 0.731267559113 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2273.81000000 0.003879222348 N/A DFE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 127137.07000000 USD 172000.00000000 AUD 2021-12-15 2273.81000000 N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 000000000 200000.00000000 PA USD 213400.80000000 0.364071383478 Long DBT CORP SA N 2 2029-04-16 Fixed 3.50000000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 000000000 210000.00000000 PA USD 211762.95000000 0.361277137555 Long DBT CORP CL N 2 2029-04-15 Fixed 4.38000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 514000.00000000 OU Notional Amount 3624.52000000 0.006183594489 N/A DFE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 3624.52000000 0.01000000 DFE XX 599581.00000000 USD 514000.00000000 EUR 2022-01-06 1.00000000 1.16650000 EUR 2022-01-06 XXXX -2497.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -467.62000000 -0.00079778079 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3493000.00000000 MXN 167249.22000000 USD 2022-01-10 -467.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -186.27000000 -0.00031778501 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 34907.13000000 USD 30000.00000000 EUR 2021-12-15 -186.27000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 621000.00000000 OU Notional Amount USD 1342.60000000 0.002290536115 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 1342.60000000 0.00000000 DFE US 12108568.50000000 MXN 621000.00000000 USD 2022-03-11 1.00000000 19.49850000 USD 2022-03-11 XXXX -4733.20000000 N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 200000.00000000 PA USD 180188.00000000 0.307408849668 Long DBT CORP KY N 2 2029-12-15 Fixed 5.13000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 580.71000000 0.000990717434 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 161000.00000000 TRY 16906.44000000 USD 2021-12-20 580.71000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1012000000.00000000 PA 248365.93000000 0.423723471252 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAB6 205000.00000000 PA USD 217931.04000000 0.371800177111 Long DBT CORP SG N 2 2026-04-27 Fixed 3.88000000 N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1129.88000000 -0.00192762620 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 82145.22000000 USD 70000.00000000 EUR 2021-12-15 -1129.88000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -823.90000000 -0.00140561053 N/A DFE RS N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 33287.98000000 USD 3303000.00000000 RSD 2021-12-15 -823.90000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 794.21000000 0.001354958057 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 106623.38000000 USD 33500000.00000000 HUF 2021-12-15 794.21000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -126.84000000 -0.00021639475 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 9710000.00000000 RUB 135444.27000000 USD 2021-12-15 -126.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -141308.26000000 -0.24107826078 N/A DFE HU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2638889.17000000 USD 778913000.00000000 HUF 2021-12-15 -141308.26000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1232000000.00000000 PA 331322.05000000 0.565250351078 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 000000000 200000.00000000 PA USD 200752.00000000 0.342491960555 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2498.82000000 -0.00426309955 N/A DFE KR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 605261.30000000 USD 704736000.00000000 KRW 2021-11-17 -2498.82000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1312.75000000 -0.00223961066 N/A DFE PL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 197867.57000000 USD 785000.00000000 PLN 2021-12-15 -1312.75000000 N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 000000000 200000.00000000 PA USD 199754.00000000 0.340789327572 Long DBT CORP IL N 2 2032-01-21 Fixed 3.26000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3415000.00000000 OU Notional Amount 6078.67000000 0.010370485005 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 ZAR 0.00000000 ZAR 3415000.00000000 ZAR 6078.67000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 621000.00000000 OU Notional Amount USD 248.40000000 0.000423781596 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Purchased Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD 248.40000000 0.00000000 DFE US 12138687.00000000 MXN 621000.00000000 USD 2021-12-15 1.00000000 19.54700000 USD 2021-12-15 XXXX -3843.99000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 480000.00000000 PA 119608.73000000 0.204057884540 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.91000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 000000000 200000.00000000 PA USD 223756.00000000 0.381737821421 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -4649.59000000 -0.00793241011 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 565000.00000000 PEN 136688.04000000 USD 2021-12-15 -4649.59000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2231.99000000 -0.00380787554 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 121203.68000000 USD 1828000.00000000 ZAR 2021-12-15 -2231.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 236.54000000 0.000403547901 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1922000.00000000 ZAR 125326.03000000 USD 2021-12-15 236.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3573.17000000 -0.00609598907 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 275244.49000000 USD 1085000.00000000 PLN 2021-12-15 -3573.17000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6039.36000000 -0.01030342037 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 90647.24000000 USD 1300000.00000000 ZAR 2021-12-15 -6039.36000000 N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 000000000 200000.00000000 PA USD 231700.00000000 0.395290643484 Long DBT CORP VG N 2 2029-05-15 Fixed 6.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2913.31000000 -0.00497023817 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6541000.00000000 RUB 88412.20000000 USD 2021-12-15 -2913.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5819.18000000 -0.00992778336 N/A DFE CL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 171379.39000000 USD 135400000.00000000 CLP 2021-12-15 -5819.18000000 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 2946000.00000000 PA 406780.60000000 0.693986038544 Long DBT NUSS BR N 2 2024-01-01 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -880.44000000 -0.00150207032 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 98037.25000000 USD 30300000.00000000 HUF 2021-12-15 -880.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1280.64000000 0.002184829562 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 189641.93000000 USD 2717000000.00000000 IDR 2021-12-15 1280.64000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 766300000.00000000 PA 187585.78000000 0.320029795790 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 320000.00000000 PA 82244.63000000 0.140313045817 Long DBT NUSS MY N 2 2037-04-07 Fixed 4.76000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 4115.29000000 0.007020870229 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 175000.00000000 EUR 206653.65000000 USD 2021-12-15 4115.29000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 22623.50000000 0.038596710715 N/A DFE CN N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1828243.37000000 USD 11903912.00000000 CNY 2021-12-15 22623.50000000 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 544000.00000000 PA 89845.69000000 0.153280796781 Long DBT NUSS BR N 2 2022-07-01 None 0.00000000 N N N N N N ADCB Finance Cayman Ltd 213800R9XDKRM525M609 00653MAA9 265000.00000000 PA USD 275760.06000000 0.470459091776 Long DBT CORP KY N 2 2023-03-29 Fixed 4.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1265000.00000000 PA 295849.04000000 0.504731797133 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.83000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 2095000.00000000 PA 56120.75000000 0.095744529047 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -862.95000000 -0.00147223159 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 56416.33000000 USD 48000.00000000 EUR 2021-12-15 -862.95000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1024000.00000000 OU Notional Amount 9550.44000000 0.016293481109 N/A DFE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 9550.44000000 0.02000000 DFE XX 1188352.00000000 USD 1024000.00000000 EUR 2022-01-06 1.00000000 1.16050000 EUR 2022-01-06 XXXX -3441.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2309.16000000 -0.00393953104 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 335000.00000000 NZD 237575.30000000 USD 2021-12-15 -2309.16000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1319.02000000 0.002250307572 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2098000.00000000 MXN 102487.20000000 USD 2021-12-15 1319.02000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 410000.00000000 PA 96764.39000000 0.165084410830 Long DBT NUSS RO N 2 2025-02-24 Fixed 4.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -224.17000000 -0.00038244412 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 98381000.00000000 KRW 83921.35000000 USD 2021-11-17 -224.17000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3242.77000000 0.005532311782 N/A DFE EG N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 285359.03000000 USD 4590000.00000000 EGP 2021-12-15 3242.77000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1101000.00000000 OU Notional Amount 22.91000000 0.000039085492 N/A DFE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 22.91000000 0.00000000 DFE XX 1339917.00000000 USD 1101000.00000000 EUR 2021-12-03 1.00000000 1.21700000 EUR 2021-12-03 XXXX -22710.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4808.19000000 0.008202988861 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 115047000.00000000 CLP 145481.79000000 USD 2021-12-15 4808.19000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 110.19000000 0.000187989106 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 143626.88000000 USD 105000.00000000 GBP 2021-12-22 110.19000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 225000.00000000 OU Notional Amount 4427.15000000 0.007552917446 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 EUR -153.51000000 EUR 225000.00000000 EUR 4609.71000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -489.08000000 -0.00083439252 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 15280000.00000000 RUB 212850.43000000 USD 2021-12-15 -489.08000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1440.69000000 -0.00245788207 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 460000.00000000 MYR 109419.60000000 USD 2021-12-15 -1440.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -68718.18000000 -0.11723631243 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2687035.44000000 USD 54298000.00000000 MXN 2021-12-15 -68718.18000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -10920.49000000 -0.01863084816 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 186644.55000000 USD 2700000.00000000 ZAR 2021-12-15 -10920.49000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 7820000.00000000 PA 273849.00000000 0.467198737278 Long DBT NUSS TH N 2 2032-06-25 Fixed 3.78000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 181.48000000 0.000309613059 N/A DFE MX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 208616.52000000 USD 4330000.00000000 MXN 2021-12-15 181.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 178.32000000 0.000304221957 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 22234000.00000000 CLP 27364.92000000 USD 2021-12-15 178.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -360.84000000 -0.00061560930 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 375000.00000000 MYR 90014.40000000 USD 2021-12-15 -360.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 16.66000000 0.000028422710 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 218724.77000000 USD 189000.00000000 EUR 2021-12-15 16.66000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -4.00000000 NC 18641.12000000 0.031802590936 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Future RXZ1 Comdty 2021-12-08 -688605.54000000 EUR 18641.12000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 13504800.00000000 PA 619332.96000000 1.056609945141 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 453.24000000 0.000773247869 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 117000.00000000 EUR 135864.60000000 USD 2021-12-15 453.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 4410.56000000 0.007524614158 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 201356.13000000 USD 6830000.00000000 THB 2021-12-15 4410.56000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1587.35000000 -0.00270809064 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 235700.42000000 USD 935000.00000000 PLN 2021-12-15 -1587.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1166.14000000 -0.00198948740 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 26050000.00000000 INR 344850.41000000 USD 2021-12-15 -1166.14000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -655.72000000 -0.00111868787 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 111292000.00000000 CLP 133925.39000000 USD 2022-03-14 -655.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5325.29000000 0.009085184768 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3804000.00000000 MXN 188758.91000000 USD 2021-12-15 5325.29000000 N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 9600000.00000000 PA 146807.07000000 0.250459478499 Long DBT NUSS XX N 2 2036-01-29 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5544.79000000 -0.00945966166 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 190836.04000000 USD 2847000.00000000 ZAR 2021-12-15 -5544.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 836000.00000000 OU Notional Amount USD 20649.20000000 0.035228465927 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 20649.20000000 0.04000000 DFE US 17556000.00000000 MXN 836000.00000000 USD 2022-04-18 1.00000000 21.00000000 USD 2022-04-18 XXXX -4990.92000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 600000.00000000 OU Notional Amount USD 12628.80000000 0.021545302021 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 12628.80000000 0.02000000 DFE US 43350000.00000000 RUB 600000.00000000 USD 2022-01-26 1.00000000 72.25000000 USD 2022-01-26 XXXX 5719.80000000 N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 200000.00000000 PA USD 213190.00000000 0.363711749177 Long DBT CORP NL N 2 2028-07-15 Fixed 6.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1491.49000000 0.002544549166 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 107488.53000000 USD 2260000.00000000 MXN 2021-12-15 1491.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3962.25000000 0.006759777091 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 222700000.00000000 CLP 276268.45000000 USD 2021-12-15 3962.25000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 670000.00000000 OU Notional Amount USD 1684.38000000 0.002873628200 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 1684.38000000 0.00000000 DFE US 4327329.00000000 CNY 670000.00000000 USD 2021-12-02 1.00000000 6.45870000 USD 2021-12-02 XXXX -8031.96000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 884.14000000 0.001508382691 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1060000.00000000 BRL 187444.74000000 USD 2021-12-02 884.14000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -771.66000000 -0.00131648674 N/A DFE KZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 107038.98000000 USD 46000000.00000000 KZT 2021-12-15 -771.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -608000.00000000 OU Notional Amount USD -0.61000000 -0.00000104068 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -0.61000000 0.00000000 DFE CN -608000.00000000 USD -4060710.40000000 CNY 2021-10-27 1.00000000 6.67880000 USD 2021-10-27 XXXX 2391.26000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -287.07000000 -0.00048975435 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 280000.00000000 MYR 67193.11000000 USD 2021-12-15 -287.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4206.08000000 0.007175762061 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4447000.00000000 MXN 218645.96000000 USD 2021-12-15 4206.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4036.00000000 0.006885597915 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 6560000.00000000 CZK 298978.87000000 USD 2021-12-15 4036.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 214.15000000 0.000365349552 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 151022.86000000 USD 5020000.00000000 THB 2021-12-15 214.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -584000.00000000 OU Notional Amount USD -25988.00000000 -0.04433669936 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -25988.00000000 -0.04000000 DFE BR -584000.00000000 USD -3413480.00000000 BRL 2022-04-25 1.00000000 5.84500000 USD 2022-04-25 XXXX 2768.16000000 N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 90471MAD4 200000.00000000 PA USD 185601.00000000 0.316643671650 Long DBT CORP MX N 2 2029-01-28 Fixed 9.88000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 1045000.00000000 PA 277638.93000000 0.473664528683 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 820.87000000 0.001400441219 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 124433.13000000 USD 155000.00000000 CAD 2021-12-15 820.87000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 100995000.00000000 OU Notional Amount 23433.59000000 0.039978760769 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 0.00000000 HUF 0.00000000 HUF 100995000.00000000 HUF 23433.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 514000.00000000 OU Notional Amount 7902.65000000 0.013482277098 N/A DFE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 7902.65000000 0.01000000 DFE XX 599581.00000000 USD 514000.00000000 EUR 2022-01-06 1.00000000 1.16650000 EUR 2022-01-06 XXXX 1781.09000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -576.55000000 -0.00098362028 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 88700000.00000000 CLP 107881.29000000 USD 2021-12-15 -576.55000000 N N N KOKS (IMH CAPITAL) 635400QXWBRTUPU6BB27 44970CAA5 200000.00000000 PA USD 211140.00000000 0.360214356777 Long DBT CORP IE N 2 2025-09-23 Fixed 5.90000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5412.85000000 -0.00923456607 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 262914.31000000 USD 5340000.00000000 MXN 2021-12-15 -5412.85000000 N N N MALAYSIA INVESTMNT ISSUE 254900GSIL471JOBYY43 000000000 700000.00000000 PA 173588.43000000 0.296149685783 Long DBT NUSS MY N 2 2024-10-15 Fixed 3.66000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1231000.00000000 OU Notional Amount USD 25475.55000000 0.043462436567 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 25475.55000000 0.04000000 DFE US 88804340.00000000 RUB 1231000.00000000 USD 2022-02-28 1.00000000 72.14000000 USD 2022-02-28 XXXX 12580.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 725605000.00000000 OU Notional Amount -36645.14000000 -0.06251826055 N/A DIR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A N/A Y 2026-12-15 0.00000000 CLP 0.00000000 CLP 725605000.00000000 CLP -36645.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -35.57000000 -0.00006068402 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2110000.00000000 MXN 101711.26000000 USD 2021-12-15 -35.57000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2332.54000000 -0.00397941837 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 135429.18000000 USD 115000.00000000 EUR 2021-12-15 -2332.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3886.20000000 -0.00663003236 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 228600000.00000000 CLP 275634.22000000 USD 2021-12-15 -3886.20000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 156700000.00000000 OU Notional Amount 151309.64000000 0.258141065865 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2023-12-15 0.00000000 CZK 0.00000000 CZK 156700000.00000000 CZK 151309.64000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 459.16000000 0.000783347655 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 151976.25000000 USD 11516000.00000000 INR 2022-01-12 459.16000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5061.25000000 0.008634720627 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 3440000.00000000 MXN 170889.22000000 USD 2021-12-17 5061.25000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 7425000.00000000 PA 426058.02000000 0.726874185961 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 10190000.00000000 PA 450341.30000000 0.768302556169 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -81.73000000 -0.00013943506 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 339188.81000000 USD 293000.00000000 EUR 2021-12-15 -81.73000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 100000000.00000000 PA 116553.79000000 0.198846019204 Long DBT NUSS CL N 2 2043-01-01 Fixed 6.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8458.78000000 0.014431059945 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1110000.00000000 TRY 121311.48000000 USD 2021-12-15 8458.78000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 23820000.00000000 PA 71108.25000000 0.121313879583 Long DBT NUSS HU N 2 2026-04-22 Fixed 1.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 197.85000000 0.000337541017 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 115000.00000000 SGD 85459.92000000 USD 2021-12-15 197.85000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2694.83000000 -0.00459750144 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4750000.00000000 THB 140407.92000000 USD 2021-12-15 -2694.83000000 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 70000.00000000 PA USD 75703.60000000 0.129153753811 Long DBT CORP CO N 2 2026-06-26 Fixed 5.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2449.52000000 -0.00417899152 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10500000.00000000 PHP 205620.29000000 USD 2021-12-15 -2449.52000000 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 135000.00000000 PA USD 137700.00000000 0.234922406593 Long DBT CORP IL N 2 2024-03-30 Fixed 4.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 385390.99000000 OU Notional Amount -3131.34000000 -0.00534220717 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 385390.99000000 BRL -3131.34000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3050.41000000 0.005204136952 N/A DFE PH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 144381.91000000 USD 7440000.00000000 PHP 2021-12-15 3050.41000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -392.08000000 -0.00066890615 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 166196.84000000 USD 135600000.00000000 CLP 2021-12-15 -392.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1725.29000000 -0.00294342250 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 262131.75000000 USD 225000.00000000 EUR 2021-12-15 -1725.29000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1735000.00000000 PA 430996.15000000 0.735298858319 Long DBT NUSS PL N 2 2026-01-25 Floating 0.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1199000.00000000 OU Notional Amount USD 11510.40000000 0.019637261211 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 11510.40000000 0.02000000 DFE US 20484915.00000000 ZAR 1199000.00000000 USD 2022-02-22 1.00000000 17.08500000 USD 2022-02-22 XXXX -11150.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -32327.55000000 -0.05515225740 N/A DFE RO N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1465917.48000000 USD 6157000.00000000 RON 2021-12-15 -32327.55000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7207.49000000 0.012296302805 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 532188.30000000 USD 8366000.00000000 ZAR 2022-02-24 7207.49000000 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 105000.00000000 PA USD 115106.25000000 0.196376450718 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -176.97000000 -0.00030191879 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 62000.00000000 MYR 14765.07000000 USD 2021-12-15 -176.97000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2841.90000000 0.004848409493 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 70589000.00000000 CLP 88489.22000000 USD 2022-02-14 2841.90000000 N N N CNTL AMR BOTTLING CORP 549300DT8SH0CF6BTT37 15238XAB5 123000.00000000 PA USD 127471.05000000 0.217471356841 Long DBT CORP VG N 2 2027-01-31 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2771.40000000 0.004728133316 N/A DFE RU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 89936.34000000 USD 6640000.00000000 RUB 2021-12-15 2771.40000000 N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 223000.00000000 PA USD 218538.22000000 0.372836053559 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 130000.00000000 PA USD 115206.00000000 0.196546628714 Long DBT NUSS EG N 2 2040-04-30 Fixed 6.88000000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -326.53000000 -0.00055707489 N/A DFE PE N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 185941.61000000 USD 742000.00000000 PEN 2021-12-15 -326.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1170.16000000 -0.00199634570 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 262236.85000000 USD 213508000.00000000 CLP 2021-12-15 -1170.16000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 910000.00000000 PA 149123.26000000 0.254411003037 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 000000000 200000.00000000 PA USD 203392.00000000 0.346995919549 Long DBT CORP TH N 2 2034-09-25 Fixed 3.73000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 1330000.00000000 PA 54804.61000000 0.093499134884 Long DBT NUSS CZ N 2 2032-06-23 Fixed 1.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3625.87000000 -0.00618589764 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 190000.00000000 CAD 149911.29000000 USD 2021-12-15 -3625.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -126170.96000000 -0.21525334470 N/A DFE PL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2817094.13000000 USD 10747000.00000000 PLN 2021-12-15 -126170.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1512.92000000 -0.00258110971 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 134792.56000000 USD 109000000.00000000 CLP 2021-12-15 -1512.92000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 455.63000000 0.000777325316 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2140000.00000000 THB 64927.18000000 USD 2021-12-15 455.63000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 3830000.00000000 PA 611101.45000000 1.042566618060 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -68360.95000000 -0.11662686195 N/A DFE CZ N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2032653.47000000 USD 43689000.00000000 CZK 2021-12-15 -68360.95000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1248.47000000 0.002129946092 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 121000.00000000 EUR 141289.28000000 USD 2021-12-15 1248.47000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -9008.40000000 -0.01536873643 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12900000.00000000 RUB 169580.65000000 USD 2022-01-27 -9008.40000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2391.15000000 -0.00407940967 N/A DFE PL N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 146364.43000000 USD 575000.00000000 PLN 2021-12-15 -2391.15000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 6940000.00000000 PA 1051676.84000000 1.794208091588 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC 259.07000000 0.000441985097 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Future DUZ1 Comdty 2021-12-08 -112184.11000000 EUR 259.07000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 587.22000000 0.001001823787 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 94617.90000000 USD 111370000.00000000 KRW 2021-12-15 587.22000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 24325000.00000000 PA 336166.89000000 0.573515866491 Long DBT NUSS RU N 2 2023-08-16 Fixed 7.00000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 171933.50000000 PA USD 192135.69000000 0.327792147330 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2160000.00000000 PA 344818.88000000 0.588276551405 Long DBT NUSS CN N 2 2029-05-23 Fixed 3.29000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4011.96000000 -0.00684458459 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10790000.00000000 RUB 146638.13000000 USD 2021-12-15 -4011.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5722.07000000 -0.00976210933 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 235000.00000000 AUD 171089.31000000 USD 2021-12-15 -5722.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1309.99000000 0.002234901985 N/A DFE CO N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 54594.80000000 USD 211200000.00000000 COP 2021-12-15 1309.99000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 1770000.00000000 PA 64980.11000000 0.110858996528 Long DBT NUSS TH N 2 2029-06-22 Fixed 4.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 30115000.00000000 OU Notional Amount -93308.29000000 -0.15918814845 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 0.00000000 ZAR 0.00000000 ZAR 30115000.00000000 ZAR -93308.29000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 111.11000000 0.000189558668 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 7549000.00000000 HUF 24316.94000000 USD 2021-12-15 111.11000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -240.88000000 -0.00041095213 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 45000.00000000 AUD 33616.62000000 USD 2021-12-15 -240.88000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 162.73000000 0.000277624714 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 135006.83000000 USD 158120000.00000000 KRW 2021-12-15 162.73000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 1245000.00000000 PA 29184.75000000 0.049790498953 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 10233.73000000 0.017459204648 N/A DFE RU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 272776.21000000 USD 20270000.00000000 RUB 2021-12-15 10233.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 608000.00000000 OU Notional Amount USD 0.61000000 0.000001040687 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 0.61000000 0.00000000 DFE US 3989392.00000000 CNY 608000.00000000 USD 2021-10-27 1.00000000 6.56150000 USD 2021-10-27 XXXX -5659.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1657.64000000 -0.00282800855 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 112764.40000000 USD 96000.00000000 EUR 2021-12-15 -1657.64000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 276.68000000 0.000472028550 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 58470.76000000 USD 1950000.00000000 THB 2021-12-15 276.68000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 11621.59000000 0.019826956363 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1585000.00000000 TRY 172767.11000000 USD 2021-12-15 11621.59000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBJ7 60000.00000000 PA USD 53025.00000000 0.090463040011 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N CMB Wing Lung Bank Ltd 549300O8T6I5A7FBMN18 000000000 275000.00000000 PA USD 279303.75000000 0.476504786642 Long DBT CORP HK N 2 2027-11-22 Fixed 3.75000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -75.26000000 -0.00012839695 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 9447.21000000 USD 144000.00000000 ZAR 2021-12-15 -75.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4372.80000000 -0.00746019389 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 215000.00000000 NZD 149582.90000000 USD 2021-12-15 -4372.80000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1750000.00000000 PA 442539.12000000 0.754991685419 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 255000.00000000 PA 63238.12000000 0.107887083070 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.90000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7332.04000000 -0.01250879071 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 210612.69000000 USD 1155000.00000000 BRL 2021-12-02 -7332.04000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2330000.00000000 PA 370926.33000000 0.632817037854 Long DBT NUSS CN N 2 2028-11-22 Fixed 3.25000000 N N N N N N BIOCEANICO SOVEREIGN N/A 09076AAA5 199193.11000000 PA USD 147402.90000000 0.251475991335 Long DBT CORP KY N 2 2034-06-05 None 0.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount 2424.05000000 0.004135538559 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 0.00000000 CZK 0.00000000 CZK 1000000.00000000 CZK 2424.05000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 309000.00000000 OU Notional Amount USD 11754.67000000 0.020053996841 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 11754.67000000 0.02000000 DFE US 2974588.50000000 TRY 309000.00000000 USD 2021-12-17 1.00000000 9.62650000 USD 2021-12-17 XXXX 7035.93000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 619175677.50000000 PA 160046.64000000 0.273046781670 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 85000.00000000 PA 89907.89000000 0.153386912785 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.63000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 1000000.00000000 PA 37341.38000000 0.063706077379 Long DBT NUSS XX N 2 2027-05-09 None 0.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -764.33000000 -0.00130398143 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 94000.00000000 GBP 127904.59000000 USD 2021-12-15 -764.33000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3594.75000000 0.006132805527 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4990000.00000000 MXN 244218.77000000 USD 2021-12-15 3594.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 606000.00000000 OU Notional Amount USD 0.61000000 0.000001040687 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 0.61000000 0.00000000 DFE US 11922322.80000000 MXN 606000.00000000 USD 2021-11-09 1.00000000 19.67380000 USD 2021-11-09 XXXX -4448.64000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -621000.00000000 OU Notional Amount USD -5216.40000000 -0.00889941352 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -5216.40000000 -0.01000000 DFE CA -621000.00000000 USD -767556.00000000 CAD 2021-12-14 1.00000000 1.23600000 USD 2021-12-14 XXXX -2238.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -63.43000000 -0.00010821443 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 170000.00000000 MYR 40906.68000000 USD 2021-12-15 -63.43000000 N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 000000000 200000.00000000 PA USD 200384.00000000 0.341864135968 Long DBT CORP NL N 2 2027-11-25 Fixed 3.38000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 985000.00000000 PA 249917.37000000 0.426370297821 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N Bharti Airtel Ltd 335800KQ1FPKOQ84OR26 000000000 285000.00000000 PA USD 304565.49000000 0.519602453712 Long DBT CORP IN N 2 2025-06-10 Fixed 4.38000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 29.61000000 0.000050515994 N/A DFE XX N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 151584.82000000 USD 131000.00000000 EUR 2021-12-15 29.61000000 N N N CDB FINANCIAL LEASING 3003001Y2JXAVQAIZ618 000000000 200000.00000000 PA USD 201392.00000000 0.343583829402 Long DBT CORP CN N 2 2030-09-28 Fixed 2.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -211029.73000000 -0.36002623118 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3358623.80000000 USD 17884000.00000000 BRL 2021-12-02 -211029.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7704.19000000 -0.01314369539 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 141124.31000000 USD 2050000.00000000 ZAR 2021-12-15 -7704.19000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -11703.12000000 -0.01996605021 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 203047.09000000 USD 2940000.00000000 ZAR 2021-12-15 -11703.12000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1431000000.00000000 PA 103429.96000000 0.176456173689 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5483.93000000 0.009355831758 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1543000.00000000 ZAR 105906.97000000 USD 2021-12-15 5483.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1102.57000000 -0.00188103411 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3650000.00000000 PHP 71226.46000000 USD 2021-12-15 -1102.57000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -1211000.00000000 OU Notional Amount USD -7016.53000000 -0.01197051643 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -7016.53000000 -0.01000000 DFE CL -1211000.00000000 USD -952693700.00000000 CLP 2021-12-02 1.00000000 786.70000000 USD 2021-12-02 XXXX 30064.29000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -10434.95000000 -0.01780249503 N/A DFE HU N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 215971.30000000 USD 64100000.00000000 HUF 2021-12-15 -10434.95000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 278700000.00000000 PA 68917.61000000 0.117576549004 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -550.01000000 -0.00093834185 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 37585.60000000 USD 32000.00000000 EUR 2021-12-15 -550.01000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 164900000.00000000 PA 40182.64000000 0.068553395004 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 3836286.53000000 OU Notional Amount -31465.25000000 -0.05368113474 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL 3836286.53000000 BRL -31465.25000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7620.87000000 0.013001547717 N/A DFE EG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 749408.69000000 USD 12040000.00000000 EGP 2021-12-15 7620.87000000 N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 82939GAP3 250000.00000000 PA USD 254119.41000000 0.433539167461 Long DBT CORP VG N 2 2030-05-13 Fixed 2.70000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -490.87000000 -0.00083744634 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2080000.00000000 THB 62173.07000000 USD 2021-12-15 -490.87000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1215000.00000000 PA 299109.70000000 0.510294630061 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.89000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -52.19000000 -0.00008903849 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 88000.00000000 EUR 101795.67000000 USD 2021-12-15 -52.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 30417.38000000 0.051893421291 N/A DFE ID N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2588915.69000000 USD 37275467000.00000000 IDR 2021-12-15 30417.38000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 3499000.00000000 PA 195093.99000000 0.332839140470 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 200000.00000000 PA USD 196355.20000000 0.334990821577 Long DBT CORP AE N 2 2027-09-15 Fixed 1.63000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 85000.00000000 PA 89907.89000000 0.153386912785 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.63000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 6789900.00000000 PA 302039.74000000 0.515293410368 Long DBT NUSS MX N 2 2027-03-04 Fixed 5.50000000 N N N N N N 2021-11-26 HARTFORD MUTUAL FUNDS INC/CT John Stanziani John Stanziani Assistant Treasurer