NPORT-P false 0000795402 XXXXXXXX S000040303 C000125201 C000125198 C000125202 C000125200 C000125199 Templeton Income Trust 811-04706 0000795402 549300DPTR6CMWVWRC18 300 S.E. 2nd Street Fort Lauderdale 33301-1923 954-527-7500 Templeton Emerging Markets Bond Fund S000040303 549300Y37N5B9NBSHW76 2020-12-31 2020-12-31 N 23448076.27 1005021.93 22443054.34 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 962055.25000000 ARS AUD BRL CLP CNY COP EGP EUR GHS IDR INR JPY KRW MXN RUB THB USD ZAR N Republic of Colombia 549300MHDRBVRF6B9117 N/A 178900000.00000000 PA 55546.33000000 0.247498977449 Long DBT NUSS CO N 2 2022-05-04 Fixed 7.00000000 N N N N N N N/A N/A N/A 77000.00000000 PA USD 613.57000000 0.002733897047 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 22.43600000 USD 2021-04-21 XXXX -1769.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -4565.30000000 -0.02034170541 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 101000.00000000 AUD 73346.20000000 USD 2021-02-12 -4565.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -2649.39000000 -0.01180494401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79166.12000000 AUD 6023433.00000000 JPY 2021-07-13 -2649.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.56000000 0.000042596697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40228.59000000 USD 3028400.00000000 RUB 2021-06-07 9.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -220.96000000 -0.00098453622 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 260381.89000000 USD 7800000.00000000 THB 2021-04-09 -220.96000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 8780000.00000000 PA 528583.91000000 2.355222698266 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1362.41000000 -0.00607051954 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 50000.00000000 AUD 3839550.00000000 JPY 2021-03-17 -1362.41000000 N N N Argentine Republic 549300KPBYGYF7HCHO27 N/A 11774255.91000000 PA 82115.81000000 0.365885181027 Long DBT NUSS AR N 3 2021-04-17 Fixed 1.10000000 N N N N N N N/A N/A N/A -39000.00000000 PA USD -1161.69000000 -0.00517616712 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/MXN 1.00000000 20.39350000 USD 2021-01-21 XXXX -588.70000000 N N N N/A N/A N/A 431000.00000000 PA 6046.01000000 0.026939336813 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange AUD/JPY 1.00000000 81.00000000 AUD 2021-06-21 XXXX 3527.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 15563.76000000 0.069347780227 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 533004.01000000 USD 56603160.00000000 JPY 2021-03-08 15563.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 2050.19000000 0.009135075685 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 48928.48000000 USD 36216368.00000000 CLP 2021-03-18 2050.19000000 N N N N/A N/A N/A -104000.00000000 PA USD -3765.10000000 -0.01677623706 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/MXN 1.00000000 19.93000000 USD 2022-12-22 XXXX -400.70000000 N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 40000.00000000 PA USD 25750.00000000 0.114734828913 Long DBT NUSS EC N 2 2030-07-31 Variable 0.50000000 N N N N N N N/A N/A N/A -387000.00000000 PA -13735.41000000 -0.06120116180 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange AUD/JPY 1.00000000 76.00000000 AUD 2021-01-22 XXXX -8336.91000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 306600.00000000 PA 15199.75000000 0.067725853040 Long STIV NUSS MX N 2 2021-05-06 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -23491.68000000 -0.10467238391 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3240971.00000000 BRL 600391.06000000 USD 2021-02-02 -23491.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 4056.95000000 0.018076639384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 538942.07000000 USD 55961050.00000000 JPY 2021-06-08 4056.95000000 N N N Bank of Thailand 549300HJD00HOXYCA262 N/A 22768000.00000000 PA 763425.48000000 3.401611333442 Long DBT NUSS TH N 2 2022-02-24 Fixed 0.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -717.03000000 -0.00319488599 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 75119.17000000 USD 5600900.00000000 RUB 2021-06-09 -717.03000000 N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 1226500000.00000000 PA 1096154.23000000 4.884157982215 Long DBT NUSS KR N 2 2029-12-10 Fixed 1.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1308.37000000 -0.00582973235 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 335809.53000000 USD 1737680.00000000 BRL 2021-02-02 -1308.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 1715.53000000 0.007643923924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147155.34000000 USD 10942000.00000000 INR 2021-03-08 1715.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -1810.43000000 -0.00806677189 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 72500.00000000 AUD 5584602.00000000 JPY 2021-03-11 -1810.43000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 13000000.00000000 PA 4959.11000000 0.022096413103 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N Reventazon Finance Trust 549300K7NNLS7T24IM40 76138QAA5 525840.00000000 PA USD 507165.83000000 2.259789698481 Long DBT CORP KY Y 3 2033-11-15 Fixed 8.00000000 N N N N N N N/A N/A N/A -66000.00000000 PA USD -1097.49000000 -0.00489010980 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange USD/MXN 1.00000000 34.95110000 USD 2023-10-19 XXXX 812.62000000 N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 47366.00000000 PA 72.34000000 0.000322326894 Long DBT CORP ZA N 3 2022-12-31 Fixed 8.00000000 N N Y N N N N/A N/A N/A -121537.50000000 PA USD -18.76000000 -0.00008358933 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Written N/A Foreign Exchange USD/AUD 1.00000000 1.43988500 USD 2021-02-02 XXXX 1546.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -105200.77000000 -0.46874533388 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 985116436.00000000 CLP 1281285.60000000 USD 2021-02-18 -105200.77000000 N N N Letras de la Nacion Argentina con Ajuste por CER 549300KPBYGYF7HCHO27 N/A 4210004.18000000 PA 30486.68000000 0.135840155881 Long STIV NUSS AR N 3 2021-05-21 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2161.82000000 -0.00963246787 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 158949.78000000 USD 12061300.00000000 RUB 2021-12-15 -2161.82000000 N N N Republic of Senegal 549300NP14ZLQGWIUZ97 81720TAB1 200000.00000000 PA USD 220937.40000000 0.984435525810 Long DBT NUSS SN N 2 2024-07-30 Fixed 6.25000000 N N N N N N N/A N/A N/A -222425.00000000 PA USD -4655.39000000 -0.02074312136 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Put Written N/A Foreign Exchange USD/AUD 1.00000000 1.29032300 USD 2021-05-05 XXXX -1006.06000000 N N N N/A N/A N/A 348000.00000000 PA USD 11134.54000000 0.049612409395 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 25.54500000 USD 2022-12-22 XXXX -1758.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 737.85000000 0.003287654117 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 17617.33000000 USD 13041052.00000000 CLP 2021-03-01 737.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 1213.93000000 0.005408934014 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 134544.99000000 USD 9986332.51000000 INR 2021-03-15 1213.93000000 N N N N/A N/A N/A -64000.00000000 PA USD -201.71000000 -0.00089876358 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange USD/MXN 1.00000000 24.56830000 USD 2021-04-29 XXXX 835.35000000 N N N Bank of Thailand 549300HJD00HOXYCA262 N/A 350000.00000000 PA 11695.67000000 0.052112648407 Long DBT NUSS TH N 2 2021-03-12 Fixed 1.62000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -17158.01000000 -0.07645131424 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 3349700.00000000 MXN 151020.04000000 USD 2021-01-19 -17158.01000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 29203000.00000000 PA 1512542.70000000 6.739469045014 Long DBT NUSS MX N 2 2022-06-09 Fixed 6.50000200 N N N N N N N/A N/A N/A -127000.00000000 PA USD -1144.94000000 -0.00510153378 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange USD/MXN 1.00000000 22.38310000 USD 2021-04-29 XXXX 3521.93000000 N N N N/A N/A N/A 258000.00000000 PA 122.99000000 0.000548009188 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange AUD/JPY 1.00000000 68.50000000 AUD 2021-03-24 XXXX -4299.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -27306.70000000 -0.12167105059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3761958.00000000 BRL 696865.37000000 USD 2021-02-02 -27306.70000000 N N N Federal Democratic Republic of Ethiopia N/A 29766LAA4 200000.00000000 PA USD 204034.00000000 0.909118682818 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4373.69000000 -0.01948794461 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 70000.00000000 AUD 49614.11000000 USD 2021-01-27 -4373.69000000 N N N Bank of Thailand 549300HJD00HOXYCA262 N/A 810000.00000000 PA 27184.39000000 0.121126071292 Long DBT NUSS TH N 2 2021-08-26 Fixed 1.43000000 N N N N N N N/A N/A N/A -113416.80000000 PA USD -0.96000000 -0.00000427749 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Written N/A Foreign Exchange USD/AUD 1.00000000 1.51653000 USD 2021-01-22 XXXX 824.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 1628.69000000 0.007256989068 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 143010.88000000 USD 10631000.00000000 INR 2021-03-08 1628.69000000 N N N N/A N/A N/A 237739.00000000 PA USD 6503.24000000 0.028976626360 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.30395100 USD 2021-05-12 XXXX 4987.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2004.25000000 0.008930379838 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 21919.33000000 USD 31000.00000000 AUD 2021-04-21 2004.25000000 N N N Argentine Republic 549300KPBYGYF7HCHO27 N/A 4332000.00000000 PA 10074.49000000 0.044889121807 Long DBT NUSS AR N 3 2026-10-17 Fixed 15.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1899.66000000 -0.00846435592 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 311977.07000000 USD 337450000.00000000 KRW 2021-05-18 -1899.66000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 428400000.00000000 PA 134101.72000000 0.597519918494 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Tesoreria General de LA Republica 549300FLZTJM5YJF8D34 N/A 1090000000.00000000 PA 1648855.30000000 7.346840029083 Long DBT NUSS CL N 2 2023-03-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2568.59000000 -0.01144492171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79166.06000000 AUD 6037045.00000000 JPY 2021-01-13 -2568.59000000 N N N N/A N/A N/A 178620.00000000 PA USD 1498.69000000 0.006677745271 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.28205100 USD 2021-02-08 XXXX 957.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -11946.24000000 -0.05322911854 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 229000.00000000 AUD 164702.53000000 USD 2021-02-10 -11946.24000000 N N N N/A N/A N/A -104000.00000000 PA USD -3765.10000000 -0.01677623706 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/MXN 1.00000000 19.93000000 USD 2022-12-22 XXXX -475.68000000 N N N K2016470260 South Africa Ltd. 3789003E1C22310B3356 N/A 148458.00000000 PA USD 742.29000000 0.003307437520 Long DBT CORP ZA N 3 2022-12-31 Fixed 25.00000000 N N Y N N N N/A N/A N/A 131000.00000000 PA USD 6032.27000000 0.026878115200 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 26.29940000 USD 2023-10-19 XXXX -3875.39000000 N N N Argentine Republic 549300KPBYGYF7HCHO27 N/A 27558309.92000000 PA 164734.64000000 0.734011679089 Long DBT NUSS AR N 3 2024-03-25 Fixed 1.50000000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 96500000.00000000 PA 90838.09000000 0.404749231650 Long DBT NUSS KR N 2 2026-06-10 Fixed 1.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1893.25000000 0.008435794751 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 161120.08000000 USD 16809900.00000000 JPY 2021-04-23 1893.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 957.74000000 0.004267422720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108270.53000000 USD 8034756.18000000 INR 2021-03-15 957.74000000 N N N N/A N/A N/A -457626.70000000 PA USD -24703.40000000 -0.11007147078 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/AUD 1.00000000 1.35263100 USD 2021-05-12 XXXX -19333.17000000 N N N Argentine Republic 549300KPBYGYF7HCHO27 N/A 115477095.58000000 PA 808356.04000000 3.601809396144 Long DBT NUSS AR N 3 2022-03-18 Fixed 1.20000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 568.66000000 0.002533790594 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72154.38000000 USD 5413526.60000000 INR 2021-06-16 568.66000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 50000.00000000 PA 8550.98000000 0.038100785527 Long DBT NUSS GH N 2 2022-07-25 Fixed 18.25000100 N N N N N N N/A N/A N/A 66000.00000000 PA USD 2316.46000000 0.010321500651 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange USD/MXN 1.00000000 19.84790000 USD 2023-10-19 XXXX 787.50000000 N N N N/A N/A N/A -152000.00000000 PA USD -1007.65000000 -0.00448980778 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange USD/MXN 1.00000000 27.92840000 USD 2021-12-07 XXXX 2914.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -5196.74000000 -0.02315522620 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156375.00000000 AUD 11913007.00000000 JPY 2021-02-22 -5196.74000000 N N N N/A N/A N/A 82361.85000000 PA USD 6334.79000000 0.028226060071 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.39627800 USD 2021-01-22 XXXX 4056.03000000 N N N N/A N/A N/A -83202.50000000 PA USD -5951.63000000 -0.02651880581 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/AUD 1.00000000 1.38217000 USD 2021-04-16 XXXX -4403.34000000 N N N N/A N/A N/A -75000.00000000 PA USD -9157.21000000 -0.04080197757 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/MXN 1.00000000 22.36850000 USD 2021-01-14 XXXX -8026.96000000 N N N N/A N/A N/A -39000.00000000 PA USD -7.65000000 -0.00003408626 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Written N/A Foreign Exchange USD/MXN 1.00000000 23.11900000 USD 2021-01-21 XXXX 430.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -4353.16000000 -0.01939646865 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 36216368.00000000 CLP 46625.51000000 USD 2021-03-18 -4353.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 718.00000000 0.003199208045 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 93821.95000000 USD 7037584.58000000 INR 2021-06-16 718.00000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1140000.00000000 PA 195160.39000000 0.869580347859 Long DBT NUSS GH N 2 2021-05-17 Fixed 16.25000100 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2166.62000000 0.009653855340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190375.95000000 USD 14153500.00000000 INR 2021-03-09 2166.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -15932.42000000 -0.07099042651 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 4553100.00000000 MXN 211182.75000000 USD 2021-03-17 -15932.42000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 61800.00000000 PA 3074.12000000 0.013697422612 Long STIV NUSS MX N 2 2021-04-08 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -90612.72000000 -0.40374504569 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 1522000.00000000 AUD 111773549.00000000 JPY 2021-04-30 -90612.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1195.68000000 0.005327617096 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 25428.93000000 USD 18907657.00000000 CLP 2021-06-07 1195.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -39490.27000000 -0.17595764552 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7926400.00000000 MXN 357181.80000000 USD 2021-02-16 -39490.27000000 N N N N/A N/A N/A -66000.00000000 PA USD -1097.49000000 -0.00489010980 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange USD/MXN 1.00000000 34.95110000 USD 2023-10-19 XXXX 836.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 1178.41000000 0.005250666786 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 267103.11000000 USD 1746240.00000000 CNY 2021-01-19 1178.41000000 N N N N/A N/A N/A 746000.00000000 PA 1566.55000000 0.006980110533 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange AUD/JPY 1.00000000 71.00000000 AUD 2021-04-29 XXXX -18060.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 14963.32000000 0.066672386803 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 161685.45000000 USD 229000.00000000 AUD 2021-02-10 14963.32000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1300000.00000000 PA 77887.75000000 0.347046123134 Long STIV NUSS EG N 2 2021-07-13 None 0.00000000 N N N N N N N/A N/A N/A 332031.00000000 PA USD 22.24000000 0.000099095246 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.47275400 USD 2021-02-02 XXXX -4722.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 1153.51000000 0.005139719320 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 948604.99000000 USD 1033600000.00000000 KRW 2021-05-18 1153.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 1232.72000000 0.005492657021 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 134917.62000000 USD 9986332.52000000 INR 2021-02-16 1232.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -6200.06000000 -0.02762574071 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 167625.00000000 AUD 12704969.00000000 JPY 2021-02-25 -6200.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -796.98000000 -0.00355112093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74423.78000000 USD 5601000.00000000 RUB 2021-09-09 -796.98000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 340000.00000000 PA 55970.13000000 0.249387312226 Long DBT NUSS GH N 2 2023-02-06 Fixed 16.50000100 N N N N N N Bank of Thailand 549300HJD00HOXYCA262 N/A 1950000.00000000 PA 65388.07000000 0.291351030075 Long DBT NUSS TH N 2 2021-05-27 Fixed 1.84000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -343.48000000 -0.00153045122 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162202.13000000 USD 3225000.00000000 MXN 2021-01-22 -343.48000000 N N N N/A N/A N/A -862000.00000000 PA -982.73000000 -0.00437877120 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written N/A Foreign Exchange AUD/JPY 1.00000000 64.86000000 AUD 2021-06-21 XXXX 12352.92000000 N N N Letras de la Nacion Argentina con Ajuste por CER 549300KPBYGYF7HCHO27 N/A 7060409.42000000 PA 50575.44000000 0.225350075946 Long STIV NUSS AR N 3 2021-09-13 None 0.00000000 N N N N N N N/A N/A N/A 245000.00000000 PA USD 11281.73000000 0.050268247044 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 26.29940000 USD 2023-10-19 XXXX -6767.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -90.29000000 -0.00040230709 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41746.93000000 USD 830000.00000000 MXN 2021-01-22 -90.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.82000000 -0.00003929946 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69899.66000000 USD 7210185.00000000 JPY 2021-03-22 -8.82000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 500000.00000000 PA 31173.50000000 0.138900434529 Long STIV NUSS EG N 2 2021-03-16 None 0.00000000 N N N N N N N/A N/A N/A -136275.20000000 PA USD -0.31000000 -0.00000138127 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Written N/A Foreign Exchange USD/AUD 1.00000000 1.57035200 USD 2021-01-21 XXXX 666.30000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1010000.00000000 PA 173312.69000000 0.772233080998 Long DBT NUSS GH N 2 2021-03-22 Fixed 16.50000100 N N N N N N Bank of Thailand 549300HJD00HOXYCA262 N/A 2660000.00000000 PA 89430.73000000 0.398478427424 Long DBT NUSS TH N 2 2021-11-25 Fixed 1.32000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 831500.00000000 PA USD 454206.88000000 2.023819365755 Long DBT NUSS EC N 2 2035-07-31 Variable 0.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -23028.41000000 -0.10260818180 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 7800000.00000000 THB 237132.52000000 USD 2021-04-09 -23028.41000000 N N N N/A N/A N/A -431000.00000000 PA -12929.42000000 -0.05760989482 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange AUD/JPY 1.00000000 78.00000000 AUD 2021-06-21 XXXX -7865.56000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 1199800000.00000000 PA 405114.25000000 1.805076278222 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 2094000.00000000 PA 115660.75000000 0.515352091777 Long DBT NUSS MX N 2 2023-12-07 Fixed 7.99999900 N N N N N N N/A N/A N/A -115000.00000000 PA USD -0.01000000 -0.00000004455 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Written N/A Foreign Exchange USD/MXN 1.00000000 29.21100000 USD 2021-01-14 XXXX 909.64000000 N N N N/A N/A N/A 575000.00000000 PA 2250.04000000 0.010025551629 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange AUD/JPY 1.00000000 71.44000000 AUD 2021-06-21 XXXX -15850.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -2616.57000000 -0.01165870723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79166.06000000 AUD 6030743.00000000 JPY 2021-04-13 -2616.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 9261.10000000 0.041264882487 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 481547.85000000 USD 50614050.00000000 JPY 2021-04-20 9261.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1214.81000000 -0.00541285504 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 95000.00000000 AUD 7436980.00000000 JPY 2021-03-15 -1214.81000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 150000.00000000 PA 25263.01000000 0.112564937094 Long DBT NUSS GH N 2 2022-11-28 Fixed 17.59999900 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 10000.00000000 PA 486.40000000 0.002167262943 Long STIV NUSS MX N 2 2021-10-21 None 0.00000000 N N N N N N N/A N/A N/A 122000.00000000 PA USD 4281.94000000 0.019079132167 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange USD/MXN 1.00000000 19.84790000 USD 2023-10-19 XXXX 1215.71000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 381800000.00000000 PA 131163.03000000 0.584425934246 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -21559.13000000 -0.09606147930 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 7370000.00000000 THB 224250.72000000 USD 2021-04-12 -21559.13000000 N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 2171539.00000000 NS 0.00000000 0.000000 Long EC CORP ZA Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -5125.35000000 -0.02283713224 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 138315.36000000 AUD 10482506.00000000 JPY 2021-02-25 -5125.35000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 58000000.00000000 PA 17189.84000000 0.076593139862 Long DBT NUSS CO N 2 2021-04-14 Fixed 7.75000000 N N N N N N N/A N/A N/A 131000.00000000 PA USD 6032.27000000 0.026878115200 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 26.29940000 USD 2023-10-19 XXXX -3990.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -16788.86000000 -0.07480648465 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 286000.00000000 AUD 203789.87000000 USD 2021-01-27 -16788.86000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 100000.00000000 PA 17358.58000000 0.077344998310 Long DBT NUSS GH N 2 2021-03-01 Fixed 24.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2727.28000000 -0.01215200016 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 72500.00000000 AUD 5488793.00000000 JPY 2021-04-13 -2727.28000000 N N N N/A N/A N/A 356772.50000000 PA USD 14.03000000 0.000062513772 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.54440200 USD 2021-02-10 XXXX -6275.22000000 N N N N/A N/A N/A 208392.00000000 PA USD 192.43000000 0.000857414490 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.45878900 USD 2021-03-22 XXXX -3594.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -326.42000000 -0.00145443661 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 339774.45000000 USD 25819800.00000000 RUB 2021-09-08 -326.42000000 N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 N/A 4262722.99100000 PA 29991.63000000 0.133634350947 Long DBT NUSS AR N 3 2021-08-05 Fixed 1.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2136.30000000 0.009518757864 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 175995.90000000 USD 18359100.00000000 JPY 2021-06-04 2136.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -1890.33000000 -0.00842278404 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 31000.00000000 AUD 22033.25000000 USD 2021-04-21 -1890.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 1908.11000000 0.008502006772 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 552131.83000000 USD 41698100.00000000 RUB 2021-06-07 1908.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -17243.16000000 -0.07683071893 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 1033600000.00000000 KRW 932515.34000000 USD 2021-05-18 -17243.16000000 N N N Tesoreria General de LA Republica N/A N/A 135000000.00000000 PA 191263.28000000 0.852215911000 Long DBT NUSS CL N 2 2021-03-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1114.57000000 -0.00496621352 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 107318.87000000 USD 8000300.00000000 RUB 2021-06-15 -1114.57000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 244500.00000000 PA 12222.21000000 0.054458764011 Long STIV NUSS MX N 2 2021-02-25 None 0.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1000000.00000000 PA 58663.10000000 0.261386436584 Long STIV NUSS EG N 2 2021-09-07 None 0.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 306700.00000000 PA 15383.18000000 0.068543166036 Long STIV NUSS MX N 2 2021-01-28 None 0.00000000 N N N N N N Bank of Thailand 549300HJD00HOXYCA262 N/A 300000.00000000 PA 10017.13000000 0.044633541621 Long DBT NUSS TH N 2 2021-02-18 Fixed 1.75000000 N N N N N N Letras de la Nacion Argentina con Ajuste por CER 549300KPBYGYF7HCHO27 N/A 581417.40000000 PA 4013.19000000 0.017881657011 Long STIV NUSS AR N 3 2021-02-26 None 0.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 400000.00000000 PA 25067.55000000 0.111694021768 Long STIV NUSS EG N 2 2021-02-23 None 0.00000000 N N N N N N N/A N/A N/A 145000.00000000 PA USD 7.77000000 0.000034620956 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 22.98200000 USD 2021-01-14 XXXX -2145.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -10170.32000000 -0.04531611359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3225000.00000000 MXN 151688.33000000 USD 2021-01-22 -10170.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -8101.39000000 -0.03609753769 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 15130000.00000000 THB 496798.56000000 USD 2021-02-12 -8101.39000000 N N N N/A N/A N/A -460000.00000000 PA -12352.08000000 -0.05503742856 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange AUD/JPY 1.00000000 76.95000000 AUD 2021-01-22 XXXX -7444.77000000 N N N N/A N/A N/A -131000.00000000 PA USD -11439.51000000 -0.05097127078 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written N/A Foreign Exchange USD/MXN 1.00000000 22.32110000 USD 2023-10-19 XXXX -3673.96000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 308000000.00000000 PA 22663.86000000 0.100983848529 Long DBT NUSS ID N 2 2023-05-15 Fixed 5.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 880000.00000000 PA 45433.17000000 0.202437552891 Long DBT NUSS MX N 2 2021-12-09 Fixed 7.25000000 N N N N N N N/A N/A N/A 348000.00000000 PA USD 11134.54000000 0.049612409395 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 25.54500000 USD 2022-12-22 XXXX -1547.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 36524.07000000 0.162741084375 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 870333.21000000 USD 644333787.00000000 CLP 2021-02-18 36524.07000000 N N N N/A N/A N/A -104000.00000000 PA USD -5960.46000000 -0.02655814983 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Written N/A Foreign Exchange USD/MXN 1.00000000 22.74500000 USD 2022-12-22 XXXX 453.53000000 N N N Republic of India N/A N/A 37000000.00000000 PA 503534.01000000 2.243607319982 Long DBT NUSS IN N 2 2030-08-03 Fixed 5.77000000 N N N N N N Argentine Republic 549300KPBYGYF7HCHO27 N/A 9877000.00000000 PA 31495.58000000 0.140335533314 Long DBT NUSS AR N 3 2023-10-17 Fixed 16.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1548.48000000 0.006899595645 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 370427.53000000 USD 2430050.00000000 CNY 2021-03-15 1548.48000000 N N N N/A N/A N/A 152000.00000000 PA USD 7074.90000000 0.031523784119 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange USD/MXN 1.00000000 20.66200000 USD 2021-03-24 XXXX 5173.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 1733.11000000 0.007722255508 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 94550.35000000 USD 9929110.00000000 JPY 2021-04-20 1733.11000000 N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 177306.00000000 PA USD 0.00000000 0.000000 Long DBT CORP ZA N 3 2022-12-31 Fixed 3.00000000 N N Y N N N K2016470219 South Africa Ltd. 378900DECAC8CFA88345 N/A 619903.00000000 NS 0.00000000 0.000000 Long EC CORP ZA Y 3 N N N United Mexican States 254900EGTWEU67VP6075 N/A 6113000.00000000 PA 322774.02000000 1.438191144173 Long DBT NUSS MX N 2 2023-03-09 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -510.21000000 -0.00227335367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 344000.00000000 MXN 16534.09000000 USD 2021-05-13 -510.21000000 N N N N/A N/A N/A -126000.00000000 PA USD -9034.81000000 -0.04025659726 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/AUD 1.00000000 1.38888900 USD 2021-02-02 XXXX -7224.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 2162.06000000 0.009633537250 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 297176.45000000 USD 30849590.00000000 JPY 2021-06-08 2162.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -1367.02000000 -0.00609106042 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 107498.23000000 AUD 8416176.00000000 JPY 2021-03-15 -1367.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -4914.39000000 -0.02189715323 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 985100.00000000 MXN 44544.43000000 USD 2021-01-19 -4914.39000000 N N N N/A N/A N/A -10000.00000000 PA USD -1588.67000000 -0.00707867109 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/MXN 1.00000000 23.10350000 USD 2021-01-14 XXXX -1345.17000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 3300000.00000000 PA 199093.86000000 0.887106794751 Long STIV NUSS EG N 2 2021-06-22 None 0.00000000 N N N N N N Argentine Republic 549300KPBYGYF7HCHO27 N/A 83236382.90000000 PA 543766.35000000 2.422871422767 Long DBT NUSS AR N 3 2023-03-25 Fixed 1.40000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 300000.00000000 PA 17102.22000000 0.076202729543 Long STIV NUSS EG N 2 2021-12-07 None 0.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 107000000.00000000 PA 34541.73000000 0.153908329395 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1254.35000000 0.005589034277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 107258.75000000 USD 7952700.00000000 INR 2021-02-08 1254.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -557.49000000 -0.00248402018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 254633.00000000 USD 5077000.00000000 MXN 2021-02-16 -557.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -217.66000000 -0.00096983234 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 246027.51000000 USD 7370000.00000000 THB 2021-04-12 -217.66000000 N N N N/A N/A N/A -144000.00000000 PA USD -22876.79000000 -0.10193260531 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Written N/A Foreign Exchange USD/MXN 1.00000000 23.10350000 USD 2021-01-14 XXXX -19034.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 6599.44000000 0.029405266769 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 71312.06000000 USD 101000.00000000 AUD 2021-02-12 6599.44000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 540000.00000000 PA 95718.31000000 0.426494132883 Long DBT NUSS GH N 2 2021-07-19 Fixed 24.75000000 N N N N N N Kingdom of Thailand N/A N/A 1470000.00000000 PA 50549.13000000 0.225232845913 Long DBT NUSS TH N 2 2021-12-17 Fixed 3.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -13556.40000000 -0.06040354309 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4349000.00000000 MXN 204740.72000000 USD 2021-01-21 -13556.40000000 N N N N/A N/A N/A -104000.00000000 PA USD -5960.46000000 -0.02655814983 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Written N/A Foreign Exchange USD/MXN 1.00000000 22.74500000 USD 2022-12-22 XXXX 592.06000000 N N N N/A N/A N/A 129602.00000000 PA USD 4757.44000000 0.021197827746 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Put Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.32714000 USD 2021-04-16 XXXX 3849.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 17111.92000000 0.076245950042 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 462517.17000000 USD 340782649.00000000 CLP 2021-02-18 17111.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 574.89000000 0.002561549739 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 133552.29000000 USD 876290.00000000 CNY 2021-03-16 574.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -461.05000000 -0.00205431040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 218758.17000000 USD 4349000.00000000 MXN 2021-01-21 -461.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 2733.08000000 0.012177843347 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 183506.04000000 USD 19212550.00000000 JPY 2021-03-24 2733.08000000 N N N N/A N/A N/A 49000.00000000 PA USD 0.04000000 0.000000178228 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 26.52600000 USD 2021-01-14 XXXX -843.25000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 383000000.00000000 PA 135964.42000000 0.605819590953 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N N/A N/A N/A 280000.00000000 PA 2986.00000000 0.013304784432 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange AUD/JPY 1.00000000 81.00000000 AUD 2021-04-29 XXXX 1597.33000000 N N N N/A N/A N/A -131000.00000000 PA USD -11439.51000000 -0.05097127078 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written N/A Foreign Exchange USD/MXN 1.00000000 22.32110000 USD 2023-10-19 XXXX -3433.05000000 N N N N/A N/A N/A 387000.00000000 PA 4110.74000000 0.018316312644 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange AUD/JPY 1.00000000 79.00000000 AUD 2021-01-22 XXXX 1822.54000000 N N N N/A N/A N/A 299532.00000000 PA USD 12.91000000 0.000057523364 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.52905200 USD 2021-02-08 XXXX -4900.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 23230.53000000 0.103508772237 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 251336.00000000 USD 356000.00000000 AUD 2021-01-27 23230.53000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 50000.00000000 PA 8488.47000000 0.037822258376 Long DBT NUSS GH N 2 2023-11-27 Fixed 19.25000100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5151.06000000 -0.02295168884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 138684.64000000 AUD 10509216.00000000 JPY 2021-02-26 -5151.06000000 N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 337000.00000000 PA USD 172712.50000000 0.769558801504 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N N/A N/A N/A 226464.00000000 PA USD 282.03000000 0.001256647137 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.48368000 USD 2021-04-16 XXXX -2668.37000000 N N N N/A N/A N/A -432000.00000000 PA -14335.87000000 -0.06387664434 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange AUD/JPY 1.00000000 76.25000000 AUD 2021-01-22 XXXX -10511.38000000 N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 50000000.00000000 PA 70815.24000000 0.315532988189 Long DBT NUSS CL N 2 2021-02-28 Fixed 4.50000000 N N N N N N Letras de la Nacion Argentina con Ajuste por CER 549300KPBYGYF7HCHO27 N/A 8790820.92000000 PA 63658.58000000 0.283644904279 Long STIV NUSS AR N 3 2021-05-21 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2615.06000000 0.011651979095 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 55609.76000000 USD 41348595.00000000 CLP 2021-06-08 2615.06000000 N N N N/A N/A N/A 457000.00000000 PA USD 2147.12000000 0.009566968771 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 29.73260000 USD 2021-12-07 XXXX -6855.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -2005.43000000 -0.00893563759 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 170999.18000000 USD 12603700.00000000 RUB 2021-03-15 -2005.43000000 N N N N/A N/A N/A -245000.00000000 PA USD -21394.50000000 -0.09532793387 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written N/A Foreign Exchange USD/MXN 1.00000000 22.32110000 USD 2023-10-19 XXXX -5782.85000000 N N N N/A N/A N/A 121000.00000000 PA USD 0.83000000 0.000003698248 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 24.49800000 USD 2021-01-14 XXXX -3977.65000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 50200.00000000 PA 2501.37000000 0.011145408116 Long STIV NUSS MX N 2 2021-03-25 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1205.07000000 -0.00536945632 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 107319.76000000 USD 8077100.00000000 RUB 2021-09-14 -1205.07000000 N N N N/A N/A N/A 460000.00000000 PA 1204.19000000 0.005365535286 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange AUD/JPY 1.00000000 69.20000000 AUD 2021-06-24 XXXX -9792.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1724.55000000 0.007684114532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147155.37000000 USD 10911100.00000000 INR 2021-02-08 1724.55000000 N N N N/A N/A N/A 432000.00000000 PA 5312.79000000 0.023672312687 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange AUD/JPY 1.00000000 78.75000000 AUD 2021-01-22 XXXX 4097.28000000 N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 N/A 155808.80900000 PA 1041.35000000 0.004639965595 Long DBT NUSS AR N 3 2022-09-20 Fixed 1.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -13726.07000000 -0.06115954536 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 228000.00000000 AUD 162233.86000000 USD 2021-04-27 -13726.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 14923.53000000 0.066495093644 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 161036.40000000 USD 228000.00000000 AUD 2021-04-27 14923.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 3015.90000000 0.013438010505 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 287956.23000000 USD 30000000.00000000 JPY 2021-05-06 3015.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -3923.00000000 -0.01747979548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105003.53000000 AUD 7952337.00000000 JPY 2021-04-13 -3923.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -4809.76000000 -0.02143095109 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 41348595.00000000 CLP 53415.06000000 USD 2021-06-08 -4809.76000000 N N N Letras Del Tesoro En Pesos A Descuento N/A N/A 3079477.00000000 PA 19541.82000000 0.087072907742 Long STIV NUSS AR N 3 2021-03-31 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1202.05000000 0.005356000042 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 107258.46000000 USD 8065300.00000000 INR 2021-06-08 1202.05000000 N N N N/A N/A N/A 66000.00000000 PA USD 2316.46000000 0.010321500651 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange USD/MXN 1.00000000 19.84790000 USD 2023-10-19 XXXX 737.54000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 800000.00000000 PA 50390.01000000 0.224523851507 Long STIV NUSS EG N 2 2021-02-16 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -49.77000000 -0.00022176125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52529.21000000 USD 3991800.00000000 RUB 2021-09-08 -49.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 1032.86000000 0.004602136520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 246741.62000000 USD 1612760.00000000 CNY 2021-01-19 1032.86000000 N N N N/A N/A N/A -100000.80000000 PA USD -1.18000000 -0.00000525775 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Written N/A Foreign Exchange USD/AUD 1.00000000 1.51998800 USD 2021-01-27 XXXX 734.92000000 N N N N/A N/A N/A 254000.00000000 PA USD 1432.74000000 0.006383890437 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 23.29810000 USD 2021-04-29 XXXX -5216.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 2409.08000000 0.010734189578 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 502490.87000000 USD 15130000.00000000 THB 2021-02-12 2409.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -396.21000000 -0.00176540141 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60526.55000000 USD 312317.00000000 BRL 2021-01-04 -396.21000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 885000.00000000 PA 153121.23000000 0.682265558333 Long DBT NUSS GH N 2 2021-10-18 Fixed 19.50000100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4391.16000000 -0.01956578607 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 41338222.00000000 CLP 53818.80000000 USD 2021-06-07 -4391.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -6224.96000000 -0.02773668817 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 312317.00000000 BRL 53905.38000000 USD 2021-01-04 -6224.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -5903.98000000 -0.02630649068 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 337450000.00000000 KRW 304173.43000000 USD 2021-05-18 -5903.98000000 N N N Republic of India N/A N/A 74400000.00000000 PA 1107020.86000000 4.932576659260 Long DBT NUSS IN N 2 2029-01-14 Fixed 7.26000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -569.49000000 -0.00253748884 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 218206.35000000 USD 4334800.00000000 MXN 2021-01-19 -569.49000000 N N N N/A N/A N/A -87000.00000000 PA USD -0.20000000 -0.00000089114 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Written N/A Foreign Exchange USD/MXN 1.00000000 25.45000000 USD 2021-01-14 XXXX 2766.40000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 16436000000.00000000 PA 1219071.57000000 5.431843418153 Long DBT NUSS ID N 2 2022-05-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19658.18000000 -0.08759137549 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 531500.00000000 AUD 40284590.00000000 JPY 2021-02-25 -19658.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 2041.13000000 0.009094706848 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 172941.41000000 USD 12862690.00000000 INR 2021-03-09 2041.13000000 N N N N/A N/A N/A 289670.40000000 PA USD 5.73000000 0.000025531284 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.47754100 USD 2021-01-21 XXXX -3923.84000000 N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 150000000.00000000 PA 222037.87000000 0.989338913662 Long DBT NUSS CL N 2 2025-03-01 Fixed 2.50000000 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 5323358.66100000 NS USD 5323358.66000000 23.71940369324 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 737.18000000 0.003284668783 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63123.34000000 USD 4749400.00000000 INR 2021-06-09 737.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1666.40000000 -0.00742501432 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35000.00000000 AUD 2613275.00000000 JPY 2021-05-06 -1666.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 2395.07000000 0.010671764919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12490000.00000000 MXN 626074.58000000 USD 2021-03-08 2395.07000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 5900000.00000000 PA 902537.05000000 4.021453748349 Long DBT NUSS CN N 2 2022-08-13 Fixed 2.64000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 582.12000000 0.002593764606 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 133552.03000000 USD 881390.00000000 CNY 2021-06-16 582.12000000 N N N N/A N/A N/A -373000.00000000 PA -268.24000000 -0.00119520273 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written N/A Foreign Exchange AUD/JPY 1.00000000 66.00000000 AUD 2021-04-29 XXXX 5207.69000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 3200000.00000000 PA 182145.76000000 0.811590781007 Long STIV NUSS EG N 2 2021-12-21 None 0.00000000 N N N N N N N/A N/A N/A -82361.85000000 PA USD -20.96000000 -0.00009339192 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Written N/A Foreign Exchange USD/AUD 1.00000000 1.39627800 USD 2021-01-22 XXXX 2257.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -2961.51000000 -0.01319566381 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 945000.00000000 MXN 44449.67000000 USD 2021-01-25 -2961.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -16855.14000000 -0.07510180987 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4005000.00000000 MXN 183131.76000000 USD 2021-03-08 -16855.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -4528.22000000 -0.02017648726 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 55136736.00000000 CLP 73077.18000000 USD 2021-03-04 -4528.22000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 174000000.00000000 PA 13643.95000000 0.060793641512 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.37500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 320000.00000000 PA 54969.37000000 0.244928204366 Long DBT NUSS GH N 2 2022-01-24 Fixed 18.75000100 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 270000.00000000 PA 46294.93000000 0.206277315460 Long DBT NUSS GH N 2 2024-03-25 Fixed 19.75000100 N N N N N N N/A N/A N/A -80488.40000000 PA USD -22.52000000 -0.00010034284 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Written N/A Foreign Exchange USD/AUD 1.00000000 1.54059500 USD 2021-03-22 XXXX 677.70000000 N N N N/A N/A N/A 245021.00000000 PA USD 12.05000000 0.000053691444 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A Foreign Exchange USD/AUD 1.00000000 1.44885500 USD 2021-01-22 XXXX -3934.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -128.81000000 -0.00057394148 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 47539.99000000 USD 945000.00000000 MXN 2021-01-25 -128.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 627.02000000 0.002793826501 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69265.75000000 USD 7210184.00000000 JPY 2021-03-24 627.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 1256.97000000 0.005600708267 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 30328.38000000 USD 22430565.00000000 CLP 2021-06-07 1256.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -4171.32000000 -0.01858624025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 830000.00000000 MXN 37485.32000000 USD 2021-01-22 -4171.32000000 N N N N/A N/A N/A 575000.00000000 PA 237.07000000 0.001056317898 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange AUD/JPY 1.00000000 58.95000000 AUD 2021-06-21 XXXX -4573.27000000 N N N N/A N/A N/A -560000.00000000 PA -19716.75000000 -0.08785234710 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written N/A Foreign Exchange AUD/JPY 1.00000000 76.80000000 AUD 2021-04-29 XXXX -12803.20000000 N N N N/A N/A N/A 230000.00000000 PA 602.10000000 0.002682789921 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased N/A Foreign Exchange AUD/JPY 1.00000000 69.20000000 AUD 2021-06-24 XXXX -2500.12000000 N N N N/A N/A N/A 461000.00000000 PA USD 0.34000000 0.000001514945 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 26.52600000 USD 2021-01-14 XXXX -21032.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -1526.27000000 -0.00680063407 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 80258.24000000 USD 409000.00000000 BRL 2021-02-02 -1526.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.95000000 -0.00002651154 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 186461.73000000 USD 19212550.00000000 JPY 2021-06-22 -5.95000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 730000.00000000 PA 129083.84000000 0.575161642637 Long DBT NUSS GH N 2 2021-06-21 Fixed 24.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 795.54000000 0.003544704691 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 185235.45000000 USD 1213270.00000000 CNY 2021-02-18 795.54000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 2720000.00000000 PA 513949.65000000 2.290016511184 Long STIV NUSS BR N 2 2021-10-01 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -18572.24000000 -0.08275272927 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 492000.00000000 AUD 37241448.00000000 JPY 2021-04-13 -18572.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 2060.09000000 0.009179187328 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 172942.69000000 USD 12826900.00000000 INR 2021-02-09 2060.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 6766.69000000 0.030150486192 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 148407.11000000 USD 110247188.00000000 CLP 2021-03-04 6766.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -1340.30000000 -0.00597200354 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 13041052.00000000 CLP 17014.88000000 USD 2021-03-01 -1340.30000000 N N N N/A N/A N/A 520000.00000000 PA USD 0.38000000 0.000001693174 N/A DFE US N 2 MORGAN STANLEY CAPITAL I7331LVCZKQKX5T7XV54 Call Purchased N/A Foreign Exchange USD/MXN 1.00000000 26.52600000 USD 2021-01-14 XXXX -22492.22000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 2440000.00000000 PA 456769.05000000 2.035235681740 Long STIV NUSS BR N 2 2022-01-01 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4526.05000000 -0.02016681834 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 55110452.00000000 CLP 73042.35000000 USD 2021-03-04 -4526.05000000 N N N 2021-01-29 Templeton Income Trust Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer