NPORT-P false 0000741350 XXXXXXXX S000031677 C000098581 C000098582 C000098580 C000098570 Prudential World Fund, Inc. 811-03981 0000741350 5493003FFF3WYM74WH03 655 Broad Street 17th Floor Newark 07102-4077 1-800-225-1852 PGIM Emerging Markets Debt Local Currency Fund S000031677 AWZ6MOVC3OARNLHKRS70 2022-10-31 2022-01-31 N 62745738.50 2058599.29 60687139.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1265996.80000000 BRL CLP CNY COP CZK HUF IDR MXN MYR PEN PLN RON RUB THB USD ZAR N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 48486.80000000 0.079896334925 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-03 5523.21000000 USD 0.00000000 USD -157860000.00000000 HUF 42963.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -571.65000000 -0.00094196234 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -61871.00000000 USD 3143603.64000000 PHP 2022-03-16 -571.65000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 417.23000000 0.000687509751 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -40886.85000000 USD 13173215.00000000 HUF 2022-04-19 417.23000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 8507.01000000 0.014017813511 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -176000.00000000 USD 2853928.00000000 ZAR 2022-03-16 8507.01000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -4401.10000000 -0.00725211314 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -809376.70000000 TRY 55000.00000000 USD 2022-03-16 -4401.10000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 3620000.00000000 PA 580691.94000000 0.956861614436 Long DBT NUSS CN N 2 2028-05-13 Fixed 3.01000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 15972.86000000 0.026320008172 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-07-12 0.00000000 USD 0.00000000 USD 5800000.00000000 CNY 15972.86000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -81305.75000000 -0.13397525580 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD 3768888.09000000 BRL -81305.75000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -2244.16000000 -0.00369791693 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -62918.00000000 USD 4750938.18000000 RUB 2022-03-16 -2244.16000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2625000.00000000 PA 644541.88000000 1.062073263611 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.90000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD 3326.46000000 0.005481326098 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-03-22 -259263.96000000 USD 3326.46000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1517.95000000 0.002501271306 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -608366.21000000 PLN 133000.00000000 EUR 2022-04-19 1517.95000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 4496000000.00000000 PA 326440.79000000 0.537907692221 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2033.20000000 0.003350297981 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -991638939.00000000 KRW 823590.00000000 USD 2022-03-16 2033.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1054.00000000 0.001736776545 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -192913.98000000 CAD 216000.00000000 AUD 2022-04-19 1054.00000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2726.75000000 0.004493126608 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -6853250.00000000 TWD 250000.00000000 USD 2022-03-16 2726.75000000 N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 3020515.98210000 PA 137966.65000000 0.227340836618 Long DBT NUSS MX N 2 2031-11-27 Fixed 2.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 10023000000.00000000 PA 697360.79000000 1.149108030264 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 9274.49000000 0.015282463666 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -642783.00000000 AUD 463958.20000000 USD 2022-04-19 9274.49000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 22077.44000000 0.036379108139 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -273000.00000000 USD 1567737.99000000 BRL 2022-02-02 22077.44000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -253.08000000 -0.00041702410 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -122167.00000000 USD 9145665.95000000 INR 2022-03-16 -253.08000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1740000.00000000 PA 390188.82000000 0.642951414548 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -818000.00000000 NC USD -15724.78000000 -0.02591122304 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A USD N/A RUB 2022-06-09 -818000.00000000 USD 90.00000000 USD 2022-06-09 XXXX -7997.94000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -9354.91000000 -0.01541497938 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -2449411.00000000 ZAR 149000.00000000 USD 2022-03-16 -9354.91000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 7100000.00000000 PA 191774.67000000 0.316005454362 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.60000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 269000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A TRY N/A USD 2022-02-04 269000.00000000 USD 7.00000000 USD 2022-02-04 XXXX -76.14000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -391.50000000 -0.00064511197 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD -1249279.99000000 BRL -391.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 939.00000000 0.001547280053 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -83860.94000000 USD 354606.00000000 MYR 2022-03-16 939.00000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 222000.00000000 PA USD 198080.83000000 0.326396716962 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -1511.23000000 -0.00249019812 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-11-09 0.00000000 USD 0.00000000 USD 211800000.00000000 COP -1511.23000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -65252.35000000 -0.10752253418 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-08-06 0.00000000 USD -12173.76000000 USD 2340000.00000000 PLN -53078.59000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -818000.00000000 NC USD -3727.67000000 -0.00614243816 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A RUB N/A USD 2022-06-09 -818000.00000000 USD 71.00000000 USD 2022-06-09 XXXX 4191.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7798.07000000 0.012849625310 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -97823.24000000 USD 561163.00000000 BRL 2022-02-02 7798.07000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 188807320.00000000 PA 44972.83000000 0.074106030677 Long DBT NUSS CO N 2 2049-06-16 Fixed 3.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 17307.75000000 0.028519634020 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-03-31 -1328542.18000000 USD 17307.75000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 70000000.00000000 PA 202361.87000000 0.333450995769 Long DBT NUSS HU N 2 2026-12-22 Fixed 2.75000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1773.59000000 -0.00292251376 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -542000.00000000 USD 729941.21000000 SGD 2022-03-16 -1773.59000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 330.30000000 0.000544266881 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2554126.22000000 MXN 123200.00000000 USD 2022-03-16 330.30000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 135000000.00000000 PA 173367.50000000 0.285674200921 Long DBT NUSS CL N 2 2043-01-01 Fixed 6.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 912000.00000000 NC USD 20778.99000000 0.034239527963 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Call Purchased BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A ZAR 2022-05-10 912000.00000000 USD 16.00000000 USD 2022-05-10 XXXX -8550.93000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5470.76000000 0.009014694169 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-07-13 93.28000000 USD 0.00000000 USD -6680000.00000000 ZAR 5377.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 684000.00000000 NC USD 244.72000000 0.000403248535 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A IDR N/A USD 2022-04-28 684000.00000000 USD 16500.00000000 USD 2022-04-28 XXXX -3397.58000000 N N N GAZPROM CAPITAL OOO N/A 000000000 45000000.00000000 PA 545050.54000000 0.898131872906 Long DBT CORP RU N 2 2028-02-15 Variable 7.15000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 13125000.00000000 PA 449936.99000000 0.741404185231 Long DBT NUSS TH N 2 2032-06-25 Fixed 3.77500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5915000000.00000000 PA 422941.51000000 0.696921152497 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6268000000.00000000 PA 488348.85000000 0.804699078515 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 140000.00000000 NC USD 23.28000000 0.000038360681 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A CNY N/A USD 2022-08-08 140000.00000000 USD 8.00000000 USD 2022-08-08 XXXX -43.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 629.69000000 0.001037600401 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -9318389060.00000000 IDR 648645.00000000 USD 2022-03-16 629.69000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -846.04000000 -0.00139410097 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -460225.62000000 SGD 339765.00000000 USD 2022-03-16 -846.04000000 N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 000000000 9460000.00000000 PA USD 94405.41000000 0.155560817710 Long DBT NUSS RS N 2 2026-01-11 Fixed 4.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 11485.05000000 0.018925014672 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -665000.00000000 USD 52970747.50000000 RUB 2022-03-16 11485.05000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 40000.00000000 PA USD 39182.17000000 0.064564206700 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 1296.21000000 0.002135889114 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -871000.00000000 USD 44733812.00000000 PHP 2022-03-16 1296.21000000 N N N LCH LIMITED F226TOH6YD6XJB17KS62 000000000 1.00000000 NC -14231.53000000 -0.02345065228 N/A DIR CORP GB N 2 LCH LIMITED F226TOH6YD6XJB17KS62 Y 2025-08-21 0.00000000 USD -11260.72000000 USD 5789000.00000000 ZAR -2970.81000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -335.45000000 -0.00055275302 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-12 0.00000000 USD 0.00000000 USD -1148410000.00000000 COP -335.45000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -20469.18000000 -0.03372902441 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2026-12-15 0.00000000 USD 0.00000000 USD 21000000.00000000 RUB -20469.18000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 460000.00000000 PA 106421.32000000 0.175360581146 Long DBT NUSS RO N 2 2023-04-26 Fixed 5.85000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 30414.88000000 0.050117504953 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD -2540032.34000000 BRL 30414.88000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -11039.92000000 -0.01819153142 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -907026.21000000 BRL 159679.28000000 USD 2022-02-02 -11039.92000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5101000000.00000000 PA 372220.84000000 0.613343856450 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 900000.00000000 PA 201725.88000000 0.332403014256 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.75700000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -532.48000000 -0.00087741819 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -727690254.00000000 COP 182797.71000000 USD 2022-03-16 -532.48000000 N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 000000000 900000000.00000000 PA 63244.54000000 0.104214073728 Long DBT NUSS N/A N 2 2022-05-15 Fixed 7.50000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 21890000.00000000 PA 53218.86000000 0.087693802497 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 14280000.00000000 PA 165259.00000000 0.272313050427 Long DBT NUSS RU N 2 2033-03-23 Fixed 7.70000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 51060000.00000000 PA 178258.53000000 0.293733618556 Long DBT NUSS HU N 2 2028-10-22 Fixed 6.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -620.25000000 -0.00102204521 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -3352272.72000000 ZAR 216104.85000000 USD 2022-03-16 -620.25000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 760000.00000000 PA 178160.96000000 0.293572843141 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 175000000.00000000 PA 177750.26000000 0.292896093495 Long DBT NUSS CL N 2 2028-10-01 Fixed 2.30000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -34088.25000000 -0.05617046781 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-07-24 0.00000000 USD 0.00000000 USD 2700000.00000000 PLN -34088.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2050.98000000 -0.00337959578 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -338000.00000000 USD 405498600.00000000 KRW 2022-03-16 -2050.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -543000.00000000 NC USD -217.49000000 -0.00035837906 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A MXN N/A USD 2022-02-03 -543000.00000000 USD 20.40000000 USD 2022-02-03 XXXX 3730.12000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -2505.06000000 -0.00412782680 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-10 0.00000000 USD 0.00000000 USD -330130000.00000000 CLP -2505.06000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 756.75000000 0.001246969308 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -4272538.45000000 MXN 206293.00000000 USD 2022-03-16 756.75000000 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 000000000 1.00000000 NC USD -5343.80000000 -0.00880549004 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -23731290.40000000 INR 311000.00000000 USD 2022-03-16 -5343.80000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -21981.27000000 -0.03622063963 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD 668456.46000000 BRL -21981.27000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -16894.89000000 -0.02783932513 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-07-14 0.00000000 USD -22.85000000 USD 9180000.00000000 MXN -16872.04000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 200000.00000000 PA 35101.35000000 0.057839849524 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 3000000.00000000 PA 124258.61000000 0.204752788840 Long DBT NUSS CZ N 2 2026-06-26 Fixed 1.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4892.71000000 -0.00806218593 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-04-15 0.00000000 USD -31.28000000 USD 2472000.00000000 ZAR -4861.43000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 5080000.00000000 PA 131563.81000000 0.216790265141 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.00000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 3500000.00000000 PA 154850.71000000 0.255162316127 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2876.63000000 -0.00474009821 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -123958920.00000000 CLP 151000.00000000 USD 2022-03-16 -2876.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 4231.99000000 0.006973454433 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -183925.00000000 EUR 211261.29000000 USD 2022-04-19 4231.99000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1008.16000000 -0.00166124159 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -180000.00000000 USD 5960334.60000000 THB 2022-03-16 -1008.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -24250.73000000 -0.03996024580 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-22 0.00000000 USD 0.00000000 USD 7610000.00000000 CZK -24250.73000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 818000.00000000 NC USD 28161.09000000 0.046403719744 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A USD N/A RUB 2022-06-09 818000.00000000 USD 83.00000000 USD 2022-06-09 XXXX 11646.68000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 46636.24000000 0.076846990329 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD -1884580.12000000 BRL 46636.24000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -74049.57000000 -0.12201855444 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -37414326.00000000 ZAR 2344794.04000000 USD 2022-03-16 -74049.57000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -7940.16000000 -0.01308376058 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-07-15 0.00000000 USD -9.19000000 USD 4160000.00000000 MXN -7930.97000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 3690000.00000000 PA 601847.04000000 0.991720894796 Long DBT NUSS CN N 2 2029-05-23 Fixed 3.29000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 3850000.00000000 PA 175977.20000000 0.289974453056 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 750000.00000000 PA 165514.87000000 0.272734671883 Long DBT NUSS RO N 2 2024-04-29 Fixed 3.25000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 10625000.00000000 PA 315525.04000000 0.519920767575 Long DBT NUSS TH N 2 2031-12-17 Fixed 2.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 406000.00000000 NC USD 18.12000000 0.000029858055 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A USD N/A MXN 2022-02-07 406000.00000000 USD 22.00000000 USD 2022-02-07 XXXX -5685.77000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 7550000.00000000 PA 414174.00000000 0.682474088236 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -684000.00000000 NC USD -5172.97000000 -0.00852399712 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A IDR 2022-04-28 -684000.00000000 USD 14300.00000000 USD 2022-04-28 XXXX 3592.49000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 2000000.00000000 PA 101510.35000000 0.167268306467 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 4062.63000000 0.006694383773 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -701205462.00000000 KRW 585000.00000000 USD 2022-03-16 4062.63000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 219.53000000 0.000361740564 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-12 0.00000000 USD 0.00000000 USD -606920000.00000000 COP 219.53000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -6428.91000000 -0.01059352950 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2388684.18000000 ZAR 148000.00000000 USD 2022-03-16 -6428.91000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 18835000.00000000 PA 1132220.23000000 1.865667495187 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1022000.00000000 PA 263421.40000000 0.434064619669 Long DBT NUSS MY N 2 2037-04-07 Fixed 4.76200000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 339.99000000 0.000560234020 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -5016899.50000000 THB 151000.00000000 USD 2022-03-16 339.99000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -683.06000000 -0.00112554325 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -3034927.00000000 CNY 475000.00000000 USD 2022-02-18 -683.06000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -128761.31000000 -0.21217231801 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2026-12-15 0.00000000 USD 0.00000000 USD 96500000.00000000 RUB -128761.31000000 N N N GAZPROM CAPITAL OOO N/A 000000000 42000000.00000000 PA 536154.60000000 0.883473182258 Long DBT CORP RU N 2 2027-02-03 Variable 8.90000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 7500000.00000000 PA 89961.29000000 0.148237816399 Long DBT NUSS RU N 2 2025-11-12 Fixed 7.15000000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 2315000.00000000 PA 164676.22000000 0.271352748117 Long DBT NUSS TR N 2 2023-01-18 Fixed 12.20000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2266.82000000 -0.00373525598 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2467458.65000000 CNY 384473.38000000 USD 2022-02-18 -2266.82000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 6846.86000000 0.011282225672 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-01-18 0.00000000 USD 0.00000000 USD -160000000.00000000 HUF 6846.86000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 22600000.00000000 PA 264517.86000000 0.435871361615 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAA4 200000.00000000 PA USD 203080.69000000 0.334635464191 Long DBT CORP ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 6520000.00000000 PA 361193.22000000 0.595172592911 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -544.51000000 -0.00089724117 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2027-01-24 0.00000000 USD -12.67000000 USD 1700000.00000000 MYR -531.84000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -32451.78000000 -0.05347389977 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD 1366322.40000000 BRL -32451.78000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -27924.39000000 -0.04601368652 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-07-12 0.00000000 USD 0.00000000 USD 268200000.00000000 CLP -27924.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 107018.28000000 0.176344249198 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2467082.85000000 USD 53508546.00000000 MXN 2022-03-16 107018.28000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 9480.21000000 0.015621448174 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -40370289.00000000 TWD 1466087.32000000 USD 2022-03-16 9480.21000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 28605.95000000 0.047136758088 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-06-17 0.00000000 USD 0.00000000 USD -700000.00000000 PLN 28605.95000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1880.42000000 0.003098547772 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -8482414.00000000 MXN 409938.44000000 USD 2022-03-16 1880.42000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4519.51000000 -0.00744722862 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-01-27 0.00000000 USD 0.00000000 USD 6070000.00000000 CZK -4519.51000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 168.18000000 0.000277126261 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -2422226.00000000 ZAR 156765.57000000 USD 2022-03-16 168.18000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 16712000.00000000 PA 205935.86000000 0.339340200709 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 4188.66000000 0.006902055451 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -160000.00000000 USD 651712000.00000000 COP 2022-03-16 4188.66000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1480000.00000000 PA 337881.26000000 0.556759248167 Long DBT NUSS PL N 2 2028-04-25 Fixed 2.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 16052.20000000 0.026450744274 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -393000.00000000 USD 6327160.75000000 ZAR 2022-03-16 16052.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1359.70000000 -0.00224050765 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -428301.20000000 USD 32028043.00000000 INR 2022-03-16 -1359.70000000 N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 248610.35330100 PA USD 106512.64000000 0.175511057839 Long DBT NUSS AR N 2 2037-09-01 Variable 3.90000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 750000.00000000 PA 147069.31000000 0.242340159570 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 112336.54000000 0.185107654541 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 7065000000.00000000 PA 521224.68000000 0.858871726011 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 395000.00000000 PA 28242.68000000 0.046538163386 Long DBT NUSS TR N 2 2022-09-14 Fixed 8.50000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -1906.76000000 -0.00314195070 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -13558895760.00000000 IDR 941000.00000000 USD 2022-03-16 -1906.76000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1650000.00000000 PA 406122.31000000 0.669206549009 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.95500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 6986600.00000000 PA 330506.65000000 0.544607398375 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 -912000.00000000 NC USD -10137.12000000 -0.01670390157 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Put Written BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A ZAR N/A USD 2022-05-10 -912000.00000000 USD 14.75000000 USD 2022-05-10 XXXX -3205.92000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 9313.47000000 0.015346694738 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -192160.44000000 USD 3116369.60000000 ZAR 2022-03-16 9313.47000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -5815.36000000 -0.00958252452 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -647638.59000000 USD 2843522.00000000 RON 2022-04-19 -5815.36000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 740000.00000000 PA 186102.95000000 0.306659619192 Long DBT NUSS MY N 2 2030-04-15 Fixed 4.49800000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 12929.72000000 0.021305535519 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -873970350.00000000 KRW 737000.00000000 USD 2022-03-16 12929.72000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -29640.59000000 -0.04884163331 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD 1478083.60000000 BRL -29640.59000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 4200000.00000000 PA 685991.54000000 1.130373830320 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1977000.00000000 PA 484525.91000000 0.798399654864 Long DBT NUSS MY N 2 2025-03-14 Fixed 3.88200000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 280000000.00000000 PA 335617.80000000 0.553029528774 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 777800000.00000000 PA 169159.01000000 0.278739469683 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2414.03000000 -0.00397782797 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -437000.00000000 USD 32601511.00000000 INR 2022-03-16 -2414.03000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 1500000.00000000 PA 100003.99000000 0.164786133111 Long DBT NUSS ZA N 2 2023-02-28 Fixed 7.75000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1370000.00000000 PA 335196.82000000 0.552335839789 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -14797.67000000 -0.02438353528 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -219207939.00000000 CLP 257316.51000000 USD 2022-03-16 -14797.67000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -6177.67000000 -0.01017953734 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-03-16 0.00000000 USD 0.00000000 USD -40370000.00000000 THB -6177.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2723.02000000 -0.00448698033 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -27070064.12000000 THB 810204.62000000 USD 2022-03-16 -2723.02000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 10375000.00000000 PA 566238.22000000 0.933044838446 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 1000000.00000000 PA 219382.08000000 0.361496822647 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 600000.00000000 PA 143516.25000000 0.236485442992 Long DBT NUSS N/A N 2 2024-05-24 Fixed 3.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 274.06000000 0.000451594857 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -108213.49000000 USD 430618274.30000000 COP 2022-03-16 274.06000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -550.80000000 -0.00090760580 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-10 0.00000000 USD 0.00000000 USD -128690000.00000000 CLP -550.80000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3200000000.00000000 PA 222085.86000000 0.365952099392 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -3054.00000000 -0.00503236771 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2024-01-31 575.59000000 USD 0.00000000 USD -10020000000.00000000 COP -3629.59000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 8500000.00000000 PA 93728.18000000 0.154444881106 Long DBT NUSS RU N 2 2027-10-06 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 9675.17000000 0.015942702401 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -27190358.92000000 RUB 356921.00000000 USD 2022-03-16 9675.17000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 4342.39000000 0.007155371066 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -610000.00000000 USD 8834176210.00000000 IDR 2022-03-16 4342.39000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 443.00000000 0.000729973443 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -21928.81000000 USD 465049.00000000 MXN 2022-03-16 443.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 17618.01000000 0.029030879078 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -42680722.68000000 RUB 562690.00000000 USD 2022-03-16 17618.01000000 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 000000000 1.00000000 NC USD 9196.54000000 0.015154018000 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -42846336.00000000 TWD 1555142.32000000 USD 2022-03-16 9196.54000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 13128.23000000 0.021632639420 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD 1687947.27000000 BRL 13128.23000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 980000.00000000 PA 221581.79000000 0.365121495072 Long DBT NUSS RO N 2 2026-04-22 Fixed 4.85000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1077.59000000 -0.00177564804 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -152000.00000000 USD 213357.89000000 AUD 2022-04-19 -1077.59000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -547.04000000 -0.00090141009 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -5946618.00000000 CNY 931503.53000000 USD 2022-02-18 -547.04000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 12605000.00000000 PA 369616.06000000 0.609051711468 Long DBT NUSS TH N 2 2029-12-17 Fixed 1.60000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 280000.00000000 NC USD 12.51000000 0.000020613922 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A CNY 2022-08-08 280000.00000000 USD 5.60000000 USD 2022-08-08 XXXX 6.83000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 855000.00000000 PA 220133.48000000 0.362734976249 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 2960000.00000000 PA 681632.38000000 1.123190825722 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 761000.00000000 PA 182733.90000000 0.301108113479 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -10228.50000000 -0.01685447713 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -22040296919.00000000 IDR 1522488.12000000 USD 2022-03-16 -10228.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1400000.00000000 NC USD 11359.21000000 0.018717656076 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A USD N/A MXN 2022-03-17 1400000.00000000 USD 21.25000000 USD 2022-03-17 XXXX -17657.19000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -394.54000000 -0.00065012126 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-04-13 0.00000000 USD -44.22000000 USD 3244000.00000000 ZAR -350.32000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2830.23000000 0.004663640495 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -682299.00000000 USD 14967767.33000000 CZK 2022-04-19 2830.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -16071.94000000 -0.02648327175 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1157324.24000000 BRL 201758.00000000 USD 2022-02-02 -16071.94000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3513.68000000 -0.00578982638 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -545000.00000000 USD 11256024.52000000 MXN 2022-03-16 -3513.68000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 33701.77000000 0.055533627781 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD -3722988.02000000 BRL 33701.77000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2390.27000000 0.003938676350 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -646327.00000000 USD 9328483258.00000000 IDR 2022-03-16 2390.27000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 285000.00000000 PA 71178.32000000 0.117287321377 Long DBT NUSS MY N 2 2026-04-15 Fixed 4.39200000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2144.54000000 -0.00353376354 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -41099098.00000000 HUF 126720.00000000 USD 2022-04-19 -2144.54000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -17019.28000000 -0.02804429442 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -1122178.00000000 PEN 273524.49000000 USD 2022-03-16 -17019.28000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 9870.85000000 0.016265143041 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -28590675.00000000 RUB 375000.00000000 USD 2022-03-16 9870.85000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -1297.52000000 -0.00213804772 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD 3377500.18000000 BRL -1297.52000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3415.01000000 0.005627238397 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-09-27 1662.27000000 USD 0.00000000 USD -6610000.00000000 ZAR 1752.74000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 115000000.00000000 PA 319430.94000000 0.526356892346 Long DBT NUSS HU N 2 2026-04-22 Fixed 1.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -5212.39000000 -0.00858895322 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-01-28 0.00000000 USD 0.00000000 USD 2040000.00000000 MXN -5212.39000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 190000.00000000 PA 52216.31000000 0.086041805034 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 727526.22500000 NS USD 727016.96000000 1.197975336231 Long STIV RF US N 1 N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 110000000.00000000 PA 132081.19000000 0.217642801620 Long DBT NUSS CL N 2 2028-10-01 Fixed 5.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 80000.00000000 PA USD 83552.56000000 0.137677539405 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -66278.63000000 -0.10921363383 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-03-11 0.00000000 USD -12643.51000000 USD 14445800.00000000 MXN -53635.12000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1401.89000000 0.002310028151 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -8913185.00000000 TWD 323000.00000000 USD 2022-03-16 1401.89000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 22792.84000000 0.037557941100 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1727834.90000000 USD 131327547.00000000 INR 2022-03-16 22792.84000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 5275.23000000 0.008692500698 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -111900.00000000 USD 94393245.00000000 CLP 2022-03-16 5275.23000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 46054000.00000000 PA 473860.47000000 0.780825189930 Long DBT NUSS RU N 2 2031-03-12 Fixed 5.90000000 N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 2114800000.00000000 PA 462402.89000000 0.761945440202 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1000000.00000000 PA 218539.34000000 0.360108159397 Long DBT NUSS RO N 2 2025-07-28 Fixed 3.65000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 3399.70000000 0.005602010647 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -6539682.72000000 MXN 318000.00000000 USD 2022-03-16 3399.70000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 19480000.00000000 PA 626564.47000000 1.032450166800 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -7682.37000000 -0.01265897536 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -55113963.50000000 INR 727000.00000000 USD 2022-03-16 -7682.37000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 8230000.00000000 PA 314547.26000000 0.518309586008 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.95000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3040000000.00000000 PA 222087.87000000 0.365955411461 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -1915.61000000 -0.00315653369 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-19 0.00000000 USD 0.00000000 USD -891850000.00000000 COP -1915.61000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1996.25000000 -0.00328941193 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -303256.65000000 SGD 222442.72000000 USD 2022-03-16 -1996.25000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 6065000.00000000 PA 177571.37000000 0.292601319343 Long DBT NUSS TH N 2 2046-06-17 Fixed 2.87500000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 000000000 1.00000000 NC USD -65281.67000000 -0.10757084754 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -21015442.92000000 BRL 3890215.40000000 USD 2022-02-02 -65281.67000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 21535000.00000000 PA 669120.84000000 1.102574365360 Long DBT NUSS TH N 2 2026-12-17 Fixed 2.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 349.11000000 0.000575261916 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1503730.00000000 TWD 54605.44000000 USD 2022-03-16 349.11000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -706.03000000 -0.00116339311 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -122210340.00000000 CLP 151000.00000000 USD 2022-03-16 -706.03000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 5643.69000000 0.009299647459 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-06 0.00000000 USD 0.00000000 USD -1063900000.00000000 CLP 5643.69000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 33406.05000000 0.055046341671 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-12-17 15565.12000000 USD 0.00000000 USD -5007000.00000000 PLN 17840.93000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 521000.00000000 PA 136512.58000000 0.224944826493 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N MALAYSIA INVESTMNT ISSUE 254900GSIL471JOBYY43 000000000 600000.00000000 PA 153345.16000000 0.252681477486 Long DBT NUSS MY N 2 2033-06-15 Fixed 4.72400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 186.64000000 0.000307544567 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -32618.00000000 USD 130211056.00000000 COP 2022-03-16 186.64000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -33574.06000000 -0.05532318780 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD 2353892.00000000 BRL -33574.06000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 580000.00000000 PA 136351.35000000 0.224679152411 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 000000000 7500000000.00000000 PA 529572.29000000 0.872626880907 Long DBT NUSS N/A N 2 2022-12-13 Fixed 6.45000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 500000000.00000000 PA 117793.60000000 0.194099773911 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -31799.64000000 -0.05239930636 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -3844042.00000000 SGD 2813159.65000000 USD 2022-03-16 -31799.64000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 6210000.00000000 PA 244482.03000000 0.402856409418 Long DBT NUSS CZ N 2 2027-02-10 Fixed 0.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1610000.00000000 PA 275428.22000000 0.453849404643 Long DBT NUSS CN N 2 2049-07-22 Fixed 3.86000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 280000.00000000 PA 69342.23000000 0.114261820383 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23200000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -674.90000000 -0.00111209723 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1043876074.00000000 COP 262313.37000000 USD 2022-03-16 -674.90000000 N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BT6 54000.00000000 PA 9749.82000000 0.016065710341 Long DBT NUSS BR N 2 2024-01-05 Fixed 8.50000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 3081083.06360000 PA 156702.65000000 0.258213934681 Long DBT NUSS MX N 2 2025-12-04 Fixed 4.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1523.67000000 0.002510696697 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -171026.09000000 USD 2481246558.00000000 IDR 2022-03-16 1523.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 871.01000000 0.001435246431 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -123752.05000000 USD 1792065867.00000000 IDR 2022-03-16 871.01000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 7050000000.00000000 PA 542848.81000000 0.894503871934 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1811.21000000 0.002984503839 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -607162.29000000 PLN 133000.00000000 EUR 2022-04-19 1811.21000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 41.48000000 0.000068350560 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2360389.10000000 CNY 370000.00000000 USD 2022-02-18 41.48000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 8469700.00000000 PA 496380.19000000 0.817933085101 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 8627500.00000000 PA 418838.52000000 0.690160263693 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -11382.97000000 -0.01875680769 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-07-24 0.00000000 USD 0.00000000 USD 4450000.00000000 MXN -11382.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 414.74000000 0.000683406740 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -321000.00000000 USD 10702942.50000000 THB 2022-03-16 414.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 49778.70000000 0.082025122040 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-03 0.00000000 USD 0.00000000 USD -1980000.00000000 PLN 49778.70000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -29531.12000000 -0.04866124912 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-08-24 0.00000000 USD -23664.53000000 USD 14940000.00000000 MXN -5866.59000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1366.46000000 0.002251646753 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -272439.89000000 USD 9117608.00000000 THB 2022-03-16 1366.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 815.93000000 0.001344485850 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -13341100.13000000 INR 178656.00000000 USD 2022-03-16 815.93000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1410000000.00000000 PA 106001.19000000 0.174668292788 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.37500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3325.13000000 0.005479134530 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -174390273.00000000 KRW 147804.65000000 USD 2022-03-16 3325.13000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -30464.69000000 -0.05019958165 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2024-01-02 0.00000000 USD 0.00000000 USD 1374263.42000000 BRL -30464.69000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -36067.99000000 -0.05943267464 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-12-08 0.00000000 USD -7958.25000000 USD 18300000.00000000 CZK -28109.74000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 5825.69000000 0.009599546256 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -73616.00000000 USD 422071.45000000 BRL 2022-02-02 5825.69000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1480000.00000000 PA 357725.49000000 0.589458482730 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2400000000.00000000 PA 167647.58000000 0.276248942003 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.12500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -1480.82000000 -0.00244008865 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -86000.00000000 USD 1151626.00000000 TRY 2022-03-16 -1480.82000000 N N N 1MDB GLOBAL INVESTMENTS N/A 000000000 1000000.00000000 PA USD 1000883.16000000 1.649250851216 Long DBT NUSS VG N 2 2023-03-09 Fixed 4.40000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 27119184.00000000 PA 1959438.54000000 3.228754173466 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -35759.69000000 -0.05892465926 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD 1953524.23000000 BRL -35759.69000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 9195.89000000 0.015152946933 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD -1787636.64000000 BRL 9195.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1133.17000000 -0.00186723252 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -245231199.05000000 COP 60649.00000000 USD 2022-03-16 -1133.17000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 759800000.00000000 PA 168642.36000000 0.277888136094 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 184.58000000 0.000304150108 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -41045.67000000 USD 263055.00000000 CNY 2022-02-18 184.58000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 115000000.00000000 PA 134263.16000000 0.221238242151 Long DBT NUSS CL N 2 2035-03-01 Fixed 5.00000000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 000000000 1.00000000 NC USD 200431.19000000 0.330269629791 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -3084803.49000000 USD 17454358.00000000 BRL 2022-02-02 200431.19000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 590000.00000000 PA 116060.14000000 0.191243386178 Long DBT NUSS RO N 2 2031-09-24 Fixed 3.65000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 3615.10000000 0.005956945815 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -225197.18000000 USD 72975686.00000000 HUF 2022-04-19 3615.10000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -18731.09000000 -0.03086500738 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-31 0.00000000 USD 0.00000000 USD -1220850000.00000000 CLP -18731.09000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1145000.00000000 PA 259688.62000000 0.427913761268 Long DBT NUSS RO N 2 2023-06-28 Fixed 4.25000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5116.12000000 0.008430319943 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-07-27 0.00000000 USD 0.00000000 USD 2360000.00000000 CNY 5116.12000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -684000.00000000 NC USD -244.72000000 -0.00040324853 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A IDR N/A USD 2022-04-28 -684000.00000000 USD 16500.00000000 USD 2022-04-28 XXXX 9144.89000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1320.88000000 0.002176540231 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -101054.00000000 EUR 115069.08000000 USD 2022-04-19 1320.88000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 29330000.00000000 PA 75082.45000000 0.123720529551 Long DBT NUSS HU N 2 2051-04-28 Fixed 4.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3518.50000000 -0.00579776876 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-01-24 0.00000000 USD 0.00000000 USD 893000.00000000 PLN -3518.50000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 10380.94000000 0.017105667090 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2032-01-05 0.00000000 USD 0.00000000 USD -898775000.00000000 COP 10380.94000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -130932.55000000 -0.21575007770 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4016362.58000000 USD 15950984.00000000 PLN 2022-04-19 -130932.55000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 3422000.00000000 PA 632756.81000000 1.042653877307 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 7215000.00000000 PA 83420.05000000 0.137459190012 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 8000000.00000000 PA 143917.06000000 0.237145895940 Long DBT NUSS DO N 2 2026-06-05 Fixed 9.75000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -7423.42000000 -0.01223227869 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -832899.69000000 USD 263271263.00000000 HUF 2022-04-19 -7423.42000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1742.37000000 0.002871069591 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -8654311.00000000 TWD 314000.00000000 USD 2022-03-16 1742.37000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 185.48000000 0.000305633124 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -56157.07000000 USD 1230895.00000000 CZK 2022-04-19 185.48000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD 11821.56000000 0.019479514364 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-03-31 -1528415.31000000 USD 11821.56000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1721.44000000 0.002836581230 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -205164.37000000 USD 4300592.14000000 MXN 2022-03-16 1721.44000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -10034.18000000 -0.01653427749 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-06-25 0.00000000 USD -19.63000000 USD 4500000.00000000 ZAR -10014.55000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 3253.81000000 0.005361613749 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -15833376.00000000 PHP 312000.00000000 USD 2022-03-16 3253.81000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 280000.00000000 NC USD 1929.93000000 0.003180130131 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A CNY N/A USD 2022-08-08 280000.00000000 USD 6.55000000 USD 2022-08-08 XXXX -2316.74000000 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 400000.00000000 PA USD 437756.35000000 0.721332980428 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1600000.00000000 PA 362297.51000000 0.596992237097 Long DBT NUSS PL N 2 2027-07-25 Fixed 2.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2200000.00000000 PA 534027.07000000 0.879967447719 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N GOHL CAPITAL LTD 254900TF7OK6KSDZA888 000000000 200000.00000000 PA USD 199037.04000000 0.327972355578 Long DBT CORP IM N 2 2027-01-24 Fixed 4.25000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1454.63000000 0.002396932890 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -148000.00000000 USD 593228400.00000000 COP 2022-03-16 1454.63000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 717.43000000 0.001182177985 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -135000.00000000 USD 567526.50000000 MYR 2022-03-16 717.43000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 6500000.00000000 PA 1007800.18000000 1.660648686227 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.99000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -607.38000000 -0.00100083808 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -381000.00000000 USD 459143100.00000000 KRW 2022-03-16 -607.38000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -23319.19000000 -0.03842525830 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-05-02 13.88000000 USD 0.00000000 USD 7470000.00000000 MXN -23333.07000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 13223.12000000 0.021788998743 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -77048434.00000000 PHP 1515644.99000000 USD 2022-03-16 13223.12000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 700000.00000000 PA 170971.96000000 0.281726840687 Long DBT NUSS MY N 2 2035-05-31 Fixed 4.25400000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 2700000.00000000 PA 154806.99000000 0.255090274504 Long DBT NUSS TR N 2 2024-07-24 Fixed 9.00000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 1260000.00000000 PA 82470.22000000 0.135894064333 Long DBT CORP N/A N 2 2022-09-05 None 0.00000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 1063000.00000000 PA 24989.86000000 0.041178180954 Long DBT NUSS TH N 2 2049-06-17 Fixed 1.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2131.39000000 -0.00351209502 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3809785.00000000 CNY 595000.00000000 USD 2022-02-18 -2131.39000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4695.56000000 -0.00773732303 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -647696.80000000 PEN 163000.00000000 USD 2022-03-16 -4695.56000000 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 3890094.30000000 NS USD 3890094.30000000 6.410080209150 Long STIV RF US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 20046.28000000 0.033032171661 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2023-12-15 0.00000000 USD 0.00000000 USD -2360000.00000000 PLN 20046.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 46.61000000 0.000076803752 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -11399148.80000000 INR 152000.00000000 USD 2022-03-16 46.61000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 4940000000.00000000 PA 393440.52000000 0.648309551449 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -41221.81000000 -0.06792511648 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -16840350.00000000 ZAR 1047510.16000000 USD 2022-03-16 -41221.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 84.21000000 0.000138760866 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -367533.00000000 USD 2345451.17000000 CNY 2022-02-18 84.21000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 5485000.00000000 PA 299956.25000000 0.494266584163 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 2166.25000000 0.003569537183 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-02-01 0.00000000 USD 0.00000000 USD -3550000.00000000 PLN 2166.25000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1228.95000000 0.002025058383 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -239000.00000000 USD 12319618.40000000 PHP 2022-03-16 1228.95000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 10500000.00000000 PA 1673764.25000000 2.758021339922 Long DBT NUSS CN N 2 2027-06-04 Fixed 2.85000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -10641.16000000 -0.01753445645 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1528086.98000000 USD 33151083.00000000 CZK 2022-04-19 -10641.16000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -9107.05000000 -0.01500655677 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-05-14 0.00000000 USD -16.51000000 USD 4500000.00000000 MXN -9090.54000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 73773.02000000 0.121562856579 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 20736.54000000 USD 0.00000000 USD -2414190.47000000 BRL 53036.48000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 765.17000000 0.001260843747 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD 2332742.44000000 BRL 765.17000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 11980000.00000000 PA 520664.62000000 0.857948861616 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCB6 155000.00000000 PA USD 166139.09000000 0.273763258843 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 -912000.00000000 NC USD -5914.04000000 -0.00974512899 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Call Written BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A ZAR 2022-05-10 -912000.00000000 USD 17.50000000 USD 2022-05-10 XXXX 2731.72000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 38671.10000000 0.063722067811 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -540000.00000000 USD 3074463.00000000 BRL 2022-02-02 38671.10000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 435000.00000000 PA 117347.22000000 0.193364230918 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -24925.42000000 -0.04107199700 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-10-21 377.99000000 USD 0.00000000 USD 1636000.00000000 PLN -25303.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 543000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A MXN N/A USD 2022-02-03 543000.00000000 USD 19.00000000 USD 2022-02-03 XXXX -45.61000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 15511.64000000 0.025560011893 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 10709.16000000 USD 0.00000000 USD -4560842.92000000 BRL 4802.48000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3806.39000000 -0.00627215263 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1486718.52000000 BRL 274000.00000000 USD 2022-03-03 -3806.39000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 34798.19000000 0.057340303815 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-06-23 0.00000000 USD 0.00000000 USD -288400000.00000000 CLP 34798.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1203.58000000 0.001983253809 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -50355.62000000 USD 204653278.00000000 COP 2022-03-16 1203.58000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 3410000.00000000 PA 580775.45000000 0.956999221845 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1278.64000000 0.002106937345 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-01-04 5064.43000000 USD 0.00000000 USD -4635000.00000000 ZAR -3785.79000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2354600.00000000 PA 136538.28000000 0.224987174840 Long DBT NUSS MX N 2 2036-11-20 Fixed 10.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 864.13000000 0.001423909598 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -90427.05000000 USD 29115729.00000000 HUF 2022-04-19 864.13000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 9180000.00000000 PA 536888.17000000 0.884681955664 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 17070.03000000 0.028127920053 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1864544.00000000 USD 96494478.35000000 PHP 2022-03-16 17070.03000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1122.84000000 0.001850210793 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -351000.00000000 USD 11725506.00000000 THB 2022-03-16 1122.84000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 55000.00000000 PA USD 57504.52000000 0.094755694119 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 200000.00000000 PA USD 215350.19000000 0.354853092110 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.62500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -5266.69000000 -0.00867842852 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -2154157.20000000 ZAR 134000.00000000 USD 2022-03-16 -5266.69000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 250000000.00000000 PA 293049.74000000 0.482886067484 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.70000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 35316.39000000 0.058194191487 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-09-30 10918.51000000 USD 0.00000000 USD -3390000000.00000000 COP 24397.88000000 N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 210708.22000000 0.347204074442 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -1695.55000000 -0.00279391980 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -510000.00000000 USD 38131680.00000000 INR 2022-03-16 -1695.55000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2444.17000000 0.004027492532 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -9048358.00000000 RUB 118000.00000000 USD 2022-03-16 2444.17000000 N N N RUSSIA I/L BOND - OFZ 5493004EHVGF71PDBU58 000000000 8360455.50000000 PA 102066.60000000 0.168184892760 Long DBT NUSS RU N 2 2030-07-17 Fixed 2.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 390000.00000000 PA 92319.67000000 0.152123944548 Long DBT NUSS MY N 2 2033-04-15 Fixed 3.84400000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -32381.68000000 -0.05335838930 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD 1055859.07000000 BRL -32381.68000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 7750.72000000 0.012771602189 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -481367.83000000 USD 2045336.00000000 MYR 2022-03-16 7750.72000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 10300000.00000000 PA 331945.57000000 0.546978444397 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 23752.71882000 PA USD 8427.77000000 0.013887242189 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N DIGICEL LTD N/A 000000000 235000.00000000 PA USD 228896.70000000 0.377174971467 Long DBT CORP BM N 2 2023-03-01 Fixed 6.75000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 24810000.00000000 PA 59120.84000000 0.097419059078 Long DBT NUSS HU N 2 2034-06-22 Fixed 2.25000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -3707.26000000 -0.00610880665 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -18929165.00000000 INR 248623.06000000 USD 2022-03-16 -3707.26000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 2100000.00000000 PA 91603.58000000 0.150943974608 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 149.12000000 0.000245719277 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -338000.00000000 USD 25367069.00000000 INR 2022-03-16 149.12000000 N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 000000000 6240000.00000000 PA USD 62401.85000000 0.102825492867 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -26760.16000000 -0.04409527347 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-10-08 0.00000000 USD -6776.66000000 USD 6085000.00000000 CZK -19983.50000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -2785.81000000 -0.00459044541 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -9607363.70000000 CNY 1503036.29000000 USD 2022-02-18 -2785.81000000 N N N STATE OF MINAS GERAIS N/A 000000000 164500.00000000 PA USD 167422.79000000 0.275878534034 Long DBT CORP KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -420000.00000000 NC USD -722.53000000 -0.00119058174 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A CNY N/A USD 2022-08-08 -420000.00000000 USD 6.90000000 USD 2022-08-08 XXXX 1186.41000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 25067.65000000 0.041306362972 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2023-10-05 0.00000000 USD 0.00000000 USD -2450000.00000000 PLN 25067.65000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 9932.42000000 0.016366597815 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD -743648.99000000 BRL 9932.42000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 557300000.00000000 PA 132612.43000000 0.218518176546 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1840.89000000 -0.00303341041 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -4038151.20000000 CZK 183000.00000000 USD 2022-04-19 -1840.89000000 N N N JSM GLOBAL SARL 222100JFIJNVE1XMFY68 46592BAA0 200000.00000000 PA USD 178520.25000000 0.294164879616 Long DBT CORP LU N 2 2030-10-20 Fixed 4.75000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 200000.00000000 PA USD 206218.82000000 0.339806460947 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 9585000.00000000 PA 312929.06000000 0.515643123194 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3174.87000000 0.005231536765 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -188053844.00000000 HUF 592810.00000000 USD 2022-04-19 3174.87000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 10903.10000000 0.017966080032 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-01-10 2281.20000000 USD 0.00000000 USD -4210000.00000000 PLN 8621.90000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 280000.00000000 PA 57552.72000000 0.094835117867 Long DBT NUSS PL N 2 2026-10-25 Fixed 0.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 8472100.00000000 PA 433289.04000000 0.713971766737 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -167.75000000 -0.00027641770 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -373000.00000000 USD 12415118.50000000 THB 2022-03-16 -167.75000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 150000.00000000 PA 144505.22000000 0.238115063390 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75000000 N N N N N N THIRD PKSTAN INTL SUKUK 529900OMZDJ2H3CXKF72 88429JAB2 400000.00000000 PA USD 405255.35000000 0.667777976150 Long DBT NUSS PK N 2 2022-12-05 Fixed 5.62500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 579.93000000 0.000955606093 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-06-19 0.00000000 USD -5.35000000 USD 3515000.00000000 CNY 585.28000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 9932000000.00000000 PA 775245.32000000 1.277445814865 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -1400000.00000000 NC USD -2440.98000000 -0.00402223606 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A USD N/A MXN 2022-03-17 -1400000.00000000 USD 22.50000000 USD 2022-03-17 XXXX 7245.62000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 4878.31000000 0.008038457675 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-01-07 0.00000000 USD -4084.04000000 USD -3200000000.00000000 KRW 8962.35000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 4811.81000000 0.007928879269 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -2192871.71000000 ILS 698210.69000000 USD 2022-03-16 4811.81000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 3843000.00000000 PA 703200.25000000 1.158730266666 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 16.50000000 0.000027188627 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -37306957.00000000 KRW 30924.71000000 USD 2022-03-16 16.50000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -8402.52000000 -0.01384563535 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -497304.00000000 USD 38282408.52000000 RUB 2022-03-16 -8402.52000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -280000.00000000 NC USD -2604.28000000 -0.00429132108 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A CNY 2022-08-08 -280000.00000000 USD 6.40000000 USD 2022-08-08 XXXX -204.70000000 N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 5600000.00000000 PA 110534.40000000 0.182138096207 Long DBT NUSS PH N 2 2025-09-09 Fixed 3.62500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 250000000.00000000 PA 55307.36000000 0.091135223574 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3816000000.00000000 PA 294545.77000000 0.485351219112 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 1360000.00000000 PA 357436.92000000 0.588982978359 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 11335000.00000000 PA 385751.12000000 0.635638992085 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5480.85000000 0.009031320426 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-29 7027.91000000 USD 0.00000000 USD -6918000.00000000 ZAR -1547.06000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BL5 245000.00000000 PA 63814.74000000 0.105153646770 Long DBT NUSS PE N 2 2042-02-12 Fixed 6.85000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2294.37000000 0.003780652754 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -379266.14000000 USD 2434411.46000000 CNY 2022-02-18 2294.37000000 N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 1000000.00000000 PA 50662.28000000 0.083481081262 Long DBT NUSS TR N 2 2028-03-08 Fixed 12.40000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 19062.54000000 0.031411169233 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 0.00000000 USD 0.00000000 USD 1600663.18000000 BRL 19062.54000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1715000.00000000 PA 411782.11000000 0.678532742456 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50200000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 3300000.00000000 PA 126976.79000000 0.209231793841 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.20000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 178.52000000 0.000294164467 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -52566938.00000000 HUF 165000.00000000 USD 2022-04-19 178.52000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1150900000.00000000 PA 281538.24000000 0.463917468618 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -26960.89000000 -0.04442603548 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1191813.87000000 USD 91211378.00000000 RUB 2022-03-16 -26960.89000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 912000.00000000 NC USD 73.81000000 0.000121623792 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Put Purchased BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A ZAR N/A USD 2022-05-10 912000.00000000 USD 12.25000000 USD 2022-05-10 XXXX 28.22000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 11500000.00000000 PA 1788048.62000000 2.946338620136 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 684000.00000000 NC USD 2.15000000 0.000003542760 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A IDR N/A USD 2022-04-28 684000.00000000 USD 24500.00000000 USD 2022-04-28 XXXX -339.81000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 115000.00000000 PA 129283.80000000 0.213033274731 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BE1 478000.00000000 PA 131365.23000000 0.216463045894 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 8210100.00000000 PA 400138.27000000 0.659346074322 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 4318000.00000000 PA 657365.31000000 1.083203654937 Long DBT NUSS BR N 2 2024-01-01 None 0.00000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 839.98000000 0.001384115334 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -319864.53000000 USD 36871296.00000000 JPY 2022-04-19 839.98000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 4130000.00000000 PA 234698.96000000 0.386735909873 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -3566.05000000 -0.00587612144 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2023-12-12 0.00000000 USD 0.00000000 USD 950000000.00000000 COP -3566.05000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 42680000.00000000 PA 122971.40000000 0.202631729886 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 67870000.00000000 PA 220686.87000000 0.363646849847 Long DBT NUSS HU N 2 2025-06-24 Fixed 5.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 10959.81000000 0.018059526520 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -377152.74000000 USD 6003269.26000000 ZAR 2022-03-16 10959.81000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 24781.03000000 0.040834071802 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2023-10-05 0.00000000 USD 0.00000000 USD -2450000.00000000 PLN 24781.03000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -78518.58000000 -0.12938256939 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-09-08 0.00000000 USD -2656.35000000 USD 2730000.00000000 PLN -75862.23000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1730.79000000 0.002851988118 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1064386.45000000 PLN 261000.00000000 USD 2022-04-19 1730.79000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 210000000.00000000 PA 41523.42000000 0.068422108111 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 4453.82000000 0.007338984928 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -738619.00000000 USD 10685305625.00000000 IDR 2022-03-16 4453.82000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2500000.00000000 PA 401846.46000000 0.662160822261 Long DBT NUSS CN N 2 2026-03-11 Fixed 3.03000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 818000.00000000 NC USD 101.28000000 0.000166888736 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A RUB N/A USD 2022-06-09 818000.00000000 USD 58.00000000 USD 2022-06-09 XXXX 85.36000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3140.75000000 0.005175313980 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -53543.00000000 USD 772351.08000000 TRY 2022-03-16 3140.75000000 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 000000000 1.00000000 NC USD 51275.22000000 0.084491081088 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -3596906.92000000 USD 19523741.00000000 BRL 2022-03-03 51275.22000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -21971.84000000 -0.03620510092 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -37898215.00000000 THB 1116130.61000000 USD 2022-03-16 -21971.84000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BC5 1870000.00000000 PA 41956.45000000 0.069135653033 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 684000.00000000 NC USD 5172.97000000 0.008523997122 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A IDR 2022-04-28 684000.00000000 USD 14300.00000000 USD 2022-04-28 XXXX -4065.81000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -1.00000000 NC 2392.09000000 0.003941675338 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2022-03-08 -152072.39000000 USD 2392.09000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 4790000.00000000 PA 193099.66000000 0.318188767033 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 96.86000000 0.000159605480 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-06-15 0.00000000 USD -1.72000000 USD 2100000.00000000 CNY 98.58000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 50000000.00000000 PA 46965.81000000 0.077390054320 Long DBT NUSS CL N 2 2033-10-01 Fixed 2.80000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -3581.94000000 -0.00590230491 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-14 0.00000000 USD -765.97000000 USD -19448000.00000000 MXN -2815.97000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 3260000.00000000 PA 74412.20000000 0.122616094560 Long DBT NUSS UY N 2 2022-06-20 Fixed 9.87500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 27635000.00000000 PA 312239.65000000 0.514507116441 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 12000000.00000000 PA 145638.35000000 0.239982230001 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -44617.92000000 -0.07352121154 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-06-15 0.00000000 USD 0.00000000 USD 6507000.00000000 CZK -44617.92000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 4749.85000000 0.007826781854 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -147000.00000000 USD 3154465.65000000 MXN 2022-03-16 4749.85000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5944.03000000 0.009794546385 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-10-30 18.64000000 USD 0.00000000 USD 3085000.00000000 CNY 5925.39000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 8000000.00000000 PA 407928.38000000 0.672182583180 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -8378.44000000 -0.01380595643 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-09-10 0.00000000 USD 0.00000000 USD 6300000.00000000 MXN -8378.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2577.61000000 -0.00424737437 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -462882.80000000 SGD 340000.00000000 USD 2022-03-16 -2577.61000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -1.00000000 NC 393.26000000 0.000648012091 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2022-03-08 -127010.70000000 USD 393.26000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1214000.00000000 PA 219436.68000000 0.361586792286 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -8760.82000000 -0.01443604050 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -8849442.00000000 CNY 1378267.48000000 USD 2022-02-18 -8760.82000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -269000.00000000 NC USD -0.59000000 -0.00000097219 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A TRY N/A USD 2022-02-04 -269000.00000000 USD 11.25000000 USD 2022-02-04 XXXX 2622.16000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3640000000.00000000 PA 290658.07000000 0.478945084219 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 13030000.00000000 PA 147852.97000000 0.243631471057 Long DBT NUSS RU N 2 2039-03-16 Fixed 7.70000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1851.53000000 -0.00305094295 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -432000.00000000 USD 9397296.00000000 CZK 2022-04-19 -1851.53000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 2121000000.00000000 PA 468349.28000000 0.771743875385 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 4104.38000000 0.006763179239 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD 6632918.31000000 BRL 4104.38000000 N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 500000.00000000 PA 31157.01000000 0.051340383490 Long DBT NUSS TR N 2 2023-09-27 Fixed 8.80000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5470000000.00000000 PA 399771.65000000 0.658741959505 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 400000000.00000000 PA 31342.84000000 0.051646593344 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 000000000 1.00000000 NC USD 5197.87000000 0.008565027232 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -475328700.00000000 KRW 399000.00000000 USD 2022-03-16 5197.87000000 N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 000000000 14250000.00000000 PA 687047.09000000 1.132113160949 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -27709.37000000 -0.04565937752 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2023-01-02 0.00000000 USD 0.00000000 USD 3324040.43000000 BRL -27709.37000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1771403.93600000 PA 344989.21000000 0.568471696789 Long DBT NUSS BR N 2 2030-08-15 Fixed 6.00000000 N N N N N N 2022-03-25 Prudential World Fund, Inc. Christian J. Kelly Christian J. Kelly Treasurer and Principal Financial and Accounting Officer XXXX