0001752724-24-147155.txt : 20240627
0001752724-24-147155.hdr.sgml : 20240627
20240627090907
ACCESSION NUMBER: 0001752724-24-147155
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
CENTRAL INDEX KEY: 0001006415
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07589
FILM NUMBER: 241075755
BUSINESS ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
BUSINESS PHONE: 610-386-4068
MAIL ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: Hartford Multi-Asset Income & Growth Fund
DATE OF NAME CHANGE: 20190501
FORMER COMPANY:
FORMER CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
DATE OF NAME CHANGE: 19970613
FORMER COMPANY:
FORMER CONFORMED NAME: ITT HARTFORD MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19960226
0001006415
S000032809
The Hartford Emerging Markets Local Debt Fund
C000101254
Class A
HLDAX
C000101255
Class C
HLDCX
C000101256
Class I
HLDIX
C000101257
Class R3
HLDRX
C000101258
Class R4
HLDSX
C000101259
Class R5
HLDTX
C000101260
Class Y
HLDYX
C000185755
Class F
HLDFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001006415
XXXXXXXX
S000032809
C000185755
C000101258
C000101254
C000101259
C000101257
C000101260
C000101255
C000101256
HARTFORD MUTUAL FUNDS INC/CT
811-07589
0001006415
549300FJ4Q3QXIS6ZN84
690 LEE ROAD
WAYNE
19087
610-386-4068
The Hartford Emerging Markets Local Debt Fund
S000032809
CTK6OQ0ECNS76TIBBU69
2024-10-31
2024-04-30
N
33916105.88
2456127.18
31459978.70
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
196982.00000000
0.00000000
0.00000000
1914306.45000000
BRL
CLP
CNY
COP
CZK
EUR
HUF
IDR
MXN
MYR
PEN
PLN
RON
THB
USD
ZAR
N
HFMV Blended Benchmark
70% JGENVUUG / 30% JBCDCOMP
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
20870.44000000
0.066339650763
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
672208.62000000
USD
12275000.00000000
MXN
2024-11-25
20870.44000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-173.80000000
-0.00055244792
N/A
DFE
ID
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
59112.12000000
USD
959787000.00000000
IDR
2024-06-20
-173.80000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2156.17000000
-0.00685369186
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
84505.19000000
USD
77000.00000000
EUR
2024-06-20
-2156.17000000
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
000000000
200000.00000000
PA
USD
169465.28000000
0.538669404757
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5437.11000000
0.017282624542
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
204000.00000000
EUR
223608.54000000
USD
2024-06-20
5437.11000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-195.19000000
-0.00062043907
N/A
DFE
CL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
68075.51000000
USD
65200000.00000000
CLP
2024-06-21
-195.19000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0UEUD4 IRS MXN R V 01MTIIE 99D0UEUG7 CCPVANILLA / Short: B9D0UEUD4 IRS MXN P F 8.49750 99D0UEUD4 CCPVANILLA
000000000
665000.00000000
OU
Notional Amount
1722.26000000
0.005474447444
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-11-30
0.00000000
MXN
0.00000000
MXN
665000.00000000
MXN
1722.26000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-169.84000000
-0.00053986050
N/A
DFE
MY
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
16909.74000000
USD
80000.00000000
MYR
2024-06-20
-169.84000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2344.40000000
0.007452007588
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
80000.00000000
EUR
87901.82000000
USD
2024-06-20
2344.40000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
179100000.00000000
PA
40019.26000000
0.127206888414
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1025000.00000000
PA
214805.54000000
0.682789845626
Long
DBT
NUSS
MY
N
2
2024-06-14
Fixed
3.48000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
125000.00000000
PA
USD
106412.50000000
0.338247209302
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-706.73000000
-0.00224644144
N/A
DFE
CZ
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
72003.34000000
USD
1680000.00000000
CZK
2024-06-20
-706.73000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
209000000.00000000
PA
13115.35000000
0.041688998346
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0VP4G0 IRS BRL R F 11.84500 99D0VP4G0 CCPNDFPREDISWAP / Short: S9D0VP4G0 IRS BRL P V 00MBRCDI 99D0VP4F2 CCPNDFPREDISWAP
000000000
550024.31000000
OU
Notional Amount
2121.81000000
0.006744473733
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
550024.31000000
BRL
2121.81000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
47.99000000
0.000152543014
N/A
DFE
CN
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
114527.57000000
USD
829000.00000000
CNY
2024-06-20
47.99000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-191.53000000
-0.00060880524
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
8850000.00000000
INR
105621.20000000
USD
2024-06-20
-191.53000000
N
N
N
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
119.88000000
0.000381055566
N/A
DFE
US
N
2
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
785000.00000000
CNY
108614.23000000
USD
2024-06-20
119.88000000
N
N
N
FAR EAST HORIZON LTD
549300S9XRGO1ZPUHE62
Far East Horizon Ltd
000000000
200000.00000000
PA
USD
188758.26000000
0.599994875393
Long
DBT
CORP
HK
N
2
2026-10-26
Fixed
4.25000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1395000.00000000
PA
293520.97000000
0.932997993415
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0WSN07 IRS MXN R F 9.27000 99D0WSN07 CCPVANILLA / Short: S9D0WSN07 IRS MXN P V 01MTIIE 99D0WSMZ1 CCPVANILLA
000000000
2710000.00000000
OU
Notional Amount
-2819.68000000
-0.00896275241
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-08-31
0.00000000
MXN
0.00000000
MXN
2710000.00000000
MXN
-2819.68000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2065000.00000000
PA
56486.72000000
0.179551043370
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.88000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-61788.81000000
-0.19640448771
N/A
DFE
TH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1329194.49000000
USD
46781000.00000000
THB
2024-06-20
-61788.81000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
447800.00000000
PA
22659.83000000
0.072027480425
Long
DBT
NUSS
MX
N
2
2035-05-24
Fixed
8.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3061.28000000
-0.00973071224
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
118563.80000000
USD
108000.00000000
EUR
2024-06-20
-3061.28000000
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
000000000
100000.00000000
PA
111522.46000000
0.354489941215
Long
DBT
NUSS
HU
N
2
2029-05-16
Fixed
6.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1555400.00000000
PA
77654.24000000
0.246835005009
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1578.33000000
-0.00501694554
N/A
DFE
ID
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
59731.43000000
USD
947000000.00000000
IDR
2024-06-20
-1578.33000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
872.20000000
0.002772411285
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
255000.00000000
PEN
68566.82000000
USD
2024-06-20
872.20000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
78000.00000000
PA
USD
70729.45000000
0.224823578790
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2663.28000000
-0.00846561285
N/A
DFE
BR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
75619.03000000
USD
380000.00000000
BRL
2024-06-04
-2663.28000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
38917.87000000
0.123705964238
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
563710.79000000
USD
20575500.00000000
TRY
2024-06-20
38917.87000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
300.56000000
0.000955372547
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
109000.00000000
EUR
116872.55000000
USD
2024-06-20
300.56000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
175000000.00000000
PA
169349.47000000
0.538301286262
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
11834.56000000
0.037617825850
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
5035000.00000000
MXN
303373.56000000
USD
2024-06-20
11834.56000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0YA54 USD CALL THB PUT
000000000
-488000.00000000
OU
Notional Amount
USD
-12166.33000000
-0.03867240380
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Call
Written
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
-12166.33000000
-0.04000000
DFE
TH
-488000.00000000
USD
-17743680.00000000
THB
2024-10-17
1.00000000
36.36000000
USD
2024-10-17
XXXX
-1380.55000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0Y5T09 IRS HUF R F 6.53500 99D0Y5T09 CCPVANILLA / Short: S9D0Y5T09 IRS HUF P V 06MBUBOR 99D0Y5SY6 CCPVANILLA
000000000
13294836.00000000
OU
Notional Amount
-1227.94000000
-0.00390318128
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
13294836.00000000
HUF
-1227.94000000
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
000000000
200000.00000000
PA
USD
203008.00000000
0.645289693091
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.05000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
200000.00000000
PA
USD
180765.62000000
0.574589136641
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
9660.08000000
0.030705933059
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
504911.16000000
USD
9150000.00000000
MXN
2024-12-20
9660.08000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
495000000.00000000
PA
32910.66000000
0.104611196065
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1500000.00000000
PA
40231.26000000
0.127880760453
Long
DBT
NUSS
TH
N
2
2024-09-17
Fixed
0.75000000
N
N
N
N
N
N
NOVA LJUBLJANSKA BANK
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
000000000
100000.00000000
PA
110203.40000000
0.350297122101
Long
DBT
CORP
SI
N
2
2034-01-24
Fixed
6.88000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
255000.00000000
PA
53162.18000000
0.168983521911
Long
DBT
NUSS
RO
N
2
2025-07-28
Fixed
3.65000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0Y5T25 IRS HUF R F 6.53500 99D0Y5T25 CCPVANILLA / Short: S9D0Y5T25 IRS HUF P V 06MBUBOR 99D0Y5SZ3 CCPVANILLA
000000000
25280164.00000000
OU
Notional Amount
-2334.93000000
-0.00742190585
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
25280164.00000000
HUF
-2334.93000000
N
N
N
WE SODA INV HOLDING PLC
984500SE38C07DB47A90
WE Soda Investments Holding PLC
92943TAC7
200000.00000000
PA
USD
203502.00000000
0.646859942088
Long
DBT
CORP
GB
N
2
2031-02-14
Fixed
9.38000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAA1
200000.00000000
PA
USD
206480.60000000
0.656327844239
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
8.45000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-60.19000000
-0.00019132244
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
575000.00000000
CNY
79410.19000000
USD
2024-06-20
-60.19000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-5095.68000000
-0.01619734090
N/A
DFE
ID
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
109243.16000000
USD
1696000000.00000000
IDR
2024-06-20
-5095.68000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
317.48000000
0.001009155165
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
99143.02000000
USD
93000.00000000
EUR
2024-06-20
317.48000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-1478.54000000
-0.00469974889
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1878000.00000000
TRY
52384.94000000
USD
2024-07-09
-1478.54000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
548.37000000
0.001743071745
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
85000.00000000
BRL
16867.42000000
USD
2024-06-04
548.37000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
489000000.00000000
PA
30098.95000000
0.095673777426
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
6425.36000000
0.020423917197
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9336000.00000000
MXN
547002.94000000
USD
2024-06-20
6425.36000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0X67V4 IRS MXN R V 01MTIIE 99D0X67Y8 CCPVANILLA / Short: B9D0X67V4 IRS MXN P F 9.98000 99D0X67V4 CCPVANILLA
000000000
6442000.00000000
OU
Notional Amount
4162.77000000
0.013231954286
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-11-13
0.00000000
MXN
0.00000000
MXN
6442000.00000000
MXN
4162.77000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
200000.00000000
PA
USD
166240.22000000
0.528418094574
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0WSN80 IRS MXN R V 01MTIIE 99D0WSN98 CCPVANILLA / Short: B9D0WSN80 IRS MXN P F 9.36000 99D0WSN80 CCPVANILLA
000000000
8965000.00000000
OU
Notional Amount
8015.82000000
0.025479419666
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-09-06
0.00000000
MXN
0.00000000
MXN
8965000.00000000
MXN
8015.82000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
83.65000000
0.000265893377
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8610000.00000000
MXN
496969.70000000
USD
2024-07-10
83.65000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XANL9 IRS MXN R F 8.77500 99D0XANL9 CCPVANILLA / Short: S9D0XANL9 IRS MXN P V 01MTIIE 99D0XANK1 CCPVANILLA
000000000
1555000.00000000
OU
Notional Amount
-4510.29000000
-0.01433659584
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-11-21
0.00000000
MXN
0.00000000
MXN
1555000.00000000
MXN
-4510.29000000
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
000000000
200000.00000000
PA
USD
197382.27000000
0.627407513152
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0WG9R0 IRS MXN R V 01MTIIE 99D0WG9S8 CCPVANILLA / Short: B9D0WG9R0 IRS MXN P F 8.88000 99D0WG9R0 CCPVANILLA
000000000
5585000.00000000
OU
Notional Amount
10810.71000000
0.034363373551
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-08-09
0.00000000
MXN
0.00000000
MXN
5585000.00000000
MXN
10810.71000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN24
000000000
-5.00000000
NC
2588.76000000
0.008228740472
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUM4 Comdty
2024-06-06
-527975.75000000
EUR
2588.76000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
310000.00000000
PA
44098.97000000
0.140174824721
Long
DBT
NUSS
CN
N
2
2026-06-06
Fixed
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0XVCP6 IRS PLN R V 06MWIBOR 99D0XVCQ4 CCPVANILLA / Short: B9D0XVCP6 IRS PLN P F 4.72000 99D0XVCP6 CCPVANILLA
000000000
2385000.00000000
OU
Notional Amount
13290.51000000
0.042245769225
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
PLN
0.00000000
PLN
2385000.00000000
PLN
13290.51000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-408.65000000
-0.00129895192
N/A
DFE
RO
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
34693.79000000
USD
160000.00000000
RON
2024-06-20
-408.65000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
000000000
9000000.00000000
PA
72719.67000000
0.231149775063
Long
DBT
NUSS
XX
N
2
2040-04-30
None
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
49.50000000
0.000157342763
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
181000.00000000
CNY
25065.39000000
USD
2024-06-20
49.50000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
6810000.00000000
PA
300522.76000000
0.955254175044
Long
DBT
NUSS
CZ
N
2
2030-09-30
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
2103.56000000
0.006686463522
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1927000.00000000
CNY
268433.00000000
USD
2024-06-20
2103.56000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0YA4W USD PUT ZAR CALL
000000000
244000.00000000
OU
Notional Amount
USD
10337.30000000
0.032858572787
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
10337.30000000
0.03000000
DFE
US
4691241.60000000
ZAR
244000.00000000
USD
2024-10-17
1.00000000
19.22640000
USD
2024-10-17
XXXX
1058.71000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-1902.83000000
-0.00604841477
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
77755.08000000
USD
1310000.00000000
MXN
2024-06-20
-1902.83000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0YA4O USD CALL ZAR PUT
000000000
244000.00000000
OU
Notional Amount
USD
8628.82000000
0.027427927025
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Call
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
8628.82000000
0.03000000
DFE
US
4691241.60000000
ZAR
244000.00000000
USD
2024-10-17
1.00000000
19.22640000
USD
2024-10-17
XXXX
-1950.04000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
1875.39000000
0.005961192847
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
112600000.00000000
CLP
119104.29000000
USD
2024-06-21
1875.39000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
1742.00000000
0.005537193831
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
106200.77000000
USD
2040000.00000000
ZAR
2024-06-20
1742.00000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-1924.55000000
-0.00611745487
N/A
DFE
HU
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
96292.60000000
USD
34700000.00000000
HUF
2024-06-20
-1924.55000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1281.92000000
0.004074764360
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
797000.00000000
MXN
46643.65000000
USD
2024-10-04
1281.92000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
223.33000000
0.000709886049
N/A
DFE
CO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
80472.80000000
USD
319069000.00000000
COP
2024-06-20
223.33000000
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
75000.00000000
PA
83657.85000000
0.265918330071
Long
DBT
NUSS
BG
N
2
2033-01-27
Fixed
4.50000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
680000.00000000
PA
23615.29000000
0.075064545418
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
140000.00000000
PA
USD
133645.69000000
0.424811762507
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: 99D0V9SJ4 IRS BRL R F 12.63000 99D0V9SJ4 NDFPREDISWAP / Short: 99D0V9SJ4 IRS BRL P V 00MBRCDI 99D0V9SI6 NDFPREDISWAP
000000000
1204241.42000000
OU
Notional Amount
8884.96000000
0.028242104308
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
1204241.42000000
BRL
8884.96000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2301.51000000
-0.00731567564
N/A
DFE
BR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
95416.09000000
USD
485000.00000000
BRL
2024-06-04
-2301.51000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1288.70000000
0.004096315551
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
76912.00000000
USD
2670000.00000000
TRY
2024-06-20
1288.70000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
118000.00000000
PA
20372.09000000
0.064755574675
Long
DBT
NUSS
BR
N
2
2035-01-01
Fixed
10.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1708.61000000
0.005431058985
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
101000.00000000
GBP
127946.94000000
USD
2024-06-20
1708.61000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED UYU / SOLD USD
000000000
1.00000000
NC
103.69000000
0.000329593357
N/A
DFE
UY
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
23494.44000000
USD
909000.00000000
UYU
2024-05-13
103.69000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
1797.57000000
0.005713830950
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
209976000.00000000
COP
54902.86000000
USD
2024-06-20
1797.57000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
810000.00000000
PA
170812.91000000
0.542953037663
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.96000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
9116000.00000000
PA
256879.43000000
0.816527666625
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0W5C82 IRS BRL R F 10.59500 99D0W5C82 CCPNDF / Short: S9D0W5C82 IRS BRL P V 00MBRCDI 99D0W5C74 CCPNDF
000000000
281836.98000000
OU
Notional Amount
-2563.68000000
-0.00814902013
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
281836.98000000
BRL
-2563.68000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
35000.00000000
PA
8816.96000000
0.028025956673
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1129.55000000
0.003590434725
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
286529.98000000
USD
4968000.00000000
MXN
2024-06-20
1129.55000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
-3790.43000000
-0.01204841883
N/A
DFE
NG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
36040.00000000
USD
45050000.00000000
NGN
2024-06-24
-3790.43000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1412000000.00000000
PA
93642.41000000
0.297655668787
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-79.07000000
-0.00025133519
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2420000.00000000
THB
65484.34000000
USD
2024-06-20
-79.07000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
205000.00000000
PA
USD
11541.50000000
0.036686293115
Long
DBT
CORP
KY
N
2
2030-01-14
None
0.00000000
Y
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
716.07000000
0.002276129958
N/A
DFE
CO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
83882.73000000
USD
334500000.00000000
COP
2024-06-20
716.07000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
634.85000000
0.002017960679
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
215000.00000000
MYR
45623.34000000
USD
2024-06-20
634.85000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
221.15000000
0.000702956610
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
71433.19000000
USD
67000.00000000
EUR
2024-06-20
221.15000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3035000.00000000
PA
83560.53000000
0.265608984662
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1065000.00000000
PA
285104.49000000
0.906245019167
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
BANCA TRANSILVANIA
549300RG3H390KEL8896
Banca Transilvania SA
000000000
100000.00000000
PA
112719.86000000
0.358296046780
Long
DBT
CORP
RO
N
2
2027-04-27
Fixed
8.88000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
2149.27000000
0.006831759234
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
570000.00000000
PLN
142581.98000000
USD
2024-06-20
2149.27000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
52.12000000
0.000165670805
N/A
DFE
HU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
48646.69000000
USD
17907000.00000000
HUF
2024-06-20
52.12000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2361.83000000
0.007507411313
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
109000.00000000
EUR
118933.82000000
USD
2024-06-20
2361.83000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
403.97000000
0.001284075885
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2632000000.00000000
IDR
162029.06000000
USD
2024-06-20
403.97000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
255000.00000000
PA
50896.25000000
0.161780942337
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.76000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971V2C8
20000.00000000
PA
USD
19010.19000000
0.060426582552
Long
DBT
CORP
PE
N
2
2030-07-01
Fixed
3.13000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
836.53000000
0.002659029136
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
18300000.00000000
HUF
50604.12000000
USD
2024-06-20
836.53000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-3253.67000000
-0.01034225112
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
73137.60000000
USD
364000.00000000
BRL
2024-06-04
-3253.67000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
850000.00000000
PA
33533.91000000
0.106592284501
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XVAQ6 IRS HUF R F 5.89500 99D0XVAQ6 CCPVANILLA / Short: S9D0XVAQ6 IRS HUF P V 06MBUBOR 99D0XVAP8 CCPVANILLA
000000000
23245000.00000000
OU
Notional Amount
-5045.19000000
-0.01603685129
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
23245000.00000000
HUF
-5045.19000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-1975.20000000
-0.00627845307
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
769000.00000000
MXN
42865.10000000
USD
2024-05-07
-1975.20000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
350000.00000000
PA
73922.91000000
0.234974443895
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3555.72000000
0.011302359845
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
145000.00000000
EUR
158628.55000000
USD
2024-06-20
3555.72000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
425000.00000000
PA
90248.70000000
0.286868280683
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-176.36000000
-0.00056058524
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1041000.00000000
CNY
143699.58000000
USD
2024-06-20
-176.36000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-1266.42000000
-0.00402549541
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
61546.64000000
USD
57900000.00000000
CLP
2024-06-21
-1266.42000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
99D0XILK USD PUT COP CALL
000000000
-343000.00000000
OU
Notional Amount
USD
-11919.59000000
-0.03788810575
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
-11919.59000000
-0.04000000
DFE
CO
-343000.00000000
USD
-1390865000.00000000
COP
2024-07-09
1.00000000
4055.00000000
USD
2024-07-09
XXXX
3797.70000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
45063.39000000
0.143240370343
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1368297.85000000
USD
24550000.00000000
MXN
2024-07-24
45063.39000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
4225000.00000000
PA
120943.18000000
0.384435034598
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
ESIC SUKUK LTD
549300TSWFEC4DLPPH77
Esic Sukuk Ltd
000000000
200000.00000000
PA
USD
198162.00000000
0.629885995440
Long
DBT
CORP
KY
N
2
2029-02-14
Fixed
5.83000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-597.34000000
-0.00189872982
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
42480.78000000
USD
170000.00000000
PLN
2024-06-20
-597.34000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
13577.09000000
0.043156704362
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
930701.69000000
USD
16240000.00000000
MXN
2024-05-24
13577.09000000
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAH5
200000.00000000
PA
USD
188366.28000000
0.598748911422
Long
DBT
CORP
SG
N
2
2032-10-07
Fixed
3.86000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
429.02000000
0.001363700859
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
880000.00000000
CZK
37774.86000000
USD
2024-06-20
429.02000000
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
000000000
200000.00000000
PA
USD
156832.00000000
0.498512734212
Long
DBT
CORP
US
N
2
2029-11-16
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-21579.17000000
-0.06859244949
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
12275000.00000000
MXN
692153.71000000
USD
2024-05-24
-21579.17000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3867000000.00000000
PA
230974.29000000
0.734184508522
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.38000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
660000.00000000
PA
27523.24000000
0.087486518228
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
340000.00000000
PA
72302.05000000
0.229822310718
Long
DBT
NUSS
MY
N
2
2029-07-09
Fixed
4.13000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1627.17000000
0.005172190405
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
82000.00000000
EUR
89323.53000000
USD
2024-06-20
1627.17000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-98.81000000
-0.00031408158
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
295000.00000000
BRL
56537.89000000
USD
2024-06-04
-98.81000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
285000.00000000
PA
57986.10000000
0.184317035154
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2903500.00000000
PA
136471.66000000
0.433794508576
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
1454.22000000
0.004622444324
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
65891.49000000
USD
267190000.00000000
COP
2024-07-11
1454.22000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0YA5C USD PUT THB CALL
000000000
-488000.00000000
OU
Notional Amount
USD
-8151.06000000
-0.02590929916
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
-8151.06000000
-0.03000000
DFE
TH
-488000.00000000
USD
-17743680.00000000
THB
2024-10-17
1.00000000
36.36000000
USD
2024-10-17
XXXX
1852.45000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
67.92000000
0.000215893343
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
115548.92000000
USD
9670000.00000000
INR
2024-06-20
67.92000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1015000.00000000
PA
182573.12000000
0.580334531504
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2940000.00000000
PA
102984.57000000
0.327351048079
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
4766000.00000000
PA
146719.73000000
0.466369451165
Long
DBT
NUSS
TR
N
2
2033-10-05
Fixed
26.20000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
810000.00000000
PA
178272.98000000
0.566665927208
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.64000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-345.96000000
-0.00109968288
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
121195.82000000
USD
113000.00000000
EUR
2024-06-20
-345.96000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1025000.00000000
PA
246698.43000000
0.784165915535
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
200000.00000000
PA
USD
134134.00000000
0.426363925033
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-301.95000000
-0.00095979085
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
24300000.00000000
HUF
65782.88000000
USD
2024-06-20
-301.95000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
193.26000000
0.000614304293
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
8063000.00000000
INR
96596.42000000
USD
2024-06-20
193.26000000
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
290000.00000000
PA
USD
280298.92000000
0.890969834000
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
2.63000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3084.89000000
-0.00980575997
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
117517.94000000
USD
107000.00000000
EUR
2024-06-20
-3084.89000000
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
200000.00000000
PA
USD
193773.10000000
0.615935254908
Long
DBT
CORP
MX
N
2
2026-05-02
Fixed
4.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
281.69000000
0.000895391578
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
45000.00000000
CAD
32997.32000000
USD
2024-06-20
281.69000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
4503.91000000
0.014316316113
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
12078000.00000000
MXN
689856.07000000
USD
2024-10-23
4503.91000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
1484.50000000
0.004718693595
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
355000.00000000
PEN
95726.03000000
USD
2024-06-20
1484.50000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
80.68000000
0.000256452811
N/A
DFE
CL
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
26851.77000000
USD
25869000.00000000
CLP
2024-06-21
80.68000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XROC1 IRS BRL R F 10.19000 99D0XROC1 CCPNDFPREDISWAP / Short: S9D0XROC1 IRS BRL P V 00MBRCDI 99D0XROB3 CCPNDFPREDISWAP
000000000
754574.03000000
OU
Notional Amount
-5113.69000000
-0.01625458824
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-01-03
0.00000000
BRL
0.00000000
BRL
754574.03000000
BRL
-5113.69000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2179.91000000
-0.00692915281
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
102507.84000000
USD
138000.00000000
CAD
2024-06-20
-2179.91000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-166.93000000
-0.00053061065
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
38500000.00000000
HUF
104535.37000000
USD
2024-06-20
-166.93000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
590000.00000000
PA
82842.42000000
0.263326370275
Long
DBT
NUSS
CN
N
2
2030-06-25
Fixed
2.62000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1937.72000000
0.006159317584
N/A
DFE
CL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
70940.97000000
USD
70001000.00000000
CLP
2024-06-21
1937.72000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0Y60L USD PUT BRL CALL
000000000
174000.00000000
OU
Notional Amount
USD
2679.60000000
0.008517488284
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
2679.60000000
0.01000000
DFE
US
890445.00000000
BRL
174000.00000000
USD
2024-10-01
1.00000000
5.11750000
USD
2024-10-01
XXXX
-2246.34000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-132.10000000
-0.00041989856
N/A
DFE
CZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
27292.71000000
USD
640000.00000000
CZK
2024-06-20
-132.10000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
183.37000000
0.000582867527
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3240000.00000000
INR
38797.75000000
USD
2024-09-06
183.37000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
1992.37000000
0.006333030352
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1378000000.00000000
IDR
86612.19000000
USD
2024-06-20
1992.37000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-951.43000000
-0.00302425506
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1048068000.00000000
COP
264116.73000000
USD
2024-06-20
-951.43000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XVAE3 IRS HUF R F 5.70500 99D0XVAE3 CCPVANILLA / Short: S9D0XVAE3 IRS HUF P V 06MBUBOR 99D0XVAD5 CCPVANILLA
000000000
99995000.00000000
OU
Notional Amount
-18101.34000000
-0.05753767404
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-06-19
0.00000000
HUF
-364104.66000000
HUF
99995000.00000000
HUF
-17092.87000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-72993.18000000
-0.23201916535
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2837567.43000000
USD
2585000.00000000
EUR
2024-06-20
-72993.18000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
427.97000000
0.001360363285
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
53137.10000000
USD
51450000.00000000
CLP
2024-06-21
427.97000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
185000000.00000000
PA
11224.67000000
0.035679204067
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.13000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-675.16000000
-0.00214609172
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
610000.00000000
PLN
149612.48000000
USD
2024-06-20
-675.16000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
1025.01000000
0.003258139523
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
681000000.00000000
IDR
42843.66000000
USD
2024-06-20
1025.01000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0WZIA5 IRS MXN R V 01MTIIE 99D0WZIB3 CCPVANILLA / Short: B9D0WZIA5 IRS MXN P F 10.59000 99D0WZIA5 CCPVANILLA
000000000
9925000.00000000
OU
Notional Amount
1089.66000000
0.003463638708
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-10-13
0.00000000
MXN
0.00000000
MXN
9925000.00000000
MXN
1089.66000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
16780000.00000000
PA
44932.34000000
0.142823809349
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-14.62000000
-0.00004647174
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
600000.00000000
CZK
25448.45000000
USD
2024-06-20
-14.62000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
191.67000000
0.000609250253
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
482393.48000000
USD
8610000.00000000
MXN
2025-01-10
191.67000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
3528.34000000
0.011215328635
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
670000.00000000
BRL
132160.85000000
USD
2024-06-04
3528.34000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-1073.11000000
-0.00341103218
N/A
DFE
CZ
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
123762.69000000
USD
2891000.00000000
CZK
2024-06-20
-1073.11000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
2236.62000000
0.007109413586
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
86674.11000000
USD
85400000.00000000
CLP
2024-06-21
2236.62000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-728.27000000
-0.00231490938
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
28521.46000000
USD
480000.00000000
MXN
2024-06-20
-728.27000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0WLPB6 IRS BRL R F 10.46750 99D0WLPB6 CCPNDFPREDISWAP / Short: S9D0WLPB6 IRS BRL P V 00MBRCDI 99D0WLP75 CCPNDFPREDISWAP
000000000
197765.70000000
OU
Notional Amount
-995.12000000
-0.00316312992
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-07-01
0.00000000
BRL
0.00000000
BRL
197765.70000000
BRL
-995.12000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
99D0X5HD USD PUT INR CALL
000000000
149000.00000000
OU
Notional Amount
USD
7.45000000
0.000023680880
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
BFM8T61CT2L1QCEMIK50
FX Contract
N/A
1.00000000
NC
USD
7.45000000
0.00000000
DFE
US
12274620.00000000
INR
149000.00000000
USD
2024-05-09
1.00000000
82.38000000
USD
2024-05-09
XXXX
-648.15000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
3326.21000000
0.010572829790
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
337600000.00000000
COP
88709.04000000
USD
2024-06-20
3326.21000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
340000.00000000
PA
71805.95000000
0.228245386574
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-544.84000000
-0.00173185114
N/A
DFE
MY
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
46579.58000000
USD
220000.00000000
MYR
2024-06-20
-544.84000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
640000.00000000
PA
117164.18000000
0.372422947635
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
5.00000000
NC
USD
-26655.89000000
-0.08472952335
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
595718.39000000
USD
-26655.89000000
N
N
N
NWD FINANCE (BVI) LTD
25490076V8K09HMNCT88
NWD Finance BVI Ltd
000000000
200000.00000000
PA
USD
100100.00000000
0.318182033607
Long
DBT
CORP
VG
N
2
2028-03-10
Fixed
4.13000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1511.84000000
-0.00480559765
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
86481.30000000
USD
79000.00000000
EUR
2024-10-15
-1511.84000000
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
455000.00000000
PA
95765.36000000
0.304403766172
Long
DBT
NUSS
MY
N
2
2026-03-31
Fixed
3.73000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0YCI97 IRS PLN R F 5.36000 99D0YCI97 CCPVANILLA / Short: S9D0YCI97 IRS PLN P V 06MWIBOR 99D0YCI89 CCPVANILLA
000000000
550000.00000000
OU
Notional Amount
-81.07000000
-0.00025769248
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
PLN
0.00000000
PLN
550000.00000000
PLN
-81.07000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
30100.72000000
0.095679403622
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
373990.98000000
USD
7135000.00000000
MXN
2024-11-06
30100.72000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-346.86000000
-0.00110254365
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
58215.06000000
USD
4840000.00000000
INR
2024-06-20
-346.86000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
577.42000000
0.001835411287
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
12000000.00000000
HUF
33211.90000000
USD
2024-06-20
577.42000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-4171.08000000
-0.01325836879
N/A
DFE
BR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
114564.65000000
USD
575000.00000000
BRL
2024-06-04
-4171.08000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0WZJ14 IRS MXN R F 9.42500 99D0WZJ14 CCPVANILLA / Short: S9D0WZJ14 IRS MXN P V 01MTIIE 99D0WZJ06 CCPVANILLA
000000000
2695000.00000000
OU
Notional Amount
-1239.44000000
-0.00393973566
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-10-03
0.00000000
MXN
0.00000000
MXN
2695000.00000000
MXN
-1239.44000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
497.66000000
0.001581882825
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1715000.00000000
CZK
73279.61000000
USD
2024-06-20
497.66000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
625.29000000
0.001987572865
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
340000.00000000
PEN
90884.79000000
USD
2024-06-20
625.29000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
1.00000000
NC
USD
-642.05000000
-0.00204084689
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
110860.80000000
USD
-642.05000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2362600.00000000
PA
112709.22000000
0.358262226032
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XVD26 IRS PLN R F 4.72000 99D0XVD26 CCPVANILLA / Short: S9D0XVD26 IRS PLN P V 06MWIBOR 99D0XVD18 CCPVANILLA
000000000
845000.00000000
OU
Notional Amount
-6556.67000000
-0.02084130463
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-06-19
262.23000000
PLN
0.00000000
PLN
845000.00000000
PLN
-6623.38000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1420.74000000
0.004516023400
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
720000.00000000
MXN
43110.53000000
USD
2024-06-20
1420.74000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
18.00000000
NC
USD
-43230.93000000
-0.13741563658
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
1928590.31000000
USD
-43230.93000000
N
N
N
IRB INFRASTRUCTURE DEVELOPERS
335800XGO3AITGW6AK27
IRB INFRASTRUCTURE DEVELOPERS
000000000
200000.00000000
PA
USD
197300.00000000
0.627146006300
Long
DBT
CORP
IN
N
2
2032-03-11
Fixed
7.11000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
4739.21000000
0.015064250504
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
520000.00000000
BRL
104166.67000000
USD
2024-07-11
4739.21000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-148.69000000
-0.00047263223
N/A
DFE
HU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
16737.89000000
USD
6100000.00000000
HUF
2024-06-20
-148.69000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
1150.07000000
0.003655660453
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
310000.00000000
PEN
83445.49000000
USD
2024-06-20
1150.07000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-844.26000000
-0.00268360003
N/A
DFE
BR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
33482.36000000
USD
170000.00000000
BRL
2024-06-04
-844.26000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-509.75000000
-0.00162031260
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
67808000.00000000
CLP
70085.79000000
USD
2024-06-21
-509.75000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2656.78000000
0.008444951680
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
74225.93000000
USD
2625000.00000000
TRY
2024-06-20
2656.78000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
2335.31000000
0.007423113735
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3510000.00000000
THB
97429.34000000
USD
2024-06-20
2335.31000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
459.22000000
0.001459695838
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
399000000.00000000
IDR
24960.90000000
USD
2024-06-20
459.22000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0Y60D USD CALL BRL PUT
000000000
174000.00000000
OU
Notional Amount
USD
7638.60000000
0.024280372446
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Call
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
7638.60000000
0.02000000
DFE
US
890445.00000000
BRL
174000.00000000
USD
2024-10-01
1.00000000
5.11750000
USD
2024-10-01
XXXX
2233.81000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0XV418 IRS CLP R V 06MCLICP 99D0XV426 CCPNDFCAMARAPROMEDIO / Short: B9D0XV418 IRS CLP P F 4.66190 99D0XV418 CCPNDFCAMARAPROMEDIO
000000000
547020000.00000000
OU
Notional Amount
14517.19000000
0.046144945419
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-06-21
0.00000000
CLP
0.00000000
CLP
547020000.00000000
CLP
14517.19000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
530.99000000
0.001687826953
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
30100000.00000000
CLP
31868.38000000
USD
2024-06-21
530.99000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
100.93000000
0.000320820306
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
22117.32000000
USD
87850000.00000000
COP
2024-06-20
100.93000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
99D0XTI5 USD PUT INR CALL
000000000
685000.00000000
OU
Notional Amount
USD
3317.46000000
0.010545016675
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
FX Contract
N/A
1.00000000
NC
USD
3317.46000000
0.01000000
DFE
US
57190650.00000000
INR
685000.00000000
USD
2024-09-04
1.00000000
83.49000000
USD
2024-09-04
XXXX
-2350.92000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
34.35000000
0.000109186342
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
440000.00000000
CZK
18707.27000000
USD
2024-06-20
34.35000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-240.91000000
-0.00076576657
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
128873.42000000
USD
670000.00000000
BRL
2024-06-04
-240.91000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-2570.28000000
-0.00816999917
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
473000.00000000
PLN
114016.40000000
USD
2024-05-14
-2570.28000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0WUOD3 IRS BRL R F 10.43500 99D0WUOD3 CCPNDFPREDISWAP / Short: S9D0WUOD3 IRS BRL P V 00MBRCDI 99D0WUOC5 CCPNDFPREDISWAP
000000000
797711.46000000
OU
Notional Amount
-2790.79000000
-0.00887092145
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
797711.46000000
BRL
-2790.79000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
651000000.00000000
PA
39793.08000000
0.126487943235
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
7.13000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
327.47000000
0.001040909795
N/A
DFE
XX
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
159023.23000000
USD
149000.00000000
EUR
2024-06-20
327.47000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
140000000.00000000
PA
8279.09000000
0.026316260665
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN24
000000000
-7.00000000
NC
10550.43000000
0.033536036691
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEM4 Comdty
2024-06-06
-824896.08000000
EUR
10550.43000000
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890PZA7
200000.00000000
PA
USD
186583.94000000
0.593083491184
Long
DBT
CORP
CL
N
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
335.94000000
0.001067832890
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
123402.62000000
USD
99000.00000000
GBP
2024-06-20
335.94000000
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
000000000
200000.00000000
PA
USD
162720.30000000
0.517229530101
Long
DBT
CORP
LU
N
2
2031-03-18
Fixed
4.38000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
50000.00000000
PA
11469.42000000
0.036457176622
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0W5BH3 IRS BRL R F 10.32500 99D0W5BH3 CCPNDF / Short: S9D0W5BH3 IRS BRL P V 00MBRCDI 99D0W5BG5 CCPNDF
000000000
528733.15000000
OU
Notional Amount
-2420.86000000
-0.00769504653
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-07-01
0.00000000
BRL
0.00000000
BRL
528733.15000000
BRL
-2420.86000000
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
337527.00000000
PA
USD
337527.00000000
1.072877395177
Long
RA
CORP
US
N
2
Repurchase
N
5.31000000
2024-05-01
391100.00000000
USD
344277.54000000
USD
UST
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-14044.04000000
-0.04464097110
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
16240000.00000000
MXN
902909.44000000
USD
2024-11-25
-14044.04000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
5242.90000000
0.016665300539
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
318000.00000000
CAD
236433.35000000
USD
2024-06-20
5242.90000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
2003.38000000
0.006368027197
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
90800000.00000000
HUF
248937.63000000
USD
2024-06-20
2003.38000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
1436.67000000
0.004566659163
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
210000.00000000
PLN
53175.04000000
USD
2024-06-20
1436.67000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-56.68000000
-0.00018016541
N/A
DFE
TH
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
17078.53000000
USD
622000.00000000
THB
2024-10-21
-56.68000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-14.90000000
-0.00004736176
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
47073.04000000
USD
45200000.00000000
CLP
2024-06-21
-14.90000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
1851.13000000
0.005884078999
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
530000.00000000
PEN
142549.76000000
USD
2024-06-20
1851.13000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0Y8PA5 IRS PLN R V 06MWIBOR 99D0Y8PB3 CCPVANILLA / Short: B9D0Y8PA5 IRS PLN P F 5.36900 99D0Y8PA5 CCPVANILLA
000000000
5000.00000000
OU
Notional Amount
3.97000000
0.000012619207
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-06-19
0.00000000
PLN
0.00000000
PLN
5000.00000000
PLN
3.97000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-235.35000000
-0.00074809332
N/A
DFE
ZA
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
78546.77000000
USD
1480000.00000000
ZAR
2024-06-20
-235.35000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
425000.00000000
PA
98816.79000000
0.314103168798
Long
DBT
NUSS
RO
N
2
2028-10-30
Fixed
8.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
1542.28000000
0.004902355512
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
180000.00000000
PLN
45889.45000000
USD
2024-06-20
1542.28000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-141.31000000
-0.00044917385
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2855000.00000000
INR
34040.78000000
USD
2024-05-13
-141.31000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3437.31000000
0.010925976882
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
144000.00000000
EUR
157440.67000000
USD
2024-06-20
3437.31000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8241000.00000000
PA
409871.98000000
1.302836164984
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
402.91000000
0.001280706525
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
215000.00000000
SGD
158283.23000000
USD
2024-06-20
402.91000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-9477.89000000
-0.03012681632
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
9150000.00000000
MXN
520329.83000000
USD
2024-06-20
-9477.89000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
106.19000000
0.000337539961
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
69210.00000000
USD
1310000.00000000
ZAR
2024-06-20
106.19000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2006.31000000
0.006377340617
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
266000.00000000
BRL
52935.32000000
USD
2024-06-28
2006.31000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
4827.31000000
0.015344288837
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
148000.00000000
GBP
189810.21000000
USD
2024-06-20
4827.31000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-458.78000000
-0.00145829723
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
69140.01000000
USD
1298000.00000000
ZAR
2024-06-20
-458.78000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
26.15000000
0.000083121480
N/A
DFE
RO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
72829.78000000
USD
340000.00000000
RON
2024-06-20
26.15000000
N
N
N
MEXICO CETES
254900EGTWEU67VP6075
Mexico Cetes
000000000
17423650.00000000
PA
892878.22000000
2.838139938092
Long
DBT
NUSS
MX
N
2
2025-07-10
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
449.94000000
0.001430198043
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1710000.00000000
THB
46777.80000000
USD
2024-06-20
449.94000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-190.90000000
-0.00060680269
N/A
DFE
CZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
33717.28000000
USD
790000.00000000
CZK
2024-06-20
-190.90000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Bonos del Tesoro
000000000
5840763.00000000
PA
4207.68000000
0.013374707084
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
218.93000000
0.000695900026
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
590000.00000000
ZAR
31437.67000000
USD
2024-06-20
218.93000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-848.76000000
-0.00269790392
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
120000.00000000
AUD
77005.56000000
USD
2024-06-20
-848.76000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-3947.21000000
-0.01254676628
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113583.28000000
USD
445000.00000000
PLN
2024-06-20
-3947.21000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-29610.11000000
-0.09411993022
N/A
DFE
CN
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2556617.88000000
USD
18283912.00000000
CNY
2024-06-20
-29610.11000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
345.79000000
0.001099142511
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
85000.00000000
RON
18559.77000000
USD
2024-06-20
345.79000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
19300000.00000000
PA
47877.66000000
0.152185926305
Long
DBT
NUSS
HU
N
2
2025-11-26
Fixed
1.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
5946.64000000
0.018902237845
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9336000.00000000
MXN
546524.22000000
USD
2024-06-20
5946.64000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
1131.45000000
0.003596474145
N/A
DFE
HU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
83446.25000000
USD
31100000.00000000
HUF
2024-06-20
1131.45000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
1780000.00000000
PA
62388.97000000
0.198312181311
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-674.42000000
-0.00214373953
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
86231.84000000
USD
80000.00000000
EUR
2024-06-20
-674.42000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
200000.00000000
PA
USD
156865.84000000
0.498620299447
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2E6
115000.00000000
PA
USD
113762.53000000
0.361610321115
Long
DBT
CORP
PE
N
2
2029-01-11
Fixed
5.85000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
28.30000000
0.000089955559
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4010000.00000000
INR
47972.82000000
USD
2024-06-20
28.30000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
925000.00000000
PA
209930.09000000
0.667292536978
Long
DBT
NUSS
RO
N
2
2030-04-29
Fixed
8.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-440.01000000
-0.00139863413
N/A
DFE
HU
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
58638.17000000
USD
21400000.00000000
HUF
2024-06-20
-440.01000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
10797.09000000
0.034320080451
N/A
DFE
MX
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
550242.51000000
USD
10040000.00000000
MXN
2025-01-29
10797.09000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-11983.33000000
-0.03809071237
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7135000.00000000
MXN
392108.37000000
USD
2024-11-06
-11983.33000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
4.23000000
0.000013445654
N/A
DFE
ID
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
49103.52000000
USD
799700000.00000000
IDR
2024-06-20
4.23000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
410.30000000
0.001304196687
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
470000.00000000
PLN
116205.70000000
USD
2024-06-20
410.30000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
259.23000000
0.000823999286
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
663000.00000000
MXN
37994.27000000
USD
2024-10-04
259.23000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XV8S5 IRS EUR R F 2.59000 99D0XV8S5 CCPVANILLA / Short: S9D0XV8S5 IRS EUR P V 06MEURIB 99D0XV8U0 CCPVANILLA
000000000
120000.00000000
OU
Notional Amount
-2810.91000000
-0.00893487572
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
EUR
-52.75000000
EUR
120000.00000000
EUR
-2753.35000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-9625.80000000
-0.03059696922
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
9150000.00000000
MXN
520181.92000000
USD
2024-06-20
-9625.80000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
1007.80000000
0.003203435099
N/A
DFE
KZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
76778.82000000
USD
34800000.00000000
KZT
2024-06-20
1007.80000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-127277.71000000
-0.40457023577
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3070082.32000000
USD
15328000.00000000
BRL
2024-06-04
-127277.71000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
998.10000000
0.003172602275
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3640000.00000000
THB
99614.13000000
USD
2024-06-20
998.10000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED RSD / SOLD USD
000000000
1.00000000
NC
-642.30000000
-0.00204164156
N/A
DFE
RS
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30758.49000000
USD
3303000.00000000
RSD
2024-06-20
-642.30000000
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
186753.37000000
0.593622048447
Long
DBT
CORP
VG
N
2
2025-10-19
Fixed
5.95000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
3877.57000000
0.012325405674
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
2280000.00000000
MXN
135895.23000000
USD
2024-06-20
3877.57000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1381.64000000
-0.00439173851
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
63778.01000000
USD
325000.00000000
BRL
2024-06-04
-1381.64000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7555000.00000000
PA
252405.34000000
0.802306137607
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
99D0Y5VW USD PUT BRL CALL
000000000
-348000.00000000
OU
Notional Amount
USD
-1566.00000000
-0.00497775289
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Put
Written
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
FX Contract
N/A
1.00000000
NC
USD
-1566.00000000
0.00000000
DFE
BR
-348000.00000000
USD
-1701198.00000000
BRL
2024-10-01
1.00000000
4.88850000
USD
2024-10-01
XXXX
1948.80000000
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
00870WAA4
250000.00000000
PA
USD
193407.85000000
0.614774256029
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1170000.00000000
PA
27541.25000000
0.087543765565
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.59000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
574.59000000
0.001826415731
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
180000.00000000
BRL
35132.58000000
USD
2024-06-04
574.59000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
1621.30000000
0.005153531779
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
75400.00000000
USD
3770000.00000000
EGP
2024-07-17
1621.30000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-5163.14000000
-0.01641177207
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
994638.53000000
USD
18700000.00000000
ZAR
2024-06-20
-5163.14000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B9D0Y3KM5 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D0Y3KM5 CDS USD P F 1.00000 1 CCPCDX
000000000
300000.00000000
OU
Notional Amount
USD
9646.37000000
0.030662353881
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.EM.S41
2I65BZFF4
Y
buy protection
2029-06-20
9493.20000000
USD
0.00000000
USD
300000.00000000
USD
153.17000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-13642.51000000
-0.04336465110
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
8310000.00000000
MXN
455562.13000000
USD
2024-11-25
-13642.51000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
42.81000000
0.000136077650
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
160000.00000000
ZAR
8508.91000000
USD
2024-06-20
42.81000000
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
1000000.00000000
PA
137533.66000000
0.437170226056
Long
DBT
NUSS
XX
N
2
2027-01-19
Fixed
2.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-2251.41000000
-0.00715642569
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
57319000.00000000
HUF
153629.92000000
USD
2024-06-20
-2251.41000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
55000000.00000000
PA
55331.31000000
0.175878408970
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3292100.00000000
PA
192872.48000000
0.613072506625
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1083.79000000
-0.00344498008
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
90919.08000000
USD
84000.00000000
EUR
2024-06-20
-1083.79000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
220.93000000
0.000702257309
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
67155.54000000
USD
63000.00000000
EUR
2024-06-20
220.93000000
N
N
N
GLOBE TELECOM INC
254900GPWI1816YIM923
Globe Telecom Inc
000000000
200000.00000000
PA
USD
149629.28000000
0.475617868107
Long
DBT
CORP
PH
N
2
2035-07-23
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-1296.52000000
-0.00412117252
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
102146.13000000
USD
398755000.00000000
COP
2024-06-20
-1296.52000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XG6H4 IRS MXN R F 8.51000 99D0XG6H4 CCPVANILLA / Short: S9D0XG6H4 IRS MXN P V 01MTIIE 99D0XG6G6 CCPVANILLA
000000000
1430000.00000000
OU
Notional Amount
-5643.64000000
-0.01793910941
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-12-08
0.00000000
MXN
0.00000000
MXN
1430000.00000000
MXN
-5643.64000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-21612.03000000
-0.06869689965
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
18300000.00000000
MXN
1038003.40000000
USD
2024-06-20
-21612.03000000
N
N
N
MEXICO CETES
254900EGTWEU67VP6075
Mexico Cetes
000000000
13465380.00000000
PA
667286.40000000
2.121064373130
Long
DBT
NUSS
MX
N
2
2025-10-30
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-60.48000000
-0.00019224424
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2970000.00000000
THB
80403.70000000
USD
2024-06-20
-60.48000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-3745.32000000
-0.01190503031
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
112027.01000000
USD
564000.00000000
BRL
2024-06-04
-3745.32000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-351.41000000
-0.00111700647
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
420000.00000000
MXN
24110.22000000
USD
2024-05-14
-351.41000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
1629.44000000
0.005179405922
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4710000.00000000
CZK
201514.57000000
USD
2024-06-20
1629.44000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
130.01000000
0.000413255206
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
79100000.00000000
CLP
82481.75000000
USD
2024-06-21
130.01000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
5955000.00000000
PA
159580.92000000
0.507250565938
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.13000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1379.78000000
-0.00438582623
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
46958.82000000
USD
185000.00000000
PLN
2024-06-20
-1379.78000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-214.39000000
-0.00068146899
N/A
DFE
ZA
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
38840.97000000
USD
730000.00000000
ZAR
2024-06-20
-214.39000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1774000000.00000000
PA
120603.19000000
0.383354328208
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
98321.96000000
0.312530281528
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
3482000.00000000
EUR
3822208.82000000
USD
2024-06-20
98321.96000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XVDE0 IRS PLN R F 4.79000 99D0XVDE0 CCPVANILLA / Short: S9D0XVDE0 IRS PLN P V 06MWIBOR 99D0XVDD2 CCPVANILLA
000000000
445000.00000000
OU
Notional Amount
-4750.03000000
-0.01509864340
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
281.40000000
PLN
0.00000000
PLN
445000.00000000
PLN
-4821.63000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-1334.16000000
-0.00424081660
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62833.72000000
USD
2270000.00000000
THB
2024-06-20
-1334.16000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
66.28000000
0.000210680371
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
145000.00000000
RON
31137.19000000
USD
2024-06-20
66.28000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XNNA5 IRS BRL R F 10.01000 99D0XNNA5 CCPNDFPREDISWAP / Short: S9D0XNNA5 IRS BRL P V 00MBRCDI 99D0XNN98 CCPNDFPREDISWAP
000000000
147460.27000000
OU
Notional Amount
-1741.34000000
-0.00553509592
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
147460.27000000
BRL
-1741.34000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-4933.80000000
-0.01568278239
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
170441.23000000
USD
873000.00000000
BRL
2024-10-03
-4933.80000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
165.73000000
0.000526796288
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4350000.00000000
THB
118017.31000000
USD
2024-06-20
165.73000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
375000.00000000
PA
78260.08000000
0.248760753293
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-611.85000000
-0.00194485192
N/A
DFE
GB
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
60600.00000000
USD
48000.00000000
GBP
2024-05-31
-611.85000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
2223.12000000
0.007066501923
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4740000.00000000
PHP
84199.31000000
USD
2024-06-20
2223.12000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-89.28000000
-0.00028378913
N/A
DFE
AU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
77943.60000000
USD
120000.00000000
AUD
2024-06-20
-89.28000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
808.81000000
0.002570917188
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
321000.00000000
PEN
86024.39000000
USD
2024-06-20
808.81000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-138.95000000
-0.00044167226
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
308100000.00000000
COP
77783.00000000
USD
2024-06-20
-138.95000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-107.93000000
-0.00034307079
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
11868.30000000
USD
46500000.00000000
COP
2024-06-20
-107.93000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0XI88 USD PUT TRY CALL
000000000
172000.00000000
OU
Notional Amount
USD
1016.00000000
0.003229499961
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
1016.00000000
0.00000000
DFE
US
5725880.00000000
TRY
172000.00000000
USD
2024-07-08
1.00000000
33.29000000
USD
2024-07-08
XXXX
-1689.56000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
4840000.00000000
PA
134225.51000000
0.426654802534
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
958000.00000000
PA
195902.79000000
0.622704776338
Long
DBT
NUSS
MY
N
2
2030-10-15
Fixed
3.47000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-6.17000000
-0.00001961221
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
10350000.00000000
INR
123740.92000000
USD
2024-06-20
-6.17000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
660000.00000000
PA
149533.44000000
0.475313227087
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
640000.00000000
PA
121220.39000000
0.385316185862
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2100000000.00000000
PA
127579.52000000
0.405529581620
Long
DBT
NUSS
ID
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-3409.79000000
-0.01083850066
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
165421.85000000
USD
5980000.00000000
THB
2024-06-20
-3409.79000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XAN96 IRS BRL R F 10.02500 99D0XAN96 CCPNDFPREDISWAP / Short: S9D0XAN96 IRS BRL P V 00MBRCDI 99D0XAN88 CCPNDFPREDISWAP
000000000
711330.82000000
OU
Notional Amount
-3590.03000000
-0.01141141904
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
711330.82000000
BRL
-3590.03000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
94.10000000
0.000299110183
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
305000.00000000
PLN
75237.92000000
USD
2024-06-20
94.10000000
N
N
N
MEXICO CETES
254900EGTWEU67VP6075
Mexico Cetes
000000000
6082790.00000000
PA
291542.82000000
0.926710163347
Long
DBT
NUSS
MX
N
2
2026-02-19
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
408.09000000
0.001297171889
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
110000.00000000
SGD
81184.07000000
USD
2024-06-20
408.09000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1051000000.00000000
PA
69110.04000000
0.219676054643
Long
DBT
NUSS
ID
N
2
2032-06-15
Fixed
8.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0Y5V97 IRS BRL R F 10.10250 99D0Y5V97 CCPNDFPREDISWAP / Short: S9D0Y5V97 IRS BRL P V 00MBRCDI 99D0Y5V89 CCPNDFPREDISWAP
000000000
1319533.25000000
OU
Notional Amount
-5198.31000000
-0.01652356490
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
1319533.25000000
BRL
-5198.31000000
N
N
N
DAH SING BANK LTD
54930092R8KXPUNCUI17
Dah Sing Bank Ltd
000000000
250000.00000000
PA
USD
230165.82000000
0.731614672072
Long
DBT
CORP
HK
N
2
2031-11-02
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
99D0XILS USD PUT COP CALL
000000000
343000.00000000
OU
Notional Amount
USD
1303.40000000
0.004143041584
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
1303.40000000
0.00000000
DFE
US
1287965000.00000000
COP
343000.00000000
USD
2024-07-09
1.00000000
3755.00000000
USD
2024-07-09
XXXX
-4240.17000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
2159.25000000
0.006863482078
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4635000.00000000
PHP
82319.51000000
USD
2024-06-20
2159.25000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-1917.75000000
-0.00609584010
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
145781.43000000
USD
52900000.00000000
HUF
2024-06-20
-1917.75000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3777000.00000000
PA
96518.21000000
0.306796806572
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-328.72000000
-0.00104488309
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
21756.93000000
USD
100000.00000000
RON
2024-06-20
-328.72000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XVI21 IRS ZAR R F 9.52800 99D0XVI21 CCPVANILLA / Short: S9D0XVI21 IRS ZAR P V 03MJIBAR 99D0XVI13 CCPVANILLA
000000000
6400000.00000000
OU
Notional Amount
-13108.52000000
-0.04166728822
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
483.60000000
ZAR
0.00000000
ZAR
6400000.00000000
ZAR
-13134.22000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2288000000.00000000
PA
134418.35000000
0.427267771799
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0WY8B7 IRS BRL R F 11.18000 99D0WY8B7 CCPNDFPREDISWAP / Short: S9D0WY8B7 IRS BRL P V 00MBRCDI 99D0WY8A9 CCPNDFPREDISWAP
000000000
426066.90000000
OU
Notional Amount
706.05000000
0.002244279968
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
426066.90000000
BRL
706.05000000
N
N
N
ZORLU YENILENEBILIR
7890003XL281DFSLEQ74
Zorlu Yenilenebilir Enerji AS
98980HAA8
200000.00000000
PA
USD
195560.00000000
0.621615169752
Long
DBT
CORP
TR
N
2
2026-06-01
Fixed
9.00000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
100000.00000000
PA
103630.85000000
0.329405340633
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
SILKNET JSC
635400QGWS2BG73SGG55
Silknet JSC
000000000
200000.00000000
PA
USD
201320.00000000
0.639924145911
Long
DBT
CORP
GE
N
2
2027-01-31
Fixed
8.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0XVA11 IRS HUF R V 06MBUBOR 99D0XVA29 CCPVANILLA / Short: B9D0XVA11 IRS HUF P F 5.56500 99D0XVA11 CCPVANILLA
000000000
67465000.00000000
OU
Notional Amount
10103.43000000
0.032115183854
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
226866.24000000
HUF
0.00000000
HUF
67465000.00000000
HUF
9475.05000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
-24.00000000
NC
USD
74305.04000000
0.236189098246
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
-2652805.04000000
USD
74305.04000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-638.17000000
-0.00202851377
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
27374.86000000
USD
25000.00000000
EUR
2024-06-20
-638.17000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2551600.00000000
PA
139680.95000000
0.443995691580
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-5772.92000000
-0.01835004421
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3000000.00000000
TRY
82093.04000000
USD
2024-06-20
-5772.92000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
4926.39000000
0.015659228656
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
172000.00000000
NZD
106277.08000000
USD
2024-06-20
4926.39000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
290000.00000000
PA
41420.98000000
0.131662454049
Long
DBT
NUSS
CN
N
2
2028-05-13
Fixed
3.01000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0YCI55 IRS PLN R V 06MWIBOR 99D0YCI63 CCPVANILLA / Short: B9D0YCI55 IRS PLN P F 5.22750 99D0YCI55 CCPVANILLA
000000000
1949000.00000000
OU
Notional Amount
534.31000000
0.001698380043
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
PLN
0.00000000
PLN
1949000.00000000
PLN
534.31000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
1464.61000000
0.004655470411
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3160000.00000000
THB
87076.33000000
USD
2024-06-20
1464.61000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
4402000.00000000
PA
123709.99000000
0.393229732224
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4388.31000000
0.013948865133
N/A
DFE
MX
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
61949.31000000
USD
1139000.00000000
MXN
2024-05-14
4388.31000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
1088.42000000
0.003459697192
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
390000.00000000
MYR
82695.45000000
USD
2024-06-20
1088.42000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
95000.00000000
PA
19084.39000000
0.060662437765
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
735000.00000000
PA
18442.30000000
0.058621463720
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1067.50000000
-0.00339320000
N/A
DFE
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
48563.11000000
USD
38000.00000000
GBP
2024-06-20
-1067.50000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1412000000.00000000
PA
89026.75000000
0.282984139464
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
ERSTE&STEIERMAR BANK DD
549300A2F46GR0UOM390
Erste&Steiermaerkische Banka dd
000000000
100000.00000000
PA
107666.45000000
0.342233067055
Long
DBT
CORP
HR
N
2
2029-01-31
Fixed
4.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-1622.12000000
-0.00515613826
N/A
DFE
TH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
98341.69000000
USD
3570000.00000000
THB
2024-06-20
-1622.12000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
352.51000000
0.001120502983
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
63828.64000000
USD
23600000.00000000
HUF
2024-06-20
352.51000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
2192700000.00000000
PA
640004.86000000
2.034346132599
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-706.35000000
-0.00224523356
N/A
DFE
TH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
55622.48000000
USD
2027000.00000000
THB
2024-06-20
-706.35000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
17.78000000
0.000056516249
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
410000.00000000
BRL
78733.20000000
USD
2024-06-04
17.78000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1415.35000000
-0.00449889052
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
70500000.00000000
CLP
71982.85000000
USD
2024-06-21
-1415.35000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
1778.51000000
0.005653246039
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
520000.00000000
PLN
129892.56000000
USD
2024-06-20
1778.51000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
70000.00000000
PA
15011.76000000
0.047717006241
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-430.09000000
-0.00136710200
N/A
DFE
MY
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
67389.70000000
USD
320000.00000000
MYR
2024-06-20
-430.09000000
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
000000000
200000.00000000
PA
USD
185134.60000000
0.588476558631
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
248.76000000
0.000790718907
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1910000.00000000
ZAR
101312.82000000
USD
2024-06-20
248.76000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-404.78000000
-0.00128665058
N/A
DFE
PE
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
75798.01000000
USD
284000.00000000
PEN
2024-06-20
-404.78000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD UYU
000000000
1.00000000
NC
-263.80000000
-0.00083852567
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2306000.00000000
UYU
58826.53000000
USD
2024-08-15
-263.80000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
579.10000000
0.001840751405
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
26239.21000000
USD
106400000.00000000
COP
2024-07-11
579.10000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1090000.00000000
PA
157103.12000000
0.499374527548
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
371770.00000000
PA
11446.67000000
0.036384862523
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-1045.06000000
-0.00332187128
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
61842.67000000
USD
1050000.00000000
MXN
2024-06-20
-1045.06000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
178.32000000
0.000566815386
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
100000.00000000
AUD
65056.92000000
USD
2024-06-20
178.32000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
190000.00000000
PA
37705.91000000
0.119853577650
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-281.83000000
-0.00089583658
N/A
DFE
HU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
48417.69000000
USD
17700000.00000000
HUF
2024-06-20
-281.83000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-2904.99000000
-0.00923392233
N/A
DFE
IN
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
563688.52000000
USD
46903000.00000000
INR
2024-06-20
-2904.99000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
521.84000000
0.001658742381
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
99000.00000000
BRL
19290.72000000
USD
2024-10-03
521.84000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-8963.93000000
-0.02849312164
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
6024000.00000000
MXN
338142.02000000
USD
2024-07-19
-8963.93000000
N
N
N
VTB BANK (VTB CAPITAL SA
529900Z143LRJYE8LK88
VTB Bank OJSC Via VTB Capital SA
000000000
235000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
LU
N
3
2022-10-17
Fixed
6.95000000
N
Y
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
12623.44000000
0.040125392710
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
403483.47000000
USD
7135000.00000000
MXN
2024-05-06
12623.44000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-40.50000000
-0.00012873498
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
220000.00000000
ZAR
11600.39000000
USD
2024-06-20
-40.50000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-46.46000000
-0.00014767969
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
73696.90000000
USD
6160000.00000000
INR
2024-06-20
-46.46000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
-1.00000000
NC
USD
194.04000000
0.000616783634
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
-202850.29000000
USD
194.04000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
366.32000000
0.001164400025
N/A
DFE
ZA
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
34556.34000000
USD
660000.00000000
ZAR
2024-06-20
366.32000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
1336.75000000
0.004249049284
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
210000.00000000
PLN
53075.12000000
USD
2024-06-20
1336.75000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
-951.25000000
-0.00302368291
N/A
DFE
NG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
32739.10000000
USD
45049000.00000000
NGN
2024-07-29
-951.25000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-725.33000000
-0.00230556418
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
43694.07000000
USD
15800000.00000000
HUF
2024-06-20
-725.33000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1173.70000000
0.003730771756
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
75000.00000000
EUR
81383.78000000
USD
2024-06-20
1173.70000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
99D0Y8TQ EUR PUT PLN CALL
000000000
308000.00000000
OU
Notional Amount
785.26000000
0.002496060176
N/A
DFE
DE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1.00000000
NC
USD
785.26000000
0.00000000
DFE
XX
1293600.00000000
PLN
308000.00000000
EUR
2024-10-11
1.00000000
4.20000000
EUR
2024-10-11
XXXX
-968.67000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-78.89000000
-0.00025076304
N/A
DFE
RO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
11864.41000000
USD
55000.00000000
RON
2024-06-20
-78.89000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
899000000.00000000
PA
54069.74000000
0.171868329968
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.63000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
5074.66000000
0.016130525860
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
615000.00000000
BRL
123147.78000000
USD
2024-06-04
5074.66000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
150000.00000000
PA
31739.58000000
0.100888752349
Long
DBT
NUSS
RO
N
2
2024-11-25
Fixed
3.70000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
3128.30000000
0.009943744812
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4680000.00000000
PHP
84066.82000000
USD
2024-06-20
3128.30000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1599.95000000
-0.00508566777
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
65148.25000000
USD
331000.00000000
BRL
2024-06-04
-1599.95000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
2438.41000000
0.007750831693
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1120000.00000000
MXN
67289.19000000
USD
2024-06-20
2438.41000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-559.90000000
-0.00177972148
N/A
DFE
MY
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
38224.68000000
USD
180000.00000000
MYR
2024-06-20
-559.90000000
N
N
N
VENA ENERGY CAP PTE LTD
254900WSETM7TQMYGS40
Vena Energy Capital Pte Ltd
000000000
200000.00000000
PA
USD
194650.03000000
0.618722701169
Long
DBT
CORP
SG
N
2
2025-02-26
Fixed
3.13000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4200000.00000000
PA
185789.93000000
0.590559617893
Long
DBT
NUSS
CZ
N
2
2034-04-14
Fixed
4.90000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0Y9CJ8 IRS EUR R V 06MEURIB 99D0Y9CM1 CCPVANILLA / Short: B9D0Y9CJ8 IRS EUR P F 2.69000 99D0Y9CJ8 CCPVANILLA
000000000
430000.00000000
OU
Notional Amount
4990.74000000
0.015863774249
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
EUR
-566.98000000
EUR
430000.00000000
EUR
5593.90000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
99D0Y5VO USD CALL BRL PUT
000000000
348000.00000000
OU
Notional Amount
USD
6681.60000000
0.021238412345
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
FX Contract
N/A
1.00000000
NC
USD
6681.60000000
0.02000000
DFE
US
1887552.00000000
BRL
348000.00000000
USD
2024-10-01
1.00000000
5.42400000
USD
2024-10-01
XXXX
2262.00000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1497.59000000
0.004760302015
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1341000.00000000
MXN
79144.82000000
USD
2024-06-20
1497.59000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-707.38000000
-0.00224850756
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
47763.96000000
USD
44000.00000000
EUR
2024-06-20
-707.38000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
80000.00000000
PA
USD
64624.60000000
0.205418448042
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
2881.70000000
0.009159891770
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
338000.00000000
PLN
86028.51000000
USD
2024-10-15
2881.70000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XV6T5 IRS EUR R F 2.97000 99D0XV6T5 CCPVANILLA / Short: S9D0XV6T5 IRS EUR P V 06MEURIB 99D0XV6S7 CCPVANILLA
000000000
510000.00000000
OU
Notional Amount
-3483.97000000
-0.01107429230
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-06-19
127.32000000
EUR
0.00000000
EUR
510000.00000000
EUR
-3622.91000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0XVBD4 IRS INR R V 06MMIBOR 99D0XVBE2 CCPNDFOIS / Short: B9D0XVBD4 IRS INR P F 6.28000 99D0XVBD4 CCPNDFOIS
000000000
22615000.00000000
OU
Notional Amount
3508.60000000
0.011152582248
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-20
0.00000000
INR
-24301.42000000
INR
22615000.00000000
INR
3801.89000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
1210000.00000000
PA
34281.07000000
0.108967238429
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-8123.33000000
-0.02582115543
N/A
DFE
RO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
332117.91000000
USD
1512000.00000000
RON
2024-06-20
-8123.33000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0VWL50 IRS MXN R F 9.11000 99D0VWL50 CCPVANILLA / Short: S9D0VWL50 IRS MXN P V 01MTIIE 99D0VWL43 CCPVANILLA
000000000
4060000.00000000
OU
Notional Amount
-6047.49000000
-0.01922280386
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-05-21
0.00000000
MXN
0.00000000
MXN
4060000.00000000
MXN
-6047.49000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-6474.87000000
-0.02058129174
N/A
DFE
PH
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
167573.65000000
USD
9315000.00000000
PHP
2024-06-20
-6474.87000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-1654.16000000
-0.00525798194
N/A
DFE
PE
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
82622.24000000
USD
305000.00000000
PEN
2024-06-20
-1654.16000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XVHQ9 IRS ZAR R F 8.91800 99D0XVHQ9 CCPVANILLA / Short: S9D0XVHQ9 IRS ZAR P V 03MJIBAR 99D0XVHP1 CCPVANILLA
000000000
2325000.00000000
OU
Notional Amount
-3649.54000000
-0.01160058000
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-06-19
1189.84000000
ZAR
0.00000000
ZAR
2325000.00000000
ZAR
-3713.40000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
10198.87000000
0.032418553417
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1742000.00000000
BRL
344643.39000000
USD
2024-06-04
10198.87000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7525000.00000000
PA
298301.26000000
0.948192822520
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1026000000.00000000
PA
59843.49000000
0.190221012450
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
566000000.00000000
PA
128009.34000000
0.406895825393
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
99D0XILC USD PUT BRL CALL
000000000
-343000.00000000
OU
Notional Amount
USD
-102.90000000
-0.00032708223
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
-102.90000000
0.00000000
DFE
BR
-343000.00000000
USD
-1614158.00000000
BRL
2024-07-09
1.00000000
4.70600000
USD
2024-07-09
XXXX
4175.00000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-714.88000000
-0.00227234737
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
266637.36000000
CNY
36797.41000000
USD
2024-05-07
-714.88000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-592.32000000
-0.00188277304
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
210000.00000000
BRL
39725.33000000
USD
2024-06-04
-592.32000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-531.73000000
-0.00169017914
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
25241.16000000
USD
97700000.00000000
COP
2024-06-20
-531.73000000
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
200000.00000000
PA
USD
168757.98000000
0.536421151486
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
484000.00000000
PA
84678.96000000
0.269164072892
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2951.09000000
0.009380457717
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
161944.02000000
USD
5630000.00000000
TRY
2024-06-20
2951.09000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
10620000.00000000
PA
22943.99000000
0.072930723249
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
6393.31000000
0.020322041731
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
155133.61000000
USD
5515000.00000000
TRY
2024-06-20
6393.31000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-744.86000000
-0.00236764305
N/A
DFE
ID
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
32554.05000000
USD
518000000.00000000
IDR
2024-06-20
-744.86000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
548.33000000
0.001742944600
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
210000.00000000
MYR
44490.58000000
USD
2024-06-20
548.33000000
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
000000000
200000.00000000
PA
USD
160258.15000000
0.509403237453
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.38000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
1220000.00000000
PA
42579.81000000
0.135345959404
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
68160000.00000000
PA
126916.93000000
0.403423445420
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-2966.34000000
-0.00942893200
N/A
DFE
PL
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
97820.01000000
USD
385000.00000000
PLN
2024-06-20
-2966.34000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-2322.82000000
-0.00738341250
N/A
DFE
PE
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
113023.44000000
USD
417000.00000000
PEN
2024-06-20
-2322.82000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4868000.00000000
PA
183042.23000000
0.581825664109
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-503.53000000
-0.00160054145
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
80052.03000000
USD
135000.00000000
NZD
2024-06-20
-503.53000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-799.34000000
-0.00254081545
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
38230.71000000
USD
35000.00000000
EUR
2024-06-20
-799.34000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7125.81000000
0.022650396772
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
364000.00000000
EUR
395806.32000000
USD
2024-05-14
7125.81000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
310.40000000
0.000986650381
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
84389.57000000
USD
334900000.00000000
COP
2024-06-20
310.40000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
4529.55000000
0.014397816486
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
12078000.00000000
MXN
683763.59000000
USD
2024-12-20
4529.55000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0XVHD8 IRS ZAR R V 03MJIBAR 99D0XVHE6 CCPVANILLA / Short: B9D0XVHD8 IRS ZAR P F 8.39700 99D0XVHD8 CCPVANILLA
000000000
14260000.00000000
OU
Notional Amount
17025.63000000
0.054118377391
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
ZAR
-3897.00000000
ZAR
14260000.00000000
ZAR
17232.59000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
317.13000000
0.001008042640
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
240000.00000000
PLN
59446.69000000
USD
2024-06-20
317.13000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-190.26000000
-0.00060476836
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
44518.77000000
USD
16300000.00000000
HUF
2024-06-20
-190.26000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
287000000.00000000
PA
72891.78000000
0.231696851085
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
2064.72000000
0.006563005079
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2190000.00000000
THB
61396.89000000
USD
2024-06-20
2064.72000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2250000.00000000
PA
96523.22000000
0.306812731567
Long
DBT
NUSS
CZ
N
2
2032-11-11
Fixed
4.50000000
N
N
N
N
N
N
OTP BANK NYRT
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
100000.00000000
PA
105112.85000000
0.334116087624
Long
DBT
CORP
HU
N
2
2029-07-15
Fixed
2.88000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-942.70000000
-0.00299650552
N/A
DFE
PL
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
55144.80000000
USD
220000.00000000
PLN
2024-06-20
-942.70000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
190000.00000000
PA
44003.30000000
0.139870724070
Long
DBT
NUSS
RO
N
2
2032-09-29
Fixed
8.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B9D0Y3N91 CDS USD R V 03MEVENT 2 CCPITRAXX / Short: B9D0Y3N91 CDS USD P F 1.00000 1 CCPITRAXX
000000000
294000.00000000
OU
Notional Amount
USD
1172.35000000
0.003726480590
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Asia ex-Japan IG S41
4ABCAMBL9
Y
buy protection
2029-06-20
262.81000000
USD
0.00000000
USD
294000.00000000
USD
909.54000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
12050000.00000000
PA
405736.30000000
1.289690320101
Long
DBT
NUSS
CZ
N
2
2029-11-29
Fixed
0.05000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
8705.50000000
0.027671665270
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
328346.01000000
USD
6024000.00000000
MXN
2025-01-21
8705.50000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0WEPZ9 IRS MXN R V 01MTIIE 99D0WEQ05 CCPVANILLA / Short: B9D0WEPZ9 IRS MXN P F 8.76000 99D0WEPZ9 CCPVANILLA
000000000
5550000.00000000
OU
Notional Amount
12262.38000000
0.038977712340
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-08-02
0.00000000
MXN
0.00000000
MXN
5550000.00000000
MXN
12262.38000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0VWK51 IRS MXN R F 11.10000 99D0VWK51 CCPVANILLA / Short: S9D0VWK51 IRS MXN P V 01MTIIE 99D0VWK44 CCPVANILLA
000000000
9070000.00000000
OU
Notional Amount
-61.41000000
-0.00019520038
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-05-23
0.00000000
MXN
0.00000000
MXN
9070000.00000000
MXN
-61.41000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
2330.21000000
0.007406902662
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2543000.00000000
MXN
149576.22000000
USD
2024-06-20
2330.21000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
200000.00000000
PA
35075.03000000
0.111490952789
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
596.85000000
0.001897172295
N/A
DFE
US
N
2
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
122000.00000000
EUR
131071.92000000
USD
2024-06-20
596.85000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED UYU / SOLD USD
000000000
1.00000000
NC
48.96000000
0.000155626297
N/A
DFE
UY
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
47147.30000000
USD
1818000.00000000
UYU
2024-05-13
48.96000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-39.00000000
-0.00012396702
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
108533.35000000
USD
785000.00000000
CNY
2024-06-20
-39.00000000
N
N
N
MBANK SA
259400DZXF7UJKK2AY35
mBank SA
000000000
100000.00000000
PA
95855.95000000
0.304691719324
Long
DBT
CORP
PL
N
2
2027-09-21
Fixed
0.97000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
4821.41000000
0.015325534851
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
545952000.00000000
COP
142898.80000000
USD
2024-06-20
4821.41000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
1245.94000000
0.003960396832
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
50374000.00000000
HUF
138240.06000000
USD
2024-06-20
1245.94000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
115000.00000000
PA
114996.20000000
0.365531716014
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.38000000
N
N
N
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
920000.00000000
PA
194481.86000000
0.618188148995
Long
DBT
NUSS
MY
N
2
2025-08-15
Fixed
4.13000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-8053.26000000
-0.02559842801
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
301060.45000000
USD
5025000.00000000
MXN
2024-05-07
-8053.26000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1322.00000000
-0.00420216431
N/A
DFE
ID
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
47989.96000000
USD
759969000.00000000
IDR
2024-06-20
-1322.00000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
550.37000000
0.001749429029
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41780.13000000
USD
800000.00000000
ZAR
2024-06-20
550.37000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-214.25000000
-0.00068102398
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
125000.00000000
AUD
80884.00000000
USD
2024-06-20
-214.25000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
125000000.00000000
PA
127490.17000000
0.405245569985
Long
DBT
NUSS
CL
N
2
2034-10-01
Fixed
5.80000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
99D0XTHX USD CALL INR PUT
000000000
685000.00000000
OU
Notional Amount
USD
6439.00000000
0.020467273870
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
FX Contract
N/A
1.00000000
NC
USD
6439.00000000
0.02000000
DFE
US
57190650.00000000
INR
685000.00000000
USD
2024-09-04
1.00000000
83.49000000
USD
2024-09-04
XXXX
770.62000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2997.17000000
-0.00952692952
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
92271.97000000
USD
465000.00000000
BRL
2024-06-04
-2997.17000000
N
N
N
Lamar Funding Ltd
549300TSXHL7X0727895
Lamar Funding Ltd
000000000
200000.00000000
PA
USD
194487.20000000
0.618205122942
Long
DBT
CORP
KY
N
2
2025-05-07
Fixed
3.96000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-2625.88000000
-0.00834673165
N/A
DFE
CZ
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
132911.94000000
USD
3070000.00000000
CZK
2024-06-20
-2625.88000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-10981.59000000
-0.03490653984
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
327988.79000000
USD
11701000.00000000
THB
2024-06-20
-10981.59000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-1148.27000000
-0.00364993889
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
550000.00000000
BRL
104445.58000000
USD
2024-06-04
-1148.27000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1956.66000000
0.006219521057
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
245000.00000000
BRL
48993.92000000
USD
2024-06-04
1956.66000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
225000.00000000
PA
49938.92000000
0.158737933284
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.70000000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
000000000
200000.00000000
PA
USD
193984.83000000
0.616608268714
Long
DBT
CORP
PE
N
2
2026-05-24
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
14436.99000000
0.045890018355
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
468750.00000000
USD
8310000.00000000
MXN
2024-05-24
14436.99000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1399.64000000
0.004448954061
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
72993.54000000
USD
2540000.00000000
TRY
2024-06-20
1399.64000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
99D0XIL4 USD PUT BRL CALL
000000000
343000.00000000
OU
Notional Amount
USD
1166.20000000
0.003706931943
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
1166.20000000
0.00000000
DFE
US
1712256.00000000
BRL
343000.00000000
USD
2024-07-09
1.00000000
4.99200000
USD
2024-07-09
XXXX
-11240.80000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-1339.73000000
-0.00425852163
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2575000.00000000
TRY
74078.55000000
USD
2024-06-20
-1339.73000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
42.44000000
0.000134901553
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
84000.00000000
EUR
89877.73000000
USD
2024-06-20
42.44000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1180000.00000000
PA
57472.59000000
0.182684770857
Long
DBT
NUSS
ZA
N
2
2053-03-31
Fixed
11.63000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-947.33000000
-0.00301122263
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
96129.96000000
USD
89000.00000000
EUR
2024-06-20
-947.33000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
99D0Y5FM USD PUT BRL CALL
000000000
-174000.00000000
OU
Notional Amount
USD
-113.80000000
-0.00036172942
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
-113.80000000
0.00000000
DFE
BR
-174000.00000000
USD
-848076.00000000
BRL
2024-06-26
1.00000000
4.87400000
USD
2024-06-26
XXXX
1036.34000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
12.96000000
0.000041195196
N/A
DFE
TH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
30547.17000000
USD
1128000.00000000
THB
2024-06-20
12.96000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-30639.60000000
-0.09739231005
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
7135000.00000000
MXN
385467.31000000
USD
2024-05-06
-30639.60000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
799900000.00000000
PA
161290.84000000
0.512685788944
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
608.21000000
0.001933281664
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
280000.00000000
MYR
59197.87000000
USD
2024-06-20
608.21000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-415.14000000
-0.00131958131
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
14890.76000000
USD
250000.00000000
MXN
2024-06-20
-415.14000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
1.79000000
0.000005689768
N/A
DFE
CN
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
53070.60000000
USD
384000.00000000
CNY
2024-06-20
1.79000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
408000000.00000000
PA
98975.84000000
0.314608731759
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
MEXICO CETES
254900EGTWEU67VP6075
Mexico Cetes
000000000
1065330.00000000
PA
51934.65000000
0.165081643872
Long
DBT
NUSS
MX
N
2
2025-12-24
None
0.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-254.46000000
-0.00080883716
N/A
DFE
NZ
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5557.69000000
USD
9000.00000000
NZD
2024-06-20
-254.46000000
N
N
N
FS LUXEMBOURG SARL
222100EKR3JUJPGGOY81
FS Luxembourg Sarl
30315XAC8
200000.00000000
PA
USD
190385.78000000
0.605168178324
Long
DBT
CORP
LU
N
2
2031-02-12
Fixed
8.88000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-1486.38000000
-0.00472466944
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
33101.14000000
USD
546000.00000000
MXN
2024-06-20
-1486.38000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
260000.00000000
PA
54888.14000000
0.174469730330
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.91000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-3759.92000000
-0.01195143847
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2100000.00000000
TRY
57746.25000000
USD
2024-06-20
-3759.92000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
2336.42000000
0.007426642027
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1666000000.00000000
IDR
104641.67000000
USD
2024-06-20
2336.42000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
700000.00000000
PA
98266.66000000
0.312354502643
Long
DBT
NUSS
CN
N
2
2028-04-15
Fixed
2.62000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
250000000.00000000
PA
259115.65000000
0.823635808755
Long
DBT
NUSS
CL
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
1205.73000000
0.003832583650
N/A
DFE
EG
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
36145.73000000
USD
1885000.00000000
EGP
2024-10-22
1205.73000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-47706.19000000
-0.15164088461
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1676725.67000000
USD
6612000.00000000
PLN
2024-06-20
-47706.19000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1060000.00000000
PA
279863.10000000
0.889584518377
Long
DBT
NUSS
PL
N
2
2028-07-25
Fixed
7.50000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBL8
2000000.00000000
PA
108576.68000000
0.345126362084
Long
DBT
CORP
MX
N
2
2031-01-27
Fixed
9.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1805.44000000
0.005738846860
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
102000.00000000
EUR
110891.16000000
USD
2024-06-20
1805.44000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
938000.00000000
PA
193049.56000000
0.613635380496
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.83000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-13451.18000000
-0.04275648158
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
396732.96000000
USD
1555000.00000000
PLN
2024-05-14
-13451.18000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
427.97000000
0.001360363285
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
53137.10000000
USD
51450000.00000000
CLP
2024-06-21
427.97000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
3.00000000
NC
USD
-16576.16000000
-0.05268967330
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
375263.66000000
USD
-16576.16000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1166000.00000000
PA
26327.90000000
0.083686960665
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
30000.00000000
PA
USD
28806.00000000
0.091563952648
Long
DBT
CORP
IL
N
2
2033-09-30
Fixed
8.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
3786.77000000
0.012036785009
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
220914.24000000
USD
4016000.00000000
MXN
2025-01-21
3786.77000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
450000.00000000
PA
108322.82000000
0.344319432104
Long
DBT
NUSS
PL
N
2
2029-11-25
Floating
5.79000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-20523.79000000
-0.06523777462
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12275000.00000000
MXN
693209.09000000
USD
2024-05-24
-20523.79000000
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
120000.00000000
PA
104852.45000000
0.333288369327
Long
DBT
NUSS
BG
N
2
2030-09-23
Fixed
0.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
633.69000000
0.002014273455
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
210000.00000000
RON
45632.94000000
USD
2024-06-20
633.69000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-228.85000000
-0.00072743215
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
76952.88000000
USD
1450000.00000000
ZAR
2024-06-20
-228.85000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
6.03000000
0.000019167209
N/A
DFE
CZ
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
27578.97000000
USD
650000.00000000
CZK
2024-06-20
6.03000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XB560 IRS BRL R F 10.04930 99D0XB560 CCPNDFPREDISWAP / Short: S9D0XB560 IRS BRL P V 00MBRCDI 99D0XB552 CCPNDFPREDISWAP
000000000
1213738.63000000
OU
Notional Amount
-5937.95000000
-0.01887461544
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
1213738.63000000
BRL
-5937.95000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
111.30000000
0.000353782820
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
19469.39000000
USD
7200000.00000000
HUF
2024-06-20
111.30000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-297.18000000
-0.00094462873
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16339.20000000
USD
15000.00000000
EUR
2024-06-20
-297.18000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-2510.53000000
-0.00798007533
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4648000.00000000
TRY
133623.12000000
USD
2024-06-20
-2510.53000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD UYU
000000000
1.00000000
NC
-5290.24000000
-0.01681577743
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4767000.00000000
UYU
118015.50000000
USD
2024-06-11
-5290.24000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
1719.77000000
0.005466532626
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4550000.00000000
PHP
80410.00000000
USD
2024-06-20
1719.77000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-180.18000000
-0.00057272766
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
911000.00000000
CNY
125728.55000000
USD
2024-06-20
-180.18000000
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-485.12000000
-0.00154202265
N/A
DFE
TH
N
2
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
42478.21000000
USD
1550000.00000000
THB
2024-06-20
-485.12000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2104.24000000
0.006688624998
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
260000.00000000
BRL
52021.33000000
USD
2024-06-04
2104.24000000
N
N
N
RAIFFEISEN BANK SA ROMAN
549300RFKNCOX56F8591
Raiffeisen Bank SA
000000000
100000.00000000
PA
111212.76000000
0.353505515882
Long
DBT
CORP
RO
N
2
2027-10-12
Fixed
7.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1391.40000000
0.004422762053
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
102000.00000000
EUR
110477.12000000
USD
2024-06-20
1391.40000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2970000.00000000
PA
86066.46000000
0.273574438243
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.78000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-11079.47000000
-0.03521766529
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
10040000.00000000
MXN
566431.59000000
USD
2024-07-29
-11079.47000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
99D0Y5FE USD PUT BRL CALL
000000000
174000.00000000
OU
Notional Amount
USD
602.21000000
0.001914209814
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
602.21000000
0.00000000
DFE
US
874350.00000000
BRL
174000.00000000
USD
2024-06-26
1.00000000
5.02500000
USD
2024-06-26
XXXX
-2768.17000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-1994.97000000
-0.00634129482
N/A
DFE
CO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
61215.65000000
USD
234156000.00000000
COP
2024-06-20
-1994.97000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1438.26000000
0.004571713203
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1760000.00000000
MXN
103346.63000000
USD
2024-06-20
1438.26000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
833.37000000
0.002648984628
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
68588.65000000
USD
1312000.00000000
ZAR
2024-06-20
833.37000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
305000.00000000
PA
68030.85000000
0.216245696313
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-452.44000000
-0.00143814464
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
305000.00000000
PLN
74691.38000000
USD
2024-06-20
-452.44000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1475.96000000
-0.00469154799
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
79158000.00000000
CLP
80936.17000000
USD
2024-06-21
-1475.96000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
3873500.00000000
PA
105117.29000000
0.334130200793
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD UYU
000000000
1.00000000
NC
-2200.59000000
-0.00699488712
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2306000.00000000
UYU
57664.42000000
USD
2024-05-13
-2200.59000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
1289.80000000
0.004099812057
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
98544.39000000
USD
520000.00000000
BRL
2024-06-04
1289.80000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-20255.34000000
-0.06438446825
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12275000.00000000
MXN
686425.28000000
USD
2024-07-24
-20255.34000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-810.46000000
-0.00257616194
N/A
DFE
PL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
45157.63000000
USD
180000.00000000
PLN
2024-06-20
-810.46000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-19.38000000
-0.00006160207
N/A
DFE
CA
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
83625.99000000
USD
115000.00000000
CAD
2024-06-20
-19.38000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-374.23000000
-0.00118954308
N/A
DFE
HU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
20498.83000000
USD
7400000.00000000
HUF
2024-06-20
-374.23000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
19830.74000000
0.063034816994
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
673248.32000000
USD
12275000.00000000
MXN
2024-11-25
19830.74000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
141.85000000
0.000450890324
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
6000.00000000
EUR
6558.66000000
USD
2024-06-20
141.85000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
1257.19000000
0.003996156551
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
13193000.00000000
INR
158995.87000000
USD
2024-06-20
1257.19000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0VKJB6 IRS BRL R F 12.16000 99D0VKJB6 CCPVANILLA FIX / Short: S9D0VKJB6 IRS BRL P V 00MBRCDI 99D0VKJA8 CCPVANILLA FLT
000000000
570730.08000000
OU
Notional Amount
-931.36000000
-0.00296045972
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
570730.08000000
BRL
-931.36000000
N
N
N
SAN MIGUEL INDUSTRIAS
N/A
SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA
000000000
200000.00000000
PA
USD
170189.52000000
0.540971504217
Long
DBT
CORP
PE
N
2
2028-08-02
Fixed
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0XVBQ5 IRS PLN R F 5.59000 99D0XVBQ5 CCPVANILLA / Short: S9D0XVBQ5 IRS PLN P V 03MWIBOR 99D0XVBP7 CCPVANILLA
000000000
4415000.00000000
OU
Notional Amount
-2292.12000000
-0.00728582820
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-06-19
0.00000000
PLN
-1608.23000000
PLN
4415000.00000000
PLN
-1882.01000000
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
000000000
200000.00000000
PA
USD
188000.00000000
0.597584638542
Long
DBT
CORP
KY
N
2
2027-04-27
None
0.00000000
N
N
N
N
N
Meituan
Meituan
USD
XXXX
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1765200.00000000
PA
83285.09000000
0.264733459593
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1001.32000000
-0.00318283750
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
114188.50000000
USD
106000.00000000
EUR
2024-05-14
-1001.32000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
696.80000000
0.002214877532
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7290000.00000000
INR
87857.79000000
USD
2024-06-20
696.80000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0WSSW2 IRS MXN R F 9.01500 99D0WSSW2 CCPVANILLA / Short: S9D0WSSW2 IRS MXN P V 01MTIIE 99D0WSSV4 CCPVANILLA
000000000
2200000.00000000
OU
Notional Amount
-4336.12000000
-0.01378297182
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-09-01
0.00000000
MXN
0.00000000
MXN
2200000.00000000
MXN
-4336.12000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-1105.97000000
-0.00351548235
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
454000.00000000
BRL
85579.64000000
USD
2024-07-25
-1105.97000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
240.73000000
0.000765194415
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
79969.35000000
USD
75000.00000000
EUR
2024-06-20
240.73000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-664.90000000
-0.00211347886
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
37026.81000000
USD
34000.00000000
EUR
2024-06-20
-664.90000000
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
192180.00000000
0.610871360825
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
700000.00000000
PA
146913.00000000
0.466983787245
Long
DBT
NUSS
MY
N
2
2024-10-15
Fixed
3.66000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0X68J0 IRS MXN R F 9.40000 99D0X68J0 CCPVANILLA / Short: S9D0X68J0 IRS MXN P V 01MTIIE 99D0X68I2 CCPVANILLA
000000000
2219000.00000000
OU
Notional Amount
-2678.11000000
-0.00851275210
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-11-12
0.00000000
MXN
0.00000000
MXN
2219000.00000000
MXN
-2678.11000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1813.72000000
-0.00576516601
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
87538.88000000
USD
1396000000.00000000
IDR
2024-06-20
-1813.72000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
623.04000000
0.001980420921
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
415000.00000000
PLN
102867.91000000
USD
2024-06-20
623.04000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
237.61000000
0.000755277053
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
37033.40000000
USD
1885000.00000000
EGP
2024-10-29
237.61000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-421.69000000
-0.00134040141
N/A
DFE
BR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
19620.57000000
USD
100000.00000000
BRL
2024-06-04
-421.69000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
664.38000000
0.002111825968
N/A
DFE
CZ
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
105007.38000000
USD
2490000.00000000
CZK
2024-06-20
664.38000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1312.31000000
0.004171363281
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
76458.55000000
USD
74700000.00000000
CLP
2024-06-21
1312.31000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
6166000.00000000
PA
272373.64000000
0.865778208552
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-231.11000000
-0.00073461588
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
21659.32000000
USD
100000.00000000
RON
2024-06-20
-231.11000000
N
N
N
FIRST ABU DHABI BANK PJS
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
000000000
200000.00000000
PA
USD
201500.00000000
0.640496301416
Long
DBT
CORP
AE
N
2
2034-04-04
Fixed
6.32000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3910.93000000
0.012431445161
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
211000.00000000
EUR
229568.63000000
USD
2024-06-20
3910.93000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
406000000.00000000
PA
23863.61000000
0.075853865724
Long
DBT
NUSS
ID
N
2
2034-02-15
Fixed
6.63000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
145000.00000000
PA
35668.34000000
0.113376872693
Long
DBT
NUSS
PL
N
2
2026-11-25
Floating
5.79000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
2177.45000000
0.006921333357
N/A
DFE
CZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
194227.73000000
USD
4628000.00000000
CZK
2024-06-20
2177.45000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-2250.40000000
-0.00715321526
N/A
DFE
PE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
120384.15000000
USD
445000.00000000
PEN
2024-06-20
-2250.40000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
886.79000000
0.002818787668
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1037000.00000000
CZK
44895.47000000
USD
2024-06-20
886.79000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED UYU / SOLD USD
000000000
1.00000000
NC
-345.82000000
-0.00109923787
N/A
DFE
UY
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
66848.67000000
USD
2571000.00000000
UYU
2024-06-11
-345.82000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
4795.59000000
0.015243462323
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3930000.00000000
THB
111268.40000000
USD
2024-06-20
4795.59000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S9D0Y8XA6 IRS ZAR R F 8.38000 99D0Y8XA6 CCPVANILLA / Short: S9D0Y8XA6 IRS ZAR P V 03MJIBAR 99D0Y8X99 CCPVANILLA
000000000
23000000.00000000
OU
Notional Amount
-1554.68000000
-0.00494177066
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-06-19
0.00000000
ZAR
0.00000000
ZAR
23000000.00000000
ZAR
-1554.68000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-3842.76000000
-0.01221475715
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
4016000.00000000
MXN
227561.20000000
USD
2024-07-19
-3842.76000000
N
N
N
EMIRATES SEMBCORP WATER
213800FF7EXWECXGTO26
Emirates Semb Corp Water & Power Co PJSC
000000000
200000.00000000
PA
USD
182780.00000000
0.580992128898
Long
DBT
CORP
AE
N
2
2035-08-01
Fixed
4.45000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-4589.57000000
-0.01458859856
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
671205.09000000
USD
12078000.00000000
MXN
2025-04-23
-4589.57000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
583.02000000
0.001853211680
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
146334.12000000
USD
580904000.00000000
COP
2024-06-20
583.02000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
64.90000000
0.000206293845
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
250000.00000000
CZK
10674.51000000
USD
2024-06-20
64.90000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
1072.84000000
0.003410173955
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
180000.00000000
PEN
48857.28000000
USD
2024-06-20
1072.84000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-211.66000000
-0.00067279130
N/A
DFE
PE
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
36049.99000000
USD
135000.00000000
PEN
2024-06-20
-211.66000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-16037.46000000
-0.05097733902
N/A
DFE
MY
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
636041.64000000
USD
2963000.00000000
MYR
2024-06-20
-16037.46000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-243.53000000
-0.00077409461
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
75209.16000000
USD
6270000.00000000
INR
2024-06-20
-243.53000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-600.14000000
-0.00190763002
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
320000.00000000
PLN
78239.28000000
USD
2024-06-20
-600.14000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0WXBY5 IRS MXN R F 9.63500 99D0WXBY5 CCPVANILLA / Short: S9D0WXBY5 IRS MXN P V 01MTIIE 99D0WXBX7 CCPVANILLA
000000000
265000.00000000
OU
Notional Amount
74.03000000
0.000235314844
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-09-21
0.00000000
MXN
0.00000000
MXN
265000.00000000
MXN
74.03000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
21544.20000000
0.068481292391
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1007598.28000000
USD
18300000.00000000
MXN
2024-12-20
21544.20000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-64086.42000000
-0.20370776665
N/A
DFE
ID
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1502478.77000000
USD
23423644000.00000000
IDR
2024-06-20
-64086.42000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
497.58000000
0.001581628534
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
82000.00000000
BRL
16154.45000000
USD
2024-07-25
497.58000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-15776.50000000
-0.05014784069
N/A
DFE
HU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1200046.52000000
USD
435467000.00000000
HUF
2024-06-20
-15776.50000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2254.72000000
0.007166947001
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
790000.00000000
BRL
153925.89000000
USD
2024-06-04
2254.72000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-6972.12000000
-0.02216187133
N/A
DFE
CZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
419601.24000000
USD
9723000.00000000
CZK
2024-06-20
-6972.12000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-4263.40000000
-0.01355182099
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
100310.85000000
USD
163000.00000000
NZD
2024-06-20
-4263.40000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
937.38000000
0.002979595151
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
38400000.00000000
HUF
105367.72000000
USD
2024-06-20
937.38000000
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAF2
200000.00000000
PA
USD
196900.00000000
0.625874549622
Long
DBT
CORP
MA
N
2
2034-05-02
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-183.85000000
-0.00058439327
N/A
DFE
IN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
56258.62000000
USD
4690000.00000000
INR
2024-06-20
-183.85000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
560000.00000000
PA
17903.03000000
0.056907317613
Long
DBT
NUSS
CZ
N
2
2037-07-30
Fixed
1.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-1399.93000000
-0.00444987586
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
42200000.00000000
HUF
113364.67000000
USD
2024-06-20
-1399.93000000
N
N
N
HANWHA TOTALENERGIES
988400G0X7SXITD3EI81
Hanwha Totalenergies Petrochemical Co Ltd
000000000
200000.00000000
PA
USD
196178.64000000
0.623581604649
Long
DBT
CORP
KR
N
2
2029-07-18
Fixed
5.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1745.75000000
-0.00554911373
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
63182.17000000
USD
320000.00000000
BRL
2024-06-04
-1745.75000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
260000.00000000
PA
43552.53000000
0.138437887753
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3630000.00000000
PA
93154.01000000
0.296103220184
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
210000.00000000
PA
44953.04000000
0.142889607232
Long
DBT
NUSS
MY
N
2
2030-09-30
Fixed
4.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-395.67000000
-0.00125769315
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1070000.00000000
TRY
30943.19000000
USD
2024-06-20
-395.67000000
N
N
N
CIA CERVECERIAS UNIDAS
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
000000000
205000.00000000
PA
USD
172531.34000000
0.548415310910
Long
DBT
CORP
CL
N
2
2032-01-19
Fixed
3.35000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1072000.00000000
PA
198733.85000000
0.631703701693
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
000000000
200000.00000000
PA
USD
172500.00000000
0.548315692279
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-1516.65000000
-0.00482088692
N/A
DFE
AU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
66395.25000000
USD
100000.00000000
AUD
2024-06-20
-1516.65000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-14.88000000
-0.00004729818
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
16876.03000000
USD
6200000.00000000
HUF
2024-06-20
-14.88000000
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
000000000
5699.00000000
PA
USD
5617.86000000
0.017857164029
Long
DBT
CORP
VG
N
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1715.50000000
-0.00545295982
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
61232.03000000
USD
310000.00000000
BRL
2024-06-04
-1715.50000000
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
1852.22000000
0.005887543719
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
330000.00000000
PLN
83155.37000000
USD
2024-06-20
1852.22000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1410.02000000
-0.00448194836
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
101939.99000000
USD
94000.00000000
EUR
2024-06-20
-1410.02000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1770000.00000000
PA
52931.09000000
0.168248969602
Long
DBT
NUSS
TH
N
2
2029-06-22
Fixed
4.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
3187.85000000
0.010133032925
N/A
DFE
KZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
164679.26000000
USD
75100000.00000000
KZT
2024-06-20
3187.85000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-22.29000000
-0.00007085192
N/A
DFE
CN
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
63736.80000000
USD
461000.00000000
CNY
2024-06-20
-22.29000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
2577000.00000000
PA
65736.36000000
0.208952334732
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-348.56000000
-0.00110794734
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
83300000.00000000
CLP
86375.84000000
USD
2024-06-21
-348.56000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-2235.95000000
-0.00710728389
N/A
DFE
MX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
54927.21000000
USD
910000.00000000
MXN
2024-06-20
-2235.95000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-744.44000000
-0.00236630802
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1520000.00000000
ZAR
79683.51000000
USD
2024-06-20
-744.44000000
N
N
N
PT TOWER BERSAMA INFRAST
213800ELUARKGNPAPY10
PT Tower Bersama Infrastructure Tbk
000000000
200000.00000000
PA
USD
187573.23000000
0.596228089626
Long
DBT
CORP
ID
N
2
2026-01-20
Fixed
2.75000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1790000.00000000
PA
254399.18000000
0.808643840563
Long
DBT
NUSS
CN
N
2
2030-03-25
Fixed
2.80000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
416200000.00000000
PA
90436.64000000
0.287465674603
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-280.10000000
-0.00089033753
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1340000.00000000
TRY
38966.69000000
USD
2024-06-20
-280.10000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-287.26000000
-0.00091309661
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
440000.00000000
ZAR
22759.84000000
USD
2024-10-21
-287.26000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
155000.00000000
PA
35980.07000000
0.114367750668
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1092.34000000
-0.00347215746
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
55294.44000000
USD
220000.00000000
PLN
2024-06-20
-1092.34000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1147.39000000
0.003647141693
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
56000.00000000
EUR
61037.59000000
USD
2024-06-20
1147.39000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
0.00000000
PA
0.00000000
0.000000
Long
DBT
NUSS
CN
N
2
2028-11-22
Fixed
3.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
86.08000000
0.000273617477
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
6810000.00000000
INR
81508.08000000
USD
2024-06-20
86.08000000
N
N
N
BIOCEANICO SOVEREIGN
N/A
Bioceanico Sovereign Certificate Ltd
09076AAA5
177886.70000000
PA
USD
130124.12000000
0.413617953275
Long
DBT
CORP
KY
N
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-5273.72000000
-0.01676326627
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
137746.00000000
USD
690000.00000000
BRL
2024-06-04
-5273.72000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
390000.00000000
PA
55958.41000000
0.177871735176
Long
DBT
NUSS
CN
N
2
2033-02-25
Fixed
2.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XCWV3 IRS BRL R F 10.33900 99D0XCWV3 CCPNDF / Short: S9D0XCWV3 IRS BRL P V 00MBRCDI 99D0XCWU5 CCPNDF
000000000
179391.95000000
OU
Notional Amount
-1534.93000000
-0.00487899249
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-01-02
9.97000000
BRL
0.00000000
BRL
179391.95000000
BRL
-1537.14000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2976.51000000
0.009461258789
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
510000.00000000
BRL
100890.81000000
USD
2024-06-04
2976.51000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
487.87000000
0.001550763923
N/A
DFE
CO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
97457.06000000
USD
387270000.00000000
COP
2024-06-20
487.87000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1077.98000000
0.003426512173
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2830000.00000000
MXN
164942.01000000
USD
2024-06-20
1077.98000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-2663.19000000
-0.00846532677
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
129469.63000000
USD
2190000.00000000
MXN
2024-06-20
-2663.19000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-25.67000000
-0.00008159573
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
27405.46000000
USD
2290000.00000000
INR
2024-06-20
-25.67000000
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
500000.00000000
PA
6175.46000000
0.019629574637
Long
DBT
NUSS
XX
N
2
2027-05-09
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-61.43000000
-0.00019526395
N/A
DFE
PE
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3778.00000000
USD
14000.00000000
PEN
2024-06-20
-61.43000000
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
200000.00000000
PA
USD
157274.14000000
0.499918138851
Long
DBT
CORP
LU
N
2
2031-06-10
Fixed
4.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-113.99000000
-0.00036233336
N/A
DFE
CZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
65044.83000000
USD
1530000.00000000
CZK
2024-06-20
-113.99000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-321.46000000
-0.00102180615
N/A
DFE
RO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
72748.82000000
USD
338000.00000000
RON
2024-06-20
-321.46000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
9520.73000000
0.030262989338
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
505050.51000000
USD
9150000.00000000
MXN
2024-12-20
9520.73000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
834.96000000
0.002654038669
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
155000.00000000
PEN
41982.67000000
USD
2024-06-20
834.96000000
N
N
N
CESKA SPORITELNA AS
9KOGW2C2FCIOJQ7FF485
Ceska sporitelna AS
000000000
200000.00000000
PA
214774.11000000
0.682689940918
Long
DBT
CORP
CZ
N
2
2030-01-15
Fixed
4.82000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-21328.45000000
-0.06779550044
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
12275000.00000000
MXN
685352.17000000
USD
2024-07-24
-21328.45000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B9D0XG718 IRS MXN R V 01MTIIE 99D0XG726 CCPVANILLA / Short: B9D0XG718 IRS MXN P F 10.85000 99D0XG718 CCPVANILLA
000000000
4795000.00000000
OU
Notional Amount
483.54000000
0.001537000404
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-12-19
0.00000000
MXN
0.00000000
MXN
4795000.00000000
MXN
483.54000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
272000.00000000
PA
68175.41000000
0.216705200757
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1965.92000000
0.006248955279
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
240000.00000000
BRL
48043.24000000
USD
2024-06-04
1965.92000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0X8VP GBP PUT USD CALL
000000000
237000.00000000
OU
Notional Amount
281.34000000
0.000894279054
N/A
DFE
GB
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
281.34000000
0.00000000
DFE
GB
288547.50000000
USD
237000.00000000
GBP
2024-05-29
1.00000000
1.21750000
GBP
2024-05-29
XXXX
-2258.02000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1290000000.00000000
PA
79041.06000000
0.251243208883
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
78.55000000
0.000249682305
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
740000.00000000
ZAR
39234.26000000
USD
2024-06-20
78.55000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2238000000.00000000
PA
130835.03000000
0.415877681442
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD KZT
000000000
1.00000000
NC
-1964.80000000
-0.00624539520
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
37900000.00000000
KZT
82751.09000000
USD
2024-06-20
-1964.80000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1395700000.00000000
PA
298553.49000000
0.948994571315
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S9D0XHER1 IRS MXN R F 8.60000 99D0XHER1 CCPVANILLA / Short: S9D0XHER1 IRS MXN P V 01MTIIE 99D0XHEQ3 CCPVANILLA
000000000
2235000.00000000
OU
Notional Amount
-7949.27000000
-0.02526788106
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-12-22
112.24000000
MXN
0.00000000
MXN
2235000.00000000
MXN
-7956.06000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1146.94000000
-0.00364571130
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
46064.59000000
USD
42000.00000000
EUR
2024-06-20
-1146.94000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-599.58000000
-0.00190584998
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
51934.03000000
USD
48000.00000000
EUR
2024-06-20
-599.58000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AX8
44000.00000000
PA
USD
44481.92000000
0.141392085557
Long
DBT
CORP
AR
N
2
2031-01-17
Fixed
9.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
446000.00000000
PA
93824.94000000
0.298235866256
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.89000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3689000.00000000
PA
146197.79000000
0.464710390919
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
180000.00000000
PA
USD
169321.52000000
0.538212443227
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00111VAA5
200000.00000000
PA
USD
197054.06000000
0.626364251162
Long
DBT
CORP
CL
N
2
2029-03-15
Fixed
6.30000000
N
N
N
N
N
N
TRUST FIBRAUNO
N/A
Trust Fibra Uno
89834JAA1
200000.00000000
PA
USD
195638.78000000
0.621865583144
Long
DBT
MX
N
2
2034-02-13
Fixed
7.38000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-594.84000000
-0.00189078322
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
15649.49000000
USD
260000.00000000
MXN
2024-06-20
-594.84000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
72.66000000
0.000230960105
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
22145.59000000
USD
87850000.00000000
COP
2024-06-20
72.66000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-4294.95000000
-0.01365210714
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
703641.13000000
USD
12078000.00000000
MXN
2024-06-20
-4294.95000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1142000.00000000
PA
305334.92000000
0.970550307460
Long
DBT
NUSS
PE
N
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
13171200.00000000
PA
677820.02000000
2.154546976854
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
2024-05-29
HARTFORD MUTUAL FUNDS INC/CT
John Stanziani
John Stanziani
Assistant Treasurer