Form NPORT-P Eaton Vance Series Fund, For: Jul 31

September 20, 2021 9:08 AM EDT

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    NPORT-P
    false
    
      
      
        
          0001552324
          XXXXXXXX
        
      
      
      
      
        S000038184
        C000162463
        C000162464
        C000117767
      
      
      
    
  
  
    
      Eaton Vance Series Fund, Inc
      811-22714
      0001552324
      549300R49JD3NSE34I86
      TWO INTERNATIONAL PLACE
      BOSTON
      
      02110
      617-482-8260
      Eaton Vance Emerging Markets Debt Opportunities Fund
      S000038184
      549300RCSLWCTPOHZZ51
      2021-07-31
      2021-07-31
      N
    
    
      1184860642.48
      19439973.44
      1165420669.04
      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
      63335757.01000000
      
        
          BRL
          
          
        
        
          COP
          
          
        
        
          EGP
          
          
        
        
          EUR
          
          
        
        
          GEL
          
          
        
        
          IDR
          
          
        
        
          MXN
          
          
        
        
          MYR
          
          
        
        
          PEN
          
          
        
        
          RSD
          
          
        
        
          UAH
          
          
        
        
          UGX
          
          
        
        
          USD
          
          
        
        
          UYU
          
          
        
        
          UZS
          
          
        
        
          ZAR
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        IRSA PROPIEDADES COM
        549300WDBPUOVK4S9722
        IRSA Propiedades Comerciales SA
        000000000
        
          
        
        5591000.00000000
        PA
        USD
        5301442.11000000
        0.454895150809
        Long
        DBT
        CORP
        AR
        Y
        
        2
        
          2023-03-23
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4187.45000000
        -0.00035930802
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            1970611.90000000
            EUR
            708236537.00000000
            HUF
            2021-10-29
            -4187.45000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Securities (India) Ltd.
        54930024GANZB8ISDK66
        Long: BEV4S1798 IRS MYR R F  2.49000 2 NDF / Short: BEV4S1798 IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        48200000.00000000
        OU
        Notional Amount
        
        -12336.69000000
        -0.00105856111
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Standard Chartered Securities (India) Ltd.
              54930024GANZB8ISDK66
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-19
            0.00000000
            MYR
            0.00000000
            MYR
            48200000.00000000
            MYR
            -12336.69000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4KDSJ5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KDSJ5 IRS COP P F  4.48000 2 CCPNDFOIS
        000000000
        
          
        
        19292000000.00000000
        OU
        Notional Amount
        
        71875.88000000
        0.006167376459
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-03-31
            0.00000000
            COP
            0.00000000
            COP
            19292000000.00000000
            COP
            71875.88000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -9046.14000000
        -0.00077621242
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1438252.03000000
            EUR
            1698518.12000000
            USD
            2021-09-15
            -9046.14000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        132747.05000000
        0.011390483584
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            18308313880.00000000
            COP
            4843469.28000000
            USD
            2021-09-13
            132747.05000000
          
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BOND
        2138007T8RLEVDMLQ257
        Georgia Treasury Bond
        000000000
        
          
        
        895000.00000000
        PA
        
        287419.87000000
        0.024662328173
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2023-01-25
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIMES CHINA HLDG LTD
        2549000KTINB9ZPZP710
        Times China Holdings Ltd
        000000000
        
          
        
        7440000.00000000
        PA
        USD
        7094995.07000000
        0.608792623855
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-06-04
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4MA091 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MA091 IRS COP P F  4.54500 2 CCPNDFOIS
        000000000
        
          
        
        6541800000.00000000
        OU
        Notional Amount
        
        7413.59000000
        0.000636129956
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            6541800000.00000000
            COP
            7413.59000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4187.18000000
        -0.00035928485
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            665722.01000000
            EUR
            786191.06000000
            USD
            2021-09-15
            -4187.18000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV45CTE4 IRS MXN R F  4.87500 2 CCPVANILLA / Short: SEV45CTE4 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        31400000.00000000
        OU
        Notional Amount
        
        -79362.00000000
        -0.00680972992
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-07-16
            0.00000000
            MXN
            0.00000000
            MXN
            31400000.00000000
            MXN
            -79362.00000000
          
        
        
          N
          N
          N
        
      
      
        Australia and New Zealand Banking Group Limited
        JHE42UYNWWTJB8YTTU19
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        19049.04000000
        0.001634520521
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Australia and New Zealand Banking Group Limited
              JHE42UYNWWTJB8YTTU19
            
            4215177.84000000
            USD
            3569217.32000000
            EUR
            2021-08-06
            19049.04000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        29000.00000000
        PA
        USD
        3675.00000000
        0.000315336779
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2027-11-29
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -20317.77000000
        -0.00174338507
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            20455000.00000000
            UAH
            741123.19000000
            USD
            2021-08-09
            -20317.77000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        11285.49000000
        0.000968361922
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1556480496.00000000
            COP
            411767.33000000
            USD
            2021-09-13
            11285.49000000
          
        
        
          N
          N
          N
        
      
      
        URU MONETARY REG BILL
        549300DTMS39GZYBX161
        Uruguay Monetary Regulation Bill
        000000000
        
          
        
        232290000.00000000
        PA
        
        5212852.41000000
        0.447293629543
        Long
        STIV
        NUSS
        UY
        N
        
        2
        
          2021-12-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3X57A2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3X57A2 IRS USD P F  1.57320 CCP LCH
        000000000
        
          
        
        1050000.00000000
        OU
        Notional Amount
        USD
        -36428.07000000
        -0.00312574428
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-02-14
            0.00000000
            USD
            0.00000000
            USD
            1050000.00000000
            USD
            -36428.07000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV438CH6 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV438CH6 / Short: BEV438CH6 IRS EUR P F   .00000 CCP LCH/BSV438CH6
        000000000
        
          
        
        955000.00000000
        OU
        Notional Amount
        
        -5104.14000000
        -0.00043796546
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-06-16
            0.00000000
            EUR
            0.00000000
            EUR
            955000.00000000
            EUR
            -5105.50000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        62459.23000000
        0.005359372084
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            844470.73000000
            USD
            99960000.00000000
            KES
            2021-10-12
            62459.23000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4JN6U4 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JN6U4 IRS COP P F  3.89000 2 CCPNDFOIS
        000000000
        
          
        
        3266600000.00000000
        OU
        Notional Amount
        
        26811.47000000
        0.002300583017
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            3266600000.00000000
            COP
            26811.47000000
          
        
        
          N
          N
          N
        
      
      
        ICBC Standard Bank PLC
        F01VVKN4DRF2NWKGQ283
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9431.52000000
        0.000809280309
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              ICBC Standard Bank PLC
              F01VVKN4DRF2NWKGQ283
            
            288089.12000000
            USD
            33620000.00000000
            KES
            2022-02-23
            9431.52000000
          
        
        
          N
          N
          N
        
      
      
        IPOTEKA-BANK ATIB
        213800UWVX5JSNXJS434
        Ipoteka-Bank ATIB
        000000000
        
          
        
        99910000000.00000000
        PA
        
        9379726.09000000
        0.804836085301
        Long
        DBT
        CORP
        UZ
        Y
        
        2
        
          2024-04-16
          Fixed
          16.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        27.22000000
        0.000002335637
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            30284.05000000
            USD
            196185.34000000
            CNY
            2021-08-18
            27.22000000
          
        
        
          N
          N
          N
        
      
      
        GOVERNMENT OF UKRAINE
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        000000000
        
          
        
        26000000.00000000
        PA
        
        937611.64000000
        0.080452635250
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2023-02-15
          Fixed
          9.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3582.57000000
        0.000307405737
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            793410.43000000
            USD
            671820.69000000
            EUR
            2021-08-06
            3582.57000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        381562.25000000
        0.032740302290
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            31120434.73000000
            PEN
            8043534.44000000
            USD
            2021-09-10
            381562.25000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        25347.60000000
        0.002174974296
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1362680.37000000
            USD
            102500000.00000000
            RUB
            2021-09-30
            25347.60000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -16369.58000000
        -0.00140460697
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            626101.83000000
            EUR
            2800000.00000000
            PLN
            2021-09-10
            -16369.58000000
          
        
        
          N
          N
          N
        
      
      
        GRAN TIERRA ENERGY INTL
        549300RQNK5SS6I0T293
        Gran Tierra Energy International Holdings Ltd
        000000000
        
          
        
        2282000.00000000
        PA
        USD
        2022411.09000000
        0.173534856874
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -68509.42000000
        -0.00587851424
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3311455.57000000
            EUR
            1168131849.00000000
            HUF
            2021-08-24
            -68509.42000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        9466600000.00000000
        PA
        
        2467157.41000000
        0.211696726816
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-06-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -28368.49000000
        -0.00243418456
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            3396895.75000000
            USD
            247851781.00000000
            RUB
            2021-09-15
            -28368.49000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4PU9C8 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PU9C8 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        16814600000.00000000
        OU
        Notional Amount
        
        -35060.04000000
        -0.00300835920
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-23
            0.00000000
            COP
            0.00000000
            COP
            16814600000.00000000
            COP
            -35060.04000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -22650.79000000
        -0.00194357201
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2890329.94000000
            EUR
            1030581825.00000000
            HUF
            2021-08-18
            -22650.79000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6623.74000000
        -0.00056835614
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2651938.88000000
            USD
            194638789.00000000
            RUB
            2021-09-15
            -6623.74000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Securities (India) Ltd.
        54930024GANZB8ISDK66
        Long: BEV4RU6Q8 IRS MYR R F  2.53000 2 NDF / Short: BEV4RU6Q8 IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        109000000.00000000
        OU
        Notional Amount
        
        22267.51000000
        0.001910684321
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Standard Chartered Securities (India) Ltd.
              54930024GANZB8ISDK66
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-16
            0.00000000
            MYR
            0.00000000
            MYR
            109000000.00000000
            MYR
            22267.51000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        19046.35000000
        0.001634289703
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2130212177.00000000
            COP
            567149.14000000
            USD
            2021-09-13
            19046.35000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15201.76000000
        -0.00130440109
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            2249560.26000000
            USD
            73443643.22000000
            THB
            2021-08-16
            -15201.76000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED GEL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10359.90000000
        0.000888940815
        N/A
        DFE
        
        GE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            759857.18000000
            USD
            2489900.00000000
            GEL
            2022-01-11
            10359.90000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        11674.65000000
        0.001001754157
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            364400.00000000
            EUR
            444308.43000000
            USD
            2021-09-15
            11674.65000000
          
        
        
          N
          N
          N
        
      
      
        ICBC Standard Bank PLC
        F01VVKN4DRF2NWKGQ283
        PURCHASED UZS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6331.49000000
        0.000543279364
        N/A
        DFE
        
        UZ
        N
        
        2
        
          
            
              ICBC Standard Bank PLC
              F01VVKN4DRF2NWKGQ283
            
            567013.90000000
            USD
            6280813000.00000000
            UZS
            2021-11-12
            6331.49000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -59764.66000000
        -0.00512816200
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            7236411.99000000
            USD
            528048219.00000000
            RUB
            2021-09-15
            -59764.66000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        1640340.00000000
        PA
        USD
        852993.20000000
        0.073191871627
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -91.56000000
        -0.00000785639
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            10096.32000000
            USD
            738809.00000000
            RUB
            2021-09-30
            -91.56000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4663.45000000
        0.000400151646
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1030920.65000000
            EUR
            4733000.00000000
            PLN
            2021-09-20
            4663.45000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3X1TL3 IRS EUR R V 06MEURIB EUR006M+0BPS/ BSV3X1TL3 / Short: BEV3X1TL3 IRS EUR P F   .37770 CCP LCH BSV3X1TL3
        000000000
        
          
        
        57000.00000000
        OU
        Notional Amount
        
        -2077.73000000
        -0.00017828154
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-13
            0.00000000
            EUR
            0.00000000
            EUR
            57000.00000000
            EUR
            -2068.94000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4KHAJ5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KHAJ5 IRS COP P F  4.56250 2 CCPNDFOIS
        000000000
        
          
        
        20652000000.00000000
        OU
        Notional Amount
        
        61473.52000000
        0.005274792324
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-04-06
            0.00000000
            COP
            0.00000000
            COP
            20652000000.00000000
            COP
            61473.52000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV43KZE1 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV43KZE1 IRS USD P F   .39020 2 CCPVANILLA
        000000000
        
          
        
        1444000.00000000
        OU
        Notional Amount
        USD
        13029.07000000
        0.001117971419
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-06-19
            0.00000000
            USD
            0.00000000
            USD
            1444000.00000000
            USD
            13029.07000000
          
        
        
          N
          N
          N
        
      
      
        INVERSIONES ATLANTIDA SA
        N/A
        Inversiones Atlantida SA
        000000000
        
          
        
        6190000.00000000
        PA
        USD
        6453075.00000000
        0.553712077658
        Long
        DBT
        CORP
        HN
        Y
        
        2
        
          2026-05-19
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K8B54 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K8B54 IRS COP P F  4.37700 2 CCPNDFOIS
        000000000
        
          
        
        32427100000.00000000
        OU
        Notional Amount
        
        158166.15000000
        0.013571593005
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-03-30
            0.00000000
            COP
            0.00000000
            COP
            32427100000.00000000
            COP
            158166.15000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2838.86000000
        -0.00024359101
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2648153.98000000
            USD
            194638788.00000000
            RUB
            2021-09-15
            -2838.86000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3QP1Q7 IRS USD R V 03MLIBOR US0003M+BPS CCP LCH / Short: BEV3QP1Q7 IRS USD P F  1.39250 CCP LCH
        000000000
        
          
        
        715000.00000000
        OU
        Notional Amount
        USD
        -10504.85000000
        -0.00090137838
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2022-10-10
            0.00000000
            USD
            0.00000000
            USD
            715000.00000000
            USD
            -10504.85000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV40DL47 IRS MXN R F  5.25000 CCP CME / Short: SEV40DL47 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        19740000.00000000
        OU
        Notional Amount
        
        66.42000000
        0.000005699229
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-14
            0.00000000
            MXN
            0.00000000
            MXN
            19740000.00000000
            MXN
            66.42000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -69580.30000000
        -0.00597040209
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3312357.95000000
            EUR
            1168131848.00000000
            HUF
            2021-08-24
            -69580.30000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S91ZBVX09 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S91ZBVX09 CDS USD P V 03MEVENT 1 CCPSOVEREIGN
        000000000
        
          
        
        470000.00000000
        OU
        Notional Amount
        USD
        -2191.92000000
        -0.00018807972
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF TURKEY
                REPUBLIC OF TURKEY
                
                  
                  
                
              
            
            Y
            
            sell protection
            2021-12-20
            0.00000000
            USD
            -7145.70000000
            USD
            470000.00000000
            USD
            4953.78000000
          
        
        
          N
          N
          N
        
      
      
        PETRA DIAMONDS US TREAS
        635400LZYOO6WHAO2H58
        Petra Diamonds US Treasury PLC
        000000000
        
          
        
        9715897.04000000
        PA
        USD
        9849490.62000000
        0.845144665926
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-03-08
          Fixed
          10.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -68.02000000
        -0.00000583651
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            12111.69000000
            USD
            886372.00000000
            RUB
            2021-09-16
            -68.02000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        9498200000.00000000
        PA
        
        2482582.28000000
        0.213020272074
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-06-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -77371.70000000
        -0.00663895038
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            64950000.00000000
            CNY
            9963968.63000000
            USD
            2021-08-10
            -77371.70000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED EGP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        124139.92000000
        0.010651940822
        N/A
        DFE
        
        EG
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5489024.39000000
            USD
            90020000.00000000
            EGP
            2021-10-28
            124139.92000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        4334000.00000000
        PA
        
        5941382.38000000
        0.509805818434
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2030-05-26
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2422.89000000
        0.000207898320
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            780965.74000000
            EUR
            281862251.00000000
            HUF
            2021-10-25
            2422.89000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4PFGH2 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PFGH2 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        12243600000.00000000
        OU
        Notional Amount
        
        -16666.83000000
        -0.00143011278
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-16
            0.00000000
            COP
            0.00000000
            COP
            12243600000.00000000
            COP
            -16666.83000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        2264580.50000000
        PA
        USD
        1177604.51000000
        0.101045445759
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EV CASH RESERVES FUND LLC
        N/A
        EV CASH RESERVES FUND LLC
        000000000
        
          
        
        138923922.68900000
        NS
        USD
        138923922.69000000
        11.92049586733
        Long
        STIV
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GEORGIA T-BOND
        2138007T8RLEVDMLQ257
        Georgia Treasury Bond
        000000000
        
          
        
        4408000.00000000
        PA
        
        1428651.55000000
        0.122586769563
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2022-04-09
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED UYU / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4966.16000000
        0.000426125958
        N/A
        DFE
        
        UY
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            391218.58000000
            USD
            17477690.00000000
            UYU
            2021-10-13
            4966.16000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -158496.88000000
        -0.01359997159
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            108710000.00000000
            UAH
            3837274.97000000
            USD
            2021-09-29
            -158496.88000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4HJPT7 IRS MXN R F  5.00000 2 CCPVANILLA / Short: SEV4HJPT7 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        112000000.00000000
        OU
        Notional Amount
        
        -225433.04000000
        -0.01934349080
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-02-25
            0.00000000
            MXN
            0.00000000
            MXN
            112000000.00000000
            MXN
            -225433.04000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -2094.40000000
        -0.00017971193
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            992000.00000000
            UAH
            34880.45000000
            USD
            2021-08-04
            -2094.40000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4LFY60 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4LFY60 IRS COP P F  4.05260 2 CCPNDFOIS
        000000000
        
          
        
        6149300000.00000000
        OU
        Notional Amount
        
        39673.13000000
        0.003404189667
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            6149300000.00000000
            COP
            39673.13000000
          
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        2308000.00000000
        PA
        
        599659.00000000
        0.051454295940
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-08-12
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV2SXXF9 IRS USD R V 03MLIBOR US0003M/BEV2SXXF9/CCP LCH / Short: BEV2SXXF9 IRS USD P F  2.68500 BEV2SXXF9/CCP LCH
        000000000
        
          
        
        420000.00000000
        OU
        Notional Amount
        USD
        -15849.25000000
        -0.00135995957
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-02-06
            0.00000000
            USD
            0.00000000
            USD
            420000.00000000
            USD
            -15849.25000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12515.60000000
        0.001073912650
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            259771.38000000
            USD
            30679000.00000000
            KES
            2022-02-08
            12515.60000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole Corporate and Investment Bank
        1VUV7VQFKUOQSJ21A208
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -76230.60000000
        -0.00654103724
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Credit Agricole Corporate and Investment Bank
              1VUV7VQFKUOQSJ21A208
            
            4329918.50000000
            USD
            18064420.00000000
            MYR
            2021-10-06
            -76230.60000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -73512.95000000
        -0.00630784676
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            2908319.04000000
            EUR
            1022120000.00000000
            HUF
            2021-08-30
            -73512.95000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3XJE89 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XJE89 / Short: BEV3XJE89 IRS EUR P F   .31900 CCP LCH/BSV3XJE89
        000000000
        
          
        
        70000.00000000
        OU
        Notional Amount
        
        -1171.84000000
        -0.00010055081
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-21
            0.00000000
            EUR
            0.00000000
            EUR
            70000.00000000
            EUR
            -1171.84000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8017.02000000
        0.000687907827
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            263685.43000000
            USD
            30780000.00000000
            KES
            2022-03-08
            8017.02000000
          
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BOND
        2138007T8RLEVDMLQ257
        Georgia Treasury Bond
        000000000
        
          
        
        1487000.00000000
        PA
        
        462954.26000000
        0.039724219099
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2023-09-27
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4EY8Y5 IRS MXN R F  4.56000 2 CCPVANILLA / Short: SEV4EY8Y5 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        68000000.00000000
        OU
        Notional Amount
        
        -179654.59000000
        -0.01541542850
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-20
            0.00000000
            MXN
            0.00000000
            MXN
            68000000.00000000
            MXN
            -179654.59000000
          
        
        
          N
          N
          N
        
      
      
        SERBIA TREASURY BONDS
        254900W94OCY91V32O78
        Serbia Treasury Bonds
        000000000
        
          
        
        3489520000.00000000
        PA
        
        38930169.49000000
        3.340439252898
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2032-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        2225300000.00000000
        PA
        
        577558.54000000
        0.049557945499
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-06-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11992.89000000
        -0.00102906103
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            557406.62000000
            USD
            2313126.00000000
            MYR
            2021-09-01
            -11992.89000000
          
        
        
          N
          N
          N
        
      
      
        GOVERNMENT OF UKRAINE
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        000000000
        
          
        
        858594000.00000000
        PA
        
        34712330.43000000
        2.978523665501
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2025-02-26
          Fixed
          15.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALAM SUTERA REALTY TBK
        2549001ML992STTEP738
        Alam Sutera Realty Tbk PT
        000000000
        
          
        
        7471000.00000000
        PA
        USD
        5453830.00000000
        0.467970934863
        Long
        LON
        CORP
        ID
        N
        
        2
        
          2025-11-02
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICBC Standard Bank PLC
        F01VVKN4DRF2NWKGQ283
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2303.12000000
        -0.00019762134
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              ICBC Standard Bank PLC
              F01VVKN4DRF2NWKGQ283
            
            222347.25000000
            USD
            25292000.00000000
            KES
            2022-05-18
            -2303.12000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED UYU / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        16796.46000000
        0.001441235808
        N/A
        DFE
        
        UY
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            2794232.73000000
            USD
            123547000.00000000
            UYU
            2021-09-17
            16796.46000000
          
        
        
          N
          N
          N
        
      
      
        Grupo Kaltex SA de CV
        4469000001BKEKA98385
        Grupo Kaltex SA de CV
        000000000
        
          
        
        7809000.00000000
        PA
        USD
        7050004.25000000
        0.604932144871
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2022-04-11
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4966.78000000
        0.000426179158
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            183062.45000000
            USD
            21400000.00000000
            KES
            2022-04-01
            4966.78000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1157.30000000
        -0.00009930319
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            184000.00000000
            EUR
            217296.64000000
            USD
            2021-09-15
            -1157.30000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT GOVERNMENT BOND
        529900GFIVH4086NMH82
        Egypt Government Bond
        000000000
        
          
        
        217430000.00000000
        PA
        
        13866355.07000000
        1.189815440756
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2026-04-06
          Fixed
          14.48300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV4GBP24 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV4GBP24 IRS USD P F  1.27450 2 CCPVANILLA
        000000000
        
          
        
        22300000.00000000
        OU
        Notional Amount
        USD
        -100720.18000000
        -0.00864238833
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2031-02-16
            0.00000000
            USD
            0.00000000
            USD
            22300000.00000000
            USD
            -100720.18000000
          
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        3465000.00000000
        PA
        USD
        1680525.00000000
        0.144199004243
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2027-06-15
          Fixed
          7.87500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3076.77000000
        0.000264005099
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            780415.43000000
            EUR
            281862251.00000000
            HUF
            2021-10-25
            3076.77000000
          
        
        
          N
          N
          N
        
      
      
        SILKNET JSC
        635400QGWS2BG73SGG55
        Silknet JSC
        000000000
        
          
        
        508000.00000000
        PA
        USD
        557799.24000000
        0.047862480460
        Long
        DBT
        CORP
        GE
        Y
        
        2
        
          2024-04-02
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        24238.60000000
        0.002079815524
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2539084.38000000
            USD
            187509350.00000000
            RUB
            2021-08-04
            24238.60000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Zambia
        213800DMLAZ6LGMMD849
        Zambia Government International Bond
        000000000
        
          
        
        2542000.00000000
        PA
        USD
        1637492.85000000
        0.140506590753
        Long
        DBT
        NUSS
        ZM
        Y
        
        2
        
          2022-09-20
          Fixed
          5.37500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan AG
        549300ZK53CNGEEI6A29
        BEV4D25N3 SWAPTIONS
        000000000
        
          
        
        24860000.00000000
        NC
        
        10277.83000000
        0.000881898723
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              J.P. Morgan AG
              549300ZK53CNGEEI6A29
            
            Call
            Purchased
            
              
                
                  
                    J.P. Morgan AG
                    549300ZK53CNGEEI6A29
                  
                  
                    J.P. Morgan AG
                    549300ZK53CNGEEI6A29
                    IRS Swap
                    N/A
                    
                      
                    
                    24860000.00000000
                    OU
                    Notional Amount
                    N/A
                    10277.83000000
                    0.00000000
                    DIR
                    
                    ZA
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2026-12-17
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  24860000.00000000
                  ZAR
                
              
            
            1.00000000
            5.73000000
            ZAR
            2021-12-15
            XXXX
            -26876.49000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4125.93000000
        -0.00035402924
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            401311.76000000
            USD
            45890000.00000000
            KES
            2022-06-08
            -4125.93000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K3JC2 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JC2 IRS COP P F  4.82500 2 CCPNDFOIS
        000000000
        
          
        
        4129200000.00000000
        OU
        Notional Amount
        
        25848.18000000
        0.002217927027
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-03-26
            0.00000000
            COP
            0.00000000
            COP
            4129200000.00000000
            COP
            25848.18000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        564000.00000000
        PA
        USD
        71080.92000000
        0.006099164180
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2035-11-02
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BOND
        2138007T8RLEVDMLQ257
        Georgia Treasury Bond
        000000000
        
          
        
        6558000.00000000
        PA
        
        2004934.53000000
        0.172035264455
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2024-05-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3YEX05 IRS BRL R F  4.69500 CCP CME / Short: SEV3YEX05 IRS BRL P V 00MBROIS BZDIOVRA+0BPS CCP CME
        000000000
        
          
        
        28676791.24000000
        OU
        Notional Amount
        
        -78062.86000000
        -0.00669825600
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            28676791.24000000
            BRL
            -78062.86000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -119322.44000000
        -0.01023857248
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            4973680.43000000
            EUR
            1752197773.00000000
            HUF
            2021-09-30
            -119322.44000000
          
        
        
          N
          N
          N
        
      
      
        URU MONETARY REG BILL
        549300DTMS39GZYBX161
        Uruguay Monetary Regulation Bill
        000000000
        
          
        
        202219000.00000000
        PA
        
        4619205.16000000
        0.396355177380
        Long
        STIV
        NUSS
        UY
        N
        
        2
        
          2021-08-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARA NORTE SARL
        549300U2I4L03BBA3485
        Guara Norte Sarl
        000000000
        
          
        
        2384017.83000000
        PA
        USD
        2457922.38000000
        0.210904306513
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2034-06-15
          Fixed
          5.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan International Bond
        000000000
        
          
        
        2500000000.00000000
        PA
        
        240260.10000000
        0.020615740425
        Long
        DBT
        NUSS
        UZ
        Y
        
        2
        
          2023-11-25
          Fixed
          14.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        URU MONETARY REG BILL
        549300DTMS39GZYBX161
        Uruguay Monetary Regulation Bill
        000000000
        
          
        
        75500000.00000000
        PA
        
        1682467.05000000
        0.144365643642
        Long
        STIV
        NUSS
        UY
        N
        
        2
        
          2022-01-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        18946.78000000
        0.001625746007
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            865662.65000000
            USD
            65431717.00000000
            RUB
            2021-10-08
            18946.78000000
          
        
        
          N
          N
          N
        
      
      
        PETROTAL CORP
        21380047ER33PRH4XH56
        PetroTal Corp
        000000000
        
          
        
        5650000.00000000
        PA
        USD
        5904250.00000000
        0.506619640173
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2024-02-16
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123BY5
        
          
        
        810000.00000000
        PA
        USD
        827212.50000000
        0.070979734783
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2022-03-25
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BILL
        2138007T8RLEVDMLQ257
        Georgia Treasury Bills
        000000000
        
          
        
        669000.00000000
        PA
        
        208801.36000000
        0.017916394101
        Long
        STIV
        NUSS
        GE
        N
        
        2
        
          2021-12-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole Corporate and Investment Bank
        1VUV7VQFKUOQSJ21A208
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -18069.13000000
        -0.00155043843
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Credit Agricole Corporate and Investment Bank
              1VUV7VQFKUOQSJ21A208
            
            654704.17000000
            USD
            2700000.00000000
            MYR
            2021-09-01
            -18069.13000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV3Z8NS7 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3Z8NS7 IRS MXN P F  7.75000 CCP CME
        000000000
        
          
        
        29700000.00000000
        OU
        Notional Amount
        
        -99873.17000000
        -0.00856970986
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-03-07
            0.00000000
            MXN
            0.00000000
            MXN
            29700000.00000000
            MXN
            -99873.17000000
          
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        000000000
        
          
        
        2318235.00000000
        PA
        USD
        1964240.52000000
        0.168543477233
        Long
        SN
        CORP
        AR
        Y
        
        2
        
          2026-02-12
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4L3437 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4L3437 IRS COP P F  4.12150 2 CCPNDFOIS
        000000000
        
          
        
        12298600000.00000000
        OU
        Notional Amount
        
        70193.67000000
        0.006023032872
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            12298600000.00000000
            COP
            70193.67000000
          
        
        
          N
          N
          N
        
      
      
        TBLA INTERNATIONAL PTE L
        254900XDH7X0GO1ETX75
        TBLA International Pte Ltd
        000000000
        
          
        
        5094000.00000000
        PA
        USD
        4789633.50000000
        0.410978938956
        Long
        DBT
        CORP
        SG
        
        Y
        
        2
        
          2023-01-24
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3N43W2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3N43W2 IRS USD P F  1.43150 CCP LCH
        000000000
        
          
        
        350000.00000000
        OU
        Notional Amount
        USD
        -10193.05000000
        -0.00087462409
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-08-14
            0.00000000
            USD
            0.00000000
            USD
            350000.00000000
            USD
            -10193.05000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE SEP21
        000000000
        
          
        
        -19.00000000
        NC
        
        -28305.53000000
        -0.00242878222
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bobl (FGBM)
                OEU1 Comdty
              
            
            2021-09-08
            -2547978.64000000
            EUR
            -28305.53000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED UYU / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4579.88000000
        0.000392980845
        N/A
        DFE
        
        UY
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            990135.30000000
            USD
            43675858.05000000
            UYU
            2021-09-10
            4579.88000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        7072000.00000000
        PA
        
        8496243.84000000
        0.729028072498
        Long
        DBT
        NUSS
        CI
        Y
        
        2
        
          2032-01-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2871.96000000
        0.000246431188
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2631060.34000000
            USD
            53065856.00000000
            MXN
            2021-10-29
            2871.96000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4Q2SC8 IRS ZAR R F  5.85070 2 CCPVANILLA / Short: SEV4Q2SC8 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        95000000.00000000
        OU
        Notional Amount
        
        42179.64000000
        0.003619263079
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-06-24
            0.00000000
            ZAR
            -5524.55000000
            ZAR
            95000000.00000000
            ZAR
            42568.88000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3WAB66 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3WAB66 IRS USD P F  1.41300 CCP LCH
        000000000
        
          
        
        650000.00000000
        OU
        Notional Amount
        USD
        -19377.54000000
        -0.00166270776
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-02-03
            0.00000000
            USD
            0.00000000
            USD
            650000.00000000
            USD
            -19377.54000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD RSD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -26883.34000000
        -0.00230674988
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1180300000.00000000
            RSD
            10000000.00000000
            EUR
            2021-09-27
            -26883.34000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1372.88000000
        -0.00011780124
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            1757984.84000000
            USD
            1480726.00000000
            EUR
            2021-08-06
            -1372.88000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3W7V38 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3W7V38 IRS USD P F  1.46450 CCP LCH
        000000000
        
          
        
        195000.00000000
        OU
        Notional Amount
        USD
        -6161.79000000
        -0.00052871809
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-01-30
            0.00000000
            USD
            0.00000000
            USD
            195000.00000000
            USD
            -6161.79000000
          
        
        
          N
          N
          N
        
      
      
        GOVERNMENT OF UKRAINE
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        000000000
        
          
        
        183406000.00000000
        PA
        
        6537332.25000000
        0.560941849039
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2023-08-23
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4P5X02 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4P5X02 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        15290600000.00000000
        OU
        Notional Amount
        
        -49041.90000000
        -0.00420808565
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-12
            0.00000000
            COP
            0.00000000
            COP
            15290600000.00000000
            COP
            -49041.90000000
          
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        15280000.00000000
        PA
        
        18688863.99000000
        1.603615285577
        Long
        DBT
        NUSS
        BJ
        Y
        
        2
        
          2052-01-19
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BSV4M3R98 IRS EUR R F   .47080 2 CCPVANILLA / Short: BSV4M3R98 IRS EUR P V 06MEURIB 1 CCPVANILLA
        000000000
        
          
        
        6500000.00000000
        OU
        Notional Amount
        
        0.00000000
        0.000000
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-05-04
            0.00000000
            EUR
            0.00000000
            EUR
            6500000.00000000
            EUR
            -28.93000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -19141.77000000
        -0.00164247730
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1103779.24000000
            USD
            4600000.00000000
            MYR
            2021-09-01
            -19141.77000000
          
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        984245AU4
        
          
        
        6907851.00000000
        PA
        USD
        5853022.15000000
        0.502223987053
        Long
        SN
        CORP
        AR
        N
        
        2
        
          2026-02-12
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EGP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1879.67000000
        0.000161286825
        N/A
        DFE
        
        EG
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            239401.50000000
            USD
            3840000.00000000
            EGP
            2021-09-28
            1879.67000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1761.02000000
        -0.00015110595
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            784486.98000000
            EUR
            281862251.00000000
            HUF
            2021-10-25
            -1761.02000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT GOVERNMENT BOND
        529900GFIVH4086NMH82
        Egypt Government Bond
        000000000
        
          
        
        37431000.00000000
        PA
        
        2362812.51000000
        0.202743316020
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2026-07-06
          Fixed
          14.56300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5005.56000000
        -0.00042950671
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            988119.51000000
            EUR
            4500000.00000000
            PLN
            2021-09-20
            -5005.56000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -87267.53000000
        -0.00748807124
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3333562.84000000
            EUR
            14907653.00000000
            PLN
            2021-09-10
            -87267.53000000
          
        
        
          N
          N
          N
        
      
      
        SHELF DRILL HOLD LTD
        54930078ZJ3XP4MRYB68
        Shelf Drilling Holdings Ltd
        000000000
        
          
        
        2933000.00000000
        PA
        USD
        3017206.43000000
        0.258894192470
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-11-15
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SURINAME INT
        254900SYU4G5JM13TN77
        Suriname Government International Bond
        000000000
        
          
        
        1575000.00000000
        PA
        USD
        1008000.00000000
        0.086492373679
        Long
        DBT
        NUSS
        SR
        Y
        
        2
        
          2023-12-30
          Fixed
          12.87500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV375UG2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV375UG2 IRS USD P F  3.12250 CCP LCH
        000000000
        
          
        
        430000.00000000
        OU
        Notional Amount
        USD
        -27096.41000000
        -0.00232503255
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-10-27
            0.00000000
            USD
            0.00000000
            USD
            430000.00000000
            USD
            -27096.41000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K7TH1 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K7TH1 IRS COP P F  4.37500 2 CCPNDFOIS
        000000000
        
          
        
        65491400000.00000000
        OU
        Notional Amount
        
        320917.99000000
        0.027536665388
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-03-30
            0.00000000
            COP
            0.00000000
            COP
            65491400000.00000000
            COP
            320917.99000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV4N7469 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV4N7469 IRS EUR P F   .46330 2 CCPVANILLA
        000000000
        
          
        
        3150000.00000000
        OU
        Notional Amount
        
        -2188.95000000
        -0.00018782488
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-05-25
            0.00000000
            EUR
            0.00000000
            EUR
            3150000.00000000
            EUR
            -2176.87000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3582.37000000
        -0.00030738857
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            401266.93000000
            USD
            45925000.00000000
            KES
            2022-06-06
            -3582.37000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1432.96000000
        -0.00012295646
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            784210.88000000
            EUR
            281862250.00000000
            HUF
            2021-10-25
            -1432.96000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -38.74000000
        -0.00000332412
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            7134.77000000
            USD
            519334.00000000
            RUB
            2021-08-09
            -38.74000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4KQZQ2 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KQZQ2 IRS COP P F  4.25000 2 CCPNDFOIS
        000000000
        
          
        
        5766800000.00000000
        OU
        Notional Amount
        
        24909.36000000
        0.002137370707
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            5766800000.00000000
            COP
            24909.36000000
          
        
        
          N
          N
          N
        
      
      
        BRASKEM NETHERLANDS
        N/A
        Braskem Netherlands Finance BV
        N15516AE2
        
          
        
        6870000.00000000
        PA
        USD
        7707281.25000000
        0.661330406671
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2050-01-31
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        182260.00000000
        PA
        USD
        94777.02000000
        0.008132429990
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHA HOLDING SA
        549300R872G37EN6NT94
        Alpha Holding SA de CV
        000000000
        
          
        
        5835000.00000000
        PA
        USD
        620027.10000000
        0.053201999627
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2022-12-19
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BILL
        2138007T8RLEVDMLQ257
        Georgia Treasury Bills
        000000000
        
          
        
        12536000.00000000
        PA
        
        3932861.80000000
        0.337462849636
        Long
        STIV
        NUSS
        GE
        N
        
        2
        
          2021-11-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1700.10000000
        -0.00014587865
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            330434.78000000
            USD
            38000000.00000000
            KES
            2022-06-10
            -1700.10000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        141.16000000
        0.000012112364
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            6449.70000000
            USD
            487505.00000000
            RUB
            2021-10-08
            141.16000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        134.82000000
        0.000011568354
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            13608.31000000
            USD
            1005322.00000000
            RUB
            2021-08-04
            134.82000000
          
        
        
          N
          N
          N
        
      
      
        ODBRCHT OFFSHRE DRLL FIN
        549300L7LF2PIRAWID66
        Odebrecht Offshore Drilling Finance Ltd
        67576GAC1
        
          
        
        378927.59000000
        PA
        USD
        372300.15000000
        0.031945559220
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-12-01
          Fixed
          6.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        735000.00000000
        0.063067355807
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2024-03-16
          Fixed
          9.12500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV40DL96 IRS MXN R F  5.29330 CCP CME / Short: SEV40DL96 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        61687000.00000000
        OU
        Notional Amount
        
        1149.68000000
        0.000098649357
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-14
            0.00000000
            MXN
            0.00000000
            MXN
            61687000.00000000
            MXN
            1149.68000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1687.27000000
        0.000144777765
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            226809.35000000
            USD
            192609.92000000
            EUR
            2021-08-06
            1687.27000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT TREASURY BILL
        529900GFIVH4086NMH82
        Egypt Treasury Bills
        000000000
        
          
        
        30025000.00000000
        PA
        
        1836493.91000000
        0.157582061034
        Long
        STIV
        NUSS
        EG
        N
        
        2
        
          2021-11-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4DGG26 IRS MXN R F  4.40500 2 CCPVANILLA / Short: SEV4DGG26 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        113000000.00000000
        OU
        Notional Amount
        
        -203177.77000000
        -0.01743385675
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-12-21
            0.00000000
            MXN
            0.00000000
            MXN
            113000000.00000000
            MXN
            -203177.77000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K5FN7 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K5FN7 IRS COP P F  4.20000 2 CCPNDFOIS
        000000000
        
          
        
        3964700000.00000000
        OU
        Notional Amount
        
        19266.41000000
        0.001653172155
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            3964700000.00000000
            COP
            19266.41000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3UPED7 IRS MXN R F  6.58000 CCP CME / Short: SEV3UPED7 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        40000000.00000000
        OU
        Notional Amount
        
        23860.05000000
        0.002047333691
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-01
            0.00000000
            MXN
            0.00000000
            MXN
            40000000.00000000
            MXN
            23860.05000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4RV918 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4RV918 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        31658050000.00000000
        OU
        Notional Amount
        
        121472.86000000
        0.010423091268
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-09-15
            0.00000000
            COP
            0.00000000
            COP
            31658050000.00000000
            COP
            121472.86000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        410085.00000000
        PA
        USD
        213248.30000000
        0.018297967906
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -50.65000000
        -0.00000434607
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            22426.89000000
            USD
            1650000.00000000
            RUB
            2021-09-24
            -50.65000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV42SWS7 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV42SWS7 IRS EUR P F   .12420 2 CCPVANILLA
        000000000
        
          
        
        612000.00000000
        OU
        Notional Amount
        
        29837.54000000
        0.002560237757
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-06-08
            0.00000000
            EUR
            0.00000000
            EUR
            612000.00000000
            EUR
            29836.34000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4GKGV0 IRS MXN R F  4.71500 2 CCPVANILLA / Short: SEV4GKGV0 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        95000000.00000000
        OU
        Notional Amount
        
        -232826.78000000
        -0.01997791751
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-02-13
            0.00000000
            MXN
            0.00000000
            MXN
            95000000.00000000
            MXN
            -232826.78000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBD0
        
          
        
        6010000.00000000
        PA
        USD
        7053636.50000000
        0.605243813447
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3YCKY9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3YCKY9 IRS USD P F  1.25050 CCP LCH
        000000000
        
          
        
        530000.00000000
        OU
        Notional Amount
        USD
        50426.16000000
        0.004326863366
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-03-05
            0.00000000
            USD
            0.00000000
            USD
            530000.00000000
            USD
            50426.16000000
          
        
        
          N
          N
          N
        
      
      
        ICBC Standard Bank PLC
        F01VVKN4DRF2NWKGQ283
        PURCHASED UZS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5633.51000000
        0.000483388543
        N/A
        DFE
        
        UZ
        N
        
        2
        
          
            
              ICBC Standard Bank PLC
              F01VVKN4DRF2NWKGQ283
            
            567013.83000000
            USD
            6110141000.00000000
            UZS
            2021-08-11
            5633.51000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -22596.15000000
        -0.00193888358
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            11357326.07000000
            USD
            9554545.72000000
            EUR
            2021-08-06
            -22596.15000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        139399.68000000
        0.011961318664
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            4351071.85000000
            EUR
            5305208.35000000
            USD
            2021-09-15
            139399.68000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        866.43000000
        0.000074344828
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1157761.30000000
            EUR
            1374339.54000000
            USD
            2021-08-06
            866.43000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)SEP21
        000000000
        
          
        
        -457.00000000
        NC
        USD
        -1089524.71000000
        -0.09348767693
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year US Treasury Note
                TYU1 Comdty
              
            
            2021-09-21
            -60355553.42000000
            USD
            -1089524.71000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV4M3R98 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV4M3R98 IRS EUR P F   .47080 2FIXES RATE -.47080
        000000000
        
          
        
        6500000.00000000
        OU
        Notional Amount
        
        -3635.56000000
        -0.00031195259
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-05-04
            0.00000000
            EUR
            0.00000000
            EUR
            6500000.00000000
            EUR
            -3635.56000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND SEP21
        000000000
        
          
        
        -319.00000000
        NC
        
        -5622067.30000000
        -0.48240669222
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Buxl (FGBX)
                UBU1 Comdty
              
            
            2021-09-08
            -63858396.62000000
            EUR
            -5622067.30000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV496KF9 IRS BRL R F  3.08000 2 CCPNDFPREDISWAP / Short: SEV496KF9 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP
        000000000
        
          
        
        129517543.00000000
        OU
        Notional Amount
        
        -224550.95000000
        -0.01926780225
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-01-03
            0.00000000
            BRL
            0.00000000
            BRL
            129517543.00000000
            BRL
            -224550.95000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4RS626 IRS ZAR R F  6.02000 2 CCPVANILLA / Short: SEV4RS626 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        79900000.00000000
        OU
        Notional Amount
        
        70954.97000000
        0.006088356924
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-15
            0.00000000
            ZAR
            -5048.65000000
            ZAR
            79900000.00000000
            ZAR
            71301.35000000
          
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        77000.00000000
        PA
        USD
        9713.94000000
        0.000833513619
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2033-05-17
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        143000.00000000
        PA
        USD
        18065.19000000
        0.001550100361
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2025-06-12
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4H2XM0 IRS ZAR R F  5.45000 2 CCPVANILLA / Short: SEV4H2XM0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        51870000.00000000
        OU
        Notional Amount
        
        -18263.41000000
        -0.00156710881
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-02-24
            0.00000000
            ZAR
            -2349.60000000
            ZAR
            51870000.00000000
            ZAR
            -18101.51000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -83424.49000000
        -0.00715831563
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3971095.23000000
            EUR
            1400439296.00000000
            HUF
            2021-08-24
            -83424.49000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4J92M7 IRS ZAR R F  5.82000 2 CCPVANILLA / Short: SEV4J92M7 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        91545000.00000000
        OU
        Notional Amount
        
        58234.52000000
        0.004996866929
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-03-11
            0.00000000
            ZAR
            -5027.33000000
            ZAR
            91545000.00000000
            ZAR
            58572.57000000
          
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BOND
        2138007T8RLEVDMLQ257
        Georgia Treasury Bond
        000000000
        
          
        
        1305000.00000000
        PA
        
        416992.00000000
        0.035780384806
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2022-11-06
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        Long: BEV25JPD9 CDS USD R F  1.00000 DEUB BAHAMAS CDS 20220620 / Short: BEV25JPD9 CDS USD P V 03MLIBOR DEUB BAHAMAS CDS 20220620
        000000000
        
          
        
        600000.00000000
        OU
        Notional Amount
        USD
        -14842.64000000
        -0.00127358647
        N/A
        DCR
        
        BS
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            
              
                COMMONWEALTH OF BAHAMAS
                COMMONWEALTH OF BAHAMAS
                
                  
                
              
            
            Y
            
            sell protection
            2022-06-20
            0.00000000
            USD
            -9543.87000000
            USD
            600000.00000000
            USD
            -5298.77000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SURINAME INT
        254900SYU4G5JM13TN77
        Suriname Government International Bond
        000000000
        
          
        
        42747000.00000000
        PA
        USD
        27229839.00000000
        2.336481557550
        Long
        DBT
        NUSS
        SR
        Y
        
        2
        
          2026-10-26
          Fixed
          9.25000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3YD219 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3YD219 IRS USD P F   .82900 CCP LCH
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        USD
        -1826.72000000
        -0.00015674340
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-03-05
            0.00000000
            USD
            0.00000000
            USD
            200000.00000000
            USD
            -1826.72000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF BELARUS
        635400CVCOWYLHF4ZB08
        Republic of Belarus International Bond
        000000000
        
          
        
        1410000.00000000
        PA
        USD
        1316594.55000000
        0.112971614883
        Long
        DBT
        NUSS
        BY
        Y
        
        2
        
          2026-02-24
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAN TIERRA ENERGY INTL
        549300RQNK5SS6I0T293
        Gran Tierra Energy International Holdings Ltd
        38502HAA3
        
          
        
        632000.00000000
        PA
        USD
        560106.84000000
        0.048060486215
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8838.00000000
        0.000758352776
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            259718.07000000
            USD
            30400000.00000000
            KES
            2022-03-04
            8838.00000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -20878.33000000
        -0.00179148444
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            21980000.00000000
            UAH
            790931.99000000
            USD
            2021-09-09
            -20878.33000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3X2RV1 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X2RV1 / Short: BEV3X2RV1 IRS EUR P F   .38320 CCP LCH/BSV3X2RV1
        000000000
        
          
        
        164000.00000000
        OU
        Notional Amount
        
        -6281.68000000
        -0.00053900537
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-13
            0.00000000
            EUR
            0.00000000
            EUR
            164000.00000000
            EUR
            -6281.68000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        386.26000000
        0.000033143397
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            516140.41000000
            EUR
            612692.94000000
            USD
            2021-08-06
            386.26000000
          
        
        
          N
          N
          N
        
      
      
        TELEFONICA DEL PERU S.A.
        549300L59XR0I8CDIL13
        Telefonica del Peru SAA
        000000000
        
          
        
        29500000.00000000
        PA
        
        6978643.00000000
        0.598808926715
        Long
        DBT
        CORP
        PE
        Y
        
        2
        
          2027-04-10
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        15737000.00000000
        PA
        
        19895186.76000000
        1.707124928236
        Long
        DBT
        NUSS
        CI
        Y
        
        2
        
          2048-03-22
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT OF UKRAINE
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        000000000
        
          
        
        331024000.00000000
        PA
        
        11043644.18000000
        0.947610118250
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2027-05-26
          Fixed
          9.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METINVEST BV
        635400TMCKVEU87EJ582
        Metinvest BV
        000000000
        
          
        
        5254000.00000000
        PA
        
        6590926.62000000
        0.565540563600
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-06-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3G4NP3 IRS MXN R F  7.74500 CCP CME / Short: SEV3G4NP3 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        30000000.00000000
        OU
        Notional Amount
        
        63849.95000000
        0.005478704101
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-04-01
            0.00000000
            MXN
            -8094.38000000
            MXN
            30000000.00000000
            MXN
            64297.22000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        1538274.40000000
        PA
        USD
        799918.07000000
        0.068637710935
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -19829.39000000
        -0.00170147917
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            848073.66000000
            USD
            3500000.00000000
            MYR
            2021-08-11
            -19829.39000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1602.32000000
        0.000137488551
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2141098.63000000
            EUR
            2541626.24000000
            USD
            2021-08-06
            1602.32000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3XPFH4 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XPFH4 / Short: BEV3XPFH4 IRS EUR P F   .26120 CCP LCH/BSV3XPFH4
        000000000
        
          
        
        1050000.00000000
        OU
        Notional Amount
        
        2845.23000000
        0.000244137595
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-25
            0.00000000
            EUR
            0.00000000
            EUR
            1050000.00000000
            EUR
            2799.83000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5437.33000000
        -0.00046655513
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            678050.12000000
            USD
            49669612.00000000
            RUB
            2021-09-30
            -5437.33000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5453.54000000
        -0.00046794605
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1114772.51000000
            USD
            81800000.00000000
            RUB
            2021-09-24
            -5453.54000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV40G746 IRS MXN R F  5.14000 CCP CME / Short: SEV40G746 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        19740000.00000000
        OU
        Notional Amount
        
        -788.56000000
        -0.00006766312
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-18
            0.00000000
            MXN
            0.00000000
            MXN
            19740000.00000000
            MXN
            -788.56000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        880000.00000000
        PA
        USD
        110022.00000000
        0.009440539619
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2023-05-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV49HM97 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BEV49HM97 IRS BRL P F  3.43853 2 CCPNDFPREDISWAP
        000000000
        
          
        
        224206755.00000000
        OU
        Notional Amount
        
        213838.55000000
        0.018348614854
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2022-01-03
            0.00000000
            BRL
            0.00000000
            BRL
            224206755.00000000
            BRL
            213838.55000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV0P49N0 IRS MXN R F  6.63000 BA MEXICAN IRS 20240319 / Short: BEV0P49N0 IRS MXN P V 01MMXIBT BA MEXICAN IRS 20240319
        000000000
        
          
        
        2844000.00000000
        OU
        Notional Amount
        
        2059.91000000
        0.000176752485
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-19
            0.00000000
            MXN
            0.00000000
            MXN
            2844000.00000000
            MXN
            2059.91000000
          
        
        
          N
          N
          N
        
      
      
        URU MONETARY REG BILL
        549300DTMS39GZYBX161
        Uruguay Monetary Regulation Bill
        000000000
        
          
        
        47000000.00000000
        PA
        
        1066980.20000000
        0.091553224371
        Long
        STIV
        NUSS
        UY
        N
        
        2
        
          2021-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        19112.92000000
        0.001640001804
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            5645653.59000000
            USD
            4775082.51000000
            EUR
            2021-08-06
            19112.92000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        10999300000.00000000
        PA
        
        2918550.30000000
        0.250428911854
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-04-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -28345.25000000
        -0.00243219043
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1823786.28000000
            USD
            7584580.00000000
            MYR
            2021-08-09
            -28345.25000000
          
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        894000.00000000
        PA
        USD
        111867.11000000
        0.009598860992
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2024-11-04
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4C9EZ2 IRS MXN R F  4.58500 2 CCPVANILLA / Short: SEV4C9EZ2 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        90000000.00000000
        OU
        Notional Amount
        
        -138473.74000000
        -0.01188186752
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-11-29
            0.00000000
            MXN
            0.00000000
            MXN
            90000000.00000000
            MXN
            -138473.74000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4PU961 TRS COP R V 00MDTF DTF RATE 90D NONCOMPOUNDING / Short: BEV4PU961 TRS COP P F   .00000 NO INDEX+0BPS COLOMBIA TRS
        000000000
        
          
        
        31658040000.00000000
        OU
        Notional Amount
        
        22416.96000000
        0.001923508016
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-08-16
            0.00000000
            COP
            0.00000000
            COP
            31658040000.00000000
            COP
            22416.96000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        11627.93000000
        0.000997745304
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            948380.93000000
            PEN
            245123.01000000
            USD
            2021-09-10
            11627.93000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        20849.70000000
        0.001789027820
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            970713.43000000
            USD
            73342738.29000000
            RUB
            2021-10-08
            20849.70000000
          
        
        
          N
          N
          N
        
      
      
        AES El Salvador Trust II
        N/A
        AES El Salvador Trust II
        000000000
        
          
        
        5436000.00000000
        PA
        USD
        5225681.16000000
        0.448394412320
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2023-03-28
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4H2TG8 IRS ZAR R F  5.41000 2 CCPVANILLA / Short: SEV4H2TG8 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        51900000.00000000
        OU
        Notional Amount
        
        -24038.10000000
        -0.00206261143
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-02-24
            0.00000000
            ZAR
            -2298.95000000
            ZAR
            51900000.00000000
            ZAR
            -23879.66000000
          
        
        
          N
          N
          N
        
      
      
        URU MONETARY REG BILL
        549300DTMS39GZYBX161
        Uruguay Monetary Regulation Bill
        000000000
        
          
        
        65300000.00000000
        PA
        
        1477397.12000000
        0.126769428348
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2021-10-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3VUJR9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3VUJR9 IRS USD P F  1.60120 CCP LCH
        000000000
        
          
        
        2440000.00000000
        OU
        Notional Amount
        USD
        -88473.91000000
        -0.00759158579
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-01-23
            0.00000000
            USD
            0.00000000
            USD
            2440000.00000000
            USD
            -88473.91000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED RSD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -314.53000000
        -0.00002698853
        N/A
        DFE
        
        RS
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            11390037.40000000
            EUR
            1339924000.00000000
            RSD
            2021-08-23
            -314.53000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -99742.58000000
        -0.00855850446
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2261845.20000000
            USD
            8781614.00000000
            PEN
            2021-08-20
            -99742.58000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -12109.08000000
        -0.00103903082
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            1791905.60000000
            USD
            58502134.00000000
            THB
            2021-08-16
            -12109.08000000
          
        
        
          N
          N
          N
        
      
      
        ALAM SUTERA REALTY TBK
        2549001ML992STTEP738
        Alam Sutera Realty Tbk PT
        000000000
        
          
        
        962000.00000000
        PA
        USD
        779220.00000000
        0.066861693867
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2024-05-02
          Fixed
          6.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        The Ministry of Finance and Planning, Government of the United Republic of Tanzania
        N/A
        The Ministry of Finance and Planning, Government of the United Republic of Tanzania Term Loan
        000000000
        
          
        
        207142.85000000
        PA
        USD
        212311.27000000
        0.018217565179
        Long
        LON
        CORP
        TZ
        N
        
        2
        
          2022-06-23
          Floating
          5.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        1544000.00000000
        PA
        USD
        744995.44000000
        0.063925023795
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2023-02-15
          Fixed
          6.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) SEP21
        000000000
        
          
        
        -26.00000000
        NC
        USD
        -218102.01000000
        -0.01871444498
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US Treasury Long Bond
                USU1 Comdty
              
            
            2021-09-21
            -4064585.49000000
            USD
            -218102.01000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV49W387 IRS MXN R F  4.62500 2 CCPVANILLA / Short: SEV49W387 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        100000000.00000000
        OU
        Notional Amount
        
        -137911.46000000
        -0.01183362056
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-10-13
            0.00000000
            MXN
            0.00000000
            MXN
            100000000.00000000
            MXN
            -137911.46000000
          
        
        
          N
          N
          N
        
      
      
        GRAN TIERRA ENERGY INC
        549300IH2S17MAIUCM32
        Gran Tierra Energy Inc
        000000000
        
          
        
        2161000.00000000
        PA
        USD
        1913878.85000000
        0.164222147490
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-05-23
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPT TREASURY BILL
        529900GFIVH4086NMH82
        Egypt Treasury Bills
        000000000
        
          
        
        48950000.00000000
        PA
        
        3024393.91000000
        0.259510920849
        Long
        STIV
        NUSS
        EG
        N
        
        2
        
          2021-10-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -70.23000000
        -0.00000602615
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            12113.89000000
            USD
            886371.00000000
            RUB
            2021-09-16
            -70.23000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        8000500000.00000000
        PA
        
        2138035.96000000
        0.183456155944
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-03-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        BEV4F8JX1 SYNTHSWAPTIONS
        000000000
        
          
        
        27108000.00000000
        NC
        
        11321.91000000
        0.000971486974
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    IRS Swap
                    N/A
                    
                      
                    
                    27108000.00000000
                    OU
                    Notional Amount
                    N/A
                    11321.91000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-01-27
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  27108000.00000000
                  ZAR
                
              
            
            1.00000000
            5.74000000
            ZAR
            2022-01-27
            XXXX
            -28976.16000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4S10G9 IRS MYR R F  2.50400 2 NDF / Short: BEV4S10G9 IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        67300000.00000000
        OU
        Notional Amount
        
        -6562.55000000
        -0.00056310568
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-19
            0.00000000
            MYR
            0.00000000
            MYR
            67300000.00000000
            MYR
            -6562.55000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV48ZF47 IRS MXN R F  4.64000 2 CCPVANILLA / Short: SEV48ZF47 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        67000000.00000000
        OU
        Notional Amount
        
        -87931.60000000
        -0.00754505238
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-09-22
            0.00000000
            MXN
            0.00000000
            MXN
            67000000.00000000
            MXN
            -87931.60000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -1585.24000000
        -0.00013602298
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            29290666.93000000
            MXN
            1452261.73000000
            USD
            2021-10-29
            -1585.24000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: BEV4SDHM2 IRS MYR R F  2.46000 2 NDF / Short: BEV4SDHM2 IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        23552000.00000000
        OU
        Notional Amount
        
        -14565.40000000
        -0.00124979763
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-27
            0.00000000
            MYR
            0.00000000
            MYR
            23552000.00000000
            MYR
            -14565.40000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        8234000000.00000000
        PA
        
        641355.30000000
        0.055032085584
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2039-04-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -31410.35000000
        -0.00269519417
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            36000000.00000000
            UAH
            1307664.37000000
            USD
            2021-08-12
            -31410.35000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4F8VQ2 IRS MXN R F  4.55250 2 CCPVANILLA / Short: SEV4F8VQ2 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        161000000.00000000
        OU
        Notional Amount
        
        -428572.80000000
        -0.03677408607
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-23
            0.00000000
            MXN
            0.00000000
            MXN
            161000000.00000000
            MXN
            -428572.80000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -7863.56000000
        -0.00067474004
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            543615.52000000
            EUR
            2456000.00000000
            PLN
            2021-09-20
            -7863.56000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV3Z8RT1 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3Z8RT1 IRS MXN P F  7.35000 CCP CME
        000000000
        
          
        
        66900000.00000000
        OU
        Notional Amount
        
        -108219.96000000
        -0.00928591390
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-14
            0.00000000
            MXN
            0.00000000
            MXN
            66900000.00000000
            MXN
            -108219.96000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Seychelles
        N/A
        Seychelles International Bond
        000000000
        
          
        
        159750.00000000
        PA
        USD
        161705.34000000
        0.013875276481
        Long
        DBT
        NUSS
        SC
        Y
        
        2
        
          2026-01-01
          Variable
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4FYHE8 IRS MXN R F  4.59700 2 CCPVANILLA / Short: SEV4FYHE8 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        150000000.00000000
        OU
        Notional Amount
        
        -393359.62000000
        -0.03375258655
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-02-05
            0.00000000
            MXN
            0.00000000
            MXN
            150000000.00000000
            MXN
            -393359.62000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        27184.82000000
        0.002332618660
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2743975.16000000
            USD
            202712811.00000000
            RUB
            2021-08-04
            27184.82000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -30759.17000000
        -0.00263931907
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            1438443.96000000
            EUR
            507000000.00000000
            HUF
            2021-08-18
            -30759.17000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3S9AC2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3S9AC2 IRS USD P F  1.82100 CCP LCH
        000000000
        
          
        
        2025000.00000000
        OU
        Notional Amount
        USD
        -112010.04000000
        -0.00961112523
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-11-14
            0.00000000
            USD
            0.00000000
            USD
            2025000.00000000
            USD
            -112010.04000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BSV3XJE89 IRS EUR R F   .00000 CCP LCH/BEV3XJE89 / Short: BSV3XJE89 IRS EUR P V 06MEURIB EUR006M+0BPS /BEV3XJE89
        000000000
        
          
        
        70000.00000000
        OU
        Notional Amount
        
        0.00000000
        0.000000
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2050-02-21
            0.00000000
            EUR
            0.00000000
            EUR
            70000.00000000
            EUR
            -0.19000000
          
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        4076000.00000000
        PA
        USD
        4213238.92000000
        0.361520868123
        Long
        DBT
        NUSS
        PK
        Y
        
        2
        
          2051-04-08
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        3709000.00000000
        PA
        USD
        463773.36000000
        0.039794502733
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2029-05-25
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MC BRAZIL DWNSTRM
        213800T2A7R9TYNXZI63
        MC Brazil Downstream Trading SARL
        55292WAA8
        
          
        
        5326000.00000000
        PA
        USD
        5537442.20000000
        0.475145357131
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-06-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2131.52000000
        -0.00018289704
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            198950.13000000
            USD
            22740000.00000000
            KES
            2022-06-08
            -2131.52000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3091.58000000
        -0.00026527588
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            396143.73000000
            USD
            45200000.00000000
            KES
            2022-05-20
            -3091.58000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7812.70000000
        -0.00067037596
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1438652.56000000
            USD
            104718265.00000000
            RUB
            2021-08-09
            -7812.70000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT SEP21
        000000000
        
          
        
        -165.00000000
        NC
        USD
        -2224617.51000000
        -0.19088536603
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US Treasury Ultra Long Bond
                WNU1 Comdty
              
            
            2021-09-21
            -30698038.74000000
            USD
            -2224617.51000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -20588.36000000
        -0.00176660330
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            23610000.00000000
            UAH
            851424.45000000
            USD
            2021-09-09
            -20588.36000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        2214300000.00000000
        PA
        
        578754.79000000
        0.049660590838
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-05-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        24255.32000000
        0.002081250199
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2877724.66000000
            USD
            212282410.00000000
            RUB
            2021-08-04
            24255.32000000
          
        
        
          N
          N
          N
        
      
      
        GOVERNMENT OF UKRAINE
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        000000000
        
          
        
        498692000.00000000
        PA
        
        17338476.77000000
        1.487744059343
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-05-22
          Fixed
          9.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -59.02000000
        -0.00000506426
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            10533.92000000
            USD
            766622.00000000
            RUB
            2021-08-09
            -59.02000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4PNQW1 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PNQW1 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        31796130000.00000000
        OU
        Notional Amount
        
        -64428.57000000
        -0.00552835312
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-17
            0.00000000
            COP
            0.00000000
            COP
            31796130000.00000000
            COP
            -64428.57000000
          
        
        
          N
          N
          N
        
      
      
        LIBERTY LATIN AMERICA
        213800YWQHEAX7CAVO83
        Liberty Latin America Ltd
        53069QAB5
        
          
        
        17706000.00000000
        PA
        USD
        17817547.80000000
        1.528851192820
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-07-15
          Fixed
          2.00000000
          N
          N
          N
          N
          Y
          
            
              Liberty Latin America Ltd
              Liberty Latin America Ltd
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7732.17000000
        -0.00066346600
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            3105560.51000000
            USD
            226719439.00000000
            RUB
            2021-08-09
            -7732.17000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED RSD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        838.27000000
        0.000071928533
        N/A
        DFE
        
        RS
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4813978.48000000
            EUR
            566412708.00000000
            RSD
            2021-08-23
            838.27000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -92137.21000000
        -0.00790591864
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            2206408.53000000
            USD
            8587342.00000000
            PEN
            2021-08-20
            -92137.21000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -103.46000000
        -0.00000887748
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            86850.91000000
            CNY
            13323.78000000
            USD
            2021-08-10
            -103.46000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4J8Q27 IRS ZAR R F  5.88000 2 CCPVANILLA / Short: SEV4J8Q27 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        103650000.00000000
        OU
        Notional Amount
        
        83334.56000000
        0.007150599111
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-03-11
            0.00000000
            ZAR
            -5849.48000000
            ZAR
            103650000.00000000
            ZAR
            83727.91000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        BEV4G7F99 SYNTH SWAPTION
        000000000
        
          
        
        61060000.00000000
        NC
        
        34166.39000000
        0.002931678741
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                
                  
                    Goldman Sachs Group Inc.
                    784F5XWPLTWKTBV3E584
                  
                  
                    Goldman Sachs Group Inc.
                    784F5XWPLTWKTBV3E584
                    IRS Swap
                    N/A
                    
                      
                    
                    61060000.00000000
                    OU
                    Notional Amount
                    N/A
                    34166.39000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-02-10
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  61060000.00000000
                  ZAR
                
              
            
            1.00000000
            5.88000000
            ZAR
            2022-02-10
            XXXX
            -56085.87000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2149.94000000
        -0.00018447759
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1042125.00000000
            EUR
            1234141.74000000
            USD
            2021-08-06
            -2149.94000000
          
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        369000.00000000
        PA
        USD
        45909.14000000
        0.003939276281
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2024-12-03
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -311080.37000000
        -0.02669253929
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            4455745.80000000
            USD
            16108323084.00000000
            COP
            2021-09-13
            -311080.37000000
          
        
        
          N
          N
          N
        
      
      
        EUROTORG (BONITRON DAC)
        549300PXIOV742CFHL20
        Eurotorg LLC Via Bonitron DAC
        000000000
        
          
        
        5086000.00000000
        PA
        USD
        5416996.88000000
        0.464810434884
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2025-10-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        000000000
        
          
        
        747016.00000000
        PA
        USD
        811117.44000000
        0.069598683252
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        BEV4E8Z48 SYNTHSWAPTIONS
        000000000
        
          
        
        60100000.00000000
        NC
        
        23073.72000000
        0.001979861917
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMorgan Chase Bank, National Association
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank, National Association
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    60100000.00000000
                    OU
                    Notional Amount
                    N/A
                    23073.72000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-01-14
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  60100000.00000000
                  ZAR
                
              
            
            1.00000000
            5.70000000
            ZAR
            2022-01-12
            XXXX
            -68297.18000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4JL8Z5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JL8Z5 IRS COP P F  3.76000 2 CCPNDFOIS
        000000000
        
          
        
        3266600000.00000000
        OU
        Notional Amount
        
        31398.19000000
        0.002694150776
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            3266600000.00000000
            COP
            31398.19000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -98944.09000000
        -0.00848998929
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3705626.77000000
            EUR
            16564059.00000000
            PLN
            2021-09-10
            -98944.09000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED EUR / SOLD RSD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -42218.53000000
        -0.00362260007
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            2097390000.00000000
            RSD
            17776751.28000000
            EUR
            2021-09-23
            -42218.53000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: BEV4RTY56 IRS MYR R F  2.52000 2 NDF / Short: BEV4RTY56 IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        48400000.00000000
        OU
        Notional Amount
        
        4421.38000000
        0.000379380606
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-16
            0.00000000
            MYR
            0.00000000
            MYR
            48400000.00000000
            MYR
            4421.38000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -12600.97000000
        -0.00108123790
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2003435.27000000
            EUR
            2365976.92000000
            USD
            2021-09-15
            -12600.97000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2130.28000000
        0.000182790648
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            194138.35000000
            USD
            3950230.00000000
            MXN
            2021-10-22
            2130.28000000
          
        
        
          N
          N
          N
        
      
      
        TRANSPORT DE GAS DEL SUR
        5299002TRC7IFQYSW596
        Transportadora de Gas del Sur SA
        000000000
        
          
        
        3977000.00000000
        PA
        USD
        3753373.29000000
        0.322061671781
        Long
        DBT
        CORP
        AR
        Y
        
        2
        
          2025-05-02
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4RAMM3 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4RAMM3 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        14933400000.00000000
        OU
        Notional Amount
        
        38627.37000000
        0.003314457262
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-09-03
            0.00000000
            COP
            0.00000000
            COP
            14933400000.00000000
            COP
            38627.37000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -326093.45000000
        -0.02798075052
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            4470758.88000000
            USD
            16108323085.00000000
            COP
            2021-09-13
            -326093.45000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        176643000000.00000000
        PA
        
        12414170.80000000
        1.065209424355
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        226000.00000000
        PA
        USD
        28587.87000000
        0.002453008665
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2031-11-20
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4PK3Y8 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PK3Y8 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        5699144000.00000000
        OU
        Notional Amount
        
        -3947.37000000
        -0.00033870773
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-20
            0.00000000
            COP
            0.00000000
            COP
            5699144000.00000000
            COP
            -3947.37000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4MD7M9 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MD7M9 IRS COP P F  4.73000 2 CCPNDFOIS
        000000000
        
          
        
        3238100000.00000000
        OU
        Notional Amount
        
        -2800.65000000
        -0.00024031236
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            3238100000.00000000
            COP
            -2800.65000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        7699000.00000000
        PA
        USD
        966224.50000000
        0.082907788206
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2024-04-22
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD RSD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -66417.63000000
        -0.00569902626
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            2006744000.00000000
            RSD
            17001982.55000000
            EUR
            2021-08-23
            -66417.63000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4DXPP8 IRS MXN R F  4.23000 2 CCPVANILLA / Short: SEV4DXPP8 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        132000000.00000000
        OU
        Notional Amount
        
        -134975.70000000
        -0.01158171496
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-06
            0.00000000
            MXN
            0.00000000
            MXN
            132000000.00000000
            MXN
            -134975.70000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9426.34000000
        -0.00080883583
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1625899.72000000
            USD
            118966757.00000000
            RUB
            2021-09-16
            -9426.34000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        15563.91000000
        0.001335475713
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            2992522.06000000
            USD
            2535648.85000000
            EUR
            2021-08-06
            15563.91000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        2707000.00000000
        PA
        USD
        340762.57000000
        0.029239447956
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2027-03-23
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3X7R08 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X7R08 / Short: BEV3X7R08 IRS EUR P F   .36920 CCP LCH/BSV3X7R08
        000000000
        
          
        
        1193000.00000000
        OU
        Notional Amount
        
        -40112.44000000
        -0.00344188506
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-17
            0.00000000
            EUR
            0.00000000
            EUR
            1193000.00000000
            EUR
            -40112.44000000
          
        
        
          N
          N
          N
        
      
      
        SEPLAT ENERGY PL
        029200711C4S4CB2E982
        SEPLAT Energy PLC
        000000000
        
          
        
        4756000.00000000
        PA
        USD
        4956608.08000000
        0.425306347456
        Long
        DBT
        CORP
        NG
        Y
        
        2
        
          2026-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        47000000.00000000
        PA
        
        2601888.69000000
        0.223257469094
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-05-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEDER FINANCIERINGS-MAAT
        XTC5E2QFTEF0435JWL77
        Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV
        000000000
        
          
        
        15000000000.00000000
        PA
        
        1403893.66000000
        0.120462395879
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2022-12-08
          Fixed
          15.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5433.16000000
        -0.00046619732
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            3244071.88000000
            USD
            237024868.00000000
            RUB
            2021-08-09
            -5433.16000000
          
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        1700000.00000000
        PA
        
        1960001.33000000
        0.168179729609
        Long
        DBT
        NUSS
        BJ
        Y
        
        2
        
          2035-01-22
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD THB
        000000000
        
          
        
        1.00000000
        NC
        
        19807.56000000
        0.001699606032
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            131945777.00000000
            THB
            4032848.52000000
            USD
            2021-10-18
            19807.56000000
          
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BILL
        2138007T8RLEVDMLQ257
        Georgia Treasury Bills
        000000000
        
          
        
        960000.00000000
        PA
        
        308032.58000000
        0.026431020847
        Long
        STIV
        NUSS
        GE
        N
        
        2
        
          2021-08-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Belarus
        635400CVCOWYLHF4ZB08
        Republic of Belarus International Bond
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1006080.00000000
        0.086327626300
        Long
        DBT
        NUSS
        BY
        Y
        
        2
        
          2023-02-28
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4RLT42 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4RLT42 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        11164100000.00000000
        OU
        Notional Amount
        
        18493.60000000
        0.001586860478
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-09-14
            0.00000000
            COP
            0.00000000
            COP
            11164100000.00000000
            COP
            18493.60000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3.66000000
        -0.00000031404
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            23600.42000000
            USD
            1740000.00000000
            RUB
            2021-09-24
            -3.66000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3TRSR9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TRSR9 IRS USD P F  1.74250 CCP LCH
        000000000
        
          
        
        1247000.00000000
        OU
        Notional Amount
        USD
        -59988.43000000
        -0.00514736280
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-12-16
            0.00000000
            USD
            0.00000000
            USD
            1247000.00000000
            USD
            -59988.43000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV3YWA18 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3YWA18 IRS MXN P F  6.76000 CCP CME
        000000000
        
          
        
        244837000.00000000
        OU
        Notional Amount
        
        -217131.76000000
        -0.01863119178
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-07
            0.00000000
            MXN
            0.00000000
            MXN
            244837000.00000000
            MXN
            -217131.76000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1550.07000000
        0.000133005192
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            2673847.14000000
            USD
            195803152.00000000
            RUB
            2021-08-09
            1550.07000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3N1AW0 IRS MXN R F  7.05740 CCP CME / Short: SEV3N1AW0 IRS MXN P V 01MMIBOR MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        31000000.00000000
        OU
        Notional Amount
        
        34799.89000000
        0.002986036795
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2029-07-30
            0.00000000
            MXN
            0.00000000
            MXN
            31000000.00000000
            MXN
            34799.89000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        420000.00000000
        PA
        
        21095.14000000
        0.001810088027
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2021-11-24
          Fixed
          7.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4RSNE1 IRS MXN R F  6.56100 2 CCPVANILLA / Short: SEV4RSNE1 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        57000000.00000000
        OU
        Notional Amount
        
        20947.65000000
        0.001797432511
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-10
            0.00000000
            MXN
            0.00000000
            MXN
            57000000.00000000
            MXN
            20947.65000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4JSWQ3 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JSWQ3 IRS COP P F  4.07000 2 CCPNDFOIS
        000000000
        
          
        
        6533100000.00000000
        OU
        Notional Amount
        
        40920.66000000
        0.003511235134
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            6533100000.00000000
            COP
            40920.66000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV40F6H0 IRS MXN R F  5.20000 CCP CME / Short: SEV40F6H0 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        19740000.00000000
        OU
        Notional Amount
        
        -302.75000000
        -0.00002597774
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-15
            0.00000000
            MXN
            0.00000000
            MXN
            19740000.00000000
            MXN
            -302.75000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV47P8S5 IRS MXN R F  4.68800 2 CCPVANILLA / Short: SEV47P8S5 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        22000000.00000000
        OU
        Notional Amount
        
        -26627.44000000
        -0.00228479215
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-08-30
            0.00000000
            MXN
            0.00000000
            MXN
            22000000.00000000
            MXN
            -26627.44000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BSV3X7R08 IRS EUR R F   .00000 CCP LCH/BEV3X7R08 / Short: BSV3X7R08 IRS EUR P V 06MEURIB EUR006M+0BPS CCP LCH/BEV3X7R08
        000000000
        
          
        
        1193000.00000000
        OU
        Notional Amount
        
        0.00000000
        0.000000
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2050-02-17
            0.00000000
            EUR
            0.00000000
            EUR
            1193000.00000000
            EUR
            -0.40000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3JRFP8 IRS MXN R F  7.64000 CCP CME / Short: SEV3JRFP8 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        48837000.00000000
        OU
        Notional Amount
        
        100137.41000000
        0.008592383219
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-05-23
            0.00000000
            MXN
            0.00000000
            MXN
            48837000.00000000
            MXN
            100137.41000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K3J08 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3J08 IRS COP P F  4.82000 2 CCPNDFOIS
        000000000
        
          
        
        6462800000.00000000
        OU
        Notional Amount
        
        40949.79000000
        0.003513734661
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-03-26
            0.00000000
            COP
            0.00000000
            COP
            6462800000.00000000
            COP
            40949.79000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -191112.96000000
        -0.01639862455
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            144740000.00000000
            UAH
            5128986.54000000
            USD
            2021-09-29
            -191112.96000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT TREASURY BILL
        529900GFIVH4086NMH82
        Egypt Treasury Bills
        000000000
        
          
        
        205900000.00000000
        PA
        
        12939240.04000000
        1.110263476848
        Long
        STIV
        NUSS
        EG
        N
        
        2
        
          2021-09-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        134230.70000000
        0.011517789547
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            4189733.00000000
            EUR
            5108489.87000000
            USD
            2021-09-15
            134230.70000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5558.10000000
        -0.00047691791
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            689499.94000000
            USD
            50506215.00000000
            RUB
            2021-09-30
            -5558.10000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        29396.49000000
        0.002522393053
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1057875.02000000
            USD
            80000000.00000000
            RUB
            2021-09-15
            29396.49000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -129515.75000000
        -0.01111321889
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            302707216980.00000000
            IDR
            20700760.24000000
            USD
            2021-09-30
            -129515.75000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K3J73 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3J73 IRS COP P F  4.81500 2 CCPNDFOIS
        000000000
        
          
        
        5780900000.00000000
        OU
        Notional Amount
        
        37070.81000000
        0.003180895189
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-03-26
            0.00000000
            COP
            0.00000000
            COP
            5780900000.00000000
            COP
            37070.81000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4KTJP6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KTJP6 IRS COP P F  4.13500 2 CCPNDFOIS
        000000000
        
          
        
        15958800000.00000000
        OU
        Notional Amount
        
        88755.29000000
        0.007615729869
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            15958800000.00000000
            COP
            88755.29000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        20570.25000000
        0.001765049354
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            2821543.32000000
            EUR
            1022110000.00000000
            HUF
            2021-10-29
            20570.25000000
          
        
        
          N
          N
          N
        
      
      
        BNQ CEN TUNISIA INT BOND
        254900B5LFB16S9T2T11
        Banque Centrale de Tunisie International Bond
        000000000
        
          
        
        3256000.00000000
        PA
        
        3432010.86000000
        0.294486870807
        Long
        DBT
        NUSS
        TN
        Y
        
        2
        
          2023-10-31
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        505978000000.00000000
        PA
        
        36678813.15000000
        3.147259536782
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2040-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JSC GEORGIA CAPITAL
        635400VNH3KVFQNWDH25
        Georgia Capital JSC
        000000000
        
          
        
        3782000.00000000
        PA
        USD
        3848185.00000000
        0.330197078379
        Long
        DBT
        CORP
        GE
        Y
        
        2
        
          2024-03-09
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        275880.37000000
        0.023672170687
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            8611033.67000000
            EUR
            10499327.35000000
            USD
            2021-09-15
            275880.37000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6115.41000000
        -0.00052473841
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2655919.40000000
            USD
            194638788.00000000
            RUB
            2021-09-08
            -6115.41000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4P7ZT3 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4P7ZT3 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        23377700000.00000000
        OU
        Notional Amount
        
        -81785.78000000
        -0.00701770460
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-12
            0.00000000
            COP
            0.00000000
            COP
            23377700000.00000000
            COP
            -81785.78000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        21579.55000000
        0.001851653276
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2868578.14000000
            USD
            42000000000.00000000
            IDR
            2021-09-30
            21579.55000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -12526.01000000
        -0.00107480589
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3844652.00000000
            EUR
            4548454.00000000
            USD
            2021-08-06
            -12526.01000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        8115000.00000000
        PA
        USD
        1025322.14000000
        0.087978715946
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2028-11-03
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        598000.00000000
        PA
        USD
        587095.47000000
        0.050376270611
        Long
        DBT
        NUSS
        BH
        Y
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMAK ISKENDERUN
        5299001DUZ9PI7TCRC47
        Limak Iskenderun Uluslararasi Liman Isletmeciligi AS
        000000000
        
          
        
        8605000.00000000
        PA
        USD
        9058939.57000000
        0.777310700818
        Long
        DBT
        CORP
        TR
        Y
        
        2
        
          2036-07-10
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3QMHE4 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3QMHE4 IRS USD P F  1.41950 CCP LCH
        000000000
        
          
        
        385000.00000000
        OU
        Notional Amount
        USD
        -5763.99000000
        -0.00049458450
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2022-10-09
            0.00000000
            USD
            0.00000000
            USD
            385000.00000000
            USD
            -5763.99000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV3SPK19 IRS MXN R F  6.65000 CCP LCH / Short: SEV3SPK19 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP LCH
        000000000
        
          
        
        40000000.00000000
        OU
        Notional Amount
        
        28672.81000000
        0.002460297020
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-11-15
            0.00000000
            MXN
            -22226.34000000
            MXN
            40000000.00000000
            MXN
            29848.90000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV4MQX25 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV4MQX25 IRS EUR P F   .47080 2 CCPVANILLA
        000000000
        
          
        
        1650000.00000000
        OU
        Notional Amount
        
        -877.86000000
        -0.00007532559
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-05-14
            0.00000000
            EUR
            0.00000000
            EUR
            1650000.00000000
            EUR
            -877.87000000
          
        
        
          N
          N
          N
        
      
      
        Bank of Industry Limited
        N/A
        Bank of Industry Limited 3 Year Term Loan
        000000000
        
          
        
        9990000.00000000
        PA
        USD
        10085754.15000000
        0.865417476962
        Long
        LON
        CORP
        NG
        
        N
        
        2
        
          2023-12-14
          Floating
          6.11900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: BEV4S1AA1 IRS MYR R F  2.49500 2 NDF / Short: BEV4S1AA1 IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        14800000.00000000
        OU
        Notional Amount
        
        -2950.53000000
        -0.00025317295
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-19
            0.00000000
            MYR
            0.00000000
            MYR
            14800000.00000000
            MYR
            -2950.53000000
          
        
        
          N
          N
          N
        
      
      
        Ministry of Finance of Tanzania
        N/A
        Ministry of Finance of Tanzania 5 Year Term Loan
        000000000
        
          
        
        800000.00000000
        PA
        USD
        819192.80000000
        0.070291596996
        Long
        LON
        CORP
        TZ
        N
        
        2
        
          2022-06-23
          Floating
          5.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -37055.74000000
        -0.00317960209
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2228826.15000000
            USD
            9300000.00000000
            MYR
            2021-09-08
            -37055.74000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BM3
        
          
        
        181405000.00000000
        PA
        
        4232437.21000000
        0.363168195179
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-05-21
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4G5LW5 IRS MXN R F  4.67000 2 CCPVANILLA / Short: SEV4G5LW5 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        45000000.00000000
        OU
        Notional Amount
        
        -112692.32000000
        -0.00966966890
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-02-05
            0.00000000
            MXN
            0.00000000
            MXN
            45000000.00000000
            MXN
            -112692.32000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1911.81000000
        -0.00016404462
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            140484.18000000
            USD
            15900000.00000000
            KES
            2022-05-11
            -1911.81000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3JRGF9 IRS MXN R F  7.63250 CCP CME / Short: SEV3JRGF9 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        46163000.00000000
        OU
        Notional Amount
        
        94196.98000000
        0.008082659120
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-05-23
            0.00000000
            MXN
            0.00000000
            MXN
            46163000.00000000
            MXN
            94196.98000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED GEL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        120887.15000000
        0.010372833879
        N/A
        DFE
        
        GE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1305254.04000000
            USD
            4521400.00000000
            GEL
            2021-10-21
            120887.15000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3362.05000000
        0.000288483814
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            234343.78000000
            USD
            4784222.00000000
            MXN
            2021-10-22
            3362.05000000
          
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        5201000.00000000
        PA
        USD
        5051731.30000000
        0.433468483458
        Long
        DBT
        NUSS
        SV
        Y
        
        2
        
          2023-01-24
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9517.51000000
        0.000816658761
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            259761.30000000
            USD
            30470000.00000000
            KES
            2022-03-02
            9517.51000000
          
        
        
          N
          N
          N
        
      
      
        GENER MEDIT/CENT TERMICA
        N/A
        Generacion Mediterranea SA / Central Termica Roca SA
        36875KAA9
        
          
        
        1162500.00000000
        PA
        USD
        885983.10000000
        0.076022600554
        Long
        DBT
        CORP
        AR
        N
        
        3
        
          2023-05-05
          Fixed
          15.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        920060.09000000
        0.078946608245
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            28717767.50000000
            EUR
            35015220.40000000
            USD
            2021-09-15
            920060.09000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14692.35000000
        -0.00126069070
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            3186312.76000000
            USD
            233363635.00000000
            RUB
            2021-09-15
            -14692.35000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        120.21000000
        0.000010314730
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            12592.19000000
            USD
            929923.00000000
            RUB
            2021-08-04
            120.21000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED RSD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        358.58000000
        0.000030768289
        N/A
        DFE
        
        RS
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            953978.08000000
            EUR
            112264140.20000000
            RSD
            2021-08-23
            358.58000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -13756.69000000
        -0.00118040552
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2187182.77000000
            EUR
            2582975.36000000
            USD
            2021-09-15
            -13756.69000000
          
        
        
          N
          N
          N
        
      
      
        BNQ CEN TUNISIA INT BOND
        254900B5LFB16S9T2T11
        Banque Centrale de Tunisie International Bond
        000000000
        
          
        
        6206000.00000000
        PA
        
        6318651.25000000
        0.542177723276
        Long
        DBT
        NUSS
        TN
        Y
        
        2
        
          2024-02-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4EB650 IRS MXN R F  4.62500 2 CCPVANILLA / Short: SEV4EB650 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        85900000.00000000
        OU
        Notional Amount
        
        -215577.98000000
        -0.01849786825
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-09
            0.00000000
            MXN
            0.00000000
            MXN
            85900000.00000000
            MXN
            -215577.98000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6259.13000000
        -0.00053707044
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            690200.97000000
            USD
            50506215.00000000
            RUB
            2021-09-30
            -6259.13000000
          
        
        
          N
          N
          N
        
      
      
        ICBC Standard Bank PLC
        F01VVKN4DRF2NWKGQ283
        PURCHASED GEL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        22548.48000000
        0.001934793212
        N/A
        DFE
        
        GE
        N
        
        2
        
          
            
              ICBC Standard Bank PLC
              F01VVKN4DRF2NWKGQ283
            
            766183.03000000
            USD
            2475077.65000000
            GEL
            2021-09-09
            22548.48000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        8888700000.00000000
        PA
        
        2385958.50000000
        0.204729379131
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-02-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -10417.81000000
        -0.00089390983
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            24085511674.00000000
            IDR
            1646985.21000000
            USD
            2021-09-30
            -10417.81000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV40C9B7 IRS MXN R F  5.34500 CCP CME / Short: SEV40C9B7 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        40800000.00000000
        OU
        Notional Amount
        
        1540.07000000
        0.000132147132
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-13
            0.00000000
            MXN
            0.00000000
            MXN
            40800000.00000000
            MXN
            1540.07000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        4664600000.00000000
        PA
        
        1196284.03000000
        0.102648259274
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-07-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        224035.35000000
        0.019223560723
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            25056910947.00000000
            COP
            6671169.05000000
            USD
            2021-09-13
            224035.35000000
          
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        2830000000.00000000
        PA
        
        747760.32000000
        0.064162266884
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6652.69000000
        0.000570840227
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            7401777.11000000
            USD
            47950000.00000000
            CNY
            2021-08-18
            6652.69000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        32296.38000000
        0.002771220801
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1008064.44000000
            EUR
            1229120.56000000
            USD
            2021-09-15
            32296.38000000
          
        
        
          N
          N
          N
        
      
      
        ICBC Standard Bank PLC
        F01VVKN4DRF2NWKGQ283
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4843.69000000
        0.000415617307
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              ICBC Standard Bank PLC
              F01VVKN4DRF2NWKGQ283
            
            144058.22000000
            USD
            16826000.00000000
            KES
            2022-02-23
            4843.69000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV2T8TT8 IRS USD R V 03MLIBOR US0003M +0BPS CCP LCH / Short: BEV2T8TT8 IRS USD P F  2.63750 CCP LCH
        000000000
        
          
        
        645250.00000000
        OU
        Notional Amount
        USD
        -24117.38000000
        -0.00206941413
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-02-12
            0.00000000
            USD
            0.00000000
            USD
            645250.00000000
            USD
            -24117.38000000
          
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
        
        9434000.00000000
        PA
        
        11617244.92000000
        0.996828461054
        Long
        DBT
        NUSS
        HR
        Y
        
        2
        
          2041-03-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE SEP21
        000000000
        
          
        
        -187.00000000
        NC
        
        -1072156.57000000
        -0.09199738759
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXU1 Comdty
              
            
            2021-09-08
            -32114769.52000000
            EUR
            -1072156.57000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV44VUZ4 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV44VUZ4 IRS USD P F   .32020 2 CCPVANILLA
        000000000
        
          
        
        1020000.00000000
        OU
        Notional Amount
        USD
        12651.98000000
        0.001085614863
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-07-14
            0.00000000
            USD
            0.00000000
            USD
            1020000.00000000
            USD
            12651.98000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED EGP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14053.51000000
        0.001205874442
        N/A
        DFE
        
        EG
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            869670.84000000
            USD
            14320000.00000000
            EGP
            2021-12-02
            14053.51000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4MD2U6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MD2U6 IRS COP P F  4.78000 2 CCPNDFOIS
        000000000
        
          
        
        13613700000.00000000
        OU
        Notional Amount
        
        -19126.58000000
        -0.00164117391
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            13613700000.00000000
            COP
            -19126.58000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        9787000.00000000
        PA
        USD
        9199045.98000000
        0.789332661104
        Long
        DBT
        NUSS
        BH
        Y
        
        2
        
          2051-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -27690.87000000
        -0.00237604074
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            29750000.00000000
            UAH
            1065544.41000000
            USD
            2021-09-30
            -27690.87000000
          
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        299000.00000000
        PA
        USD
        301100.48000000
        0.025836205586
        Long
        DBT
        NUSS
        PK
        Y
        
        2
        
          2031-04-08
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3NF5M7 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NF5M7 IRS USD P F  1.45550 CCP LCH
        000000000
        
          
        
        530000.00000000
        OU
        Notional Amount
        USD
        -7305.20000000
        -0.00062682945
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2022-08-22
            0.00000000
            USD
            0.00000000
            USD
            530000.00000000
            USD
            -7305.20000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HV5
        
          
        
        8453817.00000000
        PA
        USD
        3174830.97000000
        0.272419312128
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        000000000
        
          
        
        4548000.00000000
        PA
        USD
        4742290.56000000
        0.406916634137
        Long
        DBT
        CORP
        XX
        
        Y
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV41PQ36 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV41PQ36 IRS USD P F   .34550 CCP LCH
        000000000
        
          
        
        600000.00000000
        OU
        Notional Amount
        USD
        5921.34000000
        0.000508086063
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-05-15
            0.00000000
            USD
            0.00000000
            USD
            600000.00000000
            USD
            5921.34000000
          
        
        
          N
          N
          N
        
      
      
        ARAGVI FINANCE INTL
        635400VKAYT1VT6VBF50
        Aragvi Finance International DAC
        000000000
        
          
        
        7791000.00000000
        PA
        USD
        8120091.84000000
        0.696752001720
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2026-04-29
          Fixed
          8.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -26757.46000000
        -0.00229594863
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2807325.66000000
            EUR
            1000000000.00000000
            HUF
            2021-08-30
            -26757.46000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRPSKA BOND
        N/A
        Republic of Srpska Treasury Bond
        000000000
        
          
        
        145770.90000000
        PA
        
        88687.06000000
        0.007609875331
        Long
        DBT
        NUSS
        BA
        N
        
        2
        
          2023-10-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4KPKY3 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KPKY3 IRS COP P F  4.34380 2 CCPNDFOIS
        000000000
        
          
        
        14687300000.00000000
        OU
        Notional Amount
        
        48560.88000000
        0.004166811288
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            14687300000.00000000
            COP
            48560.88000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -43.76000000
        -0.00000375486
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            22420.00000000
            USD
            1650000.00000000
            RUB
            2021-09-24
            -43.76000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        42104.57000000
        0.003612821629
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            2073408.57000000
            EUR
            756526245.00000000
            HUF
            2021-08-02
            42104.57000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4L4S39 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4L4S39 IRS COP P F  4.15000 2 CCPNDFOIS
        000000000
        
          
        
        9785000000.00000000
        OU
        Notional Amount
        
        78304.98000000
        0.006719031340
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-04-19
            0.00000000
            COP
            0.00000000
            COP
            9785000000.00000000
            COP
            78304.98000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV434XG4 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV434XG4 IRS USD P F   .36000 CCP LCH
        000000000
        
          
        
        1700000.00000000
        OU
        Notional Amount
        USD
        17054.06000000
        0.001463339414
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-06-15
            0.00000000
            USD
            0.00000000
            USD
            1700000.00000000
            USD
            17054.06000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        30237000.00000000
        PA
        
        44802710.69000000
        3.844338090116
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2049-04-03
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10109.93000000
        -0.00086749190
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1141905.55000000
            USD
            4800000.00000000
            MYR
            2021-09-01
            -10109.93000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT GOVERNMENT BOND
        529900GFIVH4086NMH82
        Egypt Government Bond
        000000000
        
          
        
        195789000.00000000
        PA
        
        12350710.71000000
        1.059764172551
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2026-01-12
          Fixed
          14.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -196.94000000
        -0.00001689861
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            1245830.88000000
            USD
            1050000.00000000
            EUR
            2021-08-06
            -196.94000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        317.78000000
        0.000027267407
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            424624.93000000
            EUR
            504057.99000000
            USD
            2021-08-06
            317.78000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -121240.80000000
        -0.01040317914
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4811092.47000000
            EUR
            21533276.00000000
            PLN
            2021-09-10
            -121240.80000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4R1Y65 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4R1Y65 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        22400000000.00000000
        OU
        Notional Amount
        
        61007.94000000
        0.005234842801
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-31
            0.00000000
            COP
            0.00000000
            COP
            22400000000.00000000
            COP
            61007.94000000
          
        
        
          N
          N
          N
        
      
      
        GOVERNMENT OF UKRAINE
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        000000000
        
          
        
        131000000.00000000
        PA
        
        4877543.31000000
        0.418522121631
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-05-13
          Fixed
          12.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODBRCHT OFFSHRE DRLL FIN
        549300L7LF2PIRAWID66
        Odebrecht Offshore Drilling Finance Ltd
        000000000
        
          
        
        5665151.30000000
        PA
        USD
        5566067.80000000
        0.477601603254
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2022-12-01
          Fixed
          6.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        16306.56000000
        0.001399199485
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2075307327.00000000
            COP
            550282.35000000
            USD
            2021-09-13
            16306.56000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        BEV4EF8R1 SYNTHSWAPTIONS
        000000000
        
          
        
        16786000.00000000
        NC
        
        6900.10000000
        0.000592069471
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMorgan Chase Bank, National Association
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank, National Association
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    16786000.00000000
                    OU
                    Notional Amount
                    N/A
                    6900.10000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-01-19
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  16786000.00000000
                  ZAR
                
              
            
            1.00000000
            5.73000000
            ZAR
            2022-01-17
            XXXX
            -18131.41000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4JQBL1 IRS MXN R F  5.44000 2 CCPVANILLA / Short: SEV4JQBL1 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        56000000.00000000
        OU
        Notional Amount
        
        -73764.85000000
        -0.00632946128
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-03-14
            0.00000000
            MXN
            0.00000000
            MXN
            56000000.00000000
            MXN
            -73764.85000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD RSD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5382.31000000
        -0.00046183409
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            270179067.80000000
            RSD
            2289653.12000000
            EUR
            2021-09-28
            -5382.31000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED UYU / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4072.65000000
        0.000349457505
        N/A
        DFE
        
        UY
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            392942.21000000
            USD
            17821501.00000000
            UYU
            2022-01-11
            4072.65000000
          
        
        
          N
          N
          N
        
      
      
        Government of The Republic of Kenya Acting through The National Treasury
        N/A
        Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan
        000000000
        
          
        
        2260000.00000000
        PA
        USD
        2285524.44000000
        0.196111541584
        Long
        LON
        CORP
        KE
        N
        
        2
        
          2025-06-29
          Floating
          6.61600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPT TREASURY BILL
        529900GFIVH4086NMH82
        Egypt Treasury Bills
        000000000
        
          
        
        30275000.00000000
        PA
        
        1897576.18000000
        0.162823281790
        Long
        STIV
        NUSS
        EG
        N
        
        2
        
          2021-09-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPT TREASURY BILL
        529900GFIVH4086NMH82
        Egypt Treasury Bills
        000000000
        
          
        
        21425000.00000000
        PA
        
        1349786.42000000
        0.115819674033
        Long
        STIV
        NUSS
        EG
        N
        
        2
        
          2021-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        13215100000.00000000
        PA
        
        3528918.29000000
        0.302802102601
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-03-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        BEV4DZRT3 SYNTHSWAPTIONS
        000000000
        
          
        
        15260000.00000000
        NC
        
        5863.66000000
        0.000503136777
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    IRS Swap
                    N/A
                    
                      
                    
                    15260000.00000000
                    OU
                    Notional Amount
                    N/A
                    5863.66000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-01-12
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  15260000.00000000
                  ZAR
                
              
            
            1.00000000
            5.70000000
            ZAR
            2022-01-10
            XXXX
            -17314.19000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV4MBGX9 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV4MBGX9 IRS EUR P F   .48480 2 CCPVANILLA
        000000000
        
          
        
        1700000.00000000
        OU
        Notional Amount
        
        -420.06000000
        -0.00003604363
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-05-06
            0.00000000
            EUR
            0.00000000
            EUR
            1700000.00000000
            EUR
            -407.37000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4H2XD0 IRS ZAR R F  5.47000 2 CCPVANILLA / Short: SEV4H2XD0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        36590000.00000000
        OU
        Notional Amount
        
        -10851.69000000
        -0.00093113931
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-02-24
            0.00000000
            ZAR
            -1675.78000000
            ZAR
            36590000.00000000
            ZAR
            -10736.20000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        BEV4GJ9R0 EATON VANCE
        000000000
        
          
        
        16160000.00000000
        NC
        
        15452.02000000
        0.001325874888
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    IRS Swap
                    N/A
                    
                      
                    
                    16160000.00000000
                    OU
                    Notional Amount
                    N/A
                    15452.02000000
                    0.00000000
                    DIR
                    
                    ZA
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-02-16
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  16160000.00000000
                  ZAR
                
              
            
            1.00000000
            6.18000000
            ZAR
            2022-02-16
            XXXX
            -10445.86000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4DLJF3 IRS MXN R F  4.68500 2 CCPVANILLA / Short: SEV4DLJF3 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        26000000.00000000
        OU
        Notional Amount
        
        -84387.53000000
        -0.00724095017
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-23
            0.00000000
            MXN
            0.00000000
            MXN
            26000000.00000000
            MXN
            -84387.53000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4NM4K5 IRS ZAR R F  5.85270 2 CCPVANILLA / Short: SEV4NM4K5 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        41843000.00000000
        OU
        Notional Amount
        
        21948.71000000
        0.001883329391
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-05-28
            0.00000000
            ZAR
            -2398.77000000
            ZAR
            41843000.00000000
            ZAR
            22122.96000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11901.33000000
        -0.00102120464
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2124057.02000000
            USD
            154581436.00000000
            RUB
            2021-08-09
            -11901.33000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        8359.66000000
        0.000717308369
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            2451467.86000000
            EUR
            885000000.00000000
            HUF
            2021-10-25
            8359.66000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        15322.82000000
        0.001314788763
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            2789045.23000000
            USD
            2363926.00000000
            EUR
            2021-08-06
            15322.82000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1553151.16000000
        0.133269573919
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            48478392.40000000
            EUR
            59109107.08000000
            USD
            2021-09-15
            1553151.16000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -38.34000000
        -0.00000328979
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            15401.53000000
            USD
            1124379.00000000
            RUB
            2021-08-09
            -38.34000000
          
        
        
          N
          N
          N
        
      
      
        EUROHOLD BULGARIA
        74780000J0W85Y204X80
        Eurohold Bulgaria AD
        000000000
        
          
        
        4634000.00000000
        PA
        
        5335155.08000000
        0.457787923428
        Long
        DBT
        CORP
        BG
        Y
        
        2
        
          2022-12-07
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        744.16000000
        0.000063853338
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            164436.07000000
            USD
            139237.73000000
            EUR
            2021-08-06
            744.16000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        11011000.00000000
        PA
        USD
        10282952.68000000
        0.882338279487
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2061-02-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV495GK5 IRS BRL R F  3.05500 2 CCPNDFPREDISWAP / Short: SEV495GK5 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP
        000000000
        
          
        
        145544141.00000000
        OU
        Notional Amount
        
        -259706.13000000
        -0.02228432504
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-01-03
            0.00000000
            BRL
            0.00000000
            BRL
            145544141.00000000
            BRL
            -259706.13000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD MYR
        000000000
        
          
        
        1.00000000
        NC
        
        11953.47000000
        0.001025678565
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3000000.00000000
            MYR
            718976.18000000
            USD
            2021-09-08
            11953.47000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -58829.19000000
        -0.00504789313
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            1445451.14000000
            USD
            5631044.00000000
            PEN
            2021-10-12
            -58829.19000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        BEV4H0SK4 SYNTH SWAPTION
        000000000
        
          
        
        16160000.00000000
        NC
        
        25563.41000000
        0.002193492073
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    IRS Swap
                    N/A
                    
                      
                    
                    16160000.00000000
                    OU
                    Notional Amount
                    N/A
                    25563.41000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-02-23
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  16160000.00000000
                  ZAR
                
              
            
            1.00000000
            6.54000000
            ZAR
            2022-02-23
            XXXX
            -3000.00000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        17085000.00000000
        PA
        
        21298666.18000000
        1.827551779868
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARBADOS GOVT OF
        529900UD1KUUS4SFD905
        Barbados Government International Bond
        067070AH5
        
          
        
        2172700.00000000
        PA
        USD
        2194427.00000000
        0.188294841364
        Long
        DBT
        NUSS
        BB
        N
        
        2
        
          2029-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796D55
        
          
        
        215000.00000000
        PA
        USD
        214995.34000000
        0.018447874292
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-08-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole Corporate and Investment Bank
        1VUV7VQFKUOQSJ21A208
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -76641.49000000
        -0.00657629404
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Credit Agricole Corporate and Investment Bank
              1VUV7VQFKUOQSJ21A208
            
            4398082.68000000
            USD
            18351000.00000000
            MYR
            2021-10-04
            -76641.49000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4PK4T8 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PK4T8 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        12190600000.00000000
        OU
        Notional Amount
        
        -13683.77000000
        -0.00117414855
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-13
            0.00000000
            COP
            0.00000000
            COP
            12190600000.00000000
            COP
            -13683.77000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT GOVERNMENT BOND
        529900GFIVH4086NMH82
        Egypt Government Bond
        000000000
        
          
        
        616064000.00000000
        PA
        
        39355505.58000000
        3.376935610076
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2027-10-13
          Fixed
          14.55600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -79.54000000
        -0.00000682500
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            9918.57000000
            USD
            726571.00000000
            RUB
            2021-09-30
            -79.54000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9128.63000000
        -0.00078329055
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1625602.02000000
            USD
            118966758.00000000
            RUB
            2021-09-16
            -9128.63000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        42163.22000000
        0.003617854146
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            2073359.20000000
            EUR
            756526269.00000000
            HUF
            2021-08-02
            42163.22000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRPSKA BOND
        N/A
        Republic of Srpska Treasury Bond
        000000000
        
          
        
        252711.00000000
        PA
        
        153657.49000000
        0.013184723257
        Long
        DBT
        NUSS
        BA
        N
        
        2
        
          2026-09-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4ED6Q0 IRS MXN R F  4.61390 2 CCPVANILLA / Short: SEV4ED6Q0 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        85800000.00000000
        OU
        Notional Amount
        
        -217039.89000000
        -0.01862330879
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-10
            0.00000000
            MXN
            0.00000000
            MXN
            85800000.00000000
            MXN
            -217039.89000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4PMZJ2 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PMZJ2 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        31658040000.00000000
        OU
        Notional Amount
        
        -15208.60000000
        -0.00130498801
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-16
            0.00000000
            COP
            0.00000000
            COP
            31658040000.00000000
            COP
            -15208.60000000
          
        
        
          N
          N
          N
        
      
      
        URU MONETARY REG BILL
        549300DTMS39GZYBX161
        Uruguay Monetary Regulation Bill
        000000000
        
          
        
        41032000.00000000
        PA
        
        905497.42000000
        0.077697044857
        Long
        STIV
        NUSS
        UY
        N
        
        2
        
          2022-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3AQ3W7 IRS MXN R F  8.45000 CCP CME / Short: SEV3AQ3W7 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        64000000.00000000
        OU
        Notional Amount
        
        181264.72000000
        0.015553587199
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-01-03
            0.00000000
            MXN
            0.00000000
            MXN
            64000000.00000000
            MXN
            181264.72000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -21129.17000000
        -0.00181300800
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1322655.89000000
            USD
            5500000.00000000
            MYR
            2021-08-11
            -21129.17000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3A5WP6 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3A5WP6 IRS USD P F  2.71300 CCP LCH
        000000000
        
          
        
        390000.00000000
        OU
        Notional Amount
        USD
        -22179.07000000
        -0.00190309564
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-12-24
            0.00000000
            USD
            0.00000000
            USD
            390000.00000000
            USD
            -22179.07000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8362.09000000
        0.000717516877
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            2605523.71000000
            USD
            17000000.00000000
            CNY
            2021-10-15
            8362.09000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        2484000.00000000
        PA
        USD
        2334289.32000000
        0.200295857282
        Long
        DBT
        NUSS
        BH
        Y
        
        2
        
          2044-09-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4H2XR9 IRS ZAR R F  5.41000 2 CCPVANILLA / Short: SEV4H2XR9 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        51710000.00000000
        OU
        Notional Amount
        
        -23950.10000000
        -0.00205506051
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-02-24
            0.00000000
            ZAR
            -2290.52000000
            ZAR
            51710000.00000000
            ZAR
            -23792.20000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4J23V1 IRS MXN R F  5.22000 2 CCPVANILLA / Short: SEV4J23V1 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        77000000.00000000
        OU
        Notional Amount
        
        -128113.69000000
        -0.01099291383
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-03-04
            0.00000000
            MXN
            0.00000000
            MXN
            77000000.00000000
            MXN
            -128113.69000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBM3
        
          
        
        1420000.00000000
        PA
        
        68215.12000000
        0.005853261557
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-09-12
          Fixed
          7.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        185393.99000000
        0.015907903036
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            29631889.52000000
            USD
            433307120451.00000000
            IDR
            2021-09-30
            185393.99000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -331833.45000000
        -0.02847327654
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            4476498.88000000
            USD
            16108323085.00000000
            COP
            2021-09-13
            -331833.45000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2651398.54000000
        0.227505707632
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            82757906.63000000
            EUR
            100905696.80000000
            USD
            2021-09-15
            2651398.54000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -385480.71000000
        -0.03307652938
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            5390303.32000000
            USD
            19451340746.00000000
            COP
            2021-09-13
            -385480.71000000
          
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        161000.00000000
        PA
        USD
        80902.50000000
        0.006941913949
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2028-04-18
          Fixed
          9.62500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV384LB5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV384LB5 IRS USD P F  3.00800 CCP LCH
        000000000
        
          
        
        615000.00000000
        OU
        Notional Amount
        USD
        -38159.34000000
        -0.00327429751
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-11-23
            0.00000000
            USD
            0.00000000
            USD
            615000.00000000
            USD
            -38159.34000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4MU246 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MU246 IRS COP P F  4.61500 2 CCPNDFOIS
        000000000
        
          
        
        5699144000.00000000
        OU
        Notional Amount
        
        2149.75000000
        0.000184461289
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            5699144000.00000000
            COP
            2149.75000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4LFYH6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4LFYH6 IRS COP P F  4.01500 2 CCPNDFOIS
        000000000
        
          
        
        2616700000.00000000
        OU
        Notional Amount
        
        17944.71000000
        0.001539762463
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            2616700000.00000000
            COP
            17944.71000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV2PU0K3 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH / Short: BEV2PU0K3 IRS EUR P F  1.00000 CCP LCH/BSV2PU0K3
        000000000
        
          
        
        400000.00000000
        OU
        Notional Amount
        
        -11774.66000000
        -0.00101033560
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-03-21
            0.00000000
            EUR
            -4352.26000000
            EUR
            400000.00000000
            EUR
            -6276.74000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -48205.10000000
        -0.00413628325
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            112666080344.00000000
            IDR
            7704717.25000000
            USD
            2021-09-30
            -48205.10000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: BEV4PNM05 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PNM05 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        31000000000.00000000
        OU
        Notional Amount
        
        -67219.96000000
        -0.00576787093
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-17
            0.00000000
            COP
            0.00000000
            COP
            31000000000.00000000
            COP
            -67219.96000000
          
        
        
          N
          N
          N
        
      
      
        Estrella
        N/A
        Estrella Term Loan
        000000000
        
          
        
        8070000.00000000
        PA
        USD
        7876320.00000000
        0.675834933190
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-29
          Floating
          5.17200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -134888.00000000
        -0.01157418978
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5261427.65000000
            EUR
            23540012.00000000
            PLN
            2021-09-10
            -134888.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV45D938 IRS BRL R F  4.06500 2 CCPNDFPREDISWAP / Short: SEV45D938 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP
        000000000
        
          
        
        10400000.00000000
        OU
        Notional Amount
        
        -69368.74000000
        -0.00595224898
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            10400000.00000000
            BRL
            -69368.74000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV40CZ36 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH / Short: BEV40CZ36 IRS EUR P F   .24680 CCP LCH
        000000000
        
          
        
        1190000.00000000
        OU
        Notional Amount
        
        -9387.39000000
        -0.00080549369
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-04-17
            0.00000000
            EUR
            0.00000000
            EUR
            1190000.00000000
            EUR
            -9387.39000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21
        000000000
        
          
        
        -774.00000000
        NC
        USD
        -488834.10000000
        -0.04194486274
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            -95831838.16000000
            USD
            -488834.10000000
          
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        1314000.00000000
        PA
        USD
        169492.86000000
        0.014543491848
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2028-03-20
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7.68000000
        0.000000658989
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            13260.53000000
            USD
            971055.00000000
            RUB
            2021-08-09
            7.68000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        286891.86000000
        0.024617021786
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            8954734.50000000
            EUR
            10918397.54000000
            USD
            2021-09-15
            286891.86000000
          
        
        
          N
          N
          N
        
      
      
        VALE SA
        254900SMTWBX7RU2SR20
        Vale SA
        000000000
        
          
        
        55334600.00000000
        PA
        
        6923080.12000000
        0.594041302331
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2049-12-29
          Variable
          2.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UGANDA T-BILL
        549300NF1DEFHG8XLQ11
        Republic of Uganda Treasury Bills
        000000000
        
          
        
        13454200000.00000000
        PA
        
        3465318.46000000
        0.297344860277
        Long
        STIV
        NUSS
        UG
        N
        
        2
        
          2022-07-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        URU MONETARY REG BILL
        549300DTMS39GZYBX161
        Uruguay Monetary Regulation Bill
        000000000
        
          
        
        65000000.00000000
        PA
        
        1418838.01000000
        0.121744709673
        Long
        STIV
        NUSS
        UY
        N
        
        2
        
          2022-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        439558.02000000
        0.037716683055
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            13719891.93000000
            EUR
            16728495.34000000
            USD
            2021-09-15
            439558.02000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EGP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        13237.46000000
        0.001135852516
        N/A
        DFE
        
        EG
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            872605.66000000
            USD
            14350000.00000000
            EGP
            2021-12-01
            13237.46000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4BW8F3 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BEV4BW8F3 IRS BRL P F  3.40000 2 CCPNDFPREDISWAP
        000000000
        
          
        
        195517500.00000000
        OU
        Notional Amount
        
        274090.51000000
        0.023518590092
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2022-01-03
            0.00000000
            BRL
            0.00000000
            BRL
            195517500.00000000
            BRL
            274090.51000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        8721000.00000000
        PA
        USD
        8417945.25000000
        0.722309589457
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2031-02-16
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ULKER BISKUVI SANAYI AS
        7890009HEU9BS7J3DA93
        Ulker Biskuvi Sanayi AS
        000000000
        
          
        
        6725000.00000000
        PA
        USD
        7293874.48000000
        0.625857655846
        Long
        DBT
        CORP
        TR
        Y
        
        2
        
          2025-10-30
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6491.41000000
        0.000557001447
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            949185.05000000
            USD
            805582.00000000
            EUR
            2021-08-06
            6491.41000000
          
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BILL
        2138007T8RLEVDMLQ257
        Georgia Treasury Bills
        000000000
        
          
        
        714000.00000000
        PA
        
        213434.84000000
        0.018313974144
        Long
        STIV
        NUSS
        GE
        N
        
        2
        
          2022-06-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HACIENDA (DME AIRPORT)
        635400OVV3CKEYWLQV14
        Hacienda Investments Ltd Via DME Airport DAC
        000000000
        
          
        
        3242000.00000000
        PA
        USD
        3405834.47000000
        0.292240781417
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2028-02-08
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K1DF5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K1DF5 IRS COP P F  4.16000 2 CCPNDFOIS
        000000000
        
          
        
        16332800000.00000000
        OU
        Notional Amount
        
        86425.27000000
        0.007415800345
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            16332800000.00000000
            COP
            86425.27000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCC4
        
          
        
        8735000.00000000
        PA
        USD
        7820794.90000000
        0.671070550554
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPT TREASURY BILL
        529900GFIVH4086NMH82
        Egypt Treasury Bills
        000000000
        
          
        
        59975000.00000000
        PA
        
        3733337.66000000
        0.320342495991
        Long
        STIV
        NUSS
        EG
        N
        
        2
        
          2021-10-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED KES / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        41639.49000000
        0.003572915008
        N/A
        DFE
        
        KE
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            562980.48000000
            USD
            66640000.00000000
            KES
            2021-10-12
            41639.49000000
          
        
        
          N
          N
          N
        
      
      
        GEORGIA T-BOND
        2138007T8RLEVDMLQ257
        Georgia Treasury Bond
        000000000
        
          
        
        4846000.00000000
        PA
        
        1571862.19000000
        0.134875091180
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2025-05-30
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -13914.63000000
        -0.00119395771
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            2212295.79000000
            EUR
            2612632.84000000
            USD
            2021-09-15
            -13914.63000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        000000000
        
          
        
        1738000.00000000
        PA
        USD
        1923444.60000000
        0.165042945530
        Long
        DBT
        NUSS
        KE
        Y
        
        2
        
          2028-02-28
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV40F5Y4 IRS MXN R F  5.16000 CCP CME / Short: SEV40F5Y4 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        12863000.00000000
        OU
        Notional Amount
        
        -379.43000000
        -0.00003255734
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-15
            0.00000000
            MXN
            0.00000000
            MXN
            12863000.00000000
            MXN
            -379.43000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        2759000.00000000
        PA
        
        3624001.14000000
        0.310960774617
        Long
        DBT
        NUSS
        CI
        Y
        
        2
        
          2040-10-17
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -26.95000000
        -0.00000231246
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            16088.46000000
            USD
            1175487.00000000
            RUB
            2021-08-09
            -26.95000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4JQGM4 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JQGM4 IRS COP P F  4.00000 2 CCPNDFOIS
        000000000
        
          
        
        6533100000.00000000
        OU
        Notional Amount
        
        45860.07000000
        0.003935065785
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            6533100000.00000000
            COP
            45860.07000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3PKMY9 IRS MXN R F  6.79500 CCP CME / Short: SEV3PKMY9 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        21000000.00000000
        OU
        Notional Amount
        
        19681.27000000
        0.001688769602
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-09-10
            0.00000000
            MXN
            0.00000000
            MXN
            21000000.00000000
            MXN
            19681.27000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3140.21000000
        0.000269448627
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            193128.42000000
            USD
            3950230.00000000
            MXN
            2021-10-22
            3140.21000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4J8Y02 IRS ZAR R F  5.82000 2 CCPVANILLA / Short: SEV4J8Y02 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        103650000.00000000
        OU
        Notional Amount
        
        65934.88000000
        0.005657603451
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-03-11
            0.00000000
            ZAR
            -5692.10000000
            ZAR
            103650000.00000000
            ZAR
            66317.53000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED RSD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        485.53000000
        0.000041661351
        N/A
        DFE
        
        RS
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1241716.70000000
            EUR
            146127083.80000000
            RSD
            2021-08-23
            485.53000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        5706.43000000
        0.000489645511
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            128148343.29000000
            RUB
            1743571.81000000
            USD
            2021-09-24
            5706.43000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4BWAR4 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BEV4BWAR4 IRS BRL P F  5.14500 2 CCPNDFPREDISWAP
        000000000
        
          
        
        39152124.73000000
        OU
        Notional Amount
        
        149997.77000000
        0.012870697593
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            39152124.73000000
            BRL
            149997.77000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -262122.19000000
        -0.02249163730
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            129000000.00000000
            UAH
            4537460.43000000
            USD
            2021-08-11
            -262122.19000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K3JN8 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JN8 IRS COP P F  4.20000 2 CCPNDFOIS
        000000000
        
          
        
        6533100000.00000000
        OU
        Notional Amount
        
        31747.53000000
        0.002724126218
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            6533100000.00000000
            COP
            31747.53000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD UAH
        000000000
        
          
        
        1.00000000
        NC
        
        -21219.96000000
        -0.00182079832
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            23630000.00000000
            UAH
            851531.53000000
            USD
            2021-09-09
            -21219.96000000
          
        
        
          N
          N
          N
        
      
      
        ALPHA HOLDING SA
        549300R872G37EN6NT94
        Alpha Holding SA de CV
        000000000
        
          
        
        9319000.00000000
        PA
        USD
        1094982.50000000
        0.093955987660
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2025-02-10
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TANZANIA
        N/A
        TANZANIA 10 Year Term Loan
        000000000
        
          
        
        31265000.00000000
        PA
        USD
        31296265.00000000
        2.685405007084
        Long
        LON
        CORP
        TZ
        N
        
        2
        
          2031-04-28
          Floating
          6.44600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -36880.47000000
        -0.00316456288
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5039199.40000000
            EUR
            1797576659.00000000
            HUF
            2021-08-18
            -36880.47000000
          
        
        
          N
          N
          N
        
      
      
        OI MOVEL SA
        254900M3NQMOCMEIGF93
        Oi Movel SA
        000000000
        
          
        
        1404000.00000000
        PA
        USD
        1453140.00000000
        0.124688023698
        Long
        DBT
        CORP
        BR
        Y
        
        2
        
          2026-07-30
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1520.82000000
        -0.00013049536
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            2236611.87000000
            EUR
            804815977.00000000
            HUF
            2021-10-29
            -1520.82000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        120.29000000
        0.000010321594
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            14271.62000000
            USD
            1052781.00000000
            RUB
            2021-08-04
            120.29000000
          
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        65000.00000000
        PA
        USD
        8205.60000000
        0.000704089108
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2034-05-17
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        FRIGORIFICO CONCEPCION
        529900Q6VZVL47QJCQ91
        Frigorifico Concepcion SA
        358648AA1
        
          
        
        7960000.00000000
        PA
        USD
        8294519.00000000
        0.711718885750
        Long
        DBT
        CORP
        PY
        N
        
        2
        
          2028-07-21
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV424Y33 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV424Y33 IRS USD P F   .94400 CCP LCH
        000000000
        
          
        
        240000.00000000
        OU
        Notional Amount
        USD
        40760.47000000
        0.003497489883
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-05-21
            0.00000000
            USD
            0.00000000
            USD
            240000.00000000
            USD
            40760.47000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV47MCS7 IRS BRL R F  2.84000 2CCPNDFPREDISWAP / Short: SEV47MCS7 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP
        000000000
        
          
        
        157820251.96000000
        OU
        Notional Amount
        
        -341460.82000000
        -0.02929936194
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-01-03
            0.00000000
            BRL
            0.00000000
            BRL
            157820251.96000000
            BRL
            -341460.82000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2157.57000000
        0.000185132292
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            194111.06000000
            USD
            3950230.00000000
            MXN
            2021-10-22
            2157.57000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV40C2K4 IRS MXN R F  5.37500 CCP CME / Short: SEV40C2K4 IRS MXN P V 01MMXIBT MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        19740000.00000000
        OU
        Notional Amount
        
        953.17000000
        0.000081787634
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-13
            0.00000000
            MXN
            0.00000000
            MXN
            19740000.00000000
            MXN
            953.17000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3542.40000000
        -0.00030395891
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            743688.80000000
            EUR
            266636233.00000000
            HUF
            2021-10-25
            -3542.40000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV4M9R95 IRS MXN R F  6.06500 2 CCPVANILLA / Short: SEV4M9R95 IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        127000000.00000000
        OU
        Notional Amount
        
        -82582.78000000
        -0.00708609193
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-04-28
            0.00000000
            MXN
            0.00000000
            MXN
            127000000.00000000
            MXN
            -82582.78000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD RSD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -8574.20000000
        -0.00073571717
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            429080000.00000000
            RSD
            3639355.39000000
            EUR
            2021-08-30
            -8574.20000000
          
        
        
          N
          N
          N
        
      
      
        NETWORK I2I LTD
        2549003L8M1FGHLHOX45
        Network i2i Ltd
        000000000
        
          
        
        895000.00000000
        PA
        USD
        889052.73000000
        0.076285992999
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2026-03-03
          Fixed
          3.97500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Long: BEV4RATZ7 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4RATZ7 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        31658050000.00000000
        OU
        Notional Amount
        
        65479.42000000
        0.005618522284
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Credit Suisse Group AG
              549300506SI9CRFV9Z86
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-09-03
            0.00000000
            COP
            0.00000000
            COP
            31658050000.00000000
            COP
            65479.42000000
          
        
        
          N
          N
          N
        
      
      
        JSC GEORGIA CAPITAL
        635400VNH3KVFQNWDH25
        Georgia Capital JSC
        373143AA4
        
          
        
        324000.00000000
        PA
        USD
        329670.00000000
        0.028287639713
        Long
        DBT
        CORP
        GE
        N
        
        2
        
          2024-03-09
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        9435000.00000000
        PA
        USD
        11020032.83000000
        0.945584124492
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2040-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDSHININVESTBK (DILIJAN
        549300DCGXFXAP2FEV07
        Ardshinbank CJSC Via Dilijan Finance BV
        000000000
        
          
        
        13150000.00000000
        PA
        USD
        13101016.25000000
        1.124144834396
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-01-28
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        2028000.00000000
        PA
        
        2368884.85000000
        0.203264358778
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2041-04-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -127640.88000000
        -0.01095234393
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            4655819.29000000
            EUR
            1635390000.00000000
            HUF
            2021-09-30
            -127640.88000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV3YW282 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3YW282 IRS MXN P F  6.79000 CCP CME
        000000000
        
          
        
        68044000.00000000
        OU
        Notional Amount
        
        -62855.65000000
        -0.00539338726
        N/A
        DIR
        
        MN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-07
            0.00000000
            MXN
            0.00000000
            MXN
            68044000.00000000
            MXN
            -62855.65000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4MG411 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MG411 IRS COP P F  4.52900 2 CCPNDFOIS
        000000000
        
          
        
        11139200000.00000000
        OU
        Notional Amount
        
        14548.75000000
        0.001248368969
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            11139200000.00000000
            COP
            14548.75000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K5F80 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K5F80 IRS COP P F  4.28000 2 CCPNDFOIS
        000000000
        
          
        
        6533100000.00000000
        OU
        Notional Amount
        
        26102.41000000
        0.002239741467
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            6533100000.00000000
            COP
            26102.41000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT GOVERNMENT BOND
        529900GFIVH4086NMH82
        Egypt Government Bond
        000000000
        
          
        
        206111000.00000000
        PA
        
        12998894.50000000
        1.115382183045
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2030-10-06
          Fixed
          14.66400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4H2JB0 IRS ZAR R F  5.51000 2 CCPVANILLA / Short: SEV4H2JB0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        51900000.00000000
        OU
        Notional Amount
        
        -9628.49000000
        -0.00082618150
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-02-24
            0.00000000
            ZAR
            -2428.98000000
            ZAR
            51900000.00000000
            ZAR
            -9461.06000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        BEV4DY0R9 SYNTHSWAPTIONS
        000000000
        
          
        
        30530000.00000000
        NC
        
        11743.19000000
        0.001007635295
        N/A
        DIR
        
        ZA
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    IRS Swap
                    N/A
                    
                      
                    
                    30530000.00000000
                    OU
                    Notional Amount
                    N/A
                    11743.19000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-01-11
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  30530000.00000000
                  ZAR
                
              
            
            1.00000000
            5.70000000
            ZAR
            2022-01-07
            XXXX
            -33018.00000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        Long: BEV4RTUW1 IRS MYR R F  2.51500 2 NDF / Short: BEV4RTUW1 IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        61100000.00000000
        OU
        Notional Amount
        
        2128.36000000
        0.000182625901
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-07-16
            0.00000000
            MYR
            0.00000000
            MYR
            61100000.00000000
            MYR
            2128.36000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4PB9H9 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PB9H9 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        26892100000.00000000
        OU
        Notional Amount
        
        -73818.05000000
        -0.00633402615
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-11
            0.00000000
            COP
            0.00000000
            COP
            26892100000.00000000
            COP
            -73818.05000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        16952.63000000
        0.001454636119
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1407990.11000000
            USD
            105226000.00000000
            RUB
            2021-09-30
            16952.63000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BEV4K3JX6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JX6 IRS COP P F  4.16000 2 CCPNDFOIS
        000000000
        
          
        
        7036300000.00000000
        OU
        Notional Amount
        
        37232.70000000
        0.003194786310
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-11-26
            0.00000000
            COP
            0.00000000
            COP
            7036300000.00000000
            COP
            37232.70000000
          
        
        
          N
          N
          N
        
      
      
        TELECOM ARGENTINA SA
        549300MKPIRSJD8SB782
        Telecom Argentina SA
        000000000
        
          
        
        3876000.00000000
        PA
        USD
        3851852.52000000
        0.330511773330
        Long
        DBT
        CORP
        AR
        Y
        
        2
        
          2025-08-06
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        89681.80000000
        0.007695229918
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            13443489.98000000
            USD
            11398757.98000000
            EUR
            2021-09-15
            89681.80000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        4424000.00000000
        PA
        USD
        4705888.43000000
        0.403793115654
        Long
        DBT
        NUSS
        BH
        Y
        
        2
        
          2047-09-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BSV40CZ36 IRS EUR R F   .24680 CCP LCH / Short: BSV40CZ36 IRS EUR P V 06MEURIB EUR006M+0BPS CCP LCH
        000000000
        
          
        
        1190000.00000000
        OU
        Notional Amount
        
        0.00000000
        0.000000
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-04-17
            0.00000000
            EUR
            0.00000000
            EUR
            1190000.00000000
            EUR
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4PY542 TRS COP R F   .00000 NO INDEX+0BPS COLOMBIA TRS / Short: BEV4PY542 TRS COP P V 00MDTF DTF RATE 90D NONCOMPOUNDING
        000000000
        
          
        
        13830700000.00000000
        OU
        Notional Amount
        
        -7061.58000000
        -0.00060592541
        N/A
        DE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                TITULOS DE TESORERIA
                TITULOS DE TESORERIA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-26
            0.00000000
            COP
            0.00000000
            COP
            13830700000.00000000
            COP
            -7061.58000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SEV3BESD8 IRS MXN R F  8.38000 CCP CME / Short: SEV3BESD8 IRS MXN P V 01MMXTII MXIBTIIE+0BPS CCP CME
        000000000
        
          
        
        63000000.00000000
        OU
        Notional Amount
        
        175265.73000000
        0.015038838305
        N/A
        DIR
        
        MX
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-01-18
            49.46000000
            MXN
            0.00000000
            MXN
            63000000.00000000
            MXN
            175261.60000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Rwanda
        213800AKFASSQE52AZ88
        Rwanda International Government Bond
        000000000
        
          
        
        221000.00000000
        PA
        USD
        237839.32000000
        0.020408023155
        Long
        DBT
        NUSS
        RW
        Y
        
        2
        
          2023-05-02
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964L0
        
          
        
        235000.00000000
        PA
        USD
        234990.08000000
        0.020163541478
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED EGP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2496.45000000
        0.000214210204
        N/A
        DFE
        
        EG
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            317955.11000000
            USD
            5100000.00000000
            EGP
            2021-09-28
            2496.45000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2065.96000000
        -0.00017727161
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            784743.62000000
            EUR
            281862250.00000000
            HUF
            2021-10-25
            -2065.96000000