0001752724-21-184766.txt : 20210825 0001752724-21-184766.hdr.sgml : 20210825 20210825102620 ACCESSION NUMBER: 0001752724-21-184766 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210825 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price International Funds, Inc. CENTRAL INDEX KEY: 0000313212 IRS NUMBER: 521175211 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02958 FILM NUMBER: 211204584 BUSINESS ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 410-345-2000 MAIL ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUNDS INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL TRUST DATE OF NAME CHANGE: 19900301 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUND INC DATE OF NAME CHANGE: 19890914 0000313212 S000032784 T. Rowe Price Emerging Markets Local Currency Bond Fund C000101161 T. Rowe Price Emerging Markets Local Currency Bond Fund Advisor Class PAELX C000102979 T. Rowe Price Emerging Markets Local Currency Bond Fund PRELX C000166322 T. Rowe Price Emerging Markets Local Currency Bond Fund-I Class TEIMX C000225813 T. Rowe Price Emerging Markets Local Currency Bond Fund-Z Class TRZFX NPORT-P 1 primary_doc.xml NPORT-P false 0000313212 XXXXXXXX S000032784 C000101161 C000166322 C000102979 C000225813 T. ROWE PRICE INTERNATIONAL FUNDS, INC. 811-02958 0000313212 549300O4BT3AMY6OUC26 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price Emerging Markets Local Currency Bond Fund S000032784 308254AVG0WE2QK20V13 2021-12-31 2021-06-30 N 505753682.04 9098177.03 496655505.01 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 3829881.81000000 BRL CLP CNY COP CZK EGP EUR HUF IDR MXN MYR PEN RON RSD RUB THB USD ZAR N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 53710448.10000000 PA 1655470.77000000 0.333323753245 Long DBT NUSS TH N 2 2028-03-12 Fixed 1.25000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 Egypt Government Bond 000000000 91400000.00000000 PA 6095430.30000000 1.227295426812 Long DBT NUSS EG N 2 2024-07-02 Fixed 15.90000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 USD/RUB FORWARD 000000000 1.00000000 NC USD 13421.31000000 0.002702337911 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -799296.36000000 USD 59522000.00000000 RUB 2021-07-09 13421.31000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/RUB FORWARD 000000000 1.00000000 NC USD 245497.85000000 0.049430208167 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -5319830.72000000 USD 407594790.40000000 RUB 2021-07-09 245497.85000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 USD/INR FORWARD 000000000 1.00000000 NC USD 17355.55000000 0.003494484572 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -169374000.00000000 INR 2293378.11000000 USD 2021-07-09 17355.55000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/CAD FORWARD 000000000 1.00000000 NC USD -12232.91000000 -0.00246305736 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1439750.00000000 CAD 1149216.56000000 USD 2021-07-23 -12232.91000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 TWD/USD FORWARD 000000000 1.00000000 NC USD -71967.13000000 -0.01449035181 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -140881118.00000000 TWD 4984436.78000000 USD 2021-07-09 -71967.13000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 USD/CLP FORWARD 000000000 1.00000000 NC USD -357.99000000 -0.00007208014 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2694261.92000000 USD 1984112951.00000000 CLP 2021-10-08 -357.99000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 USD/INR FORWARD 000000000 1.00000000 NC USD 8265.81000000 0.001664294448 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -52875000.00000000 INR 718792.18000000 USD 2021-07-09 8265.81000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 USD/RUB FORWARD 000000000 1.00000000 NC USD 24767.27000000 0.004986810726 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -96393440.00000000 RUB 1340930.23000000 USD 2021-07-09 24767.27000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 THB/USD FORWARD 000000000 1.00000000 NC USD -1079.91000000 -0.00021743643 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -60480.97000000 USD 1904358.24000000 THB 2021-09-10 -1079.91000000 N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 Serbia Treasury Bonds 000000000 316000000.00000000 PA 3525148.47000000 0.709777387835 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 26644000000.00000000 PA 2020625.83000000 0.406846558553 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 EUR/CHF FORWARD 000000000 1.00000000 NC USD 62.66000000 0.000012616390 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -3194815.32000000 CHF 2912458.31000000 EUR 2021-07-23 62.66000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 THB/USD FORWARD 000000000 1.00000000 NC USD -208809.89000000 -0.04204320457 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -8145814.43000000 USD 254455074.10000000 THB 2021-09-10 -208809.89000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 TWD/USD FORWARD 000000000 1.00000000 NC USD -7247.24000000 -0.00145920863 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -94833750.00000000 TWD 3419527.28000000 USD 2021-10-08 -7247.24000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/EUR FORWARD 000000000 1.00000000 NC USD 1835.25000000 0.000369521727 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -50706.97000000 EUR 61989.63000000 USD 2021-07-23 1835.25000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PHP/USD FORWARD 000000000 1.00000000 NC USD 22835.08000000 0.004597770440 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -72880347.00000000 PHP 1507411.83000000 USD 2021-09-10 22835.08000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond 000000000 31100000.00000000 PA 4878162.87000000 0.982202516793 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 83000000.00000000 PA 2596229.23000000 0.522742465111 Long DBT NUSS TH N 2 2029-12-17 Fixed 1.60000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IRS BRL 000000000 1.00000000 NC -14386.07000000 -0.00289658925 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2023-07-03 0.00000000 USD 0.00000000 USD 17250000.00000000 BRL -14386.07000000 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 29246BAC2 1862000000.00000000 PA 501375.23000000 0.100950301555 Long DBT CORP CO N 2 2024-09-10 Fixed 7.62500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 THB/USD FORWARD 000000000 1.00000000 NC USD 31057.56000000 0.006253340532 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -70651000.00000000 THB 2234815.18000000 USD 2021-09-10 31057.56000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 IRS CNY 000000000 1.00000000 NC -967.88000000 -0.00019487954 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-05-07 250.00000000 USD 0.00000000 USD 13500000.00000000 CNY -1217.88000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/TWD FORWARD 000000000 1.00000000 NC USD -73409.25000000 -0.01478071807 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -141690780.00000000 TWD 5012054.47000000 USD 2021-07-09 -73409.25000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/BRL FORWARD 000000000 1.00000000 NC USD -28987.00000000 -0.00583643988 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4698018.87000000 USD 23402821.89000000 BRL 2021-09-02 -28987.00000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 USD/IDR FORWARD 000000000 1.00000000 NC USD 17529.07000000 0.003529422270 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3199941.83000000 USD 46760750000.00000000 IDR 2021-07-09 17529.07000000 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 CLP/USD FORWARD 000000000 1.00000000 NC USD -27840.64000000 -0.00560562396 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -1468124.96000000 USD 1059766000.00000000 CLP 2021-09-10 -27840.64000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RSD/USD FORWARD 000000000 1.00000000 NC USD 239.72000000 0.000048266856 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -209475000.00000000 RSD 2112068.97000000 USD 2021-07-16 239.72000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 CHF/EUR FORWARD 000000000 1.00000000 NC USD 16358.78000000 0.003293788115 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -2912458.31000000 EUR 3210000.00000000 CHF 2021-07-23 16358.78000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 USD/MYR FORWARD 000000000 1.00000000 NC USD -765.58000000 -0.00015414708 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1676744.03000000 USD 6974249.11000000 MYR 2021-09-10 -765.58000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RON/USD FORWARD 000000000 1.00000000 NC USD -2722.31000000 -0.00054812842 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2385203.79000000 USD 9905000.00000000 RON 2021-07-16 -2722.31000000 N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 European Bank for Reconstruction & Development 000000000 40230000000.00000000 PA 2796262.45000000 0.563018515206 Long DBT NUSS N/A N 2 2025-01-30 Fixed 5.60000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 11037000.00000000 PA 2860499.08000000 0.575952355535 Long DBT NUSS MY N 2 2026-04-15 Fixed 4.39200000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 GHS/USD FORWARD 000000000 1.00000000 NC USD 5801.41000000 0.001168095378 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -693805.61000000 USD 4133000.00000000 GHS 2021-07-09 5801.41000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/CHF FORWARD 000000000 1.00000000 NC USD 74824.42000000 0.015065658035 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2326000.00000000 CHF 2590272.56000000 USD 2021-07-23 74824.42000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 EUR/USD FORWARD 000000000 1.00000000 NC USD -33143.10000000 -0.00667325735 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1250301.04000000 USD 1026000.00000000 EUR 2021-07-23 -33143.10000000 N N N T. ROWE PRICE GOVERNMENT RESERVE FUND 5493007QR86JJLYO6D96 T. ROWE PRICE GOVERNMENT RESERVE FUND 000000000 30515682.76000000 NS USD 30515682.76000000 6.144235280224 Long STIV RF US N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/THB FORWARD 000000000 1.00000000 NC USD 6173.39000000 0.001242992363 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -7326000.00000000 THB 234687.19000000 USD 2021-09-10 6173.39000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 133500000.00000000 PA 8027762.61000000 1.616364367055 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 BRL/USD FORWARD 000000000 1.00000000 NC USD 8130.65000000 0.001637080414 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -595378.68000000 USD 3025000.00000000 BRL 2021-09-02 8130.65000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 7670000.00000000 PA 2018106.49000000 0.406339297489 Long DBT NUSS MY N 2 2043-09-30 Fixed 4.93500000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica en pesos 000000000 4445000000.00000000 PA 5244539.53000000 1.055971287360 Long DBT NUSS CL N 2 2028-10-01 Fixed 2.30000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/CNH FORWARD 000000000 1.00000000 NC USD 8447.70000000 0.001700917419 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -9459000.00000000 CNY 1459840.05000000 USD 2021-10-15 8447.70000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 UNITED STATES 10 YEAR TREASURY NOTE/BOND 000000000 -53.00000000 NC USD -105699.49000000 -0.02128225478 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B UNITED STATES TREASURY NOTE/BOND 2021-09-21 -7696066.40000000 USD -105699.49000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Standard Chartered Bank 000000000 63100000000.00000000 PA 5048000.00000000 1.016398680590 Long DBT CORP GB N 2 2029-03-20 Fixed 9.00000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond 000000000 47750000.00000000 PA 7148071.06000000 1.439241282517 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.99000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 121030000.00000000 PA 7699954.96000000 1.550361343491 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 USD/CNH FORWARD 000000000 1.00000000 NC USD -15709.66000000 -0.00316308987 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1306066.35000000 USD 8409500.00000000 CNY 2021-10-15 -15709.66000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 CZK/USD FORWARD 000000000 1.00000000 NC USD 153014.70000000 0.030809021234 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -18446160.08000000 USD 400040020.86000000 CZK 2021-07-16 153014.70000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 MXN/USD FORWARD 000000000 1.00000000 NC USD -14534.59000000 -0.00292649328 N/A DFE CORP US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 -48807000.00000000 MXN 2429102.50000000 USD 2021-07-16 -14534.59000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 68205LAS2 1230000.00000000 PA USD 1324297.95000000 0.266643163448 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 Romania Government Bond 000000000 14875000.00000000 PA 3749560.92000000 0.754962118042 Long DBT NUSS RO N 2 2023-09-25 Fixed 4.40000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/IDR FORWARD 000000000 1.00000000 NC USD -18591.08000000 -0.00374325459 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -977583.43000000 USD 13937407000.00000000 IDR 2021-07-09 -18591.08000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 CNH/USD FORWARD 000000000 1.00000000 NC USD -7236.74000000 -0.00145709449 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -652415.09000000 USD 4204750.00000000 CNY 2021-10-15 -7236.74000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 679180000.00000000 PA 10249696.94000000 2.063743749260 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/TWD FORWARD 000000000 1.00000000 NC USD 54233.25000000 0.010919691708 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -11485307.36000000 USD 321513750.00000000 TWD 2021-07-09 54233.25000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 TRY/USD FORWARD 000000000 1.00000000 NC USD 20196.40000000 0.004066480648 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -10575249.32000000 TRY 1224659.05000000 USD 2021-07-16 20196.40000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 13995000.00000000 PA 3240510.48000000 0.652466437462 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.06500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 CZK/USD FORWARD 000000000 1.00000000 NC USD 2928.83000000 0.000589710568 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -20723605.56000000 CZK 966437.33000000 USD 2021-07-16 2928.83000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 372950000.00000000 PA 5297547.56000000 1.066644284934 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 33650000000.00000000 PA 2692000.00000000 0.542025603832 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 THB/USD FORWARD 000000000 1.00000000 NC USD -145084.91000000 -0.02921238333 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -6670160.76000000 USD 209189581.70000000 THB 2021-09-10 -145084.91000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/CNH FORWARD 000000000 1.00000000 NC USD 6166.84000000 0.001241673541 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -6820000.00000000 CNY 1054670.11000000 USD 2021-09-17 6166.84000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 USD/CAD FORWARD 000000000 1.00000000 NC USD -19421.67000000 -0.00391049123 N/A DFE CORP US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 -2442755.04000000 USD 3004000.00000000 CAD 2021-07-23 -19421.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/CLP FORWARD 000000000 1.00000000 NC USD -23277.19000000 -0.00468678787 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2764473.84000000 USD 2018944963.00000000 CLP 2021-10-08 -23277.19000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 Czech Republic Government Bond 000000000 102540000.00000000 PA 5012512.54000000 1.009253393838 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/ZAR FORWARD 000000000 1.00000000 NC USD 5106.54000000 0.001028185522 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11524091.83000000 ZAR 810520.52000000 USD 2021-07-16 5106.54000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TRY/USD FORWARD 000000000 1.00000000 NC USD 30675.53000000 0.006176420011 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -32554017.37000000 TRY 3738398.82000000 USD 2021-07-16 30675.53000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 602515000.00000000 PA 8208952.74000000 1.652846421149 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/MYR FORWARD 000000000 1.00000000 NC USD -14336.96000000 -0.00288670111 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2917377.63000000 USD 12080423.16000000 MYR 2021-09-10 -14336.96000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/MXN FORWARD 000000000 1.00000000 NC USD -13502.92000000 -0.00271876982 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4955133.16000000 USD 98699659.10000000 MXN 2021-07-16 -13502.92000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEA2 48250000.00000000 PA 957257.32000000 0.192740704642 Long DBT NUSS DO N 2 2026-06-05 Fixed 9.75000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.EM.35.5Y 000000000 1.00000000 NC USD 135316.06000000 0.027245456586 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDX.EM.35.5Y.V1 CDX.EM.35.5Y.V1 Y Default Event 2026-06-20 135284.20000000 USD 0.00000000 USD -5220000.00000000 USD 31.86000000 N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 PLN CALL VERSUS EUR PUT 000000000 1.00000000 NC 11496.29000000 0.002314741281 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Purchased CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 PLN CALL VERSUS EUR PUT 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US 9180000.00000000 EUR 2040000.00000000 PLN 2021-08-12 2040000.00000000 USD 4.50000000 EUR 2021-08-12 XXXX -19487.67000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 BRL/USD FORWARD 000000000 1.00000000 NC USD -82778.54000000 -0.01666719469 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -13643000.00000000 BRL 2639098.42000000 USD 2021-09-02 -82778.54000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 BRL/USD FORWARD 000000000 1.00000000 NC USD 11999.82000000 0.002416125438 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -188478.66000000 USD 1004868.31000000 BRL 2021-09-02 11999.82000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 25150000.00000000 PA 5332190.26000000 1.073619481957 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/ZAR FORWARD 000000000 1.00000000 NC USD 186948.85000000 0.037641553977 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -52623424.62000000 ZAR 3821432.95000000 USD 2021-10-15 186948.85000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 USD/KRW FORWARD 000000000 1.00000000 NC USD 41504.46000000 0.008356790487 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -3831947000.00000000 KRW 3440735.39000000 USD 2021-07-09 41504.46000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 JPY CALL VERSUS USD PUT 000000000 1.00000000 NC USD 1031.95000000 0.000207779837 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Purchased BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 JPY CALL VERSUS USD PUT 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US 807047500.00000000 USD 7490000.00000000 JPY 2021-07-19 7490000.00000000 USD 107.75000000 USD 2021-07-19 XXXX -48027.55000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 HUF/USD FORWARD 000000000 1.00000000 NC USD 9964.97000000 0.002006414889 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -70211000.00000000 HUF 246829.86000000 USD 2021-07-16 9964.97000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 CLP/USD FORWARD 000000000 1.00000000 NC USD -5920.60000000 -0.00119209390 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -611631.69000000 USD 445684239.00000000 CLP 2021-09-10 -5920.60000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 108735000.00000000 PA 23070535.24000000 4.645178601118 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 USD/CNH FORWARD 000000000 1.00000000 NC USD 23368.83000000 0.004705239298 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -10000000.00000000 CNY 1560763.65000000 USD 2021-09-17 23368.83000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica en pesos 000000000 655000000.00000000 PA 976506.94000000 0.196616554160 Long DBT NUSS CL N 2 2043-01-01 Fixed 6.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 IRS MXN 000000000 1.00000000 NC -193987.13000000 -0.03905868918 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-04-22 251.00000000 USD 0.00000000 USD 133000000.00000000 MXN -194238.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/CLP FORWARD 000000000 1.00000000 NC USD -57519.30000000 -0.01158132738 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2760204000.00000000 CLP 3690112.30000000 USD 2021-10-08 -57519.30000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 USD/MXN FORWARD 000000000 1.00000000 NC USD 11291.14000000 0.002273434983 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -34900809.66000000 MXN 1758682.15000000 USD 2021-07-16 11291.14000000 N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 Egypt Government Bond 000000000 14440000.00000000 PA 949908.02000000 0.191260946555 Long DBT NUSS EG N 2 2024-12-09 Fixed 15.25000000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 Serbia Treasury Bonds 000000000 174100000.00000000 PA 2110887.48000000 0.425020453555 Long DBT NUSS RS N 2 2028-02-08 Fixed 5.87500000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 PLN/USD FORWARD 000000000 1.00000000 NC USD 10813.60000000 0.002177283829 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -17884000.00000000 PLN 4701909.61000000 USD 2021-08-13 10813.60000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IDR/USD FORWARD 000000000 1.00000000 NC USD -15543.72000000 -0.00312967838 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -20540706130.00000000 IDR 1397802.39000000 USD 2021-07-09 -15543.72000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 IRS MXN 000000000 1.00000000 NC -149552.34000000 -0.03011188610 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-10-31 407.05000000 USD 0.00000000 USD 51000000.00000000 MXN -149959.39000000 N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 Egypt Government Bond 000000000 79000000.00000000 PA 5063357.55000000 1.019490874242 Long DBT NUSS EG N 2 2023-10-13 Fixed 14.31300000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BC5 14500000.00000000 PA 346005.96000000 0.069667195170 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 000000000 13804000.00000000 PA 3810164.51000000 0.767164457368 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/CNH FORWARD 000000000 1.00000000 NC USD -6306.75000000 -0.00126984397 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -651485.10000000 USD 4204750.00000000 CNY 2021-10-15 -6306.75000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 ZAR/USD FORWARD 000000000 1.00000000 NC USD -64159.25000000 -0.01291826011 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -2079215.72000000 USD 28832000.00000000 ZAR 2021-07-16 -64159.25000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 287000000.00000000 PA 3605888.21000000 0.726034076663 Long DBT NUSS RU N 2 2025-07-16 Fixed 4.50000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 Egypt Government Bond 000000000 27400000.00000000 PA 1748373.96000000 0.352029513891 Long DBT NUSS EG N 2 2026-04-06 Fixed 14.48300000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 178000000.00000000 PA 5154224.87000000 1.037786718964 Long DBT NUSS TH N 2 2035-12-17 Fixed 1.58500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 95594000.00000000 PA 5674387.54000000 1.142519811571 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 USD/CZK FORWARD 000000000 1.00000000 NC USD -43307.00000000 -0.00871972616 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -7393747.10000000 USD 158263156.76000000 CZK 2021-11-12 -43307.00000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RUB CALL VERSUS EUR PUT 000000000 1.00000000 NC 43334.79000000 0.008725321588 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Purchased BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RUB CALL VERSUS EUR PUT 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US 273615000.00000000 EUR 3145000.00000000 RUB 2021-08-10 3145000.00000000 USD 87.00000000 EUR 2021-08-10 XXXX 11255.36000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 Romania Government Bond 000000000 10500000.00000000 PA 2689100.20000000 0.541441738362 Long DBT NUSS RO N 2 2023-04-26 Fixed 5.85000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 Czech Republic Government Bond 000000000 138980000.00000000 PA 6263798.13000000 1.261195751746 Long DBT NUSS CZ N 2 2026-06-26 Fixed 1.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/EGP FORWARD 000000000 1.00000000 NC USD 292.95000000 0.000058984547 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -5425000.00000000 EGP 341624.69000000 USD 2021-08-11 292.95000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 86931800.00000000 PA 4549302.32000000 0.915987495177 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 BRL/USD FORWARD 000000000 1.00000000 NC USD -26369.18000000 -0.00530935019 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -2084396.76000000 USD 10315554.52000000 BRL 2021-09-02 -26369.18000000 N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 1570000.00000000 PA 1850915.08000000 0.372675840966 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 Philippine Government Bond 000000000 76200000.00000000 PA 1466504.60000000 0.295276018327 Long DBT NUSS PH N 2 2030-07-09 Fixed 2.87500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 MXN/USD FORWARD 000000000 1.00000000 NC USD -7147.21000000 -0.00143906791 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -95803767.52000000 MXN 4789493.42000000 USD 2021-07-16 -7147.21000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 USD/IDR FORWARD 000000000 1.00000000 NC USD -17704.50000000 -0.00356474454 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1353514.79000000 USD 19413848020.00000000 IDR 2021-07-09 -17704.50000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS REPUBLIC OF COLOMBIA 000000000 1.00000000 NC USD 43857.17000000 0.008830501133 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 COLOMBIA GOVERNMENT INTERNATIONAL BOND COLOMBIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 37114.74000000 USD 0.00000000 USD -2560000.00000000 USD 6742.43000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 USD/CAD FORWARD 000000000 1.00000000 NC USD 7209.24000000 0.001451557453 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -324000.00000000 CAD 268580.75000000 USD 2021-07-23 7209.24000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 464750000.00000000 PA 6402268.89000000 1.289076397103 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CZK/USD FORWARD 000000000 1.00000000 NC USD 32508.05000000 0.006545392061 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -3681179.41000000 USD 79875780.82000000 CZK 2021-07-16 32508.05000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PLN CALL VERSUS EUR PUT 000000000 1.00000000 NC 23161.65000000 0.004663524267 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PLN CALL VERSUS EUR PUT 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US 18495000.00000000 EUR 4110000.00000000 PLN 2021-08-12 4110000.00000000 USD 4.50000000 EUR 2021-08-12 XXXX -15330.21000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/RUB FORWARD 000000000 1.00000000 NC USD -46315.20000000 -0.00932541762 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -164481000.00000000 RUB 2199520.20000000 USD 2021-07-09 -46315.20000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 CZK/USD FORWARD 000000000 1.00000000 NC USD 69610.76000000 0.014015904243 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -316526156.76000000 CZK 14785951.64000000 USD 2021-07-16 69610.76000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 USD/BRL FORWARD 000000000 1.00000000 NC USD -303974.70000000 -0.06120433518 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -23303051.49000000 BRL 4345152.25000000 USD 2021-09-02 -303974.70000000 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 000000000 4371000000.00000000 PA 1176966.23000000 0.236978392090 Long DBT CORP CO N 2 2024-09-10 Fixed 7.62500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 IRS PLN 000000000 1.00000000 NC -17830.76000000 -0.00359016658 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2023-05-14 248.53000000 USD 0.00000000 USD 42000000.00000000 PLN -18079.29000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 197157000000.00000000 PA 15712461.11000000 3.163653871043 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 USD/TWD FORWARD 000000000 1.00000000 NC USD -25570.15000000 -0.00514846805 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -54787102.00000000 TWD 1940809.17000000 USD 2021-07-09 -25570.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/CHF FORWARD 000000000 1.00000000 NC USD 39300.89000000 0.007913108704 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3215000.00000000 CHF 3516156.33000000 USD 2021-07-23 39300.89000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/PHP FORWARD 000000000 1.00000000 NC USD 9604.34000000 0.001933803190 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -24497867.67000000 PHP 508627.28000000 USD 2021-09-10 9604.34000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 USD/PLN FORWARD 000000000 1.00000000 NC USD -410580.10000000 -0.08266899205 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -22518995.19000000 USD 84284545.57000000 PLN 2021-08-13 -410580.10000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT US Long Bond 000000000 -3.00000000 NC USD -11183.94000000 -0.00225185060 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2021-09-21 -471066.06000000 USD -11183.94000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/BRL FORWARD 000000000 1.00000000 NC USD -25353.07000000 -0.00510475968 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -11511557.23000000 BRL 2271285.68000000 USD 2021-09-02 -25353.07000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638BV3 11669000.00000000 PA 3397026.60000000 0.683980458432 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/IDR FORWARD 000000000 1.00000000 NC USD 771.20000000 0.000155278657 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -918481.55000000 USD 13359856052.00000000 IDR 2021-07-09 771.20000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CDS REPUBLIC OF SOUTH AFRICA 000000000 1.00000000 NC USD 19571.90000000 0.003940739567 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2025-12-20 31975.71000000 USD 0.00000000 USD -650000.00000000 USD -12403.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/ZAR FORWARD 000000000 1.00000000 NC USD 2908.06000000 0.000585528594 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1190013.59000000 USD 17272223.77000000 ZAR 2021-10-15 2908.06000000 N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 USD CALL VERSUS CAD PUT 000000000 1.00000000 NC USD 71381.40000000 0.014372416952 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Call Purchased CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 USD CALL VERSUS CAD PUT 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US 3750000.00000000 CAD 4567500.00000000 USD 2021-07-29 3750000.00000000 USD 1.21800000 USD 2021-07-29 XXXX 45056.40000000 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 000000000 22000000000.00000000 PA 1484013.79000000 0.298801437823 Long DBT NUSS N/A N 2 2026-02-09 Fixed 4.60000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 USD/HUF FORWARD 000000000 1.00000000 NC USD -76.98000000 -0.00001549967 N/A DFE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 -3794656.02000000 USD 1124781250.00000000 HUF 2021-07-16 -76.98000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 GHS/USD FORWARD 000000000 1.00000000 NC USD -17593.82000000 -0.00354245947 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -4133000.00000000 GHS 682013.20000000 USD 2021-07-09 -17593.82000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 108680000.00000000 PA 6458317.37000000 1.300361579576 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/TWD FORWARD 000000000 1.00000000 NC USD -6030.44000000 -0.00121420983 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -77591250.00000000 TWD 2797694.17000000 USD 2021-10-08 -6030.44000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/MXN FORWARD 000000000 1.00000000 NC USD 51536.92000000 0.010376794272 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -6119467.67000000 USD 123254071.94000000 MXN 2021-07-16 51536.92000000 N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756BL3 91000.00000000 PA 19024.23000000 0.003830467961 Long DBT NUSS BR N 2 2022-01-05 Fixed 12.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 ZAR/USD FORWARD 000000000 1.00000000 NC USD 3961.81000000 0.000797697792 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1964313.41000000 USD 28498510.33000000 ZAR 2021-10-15 3961.81000000 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 USD/RUB FORWARD 000000000 1.00000000 NC USD -160013.77000000 -0.03221826162 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -174296000.00000000 RUB 2219836.34000000 USD 2021-07-09 -160013.77000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond 000000000 90900000.00000000 PA 14070381.66000000 2.833026417318 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 20600000.00000000 PA 4403920.46000000 0.886715321903 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 CZK/USD FORWARD 000000000 1.00000000 NC USD -21792.58000000 -0.00438786639 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -31333694.44000000 CZK 1435013.81000000 USD 2021-07-16 -21792.58000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/MXN FORWARD 000000000 1.00000000 NC USD 221601.87000000 0.044618828899 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -12613379.35000000 USD 256354321.98000000 MXN 2021-07-16 221601.87000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond 000000000 62720000.00000000 PA 16218338.23000000 3.265510613775 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23200000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 Turkey Government Bond 000000000 73075000.00000000 PA 6898974.93000000 1.389086572162 Long DBT NUSS TR N 2 2028-03-08 Fixed 12.40000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS FEDERATIVE REPUBLIC OF BRAZIL 000000000 1.00000000 NC USD 140102.53000000 0.028209197036 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 BRAZILIAN GOVERNMENT INTERNATIONAL BOND BRAZILIAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 183442.34000000 USD 0.00000000 USD -4550000.00000000 USD -43339.81000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/CZK FORWARD 000000000 1.00000000 NC USD -1252.31000000 -0.00025214861 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -139308544.92000000 CZK 6475659.60000000 USD 2021-07-16 -1252.31000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CDS REPUBLIC OF SOUTH AFRICA 000000000 1.00000000 NC USD 51188.05000000 0.010306550412 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2025-12-20 95997.29000000 USD 0.00000000 USD -1700000.00000000 USD -44809.24000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 287710000.00000000 PA 10511005.39000000 2.116357371250 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 CLP/USD FORWARD 000000000 1.00000000 NC USD -1146.00000000 -0.00023074344 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -142304.32000000 USD 103864761.00000000 CLP 2021-09-10 -1146.00000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.EM.34.V1 000000000 1.00000000 NC USD 82634.25000000 0.016638142367 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDX.EM.34.V1 CDX.EM.34.V1 Y Default Event 2025-12-20 82662.69000000 USD 0.00000000 USD -2390000.00000000 USD -28.44000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/EGP FORWARD 000000000 1.00000000 NC USD -12896.84000000 -0.00259673755 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -19215418.01000000 EGP 1196104.45000000 USD 2021-08-11 -12896.84000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 RSD/USD FORWARD 000000000 1.00000000 NC USD 101012.19000000 0.020338481901 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -8023696.15000000 USD 805900041.36000000 RSD 2021-07-16 101012.19000000 N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 Ooredoo International Finance Ltd 74735KAA0 1410000.00000000 PA USD 1430264.52000000 0.287979193942 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 TRY/USD FORWARD 000000000 1.00000000 NC USD -10069.92000000 -0.00202754623 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1193889.27000000 USD 10394000.00000000 TRY 2021-07-16 -10069.92000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 PHP/USD FORWARD 000000000 1.00000000 NC USD -20213.17000000 -0.00406985723 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -2353277.17000000 USD 114534000.00000000 PHP 2021-09-10 -20213.17000000 N N N GOVERNMENT OF UKRAINE 6354001WLTJXOMEXPY07 Ukraine Government Bond 000000000 97200000.00000000 PA 3552525.13000000 0.715289590906 Long DBT NUSS UA N 2 2023-11-22 Fixed 11.67000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/PLN FORWARD 000000000 1.00000000 NC USD -193514.81000000 -0.03896358905 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -6053623.34000000 USD 22340660.00000000 PLN 2021-08-13 -193514.81000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 IRS PLN 000000000 1.00000000 NC 126324.42000000 0.025435018584 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2023-09-28 177.48000000 USD 0.00000000 USD 8770000.00000000 PLN 126146.94000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/KRW FORWARD 000000000 1.00000000 NC USD -46598.85000000 -0.00938252964 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4975307.04000000 USD 5556124000.00000000 KRW 2021-07-09 -46598.85000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 40920000.00000000 PA 8724668.07000000 1.756684056048 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 000000000 12010000.00000000 PA 541194.12000000 0.108967707906 Long DBT CORP MX N 2 2026-11-12 Fixed 7.47000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 14280000000.00000000 PA 983064.74000000 0.197936946250 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796A90 5555000.00000000 PA USD 5553455.38000000 1.118170507319 Long DBT UST US N 2 2021-12-30 None 0.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 ZCS IFS USD 000000000 1.00000000 NC USD 137084.16000000 0.027601457875 N/A DO CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2051-03-05 250.00000000 USD 0.00000000 USD -2360000.00000000 USD 136834.16000000 N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 Bahamas Government International Bond 056732AL4 1500000.00000000 PA USD 1706250.00000000 0.343547989056 Long DBT NUSS BS N 2 2032-10-15 Fixed 8.95000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 IRS CNY 000000000 1.00000000 NC -25110.06000000 -0.00505583039 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-07-23 400.00000000 USD 0.00000000 USD 23600000.00000000 CNY -25510.06000000 N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 Hungary Government Bond 000000000 1093880000.00000000 PA 3784843.90000000 0.762066233399 Long DBT NUSS HU N 2 2024-10-24 Fixed 2.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 USD/INR FORWARD 000000000 1.00000000 NC USD -28447.01000000 -0.00572771462 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -2633922.48000000 USD 193890785.44000000 INR 2021-07-09 -28447.01000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 IRS HUF 000000000 1.00000000 NC -8056.42000000 -0.00162213444 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-05-17 250.12000000 USD 0.00000000 USD -885000000.00000000 HUF -8306.54000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 IRS CNY 000000000 1.00000000 NC -7673.71000000 -0.00154507700 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-01-05 250.00000000 USD 0.00000000 USD 22000000.00000000 CNY -7923.71000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 IRS MXN 000000000 1.00000000 NC 8549.00000000 0.001721313851 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2024-12-03 279.93000000 USD 0.00000000 USD 27500000.00000000 MXN 8269.07000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 USD/HUF FORWARD 000000000 1.00000000 NC USD -65993.40000000 -0.01328756035 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -5177873.84000000 USD 1515253000.00000000 HUF 2021-07-16 -65993.40000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 124289000.00000000 PA 8262244.88000000 1.663576623364 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PLN/USD FORWARD 000000000 1.00000000 NC USD -48405.44000000 -0.00974628077 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2661268.01000000 USD 9961091.00000000 PLN 2021-08-13 -48405.44000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 CNH/USD FORWARD 000000000 1.00000000 NC USD -32999.58000000 -0.00664436005 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2618897.67000000 USD 16820000.00000000 CNY 2021-09-17 -32999.58000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 5 Year US Treasury Note 000000000 -46.00000000 NC USD -784.30000000 -0.00015791630 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B UNITED STATES TREASURY NOTE/BOND 2021-09-30 -5676981.44000000 USD -784.30000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/INR FORWARD 000000000 1.00000000 NC USD -18435.77000000 -0.00371198341 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1300084.24000000 USD 95376000.00000000 INR 2021-07-09 -18435.77000000 N N N CHINA DEVELOPMENT BANK 300300C1020111000029 China Development Bank 000000000 37900000.00000000 PA 5964774.73000000 1.200988345005 Long DBT NUSS CN N 2 2026-02-26 Fixed 3.68000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond 000000000 15500000.00000000 PA 2373450.62000000 0.477886703370 Long DBT NUSS CN N 2 2027-06-04 Fixed 2.85000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 191000000.00000000 PA 2385508.38000000 0.480314494843 Long DBT NUSS RU N 2 2035-07-18 Fixed 6.10000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government Bond 000000000 73270000.00000000 PA 2607128.51000000 0.524937000335 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 718286BM8 73000000.00000000 PA 1793234.45000000 0.361062030302 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond 000000000 96350000.00000000 PA 15023133.66000000 3.024859990165 Long DBT NUSS CN N 2 2026-12-05 Fixed 3.12000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/CNH FORWARD 000000000 1.00000000 NC USD 480.97000000 0.000096841773 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -346754.56000000 USD 2263000.00000000 CNY 2021-10-15 480.97000000 N N N NATL HIGHWAYS AUTH OF IN 335800P7TS317PBS7B04 National Highways Authority of India 000000000 80000000.00000000 PA 1094046.14000000 0.220282696751 Long DBT NUSS IN N 2 2022-05-18 Fixed 7.30000000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 CLP/USD FORWARD 000000000 1.00000000 NC USD -28834.58000000 -0.00580575060 N/A DFE CORP US N 2 Credit Suisse AG ANGGYXNX0JLX3X63JN86 -1467717.49000000 USD 1059765417.00000000 CLP 2021-10-08 -28834.58000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/RUB FORWARD 000000000 1.00000000 NC USD 74676.48000000 0.015035870789 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2448221.08000000 USD 184772541.15000000 RUB 2021-07-09 74676.48000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 THB/USD FORWARD 000000000 1.00000000 NC USD -32261.72000000 -0.00649579430 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1454218.92000000 USD 45587000.00000000 THB 2021-09-10 -32261.72000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 RUB/USD FORWARD 000000000 1.00000000 NC USD -177870.50000000 -0.03581365719 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -250817714.00000000 RUB 3246812.60000000 USD 2021-07-09 -177870.50000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 USD/IDR FORWARD 000000000 1.00000000 NC USD -10286.75000000 -0.00207120426 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -1792857.87000000 USD 25906796160.00000000 IDR 2021-07-09 -10286.75000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 ZAR/USD FORWARD 000000000 1.00000000 NC USD 195654.12000000 0.039394332293 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -52624000.00000000 ZAR 3843833.32000000 USD 2021-09-17 195654.12000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 USD/PEN FORWARD 000000000 1.00000000 NC USD -3462.58000000 -0.00069717942 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2853871.18000000 USD 10966000.00000000 PEN 2021-07-09 -3462.58000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 70335000000.00000000 PA 5460809.40000000 1.099516535086 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.37500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES 000000000 24799700000.00000000 PA 6350557.77000000 1.278664528217 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/BRL FORWARD 000000000 1.00000000 NC USD -85105.99000000 -0.01713581932 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -6727000.00000000 BRL 1256979.06000000 USD 2021-09-02 -85105.99000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/RON FORWARD 000000000 1.00000000 NC USD -54184.21000000 -0.01090981766 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2384846.62000000 USD 9689565.82000000 RON 2021-07-16 -54184.21000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/EUR FORWARD 000000000 1.00000000 NC USD 76148.12000000 0.015332180803 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -2603302.73000000 EUR 3166201.86000000 USD 2021-08-20 76148.12000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES 000000000 18724100000.00000000 PA 5286657.44000000 1.064451594046 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N THIRD PKSTAN INTL SUKUK 529900OMZDJ2H3CXKF72 Third Pakistan International Sukuk Co Ltd/The 000000000 1420000.00000000 PA USD 1462791.70000000 0.294528437769 Long DBT NUSS PK N 2 2022-12-05 Fixed 5.62500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 Romania Government Bond 000000000 19575000.00000000 PA 5068697.13000000 1.020565981625 Long DBT NUSS RO N 2 2025-02-24 Fixed 4.75000000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 USD/CZK FORWARD 000000000 1.00000000 NC USD -28540.06000000 -0.00574644994 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -7380843.56000000 USD 158263000.00000000 CZK 2021-10-15 -28540.06000000 N N N HDFC BANK LTD 335800ZQ6I4E2JXENC50 HDFC Bank Ltd 000000000 130000000.00000000 PA 1827450.31000000 0.367951284454 Long DBT CORP IN N 2 2025-03-22 Fixed 8.10000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 USD/TWD FORWARD 000000000 1.00000000 NC USD 5147.66000000 0.001036464903 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -370526.39000000 USD 10467000.00000000 TWD 2021-07-09 5147.66000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 USD CALL VERSUS CAD PUT 000000000 1.00000000 NC USD 71381.40000000 0.014372416952 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 Call Purchased CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 USD CALL VERSUS CAD PUT 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP CA 3750000.00000000 CAD 4567500.00000000 USD 2021-07-29 3750000.00000000 USD 1.21800000 USD 2021-07-29 XXXX 39412.65000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 230517000000.00000000 PA 15921570.72000000 3.205757423282 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.12500000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Eurex 10 Year Euro BUND 000000000 -51.00000000 NC -54816.37000000 -0.01103710105 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE 2021-09-08 -10659133.86000000 USD -54816.37000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 IRS CNY 000000000 1.00000000 NC -15845.10000000 -0.00319036028 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-11-06 402.00000000 USD 0.00000000 USD 17500000.00000000 CNY -16247.10000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 51300000000.00000000 PA 3717870.21000000 0.748581294779 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 USD/PLN FORWARD 000000000 1.00000000 NC USD 55089.56000000 0.011092106992 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -9639000.00000000 PLN 2583465.45000000 USD 2021-08-13 55089.56000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CME Ultra Long Term US Treasury Bond 000000000 -11.00000000 NC USD -91538.92000000 -0.01843106923 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2021-09-21 -2028023.58000000 USD -91538.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CAD/USD FORWARD 000000000 1.00000000 NC USD -38294.12000000 -0.00771039878 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4319250.00000000 CAD 3446054.30000000 USD 2021-07-23 -38294.12000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 IDR/USD FORWARD 000000000 1.00000000 NC USD -25583.74000000 -0.00515120435 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -2530767.68000000 USD 36408808000.00000000 IDR 2021-07-09 -25583.74000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 Czech Republic Government Bond 000000000 95760000.00000000 PA 4536053.20000000 0.913319827172 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/TWD FORWARD 000000000 1.00000000 NC USD 11752.57000000 0.002366342440 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2773096.85000000 USD 77591250.00000000 TWD 2021-07-09 11752.57000000 N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 Studio City Finance Ltd 86389QAG7 1300000.00000000 PA USD 1314326.00000000 0.264635343158 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 KRW/USD FORWARD 000000000 1.00000000 NC USD -5433.07000000 -0.00109393129 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1455407.85000000 USD 1634554000.00000000 KRW 2021-07-09 -5433.07000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 THB/USD FORWARD 000000000 1.00000000 NC USD -56134.51000000 -0.01130250433 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2046590.31000000 USD 63812685.87000000 THB 2021-09-10 -56134.51000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 USD/PLN FORWARD 000000000 1.00000000 NC USD 11400.53000000 0.002295460311 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1035000.00000000 PLN 282888.14000000 USD 2021-08-13 11400.53000000 N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 Egypt Treasury Bills 000000000 3825000.00000000 PA 243658.74000000 0.049059909241 Long DBT NUSS EG N 2 2021-07-13 None 0.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 PEN/USD FORWARD 000000000 1.00000000 NC USD 237985.33000000 0.047917586254 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -17229000.00000000 PEN 4716344.78000000 USD 2021-07-09 237985.33000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 240976000.00000000 PA 3484771.39000000 0.701647591710 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AK6 510000.00000000 PA USD 498525.00000000 0.100376416846 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.73900000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 107415000.00000000 PA 5934906.85000000 1.194974542742 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IDR/USD FORWARD 000000000 1.00000000 NC USD -9600.89000000 -0.00193310854 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -13693804087.00000000 IDR 932629.85000000 USD 2021-07-09 -9600.89000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 MXN/USD FORWARD 000000000 1.00000000 NC USD -2489.23000000 -0.00050119851 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -43467382.97000000 MXN 2173807.39000000 USD 2021-07-16 -2489.23000000 N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 Egypt Treasury Bills 000000000 46350000.00000000 PA 2888342.32000000 0.581558502999 Long DBT NUSS EG N 2 2021-09-14 None 0.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/INR FORWARD 000000000 1.00000000 NC USD -12494.16000000 -0.00251565921 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1677802.47000000 USD 123926684.75000000 INR 2021-07-09 -12494.16000000 N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 Hungary Government Bond 000000000 2279120000.00000000 PA 8747325.95000000 1.761246147835 Long DBT NUSS HU N 2 2025-06-24 Fixed 5.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 IRS CNY 000000000 1.00000000 NC -13063.89000000 -0.00263037253 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-08-04 399.00000000 USD 0.00000000 USD 20000000.00000000 CNY -13462.89000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 MYR/USD FORWARD 000000000 1.00000000 NC USD 1316.90000000 0.000265153609 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -986000.00000000 MYR 238262.09000000 USD 2021-09-10 1316.90000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 IRS PLN 000000000 1.00000000 NC -20515.16000000 -0.00413066195 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-06-21 244.42000000 USD 0.00000000 USD -6500000.00000000 PLN -20759.58000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 PEN/USD FORWARD 000000000 1.00000000 NC USD -59790.54000000 -0.01203863430 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1143444.87000000 USD 4169000.00000000 PEN 2021-07-09 -59790.54000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 000000000 970000.00000000 PA USD 1104354.70000000 0.222358292389 Long DBT NUSS PY N 2 2027-03-27 Fixed 4.70000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 MXN/USD FORWARD 000000000 1.00000000 NC USD 4572.38000000 0.000920634112 N/A DFE CORP US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 -1241574.29000000 USD 24889408.06000000 MXN 2021-07-16 4572.38000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RSD/USD FORWARD 000000000 1.00000000 NC USD -12306.60000000 -0.00247789461 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -472911.71000000 USD 45688000.00000000 RSD 2021-07-16 -12306.60000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 IRS CZK 000000000 1.00000000 NC -8020.69000000 -0.00161494031 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-05-03 250.85000000 USD 0.00000000 USD -62000000.00000000 CZK -8271.54000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 USD/EUR FORWARD 000000000 1.00000000 NC USD 75037.23000000 0.015108506649 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -2564447.46000000 EUR 3118970.76000000 USD 2021-08-20 75037.23000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 183710000.00000000 PA 10192164.26000000 2.052159727856 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IRS BRL 000000000 1.00000000 NC 4391.13000000 0.000884140003 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2024-07-01 0.00000000 USD 0.00000000 USD 15600000.00000000 BRL 4391.13000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 IRS MXN 000000000 1.00000000 NC 21933.56000000 0.004416252267 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2024-09-13 399.23000000 USD 0.00000000 USD 56500000.00000000 MXN 21534.33000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/EUR FORWARD 000000000 1.00000000 NC USD -51032.63000000 -0.01027525709 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2283731.51000000 USD 1881000.00000000 EUR 2021-08-20 -51032.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/EUR FORWARD 000000000 1.00000000 NC USD 75393.17000000 0.015180174031 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2603302.73000000 EUR 3165446.91000000 USD 2021-08-20 75393.17000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/BRL FORWARD 000000000 1.00000000 NC USD 13981.35000000 0.002815100176 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -184492.35000000 USD 994819.63000000 BRL 2021-09-02 13981.35000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 CNH CALL VERSUS USD PUT 000000000 1.00000000 NC USD 1526.18000000 0.000307291469 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 Put Purchased STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 CNH CALL VERSUS USD PUT 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US 31900000.00000000 USD 5000000.00000000 CNY 2021-07-23 5000000.00000000 USD 6.38000000 USD 2021-07-23 XXXX -21473.82000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 IRS CNY 000000000 1.00000000 NC 6681.93000000 0.001345385268 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-12-02 250.00000000 USD 0.00000000 USD 13640000.00000000 CNY 6431.93000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 IRS CZK 000000000 1.00000000 NC 17191.07000000 0.003461367049 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-03-31 249.07000000 USD 0.00000000 USD -58000000.00000000 CZK 16942.00000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 USD/RON FORWARD 000000000 1.00000000 NC USD 16305.08000000 0.003282975792 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -10320000.00000000 RON 2498607.85000000 USD 2021-07-16 16305.08000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/CLP FORWARD 000000000 1.00000000 NC USD -90890.18000000 -0.01830044751 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -3968234.56000000 USD 2855740000.00000000 CLP 2021-10-08 -90890.18000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 10 Year US Treasury Note 000000000 -21.00000000 NC USD -16107.84000000 -0.00324326214 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2021-09-21 -2766392.16000000 USD -16107.84000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/RUB FORWARD 000000000 1.00000000 NC USD 5706.82000000 0.001149049983 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -102407910.00000000 RUB 1403991.78000000 USD 2021-07-09 5706.82000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 MYR/USD FORWARD 000000000 1.00000000 NC USD -2372.97000000 -0.00047778993 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -5146297.83000000 MYR 1234331.38000000 USD 2021-09-10 -2372.97000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 USD/MXN FORWARD 000000000 1.00000000 NC USD 74308.00000000 0.014961678517 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -4204019.07000000 USD 85451440.65000000 MXN 2021-07-16 74308.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 KRW/USD FORWARD 000000000 1.00000000 NC USD 26598.09000000 0.005355440487 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -5739605.43000000 USD 6500231000.00000000 KRW 2021-07-09 26598.09000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 PLN CALL VERSUS EUR PUT 000000000 1.00000000 NC 23161.65000000 0.004663524267 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Purchased BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 PLN CALL VERSUS EUR PUT 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US 18495000.00000000 EUR 4110000.00000000 PLN 2021-08-12 4110000.00000000 USD 4.50000000 EUR 2021-08-12 XXXX -7362.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PHP/USD FORWARD 000000000 1.00000000 NC USD 9165.47000000 0.001845438117 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -24497867.67000000 PHP 508188.41000000 USD 2021-09-10 9165.47000000 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 USD/TRY FORWARD 000000000 1.00000000 NC USD -20122.54000000 -0.00405160917 N/A DFE CORP US N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 -1101664.64000000 USD 9496000.00000000 TRY 2021-07-16 -20122.54000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 MYR/USD FORWARD 000000000 1.00000000 NC USD 24661.33000000 0.004965480046 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -7382966.09000000 USD 30825360.00000000 MYR 2021-09-10 24661.33000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 COP/USD FORWARD 000000000 1.00000000 NC USD -47578.70000000 -0.00957981931 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1900726.04000000 USD 6980188305.38000000 COP 2021-09-10 -47578.70000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 RUB/USD FORWARD 000000000 1.00000000 NC USD 19583.51000000 0.003943077203 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -373430.49000000 USD 28783648.40000000 RUB 2021-07-09 19583.51000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 USD/ZAR FORWARD 000000000 1.00000000 NC USD 22081.66000000 0.004446071729 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -6391000.00000000 ZAR 468745.99000000 USD 2021-07-16 22081.66000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 BRL/USD FORWARD 000000000 1.00000000 NC USD 29116.34000000 0.005862482083 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -2479886.42000000 USD 12576000.00000000 BRL 2021-09-02 29116.34000000 N N N GOVERNMENT OF UKRAINE 6354001WLTJXOMEXPY07 Ukraine Government Bond 000000000 30000000.00000000 PA 1074984.90000000 0.216444776944 Long DBT NUSS UA N 2 2023-02-15 Fixed 9.84000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 2135000.00000000 PA USD 2256161.25000000 0.454270863252 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 RON/USD FORWARD 000000000 1.00000000 NC USD 4339.43000000 0.000873730373 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -18547230.24000000 RON 4465564.33000000 USD 2021-07-16 4339.43000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 USD/CZK FORWARD 000000000 1.00000000 NC USD -6990.81000000 -0.00140757727 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -1307696.26000000 USD 27976200.00000000 CZK 2021-07-16 -6990.81000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 USD/CLP FORWARD 000000000 1.00000000 NC USD -7958.21000000 -0.00160236017 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -347453.00000000 USD 250044554.00000000 CLP 2021-10-08 -7958.21000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 IDR/USD FORWARD 000000000 1.00000000 NC USD 20079.31000000 0.004042904950 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -33312379200.00000000 IDR 2312207.01000000 USD 2021-07-09 20079.31000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES 000000000 4800000000.00000000 PA 1297545.59000000 0.261256661188 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 000000000 10700000.00000000 PA 3114935.69000000 0.627182354484 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/IDR FORWARD 000000000 1.00000000 NC USD 1110.87000000 0.000223670127 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3547497052.00000000 IDR 241753.92000000 USD 2021-10-08 1110.87000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 Romania Government Bond 000000000 12665000.00000000 PA 3423955.71000000 0.689402548740 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES 000000000 20110000000.00000000 PA 5255896.82000000 1.058258041435 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 RON/USD FORWARD 000000000 1.00000000 NC USD 71161.43000000 0.014328126695 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -9993000.00000000 RON 2474809.84000000 USD 2021-07-16 71161.43000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 250949000.00000000 PA 13298131.69000000 2.677536351828 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HUF/USD FORWARD 000000000 1.00000000 NC USD 50374.41000000 0.010142726596 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -3078690.73000000 USD 927511000.00000000 HUF 2021-07-16 50374.41000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 IRS PLN 000000000 1.00000000 NC 356587.78000000 0.071797810837 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2023-09-25 398.88000000 USD 0.00000000 USD 25000000.00000000 PLN 356188.90000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TRY/USD FORWARD 000000000 1.00000000 NC USD -8007.17000000 -0.00161221811 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -378961.53000000 USD 3257000.00000000 TRY 2021-07-16 -8007.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/ZAR FORWARD 000000000 1.00000000 NC USD 9108.06000000 0.001833878796 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3639071.14000000 USD 52624000.00000000 ZAR 2021-09-17 9108.06000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RUB/USD FORWARD 000000000 1.00000000 NC USD -49314.12000000 -0.00992924059 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -118433900.00000000 RUB 1567790.86000000 USD 2021-07-09 -49314.12000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 Republic of Poland Government Bond 000000000 8209000.00000000 PA 2358069.16000000 0.474789695515 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 USD/TRY FORWARD 000000000 1.00000000 NC USD -120906.32000000 -0.02434410145 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -8019387.55000000 USD 69349105.96000000 TRY 2021-07-16 -120906.32000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 USD/BRL FORWARD 000000000 1.00000000 NC USD 26777.54000000 0.005391572172 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -376184.21000000 USD 2019785.32000000 BRL 2021-09-02 26777.54000000 N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 SA Global Sukuk Ltd 78397PAD3 915000.00000000 PA USD 927498.90000000 0.186748941800 Long DBT CORP KY N 2 2031-06-17 Fixed 2.69400000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Eurex 30 Year Euro BUXL 000000000 -5.00000000 NC -18955.20000000 -0.00381656899 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2021-09-08 -1213959.94000000 USD -18955.20000000 N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 Republic of Ghana Government Bonds 000000000 12700000.00000000 PA 2294201.29000000 0.461930103836 Long DBT NUSS GH N 2 2023-01-16 Fixed 20.75000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 MYR/USD FORWARD 000000000 1.00000000 NC USD -6162.53000000 -0.00124080573 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1129698.02000000 USD 4675368.24000000 MYR 2021-09-10 -6162.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/PEN FORWARD 000000000 1.00000000 NC USD -19230.11000000 -0.00387192124 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -802247.70000000 USD 3012400.00000000 PEN 2021-07-09 -19230.11000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 MYR/USD FORWARD 000000000 1.00000000 NC USD -17211.71000000 -0.00346552284 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -3334527.97000000 USD 13804348.15000000 MYR 2021-09-10 -17211.71000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 USD/CHF FORWARD 000000000 1.00000000 NC USD 38305.81000000 0.007712752524 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1301000.00000000 CHF 1445269.71000000 USD 2021-07-23 38305.81000000 N N N STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 TWD/USD FORWARD 000000000 1.00000000 NC USD -3352.02000000 -0.00067491852 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS, LLC 549300FDEDF5ORXCMQ56 -72213000.00000000 TWD 2588465.12000000 USD 2021-07-09 -3352.02000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RUB CALL VERSUS EUR PUT 000000000 1.00000000 NC 43334.79000000 0.008725321588 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Purchased BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 RUB CALL VERSUS EUR PUT 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US 273615000.00000000 EUR 3145000.00000000 RUB 2021-08-10 3145000.00000000 USD 87.00000000 EUR 2021-08-10 XXXX 14470.96000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/IDR FORWARD 000000000 1.00000000 NC USD 4009.41000000 0.000807281900 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -98681631810.00000000 IDR 6794004.83000000 USD 2021-07-09 4009.41000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 INR/USD FORWARD 000000000 1.00000000 NC USD -2275.95000000 -0.00045825526 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -423781.02000000 USD 31367000.00000000 INR 2021-07-09 -2275.95000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 USD/RON FORWARD 000000000 1.00000000 NC USD -80770.83000000 -0.01626294870 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -4563478.99000000 USD 18636545.38000000 RON 2021-07-16 -80770.83000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 91880000.00000000 PA 7320159.38000000 1.473890716232 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N 2021-08-23 T. ROWE PRICE INTERNATIONAL FUNDS, INC. Alan S. Dupski Alan S. Dupski Treasurer & Vice President