0001752724-20-159706.txt : 20200819
0001752724-20-159706.hdr.sgml : 20200819
20200819093541
ACCESSION NUMBER: 0001752724-20-159706
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200819
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Barings Funds Trust
CENTRAL INDEX KEY: 0001577579
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22845
FILM NUMBER: 201115504
BUSINESS ADDRESS:
STREET 1: C/O BARINGS LLC
STREET 2: 300 SOUTH TRYON STREET, SUITE 2500
CITY: CHARLOTTE
STATE: NC
ZIP: 28202
BUSINESS PHONE: 704-805-7200
MAIL ADDRESS:
STREET 1: C/O BARINGS LLC
STREET 2: 300 SOUTH TRYON STREET, SUITE 2500
CITY: CHARLOTTE
STATE: NC
ZIP: 28202
FORMER COMPANY:
FORMER CONFORMED NAME: Babson Capital Funds Trust
DATE OF NAME CHANGE: 20130522
0001577579
S000049914
Barings Emerging Markets Debt Blended Total Return Fund
C000157602
Class C Shares
C000157603
Class Y Shares
C000157604
Class I Shares
C000157605
Class A Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001577579
XXXXXXXX
S000049914
C000157603
C000157602
C000157604
C000157605
Barings Funds Trust
811-22845
0001577579
549300UN1QV4ML2HJ387
300 South Tryon Street,
Suite 2500
Charlotte
28202
704-805-7200
Barings Emerging Markets Debt Blended Total Return Fund
S000049914
549300EKHFQBA87R4255
2020-06-30
2020-06-30
N
60096444.82
5706820.28
54389624.54
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
475289.61000000
0.00000000
0.00000000
703483.24000000
PLN
COP
MYR
USD
RUB
THB
MXN
EUR
BRL
ZAR
GEL
UYU
PEN
N
SWAPS BARCLAYS BOC SWAP CASH COLLATERAL USD
N/A
SWAPS BARCLAYS BOC SWAP CASH COLLATERAL USD
000000000
-130000.00000000
NS
USD
-130000.00000000
-0.23901617468
Short
STIV
CORP
US
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1171370 CYS USD R F 9.37000 BV1171370 XCURRENCY / Short: BM1171370 CYS EUR P F 6.37500 BM1171370 XCURRENCY
000000000
1.00000000
NC
62146.26000000
0.114261241046
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
350000.00000000
EUR
392700.00000000
USD
2031-04-11
62268.61000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM1169093 IRS BRL R F 7.47500 / Short: SM1169093 IRS BRL P V 12MBRCDI
000000000
11925501.55000000
OU
Notional Amount
173767.70000000
0.319486853365
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
11925501.55000000
BRL
173767.70000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-200286.70000000
-0.36824431441
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9120849459.00000000
COP
2225683.13000000
USD
2020-07-07
-200286.70000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1172881 CYS USD R F 4.74000 BV1172881 XCURRENCY / Short: BM1172881 CYS EUR P F 3.50000 BM1172881 XCURRENCY
000000000
1.00000000
NC
21061.54000000
0.038723451721
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
740000.00000000
EUR
839530.00000000
USD
2027-06-16
20433.00000000
N
N
N
TBC BANK JSC
2138001MSA39Q44QTA18
TBC Bank JSC
48128XAB9
645000.00000000
PA
USD
616378.13000000
1.133264175314
Long
DBT
CORP
GE
N
2
2024-10-03
Fixed
10.78000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
21027027.25000000
PA
523931.73000000
0.963293522305
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-54722.00000000
-0.10061110085
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2013595.13000000
CHF
2073052.34000000
USD
2020-08-11
-54722.00000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
173269.07000000
0.318570079248
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2139031.38000000
USD
53180598.16000000
MXN
2020-07-07
173269.07000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Long: BM1168590 CDS USD R F 1.00000 1 CORPORATE / Short: BM1168590 CDS USD P V 03MEVENT 2 CORPORATE
000000000
510000.00000000
OU
Notional Amount
USD
-13329.88000000
-0.02450813020
N/A
DCR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Mexico Government International Bond
Mexico Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-29246.64000000
USD
510000.00000000
USD
15916.76000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
22913000.00000000
PA
839833.01000000
1.544105180175
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM1169010 IRS BRL R F 7.48500 / Short: SM1169010 IRS BRL P V 00MBRCDI
000000000
9935952.41000000
OU
Notional Amount
148410.16000000
0.272864836363
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
9935952.41000000
BRL
148410.16000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
2365.92000000
0.004349947292
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
67471527.50000000
RUB
949000.00000000
USD
2020-07-14
2365.92000000
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
250000.00000000
PA
USD
239375.00000000
0.440111513959
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAA6
795000.00000000
PA
USD
744318.75000000
1.368494002845
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1134717 IRS BRL R F 5.88000 / Short: BM1134717 IRS BRL P V 00MBRCDI
000000000
18084492.26000000
OU
Notional Amount
209245.80000000
0.384716389880
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2023-02-01
0.00000000
BRL
0.00000000
BRL
18084492.26000000
BRL
209245.80000000
N
N
N
SWAP CCPC CREDIT SUISSE COC SWAP CCPC CASH COLLATERAL
N/A
SWAP CCPC CREDIT SUISSE COC SWAP CCPC CASH COLLATERAL
000000000
244309.72000000
NS
USD
244309.72000000
0.449184420863
Long
STIV
CORP
US
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
99227.46000000
0.182438214713
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3316781.60000000
USD
3039739.44000000
EUR
2020-07-14
99227.46000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
350000.00000000
PA
363732.98000000
0.668754349889
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PKR / SOLD USD
000000000
1.00000000
NC
-12879.11000000
-0.02367935081
N/A
DFE
PK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
226797.09000000
USD
36525671.55000000
PKR
2020-11-16
-12879.11000000
N
N
N
TAJIKISTAN INT BOND
529900W1LSYUF3CYVU10
Republic of Tajikistan International Bond
87406KAA0
200000.00000000
PA
USD
163312.50000000
0.300264069445
Long
DBT
NUSS
TJ
N
2
2027-09-14
Fixed
7.13000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
272244.63000000
0.500545154158
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3806104.58000000
USD
16134553.08000000
PLN
2020-07-14
272244.63000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-13719.86000000
-0.02522514195
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
18369032.97000000
RUB
244000.00000000
USD
2020-07-14
-13719.86000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1125962 CYS USD R F 11.43500 BV1125962 XCURRENCY / Short: BM1125962 CYS EUR P F 8.25000 BM1125962 XCURRENCY
000000000
1.00000000
NC
137676.69000000
0.253130429129
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
750000.00000000
EUR
843675.00000000
USD
2029-07-18
138201.75000000
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Long: BM1168632 CDS USD R F 1.00000 1 CORPORATE / Short: BM1168632 CDS USD P V 03MEVENT 2 CORPORATE
000000000
280000.00000000
OU
Notional Amount
USD
-31946.76000000
-0.05873686437
N/A
DCR
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Petrobras Global Finance BV
Petrobras Global Finance BV
Y
sell protection
2025-06-20
0.00000000
USD
-44377.99000000
USD
280000.00000000
USD
12431.23000000
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
750000.00000000
PA
USD
773416.22000000
1.421992202632
Long
DBT
CORP
KY
Y
2
2022-04-09
Fixed
11.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-50662.69000000
-0.09314771048
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2618963.49000000
USD
277248975.00000000
JPY
2020-07-21
-50662.69000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1171578 CYS USD R F 4.32000 BV1171578 XCURRENCY / Short: BM1171578 CYS EUR P F 3.12500 BM1171578 XCURRENCY
000000000
1.00000000
NC
-35101.92000000
-0.06453789724
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
680000.00000000
EUR
735080.38000000
USD
2027-05-15
-34762.54000000
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
740000.00000000
PA
828271.97000000
1.522849214358
Long
DBT
NUSS
AL
N
2
2027-06-16
Fixed
3.50000000
N
N
N
N
N
N
SWAP GOLDMAN SACHS COC SWAP CASH COLLATERAL USD
N/A
SWAP GOLDMAN SACHS COC SWAP CASH COLLATERAL USD
000000000
100000.00000000
NS
USD
100000.00000000
0.183858595910
Long
STIV
CORP
US
N
2
N
N
N
SWAP CCPC GOLDMAN SACHS COC SWAP CCPC CASH COLLATERAL
N/A
SWAP CCPC GOLDMAN SACHS COC SWAP CCPC CASH COLLATERAL
000000000
980000.00000000
NS
USD
980000.00000000
1.801814239918
Long
STIV
CORP
US
N
2
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
420000.00000000
PA
USD
174300.00000000
0.320465532671
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.65000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Long: BM1168608 CDS USD R F 1.00000 1 CORPORATE / Short: BM1168608 CDS USD P V 03MEVENT 2 CORPORATE
000000000
380000.00000000
OU
Notional Amount
USD
-26614.24000000
-0.04893256797
N/A
DCR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Brazilian Government International Bond
Brazilian Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-29211.41000000
USD
380000.00000000
USD
2597.17000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1250000.00000000
PA
1204251.10000000
2.214119163691
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PKR / SOLD USD
000000000
1.00000000
NC
-3709.87000000
-0.00682091489
N/A
DFE
PK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
81251.18000000
USD
13239880.08000000
PKR
2020-11-16
-3709.87000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BW1
670000.00000000
PA
USD
632731.25000000
1.163330792134
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.63000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Long: BM1167865 CDS USD R F 1.00000 1 CORPORATE / Short: BM1167865 CDS USD P V 03MEVENT 2 CORPORATE
000000000
830000.00000000
OU
Notional Amount
USD
-94699.32000000
-0.17411284008
N/A
DCR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Petrobras Global Finance BV
Petrobras Global Finance BV
Y
sell protection
2025-06-20
0.00000000
USD
-154015.52000000
USD
830000.00000000
USD
59316.20000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
860.60000000
0.001582287076
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2481053.00000000
BRL
457000.00000000
USD
2020-07-07
860.60000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-32077.75000000
-0.05897770074
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2754293.58000000
SGD
1944522.47000000
USD
2020-08-18
-32077.75000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1125087 CYS USD R F 9.58100 BV1125087 XCURRENCY / Short: BM1125087 CYS EUR P F 6.75000 BM1125087 XCURRENCY
000000000
1.00000000
NC
56418.45000000
0.103730170004
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
495000.00000000
EUR
558360.00000000
USD
2026-06-20
56146.38000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
108867.06000000
0.200161447924
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2607368.39000000
USD
83955958.60000000
THB
2020-07-21
108867.06000000
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
416000.00000000
PA
USD
420160.00000000
0.772500276575
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-8072.46000000
-0.01484191161
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
65274448.00000000
HUF
199000.00000000
USD
2020-07-14
-8072.46000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-38360.12000000
-0.07052837802
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1340144.90000000
USD
1069114000.00000000
CLP
2020-07-07
-38360.12000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBG3
300000.00000000
PA
USD
308550.00000000
0.567295697680
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
650000.00000000
PA
USD
276250.00000000
0.507909371201
Long
DBT
NUSS
EC
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
14500000.00000000
PA
648208.58000000
1.191787193756
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAA9
550000.00000000
PA
USD
392906.25000000
0.722391914492
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
44997.22000000
0.082731256890
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
900337.68000000
USD
3739884.77000000
PLN
2020-07-14
44997.22000000
N
N
N
SWAP BARCLAYS BANK COC SWAP CASH COLLATERAL USD
N/A
SWAP BARCLAYS BANK COC SWAP CASH COLLATERAL USD
000000000
240000.00000000
NS
USD
240000.00000000
0.441260630184
Long
STIV
CORP
US
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1132653 CYS USD R F 8.12000 BV1132653 XCURRENCY / Short: BM1132653 CYS EUR P F 5.62500 BM1132653 XCURRENCY
000000000
1.00000000
NC
25590.07000000
0.047049543394
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
750000.00000000
EUR
819150.00000000
USD
2025-06-17
26677.85000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
79608.86000000
0.146367732216
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1070832.99000000
USD
81997965.49000000
RUB
2020-07-14
79608.86000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
8400.13000000
0.015444361072
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
268000.00000000
USD
1505570.40000000
BRL
2020-08-04
8400.13000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
18550.35000000
0.034106413046
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3504302.30000000
PEN
1007939.22000000
USD
2020-07-07
18550.35000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
890000.00000000
PA
1079907.78000000
1.985503281431
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-1253.84000000
-0.00230529261
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
427893.49000000
MYR
98366.32000000
USD
2020-08-18
-1253.84000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BL5
20350000.00000000
PA
482549.62000000
0.887208955901
Long
DBT
NUSS
UY
N
2
2040-07-02
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
13301.39000000
0.024455748890
N/A
DFE
KZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
489657.30000000
USD
206635380.43000000
KZT
2020-08-11
13301.39000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
33868.76000000
0.062270626588
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
866000.00000000
USD
4901646.60000000
BRL
2020-08-04
33868.76000000
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAA4
400000.00000000
PA
USD
386875.00000000
0.711302942927
Long
DBT
CORP
MU
N
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
Embraer Overseas Ltd
29081YAD8
327000.00000000
PA
USD
311569.69000000
0.572847657315
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.70000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
1200000.00000000
PA
386304.22000000
0.710253514833
Long
DBT
NUSS
XX
N
3
2022-10-29
Floating
8.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
550000.00000000
PA
580269.98000000
1.066876237715
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1135201 IRS RUB R F 7.04500 BM1135201 VANILLA / Short: BM1135201 IRS RUB P V 03MMOSPR BV1135201 VANILLA
000000000
146600000.00000000
OU
Notional Amount
230632.13000000
0.424036995935
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Moscow Interbank Offered Rate 3 Months
MMIBR3M Index
Y
2024-10-08
0.00000000
RUB
0.00000000
RUB
146600000.00000000
RUB
230632.13000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
23900000.00000000
PA
1137315.36000000
2.091052051965
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AN2
700000.00000000
PA
USD
601125.00000000
1.105219984664
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
592885.12000000
PA
USD
563169.72000000
1.035435939782
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
WALNUT BIDCO PLC
549300LGP4VBCHWQTD80
Walnut Bidco PLC
000000000
317000.00000000
PA
337914.52000000
0.621284891848
Long
DBT
CORP
JE
N
2
2024-08-01
Fixed
6.75000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
890000.00000000
PA
USD
904462.50000000
1.662932053033
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1426.31000000
-0.00262239353
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
44652.49000000
USD
235117.70000000
BRL
2020-07-07
-1426.31000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PKR / SOLD USD
000000000
1.00000000
NC
-2151.24000000
-0.00395523965
N/A
DFE
PK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
48676.03000000
USD
7943928.37000000
PKR
2020-11-16
-2151.24000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
13723.33000000
0.025231521850
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1924546.86000000
AUD
1342000.00000000
USD
2020-07-21
13723.33000000
N
N
N
BURGAN BANK
558600NC81HKXMFSTY52
Burgan Bank SAK
000000000
500000.00000000
PA
USD
490100.00000000
0.901090978555
Long
DBT
CORP
KW
Y
2
2024-07-09
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1172287 CYS USD R F 4.96000 BV1172287 XCURRENCY / Short: BM1172287 CYS EUR P F 3.62400 BM1172287 XCURRENCY
000000000
1.00000000
NC
-54847.27000000
-0.10084142051
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
890000.00000000
EUR
977398.00000000
USD
2030-05-26
-54891.33000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
45020.86000000
0.082774721062
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3905262.90000000
BRL
763000.00000000
USD
2020-07-07
45020.86000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
250000.00000000
PA
USD
206875.00000000
0.380357470288
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
3880.39000000
0.007134430569
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
137759.84000000
USD
771524.00000000
BRL
2020-08-04
3880.39000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
8321.01000000
0.015298892151
N/A
DFE
KZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
394742.35000000
USD
165594417.54000000
KZT
2020-08-11
8321.01000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
3369000.00000000
PA
1118503.05000000
2.056464002941
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
SWAP BANK OF AMERICA COC SWAP CASH COLLATERAL USD
N/A
SWAP BANK OF AMERICA COC SWAP CASH COLLATERAL USD
000000000
250000.00000000
NS
USD
250000.00000000
0.459646489775
Long
STIV
CORP
US
N
2
N
N
N
ARABIAN CENTRES SUKUK
5493003T55GS691ILI42
Arabian Centres Sukuk Ltd
03847PAA3
700000.00000000
PA
USD
612780.00000000
1.126648704017
Long
DBT
CORP
KY
N
2
2024-11-26
Fixed
5.38000000
N
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Long: BM1167717 CDS USD R F 1.00000 1 CORPORATE / Short: BM1167717 CDS USD P V 03MEVENT 2 CORPORATE
000000000
1150000.00000000
OU
Notional Amount
USD
-30862.40000000
-0.05674317530
N/A
DCR
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-121939.96000000
USD
1150000.00000000
USD
91077.56000000
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
550000.00000000
PA
628545.35000000
1.155634655168
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
SOVCOMBANK (SOVCOM CAPT)
635400EQFFCXMNLYU680
Sovcombank Via SovCom Capital DAC
84605LAA4
715000.00000000
PA
USD
718718.00000000
1.321424823352
Long
DBT
CORP
IE
N
2
2030-04-07
Fixed
8.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
99692.89000000
0.183293947776
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3586000.00000000
USD
20076221.00000000
BRL
2020-08-04
99692.89000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1167139 IRS RUB R F 7.55000 BM1167139 VANILLA / Short: BM1167139 IRS RUB P V 03MMOSPR BV1167139 VANILLA
000000000
163800000.00000000
OU
Notional Amount
276099.17000000
0.507632057281
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Moscow Interbank Offered Rate 3 Months
MMIBR3M Index
Y
2025-03-17
0.00000000
RUB
0.00000000
RUB
163800000.00000000
RUB
276099.17000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
4776.30000000
0.008781638116
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
1721809.36000000
PLN
440000.00000000
USD
2020-07-14
4776.30000000
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Long: BM1168624 CDS USD R F 1.00000 1 CORPORATE / Short: BM1168624 CDS USD P V 03MEVENT 2 CORPORATE
000000000
380000.00000000
OU
Notional Amount
USD
-5781.03000000
-0.01062892058
N/A
DCR
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Indonesia Government International Bond
Indonesia Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-18096.67000000
USD
380000.00000000
USD
12315.64000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AH5
600000.00000000
PA
USD
550125.00000000
1.011452100750
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
68213.78000000
0.125416898125
N/A
DFE
PH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2576172.29000000
USD
131642404.00000000
PHP
2020-07-21
68213.78000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-20675.59000000
-0.03801384947
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
15452294.00000000
TRY
2228000.00000000
USD
2020-07-14
-20675.59000000
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAB4
270000.00000000
PA
USD
257512.50000000
0.473458866792
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PKR / SOLD USD
000000000
1.00000000
NC
-10874.19000000
-0.01999313305
N/A
DFE
PK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
429936.85000000
USD
71154547.94000000
PKR
2020-09-18
-10874.19000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-64756.57000000
-0.11906052036
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1069114000.00000000
CLP
1237028.21000000
USD
2020-07-07
-64756.57000000
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
500000.00000000
PA
USD
497310.00000000
0.914347183320
Long
DBT
CORP
KY
Y
2
2025-01-14
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1162544 CYS USD R F 6.02400 BV1162544 XCURRENCY / Short: BM1162544 CYS EUR P F 3.65000 BM1162544 XCURRENCY
000000000
1.00000000
NC
31619.04000000
0.058134322984
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
400000.00000000
EUR
440600.00000000
USD
2029-11-19
31419.14000000
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AC7
210000.00000000
PA
USD
153300.00000000
0.281855227530
Long
DBT
CORP
GB
N
2
2022-04-15
Fixed
6.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-11170.66000000
-0.02053821862
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
89269187.00000000
HUF
272021.17000000
USD
2020-07-14
-11170.66000000
N
N
N
NOVA LJUBLJANSKA BANKA D
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
000000000
400000.00000000
PA
393224.85000000
0.722977687979
Long
DBT
CORP
SI
Y
2
2029-11-19
Fixed
3.65000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
370000.00000000
PA
414472.70000000
0.762043686650
Long
DBT
NUSS
HR
Y
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
69871.15000000
0.128464115336
N/A
DFE
CO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1280000.00000000
USD
5075072000.00000000
COP
2020-07-07
69871.15000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
95933.83000000
0.176382592840
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1456180.18000000
USD
2248627.57000000
AUD
2020-08-18
95933.83000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-20091.02000000
-0.03693906727
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9510010.10000000
CZK
380879.55000000
USD
2020-08-11
-20091.02000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1350000000.00000000
PA
407058.41000000
0.748411877159
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-19247.94000000
-0.03538899222
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
924393.22000000
CHF
956748.15000000
USD
2020-07-14
-19247.94000000
N
N
N
CAMPOSOL SA
5493008B0STMH3JFSW17
Camposol SA
134638AE5
380000.00000000
PA
USD
373737.60000000
0.687148703747
Long
DBT
CORP
PE
N
2
2027-02-03
Fixed
6.00000000
N
N
N
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
07737JAA1
1000000.00000000
PA
USD
1030000.00000000
1.893743537873
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.63000000
N
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Long: BM1168616 CDS USD R F 1.00000 1 CORPORATE / Short: BM1168616 CDS USD P V 03MEVENT 2 CORPORATE
000000000
380000.00000000
OU
Notional Amount
USD
-10198.01000000
-0.01874991799
N/A
DCR
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-23460.73000000
USD
380000.00000000
USD
13262.72000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-12951.68000000
-0.02381277699
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2026000.00000000
USD
634563460.00000000
HUF
2020-07-14
-12951.68000000
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
960000.00000000
PA
300686.95000000
0.552838804354
Long
DBT
NUSS
XX
N
3
2021-11-22
Fixed
7.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
65669.88000000
0.120739719303
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
24291269.16000000
MXN
1121857.94000000
USD
2020-07-07
65669.88000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1164680 CYS USD R F 6.70450 BV1164680 XCURRENCY / Short: BM1164680 CYS EUR P F 4.37500 BM1164680 XCURRENCY
000000000
1.00000000
NC
111344.32000000
0.204716103377
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1250000.00000000
EUR
1385625.00000000
USD
2030-01-27
112281.88000000
N
N
N
PRUMO PARTICIPACOES E IN
N/A
Prumo Participacoes e Investimentos S/A
74444JAE7
274418.62000000
PA
USD
274590.13000000
0.504857557525
Long
DBT
CORP
BR
N
2
2031-12-31
Fixed
7.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM1172360 IRS HUF R F .98000 BM1172360 CCPVANILLA / Short: SM1172360 IRS HUF P V 06MBUBOR BV1172360 CCPVANILLA
000000000
922500000.00000000
OU
Notional Amount
25629.54000000
0.047122112382
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
National Bank of Hungary Budapest Interbank Offer Rate 6 Month
BUBOR06M Index
Y
2025-05-25
0.00000000
HUF
0.00000000
HUF
922500000.00000000
HUF
25629.54000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM1164649 IRS CZK R F 1.93790 BM1164649 CCPVANILLA / Short: SM1164649 IRS CZK P V 06MPRIBO BV1164649 CCPVANILLA
000000000
117500000.00000000
OU
Notional Amount
332456.28000000
0.611249448422
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Prague Interbank Offer Rate 6 Months
PRIB06M Index
Y
2025-01-24
0.00000000
CZK
0.00000000
CZK
117500000.00000000
CZK
332456.28000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
780000.00000000
PA
623160.05000000
1.145733318202
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAB7
500000.00000000
PA
USD
505396.90000000
0.929215644112
Long
DBT
CORP
US
N
2
2029-08-06
Fixed
6.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1121128 IRS RUB R F 8.21000 BM1121128 NDF / Short: BM1121128 IRS RUB P V 03MMOSPR BV1121128 NDF
000000000
110000000.00000000
OU
Notional Amount
201370.38000000
0.370236753246
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Moscow Interbank Offered Rate 3 Months
MMIBR3M Index
Y
2024-03-21
0.00000000
RUB
0.00000000
RUB
110000000.00000000
RUB
201370.38000000
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAA3
500000.00000000
PA
USD
517343.75000000
0.951180954778
Long
DBT
NUSS
SN
N
2
2021-05-13
Fixed
8.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
135797.91000000
0.249676130601
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8000226.60000000
BRL
1606632.51000000
USD
2020-07-07
135797.91000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1122324 IRS RUB R F 8.31000 BM1122324 VANILLA / Short: BM1122324 IRS RUB P V 03MMOSPR BV1122324 VANILLA
000000000
124000000.00000000
OU
Notional Amount
205537.33000000
0.377898049009
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Moscow Interbank Offered Rate 3 Months
MMIBR3M Index
Y
2024-04-10
0.00000000
RUB
0.00000000
RUB
124000000.00000000
RUB
205537.33000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
795000.00000000
PA
906579.89000000
1.666825056557
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM1172410 IRS HUF R F .97000 BM1172410 CCPVANILLA / Short: SM1172410 IRS HUF P V 06MBUBOR BV1172410 CCPVANILLA
000000000
899500000.00000000
OU
Notional Amount
23561.88000000
0.043320541738
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
National Bank of Hungary Budapest Interbank Offer Rate 6 Month
BUBOR06M Index
Y
2025-05-25
0.00000000
HUF
0.00000000
HUF
899500000.00000000
HUF
23561.88000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-4687.65000000
-0.00861864747
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
473337.75000000
SGD
335000.00000000
USD
2020-08-18
-4687.65000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1894.64000000
0.003483458501
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
697650.34000000
USD
16149977.58000000
MXN
2020-08-04
1894.64000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3200000.00000000
PA
155887.66000000
0.286612862873
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
41000000.00000000
PA
2696259.71000000
4.957305244894
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
400000.00000000
PA
USD
324400.00000000
0.596437285132
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KZT
000000000
1.00000000
NC
-61882.16000000
-0.11377567049
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
331188835.09000000
KZT
744244.57000000
USD
2020-08-11
-61882.16000000
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
500000.00000000
PA
USD
485100.00000000
0.891898048759
Long
DBT
CORP
GB
Y
2
2029-11-14
Fixed
9.95000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
900000.00000000
PA
USD
947250.00000000
1.741600549758
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
27296.88000000
0.050187660295
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
13631579.16000000
MXN
620000.00000000
USD
2020-07-07
27296.88000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
680000.00000000
PA
800268.74000000
1.471362868871
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.13000000
N
N
N
N
N
N
GTLK EUROPE CAPITAL DAC
635400I6H6CSZ39WIN49
Gtlk Europe Capital DAC
000000000
450000.00000000
PA
USD
445500.00000000
0.819090044779
Long
DBT
CORP
IE
Y
2
2027-03-10
Fixed
4.65000000
N
N
N
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AE9
300000.00000000
PA
USD
291425.64000000
0.535811089825
Long
DBT
CORP
LU
N
2
2028-01-19
Fixed
5.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM1127901 IRS BRL R F 6.38000 / Short: SM1127901 IRS BRL P V 00MBRCDI
000000000
15433847.46000000
OU
Notional Amount
231217.57000000
0.425113377699
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
15433847.46000000
BRL
231217.57000000
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
92241TAG7
400000.00000000
PA
USD
348880.00000000
0.641445869411
Long
DBT
CORP
GB
N
2
2021-06-07
Fixed
8.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
32640.66000000
0.060012659171
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
871219.06000000
USD
803804.68000000
EUR
2020-08-11
32640.66000000
N
N
N
SWAP MORGAN STANLEY COC SWAP CASH COLLATERAL USD
N/A
SWAP MORGAN STANLEY COC SWAP CASH COLLATERAL USD
000000000
120000.00000000
NS
USD
120000.00000000
0.220630315092
Long
STIV
CORP
US
N
2
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
720400000.00000000
PA
194389.15000000
0.357401161791
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BV3
960000.00000000
PA
USD
1096800.00000000
2.016561079941
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-147989.55000000
-0.27209150872
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
83955958.60000000
THB
2568245.90000000
USD
2020-07-21
-147989.55000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PKR / SOLD USD
000000000
1.00000000
NC
-13568.84000000
-0.02494747870
N/A
DFE
PK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
305000.00000000
USD
49760750.00000000
PKR
2020-11-16
-13568.84000000
N
N
N
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
N/A
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
000000000
-160000.00000000
NS
USD
-160000.00000000
-0.29417375345
Short
STIV
CORP
US
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
17590.73000000
0.032342069188
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
15257749.84000000
MXN
681000.00000000
USD
2020-07-07
17590.73000000
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
850000.00000000
PA
USD
548250.00000000
1.008004752076
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
555000.00000000
PA
USD
490708.80000000
0.902210309687
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1172535 CYS USD R F 4.79300 BV1172535 XCURRENCY / Short: BM1172535 CYS EUR P F 3.67500 BM1172535 XCURRENCY
000000000
1.00000000
NC
-31324.67000000
-0.05759309843
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
550000.00000000
EUR
604450.00000000
USD
2026-06-03
-30857.23000000
N
N
N
SWAP BANK OF AMERICA BOC SWAP CASH COLLATERAL USD
N/A
SWAP BANK OF AMERICA BOC SWAP CASH COLLATERAL USD
000000000
-1900000.00000000
NS
USD
-1900000.00000000
-3.49331332229
Short
STIV
CORP
US
N
2
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2A0
840000.00000000
PA
USD
849450.00000000
1.561786842958
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
GRUPO IDESA SA DE CV
549300SPX2Q01JRIC729
Grupo Idesa SA de CV
40053LAB1
1010000.00000000
PA
USD
534668.75000000
0.983034456519
Long
DBT
CORP
MX
N
2
2026-05-22
Fixed
10.13000000
N
N
Y
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1168640 CDS USD R F 1.00000 1 CORPORATE / Short: BM1168640 CDS USD P V 03MEVENT 2 CORPORATE
000000000
520000.00000000
OU
Notional Amount
USD
7086.34000000
0.013028845225
N/A
DCR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Malaysia Sovereign Sukuk Bhd
Malaysia Sovereign Sukuk Bhd
Y
sell protection
2025-06-20
0.00000000
USD
-2603.47000000
USD
520000.00000000
USD
9689.81000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1120997 IRS RUB R F 8.27000 BM1120997 NDF / Short: BM1120997 IRS RUB P V 03MMOSPR BV1120997 NDF
000000000
94000000.00000000
OU
Notional Amount
174991.54000000
0.321736988405
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Moscow Interbank Offered Rate 3 Months
MMIBR3M Index
Y
2024-03-21
0.00000000
RUB
0.00000000
RUB
94000000.00000000
RUB
174991.54000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM1164557 IRS CZK R F 1.94750 BM1164557 CCPVANILLA / Short: SM1164557 IRS CZK P V 06MPRIBO BV1164557 CCPVANILLA
000000000
61000000.00000000
OU
Notional Amount
173862.21000000
0.319660618124
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Prague Interbank Offer Rate 6 Months
PRIB06M Index
Y
2025-01-24
0.00000000
CZK
0.00000000
CZK
61000000.00000000
CZK
173862.21000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1385600000.00000000
PA
452653.91000000
0.832243123258
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
4000000.00000000
PA
1138589.09000000
2.093393914059
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
226345.63000000
0.416155897221
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2897939.77000000
USD
4526793.10000000
AUD
2020-07-21
226345.63000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-5102.65000000
-0.00938166064
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4689419.14000000
TRY
677319.15000000
USD
2020-07-14
-5102.65000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: BM1122241 IRS RUB R F 8.35000 BM1122241 VANILLA / Short: BM1122241 IRS RUB P V 03MMOSPR BV1122241 VANILLA
000000000
124000000.00000000
OU
Notional Amount
208099.81000000
0.382609388757
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Moscow Interbank Offered Rate 3 Months
MMIBR3M Index
Y
2024-04-09
0.00000000
RUB
0.00000000
RUB
124000000.00000000
RUB
208099.81000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
000000000
1020000.00000000
PA
329523.06000000
0.605856471315
Long
DBT
NUSS
XX
N
3
2021-07-14
Floating
9.08000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAC4
250000.00000000
PA
USD
327734.38000000
0.602567829382
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.13000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
280000.00000000
PA
USD
231700.00000000
0.426000366723
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1126465 CYS USD R F 9.71300 BV1126465 XCURRENCY / Short: BM1126465 CYS EUR P F 6.75000 BM1126465 XCURRENCY
000000000
1.00000000
NC
27287.00000000
0.050169495065
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
317000.00000000
EUR
353011.20000000
USD
2024-08-01
27651.61000000
N
N
N
SWAP CITIBANK BOC SWAP CASH COLLATERAL USD
N/A
SWAP CITIBANK BOC SWAP CASH COLLATERAL USD
000000000
-889045.78000000
NS
USD
-889045.78000000
-1.63458708810
Short
STIV
CORP
US
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1121029 IRS RUB R F 8.28000 BM1121029 NDF / Short: BM1121029 IRS RUB P V 03MMOSPR BV1121029 NDF
000000000
62000000.00000000
OU
Notional Amount
115740.00000000
0.212797938906
N/A
DIR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Moscow Interbank Offered Rate 3 Months
MMIBR3M Index
Y
2024-03-21
0.00000000
RUB
0.00000000
RUB
62000000.00000000
RUB
115740.00000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1125830 CYS USD R F 9.73100 BV1125830 XCURRENCY / Short: BM1125830 CYS EUR P F 6.75000 BM1125830 XCURRENCY
000000000
1.00000000
NC
33524.59000000
0.061637840458
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
300000.00000000
EUR
336030.00000000
USD
2026-06-20
33689.69000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-60046.86000000
-0.11040131368
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2705000.00000000
USD
14386542.50000000
BRL
2020-07-07
-60046.86000000
N
N
N
MINISTRY OF FINANCE OF T
N/A
Republic of Belarus Ministry of Finance
07737JAD5
1630000.00000000
PA
USD
1568875.00000000
2.884511546584
Long
DBT
NUSS
BY
N
2
2031-02-24
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-10002.67000000
-0.01839076861
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
919385.94000000
SGD
649742.81000000
USD
2020-07-21
-10002.67000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1172931 CYS USD R F 2.73150 BV1172931 XCURRENCY / Short: BM1172931 CYS EUR P F 1.50000 BM1172931 XCURRENCY
000000000
1.00000000
NC
13656.19000000
0.025108079188
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
370000.00000000
EUR
421800.00000000
USD
2031-06-17
13304.49000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDA7
1304000.00000000
PA
USD
1002436.96000000
1.843066519539
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
21807.99000000
0.040095864210
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
277248975.00000000
JPY
2590108.79000000
USD
2020-07-21
21807.99000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3502000.00000000
PA
875704.32000000
1.610057667075
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.96000000
N
N
N
N
N
N
SOVCOMBANK (SOVCOM CAPT)
635400EQFFCXMNLYU680
Sovcombank Via SovCom Capital DAC
84605LAB2
200000.00000000
PA
USD
182000.00000000
0.334622644556
Long
DBT
CORP
IE
N
2
2025-05-06
Fixed
7.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BM1127679 IRS CZK R V 06MPRIBO BV1127679 CCPVANILLA / Short: BM1127679 IRS CZK P F .85000 BM1127679 CCPVANILLA
000000000
60924370.00000000
OU
Notional Amount
-7025.52000000
-0.01291702242
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Prague Interbank Offer Rate 6 Months
PRIB06M Index
Y
2029-08-23
0.00000000
CZK
0.00000000
CZK
60924370.00000000
CZK
-7025.52000000
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
918212AA9
405000.00000000
PA
USD
400565.25000000
0.736473644353
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
30000000.00000000
PA
1464709.91000000
2.692995074681
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BM1155324 CYS USD R F 8.46000 BV1155324 XCURRENCY / Short: BM1155324 CYS EUR P F 5.87500 BM1155324 XCURRENCY
000000000
1.00000000
NC
52346.38000000
0.096243319277
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
550000.00000000
EUR
605000.00000000
USD
2031-10-17
52346.38000000
N
N
N
IIFL FINANCE LTD
335800CZ46UJRS34JR78
IIFL Finance Ltd
000000000
1055000.00000000
PA
USD
833948.78000000
1.533286517517
Long
DBT
CORP
IN
Y
2
2023-04-20
Fixed
5.88000000
N
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Long: BM1167725 CDS USD R F 1.00000 1 CORPORATE / Short: BM1167725 CDS USD P V 03MEVENT 2 CORPORATE
000000000
2700000.00000000
OU
Notional Amount
USD
-41075.77000000
-0.07552133398
N/A
DCR
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Indonesia Government International Bond
Indonesia Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-180504.79000000
USD
2700000.00000000
USD
139429.02000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-99975.11000000
-0.18381283350
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
848812643.00000000
HUF
2592743.55000000
USD
2020-07-14
-99975.11000000
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AB6
328000.00000000
PA
USD
310780.00000000
0.571395744369
Long
DBT
CORP
MX
N
2
2048-01-14
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: BM1167832 CDS USD R F 1.00000 1 CORPORATE / Short: BM1167832 CDS USD P V 03MEVENT 2 CORPORATE
000000000
1150000.00000000
OU
Notional Amount
USD
-80543.10000000
-0.14808541276
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Brazilian Government International Bond
Brazilian Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-126596.43000000
USD
1150000.00000000
USD
46053.33000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-33909.04000000
-0.06234468483
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
9263715.00000000
ILS
2643000.00000000
USD
2020-08-10
-33909.04000000
N
N
N
SWAP BNP PARIBAS COC SWAP CASH COLLATERAL USD
N/A
SWAP BNP PARIBAS COC SWAP CASH COLLATERAL USD
000000000
100000.00000000
NS
USD
100000.00000000
0.183858595910
Long
STIV
CORP
US
N
2
N
N
N
BAYAN RESOURCES TBK PT
254900UPPX8UP6LW9723
Bayan Resources Tbk PT
69375DAA1
900000.00000000
PA
USD
833706.00000000
1.532840145617
Long
DBT
CORP
ID
N
2
2023-01-24
Fixed
6.13000000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Islands XI Corp
12642KAB0
721000.00000000
PA
USD
617356.25000000
1.135062533013
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
9105000.00000000
PA
304487.79000000
0.559826975411
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3954.69000000
0.007271037506
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
332000.00000000
USD
298765.34000000
EUR
2020-08-11
3954.69000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
17240.76000000
0.031698619260
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
276161.85000000
USD
1160640.88000000
PLN
2020-08-11
17240.76000000
N
N
N
NATIONAL BANK GREECE SA
5UMCZOEYKCVFAW8ZLO05
National Bank of Greece SA
000000000
750000.00000000
PA
872116.54000000
1.603461225143
Long
DBT
CORP
GR
Y
2
2029-07-18
Fixed
8.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-54019.99000000
-0.09932039512
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
131642404.00000000
PHP
2590366.08000000
USD
2020-07-21
-54019.99000000
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
750000.00000000
PA
766788.45000000
1.409806477770
Long
DBT
CORP
NL
N
2
2025-06-17
Fixed
5.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
27570.68000000
0.050691065130
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
302000.00000000
USD
7608601.59000000
MXN
2020-08-04
27570.68000000
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AE3
1840000.00000000
PA
USD
1154600.00000000
2.122831348377
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
63651.22000000
0.117028239371
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
23758579.17000000
MXN
1092766.88000000
USD
2020-08-04
63651.22000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: BM1167824 CDS USD R F 1.00000 1 CORPORATE / Short: BM1167824 CDS USD P V 03MEVENT 2 CORPORATE
000000000
1535000.00000000
OU
Notional Amount
USD
-40120.31000000
-0.07376463864
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Mexico Government International Bond
Mexico Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-118022.73000000
USD
1535000.00000000
USD
77902.42000000
N
N
N
2020-07-15
Barings Funds Trust
Carlene Pollock
Carlene Pollock
CFO for the funds