0001752724-21-028538.txt : 20210219
0001752724-21-028538.hdr.sgml : 20210219
20210219101047
ACCESSION NUMBER: 0001752724-21-028538
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210219
PERIOD START: 20210630
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: 21652440
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
C000157602
C000157605
C000157603
C000157604
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
2021-06-30
2020-12-31
N
86010328.90
7495187.84
78515141.06
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5225168.39000000
BRL
COP
CZK
EUR
GEL
ILS
MXN
MYR
PEN
THB
USD
UYU
ZAR
N
SWAP MORGAN STANLEY BOC SWAP CASH COLLATERAL USD
N/A
SWAP MORGAN STANLEY BOC SWAP CASH COLLATERAL USD
000000000
-130000.00000000
NS
USD
-130000.00000000
-0.16557315983
Short
STIV
CORP
US
N
2
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
918212AA9
405000.00000000
PA
USD
424110.94000000
0.540164526579
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-35437.73000000
-0.04513489948
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3227631.33000000
SGD
2406874.94000000
USD
2021-02-23
-35437.73000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-10256.75000000
-0.01306340390
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
675478.20000000
ILS
200000.00000000
USD
2021-01-19
-10256.75000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117896 IRS BRL R F 5.00000 BM117896_RECEIVE CCPNDFPREDISW / Short: SM117896 IRS BRL P V 00MBRCDI BM117896_PAY CCPNDFPREDISWAP
000000000
15843632.97000000
OU
Notional Amount
65352.56000000
0.083235614325
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
15843632.97000000
BRL
65352.56000000
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAB4
270000.00000000
PA
USD
275484.38000000
0.350867840623
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM116464 IRS CZK R F 1.93790 BM116464_RECEIVE CCPVANILLA / Short: SM116464 IRS CZK P V 06MPRIBO BM116464_PAY CCPVANILLA
000000000
117500000.00000000
OU
Notional Amount
298645.25000000
0.380366443934
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2025-01-24
0.00000000
CZK
0.00000000
CZK
117500000.00000000
CZK
298645.25000000
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AB6
328000.00000000
PA
USD
365310.00000000
0.465273315526
Long
DBT
CORP
MX
N
2
2048-01-14
Fixed
4.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
9617.47000000
0.012249191519
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1218191.21000000
USD
4585711.50000000
PLN
2021-02-16
9617.47000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM112596 CYS USD R F 11.43500 BM112596_RECEIVE XCURRENCY / Short: BM112596 CYS EUR P F 8.25000 BM112596_PAY XCURRENCY
000000000
1.00000000
NC
-23561.92000000
-0.03000939650
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
750000.00000000
EUR
843675.00000000
USD
2029-07-18
-23036.86000000
N
N
N
MINISTRY OF FINANCE OF T
N/A
Republic of Belarus Ministry of Finance
07737JAD5
1630000.00000000
PA
USD
1654450.00000000
2.107173186806
Long
DBT
NUSS
BY
N
2
2031-02-24
Fixed
6.38000000
N
N
N
N
N
N
SWAP HSBC COC SWAP CASH COLLATERAL USD
N/A
SWAP HSBC COC SWAP CASH COLLATERAL USD
000000000
120000.00000000
NS
USD
120000.00000000
0.152836762922
Long
STIV
CORP
US
N
2
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
07737JAA1
1000000.00000000
PA
USD
1098750.00000000
1.399411610507
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.63000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
22913000.00000000
PA
870613.09000000
1.108847386945
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.88000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117564 CDS USD R F 1.00000 BM117564_RECEIVE CORPORATE / Short: BM117564 CDS USD P V 03MEVENT BM117564_PAY CORPORATE
000000000
1110000.00000000
OU
Notional Amount
USD
-43085.70000000
-0.05487565763
N/A
DCR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
Petrobras Global Finance BV
Petrobras Global Finance BV
Y
sell protection
2025-12-20
0.00000000
USD
-85058.75000000
USD
1110000.00000000
USD
41973.05000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM112790 IRS BRL R F 6.38000 BM112790_RECEIVE NDFPREDISWAP / Short: BM112790 IRS BRL P V 00MBRCDI BM112790_PAY NDFPREDISWAP
000000000
15433847.46000000
OU
Notional Amount
263537.15000000
0.335651374298
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
15433847.46000000
BRL
263537.15000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117533 IRS THB R F 1.50500 BM117533_RECEIVE CCPNDF / Short: SM117533 IRS THB P V 06MTHBSR BM117533_PAY CCPNDF
000000000
49455000.00000000
OU
Notional Amount
-2293.17000000
-0.00292067233
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2030-09-10
0.00000000
THB
0.00000000
THB
49455000.00000000
THB
-2293.17000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
500000.00000000
PA
USD
596093.75000000
0.759208659568
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.63000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAA9
550000.00000000
PA
USD
407000.00000000
0.518371354244
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government Bond - Fixed
000000000
3250000.00000000
PA
1730986.85000000
2.204653556792
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
680000.00000000
PA
932485.51000000
1.187650556836
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.13000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117902 IRS BRL R F 4.98000 BM117902_RECEIVE CCPNDFPREDISW / Short: SM117902 IRS BRL P V 00MBRCDI BM117902_PAY CCPNDFPREDISWAP
000000000
7925068.83000000
OU
Notional Amount
32042.14000000
0.040810141289
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
7925068.83000000
BRL
32042.14000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
530000.00000000
PA
655274.02000000
0.834583000365
Long
DBT
NUSS
MA
N
2
2030-09-30
Fixed
2.00000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
1030000.00000000
PA
USD
1135575.00000000
1.446313392129
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AH5
230000.00000000
PA
USD
225184.38000000
0.286803764165
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117137 CYS USD R F 9.37000 BM117137_RECEIVE XCURRENCY / Short: BM117137 CYS EUR P F 6.37500 BM117137_PAY XCURRENCY
000000000
1.00000000
NC
-28401.02000000
-0.03617266633
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
350000.00000000
EUR
392700.00000000
USD
2031-04-11
-28278.67000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
326502.09000000
0.415846021024
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2318900.51000000
USD
52687689.91000000
MXN
2021-01-12
326502.09000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
59880.64000000
0.076266359827
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3131862.28000000
USD
11922060.13000000
PLN
2021-01-19
59880.64000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3502000.00000000
PA
940795.21000000
1.198234120576
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.96000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM113471 IRS BRL R F 5.88000 BM113471_RECEIVE NDFPREDISWAP / Short: BM113471 IRS BRL P V 00MBRCDI BM113471_PAY NDFPREDISWAP
000000000
18084492.26000000
OU
Notional Amount
243609.80000000
0.310271110401
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
18084492.26000000
BRL
243609.80000000
N
N
N
BAYAN RESOURCES TBK PT
254900UPPX8UP6LW9723
Bayan Resources Tbk PT
69375DAA1
900000.00000000
PA
USD
921937.50000000
1.174216192639
Long
DBT
CORP
ID
N
2
2023-01-24
Fixed
6.13000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4032.94000000
-0.00513651245
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
21784514.00000000
JPY
207000.00000000
USD
2021-01-26
-4032.94000000
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
200000.00000000
PA
USD
215500.00000000
0.274469353414
Long
DBT
CORP
PA
N
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
1304000.00000000
PA
USD
1226607.60000000
1.562256124666
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
416000.00000000
PA
USD
447460.00000000
0.569902816143
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
23900000.00000000
PA
1377535.73000000
1.754484181525
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
IIFL FINANCE LTD
335800CZ46UJRS34JR78
IIFL Finance Ltd
000000000
1055000.00000000
PA
USD
1012800.00000000
1.289942279064
Long
DBT
CORP
IN
Y
2
2023-04-20
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
3882.96000000
0.004945491974
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
41390.32000000
USD
235117.70000000
BRL
2021-01-12
3882.96000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117540 CYS USD R F 7.58300 BM117540_RECEIVE XCURRENCY / Short: BM117540 CYS EUR P F 6.37500 BM117540_PAY XCURRENCY
000000000
1.00000000
NC
-16290.92000000
-0.02074876231
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
303000.00000000
EUR
359358.00000000
USD
2026-07-15
-16154.76000000
N
N
N
GRUPO IDESA SA DE CV
549300SPX2Q01JRIC729
Grupo Idesa SA de CV
40053LAB1
1049926.00000000
PA
USD
545961.52000000
0.695358261641
Long
DBT
CORP
MX
N
2
2026-05-22
Fixed
10.13000000
N
N
Y
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBG3
300000.00000000
PA
USD
371531.25000000
0.473196946454
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
5696.31000000
0.007255046508
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
851000.00000000
USD
4452091.60000000
BRL
2021-02-09
5696.31000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
30000000.00000000
PA
1770509.86000000
2.254991631037
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
EUROTORG (BONITRON DAC)
N/A
Eurotorg LLC Via Bonitron DAC
09821LAB7
723000.00000000
PA
USD
771802.50000000
0.982998297627
Long
DBT
CORP
IE
N
2
2025-10-22
Fixed
9.00000000
N
N
N
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
750000.00000000
PA
948924.34000000
1.208587703198
Long
DBT
CORP
GB
N
2
2025-10-25
Fixed
3.90000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
500000.00000000
PA
USD
538750.00000000
0.686173383536
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
TMB BANK PCL
549300WKGLXEV3DB7I54
TMB Bank PCL
000000000
500000.00000000
PA
USD
487187.50000000
0.620501336968
Long
DBT
CORP
TH
Y
2
2024-12-02
Fixed
4.90000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BV3
960000.00000000
PA
USD
1180800.00000000
1.503913747155
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
900000.00000000
PA
USD
1140750.00000000
1.452904477530
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-11644.52000000
-0.01483092285
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
318925964.00000000
JPY
3078846.66000000
USD
2021-02-24
-11644.52000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
27000000.00000000
PA
2177841.31000000
2.773785133157
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
NOVA LJUBLJANSKA BANKA D
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
000000000
400000.00000000
PA
439794.03000000
0.560139132481
Long
DBT
CORP
SI
Y
2
2029-11-19
Fixed
3.65000000
N
N
N
N
N
N
SWAP JP MORGAN COC SWAP CASH COLLATERAL USD
N/A
SWAP JP MORGAN COC SWAP CASH COLLATERAL USD
000000000
260000.00000000
NS
USD
260000.00000000
0.331146319665
Long
STIV
CORP
US
N
2
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BL5
20894570.70000000
PA
575246.35000000
0.732656583474
Long
DBT
NUSS
UY
N
2
2040-07-02
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: BM117912 CYS USD R F 3.18100 BM117912_RECEIVE XCURRENCY / Short: BM117912 CYS EUR P F 1.50000 BM117912_PAY XCURRENCY
000000000
1.00000000
NC
-77351.60000000
-0.09851806792
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
460000.00000000
EUR
542800.00000000
USD
2050-11-17
-77006.39000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117747 CYS USD R F 3.43000 BM117747_RECEIVE XCURRENCY / Short: BM117747 CYS EUR P F 2.00000 BM117747_PAY XCURRENCY
000000000
1.00000000
NC
-10428.15000000
-0.01328170574
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
168000.00000000
EUR
198408.00000000
USD
2030-09-30
-10478.49000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117563 CDS USD R F 1.00000 BM117563_RECEIVE CORPORATE / Short: BM117563 CDS USD P V 03MEVENT BM117563_PAY CORPORATE
000000000
1530000.00000000
OU
Notional Amount
USD
-30640.18000000
-0.03902454938
N/A
DCR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
Brazilian Government International Bond
Brazilian Government International Bond
Y
sell protection
2025-12-20
0.00000000
USD
-75055.97000000
USD
1530000.00000000
USD
44415.79000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
3633000.00000000
PA
1226080.30000000
1.561584534456
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
850000.00000000
PA
USD
633250.00000000
0.806532334338
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
740000.00000000
PA
965042.48000000
1.229116406047
Long
DBT
NUSS
AL
N
2
2027-06-16
Fixed
3.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
780000.00000000
PA
720206.00000000
0.917282947310
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117253 CYS USD R F 4.79300 BM117253_RECEIVE XCURRENCY / Short: BM117253 CYS EUR P F 3.67500 BM117253_PAY XCURRENCY
000000000
1.00000000
NC
-99498.04000000
-0.12672465292
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
550000.00000000
EUR
604450.00000000
USD
2026-06-03
-99030.60000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2500000.00000000
PA
725411.75000000
0.923913197131
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.94000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117565 CDS USD R F 1.00000 BM117565_RECEIVE CORPORATE / Short: BM117565 CDS USD P V 03MEVENT BM117565_PAY CORPORATE
000000000
1530000.00000000
OU
Notional Amount
USD
9266.23000000
0.011801838314
N/A
DCR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2025-12-20
0.00000000
USD
-18724.77000000
USD
1530000.00000000
USD
27991.00000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117507 IRS CLP R V 06MCLICP BM117507_RECEIVE NDFCAMARAPROM / Short: BM117507 IRS CLP P F 1.36000 BM117507_PAY NDFCAMARAPROMEDIO
000000000
1079754672.00000000
OU
Notional Amount
-16462.94000000
-0.02096785381
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2025-09-01
0.00000000
CLP
0.00000000
CLP
1079754672.00000000
CLP
-16462.94000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-18039.44000000
-0.02297574678
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
9510010.10000000
CZK
424804.16000000
USD
2021-02-16
-18039.44000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AH7
600000.00000000
PA
USD
689437.50000000
0.878094964477
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
N/A
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
000000000
-230000.00000000
NS
USD
-230000.00000000
-0.29293712893
Short
STIV
CORP
US
N
2
N
N
N
IPOTEKA-BANK ATIB
213800UWVX5JSNXJS434
Ipoteka-Bank ATIB
000000000
544000.00000000
PA
USD
549440.00000000
0.699788591833
Long
DBT
CORP
UZ
Y
2
2025-11-19
Fixed
5.50000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
38276.25000000
0.048750151223
N/A
DFE
PL
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1551000.00000000
USD
5936395.11000000
PLN
2021-01-19
38276.25000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
10744.94000000
0.013685182061
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
580000.00000000
USD
2206358.28000000
PLN
2021-02-16
10744.94000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1959.28000000
-0.00249541677
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
18467861.00000000
JPY
177000.00000000
USD
2021-02-24
-1959.28000000
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
12642KAB0
721000.00000000
PA
USD
780482.50000000
0.994053490146
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM116901 IRS BRL R F 7.48500 BM116901_RECEIVE CCPNDFPREDISW / Short: SM116901 IRS BRL P V 00MBRCDI BM116901_PAY CCPNDFPREDISWAP
000000000
9935952.41000000
OU
Notional Amount
182540.75000000
0.232491144428
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
9935952.41000000
BRL
182540.75000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PKR / SOLD USD
000000000
1.00000000
NC
-416.16000000
-0.00053003789
N/A
DFE
PK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
334589.76000000
USD
53735115.00000000
PKR
2021-02-08
-416.16000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117581 CDS USD R F 1.00000 BM117581_RECEIVE CORPORATE / Short: BM117581 CDS USD P V 03MEVENT BM117581_PAY CORPORATE
000000000
3080000.00000000
OU
Notional Amount
USD
49250.52000000
0.062727417075
N/A
DCR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
Indonesia Government International Bond
Indonesia Government International Bond
Y
sell protection
2025-12-20
0.00000000
USD
-14529.38000000
USD
3080000.00000000
USD
63779.90000000
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
510000.00000000
PA
568914.81000000
0.724592482824
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117826 IRS PLN R F .90250 BM117826_RECEIVE CCPVANILLA / Short: SM117826 IRS PLN P V 06MWIBOR BM117826_PAY CCPVANILLA
000000000
5200000.00000000
OU
Notional Amount
-20532.73000000
-0.02615129989
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2030-10-30
0.00000000
PLN
0.00000000
PLN
5200000.00000000
PLN
-20532.73000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117413 IRS THB R F .72000 BM117413_RECEIVE CCPNDF / Short: SM117413 IRS THB P V 06MTHBSR BM117413_PAY CCPNDF
000000000
27300000.00000000
OU
Notional Amount
5783.57000000
0.007366184307
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2025-07-13
0.00000000
THB
0.00000000
THB
27300000.00000000
THB
5783.57000000
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
0.127363969101
Long
STIV
CORP
US
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117529 IRS THB R F 1.50000 BM117529_RECEIVE CCPNDF / Short: SM117529 IRS THB P V 06MTHBSR BM117529_PAY CCPNDF
000000000
33191000.00000000
OU
Notional Amount
-1764.73000000
-0.00224763017
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2030-09-08
0.00000000
THB
0.00000000
THB
33191000.00000000
THB
-1764.73000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-130730.73000000
-0.16650384656
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6434561800.00000000
COP
1753000.00000000
USD
2021-02-09
-130730.73000000
N
N
N
TAJIKISTAN INT BOND
529900W1LSYUF3CYVU10
Republic of Tajikistan International Bond
87406KAA0
200000.00000000
PA
USD
170687.50000000
0.217394374760
Long
DBT
NUSS
TJ
N
2
2027-09-14
Fixed
7.13000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
28105000.00000000
PA
962710.98000000
1.226146915108
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117659 CYS USD R F 6.85500 BM117659_RECEIVE XCURRENCY / Short: BM117659 CYS EUR P F 4.62500 BM117659_PAY XCURRENCY
000000000
1.00000000
NC
-127364.23000000
-0.16221613854
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
500000.00000000
EUR
586750.00000000
USD
2049-04-03
-126688.88000000
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAA6
795000.00000000
PA
USD
745312.50000000
0.949259582212
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
550000.00000000
PA
751696.57000000
0.957390587155
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117828 IRS PLN R V 06MWIBOR BM117828_RECEIVE CCPVANILLA / Short: BM117828 IRS PLN P F .19000 BM117828_PAY CCPVANILLA
000000000
25100000.00000000
OU
Notional Amount
1491.54000000
0.001899684544
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2022-10-30
0.00000000
PLN
0.00000000
PLN
25100000.00000000
PLN
1491.54000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3988.53000000
0.005079950116
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
422000.00000000
USD
348355.83000000
EUR
2021-02-16
3988.53000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
23120.41000000
0.029447071848
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1241152.53000000
USD
92800975.00000000
INR
2021-02-23
23120.41000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-148709.36000000
-0.18940214332
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4045777459.00000000
COP
1035825.10000000
USD
2021-01-12
-148709.36000000
N
N
N
PRUMO PARTICIPACOES E IN
N/A
Prumo Participacoes e Investimentos S/A
74444JAE7
269479.52000000
PA
USD
301396.00000000
0.383869908314
Long
DBT
CORP
BR
N
2
2031-12-31
Fixed
7.50000000
N
N
N
N
N
N
ULKER BISKUVI SANAYI AS
7890009HEU9BS7J3DA93
Ulker Biskuvi Sanayi AS
903742AA2
494000.00000000
PA
USD
533875.68000000
0.679965256117
Long
DBT
CORP
TR
N
2
2025-10-30
Fixed
6.95000000
N
N
N
N
N
N
SWAP CCPC CREDIT SUISSE COC SWAP CCPC CASH COLLATERAL
N/A
SWAP CCPC CREDIT SUISSE COC SWAP CCPC CASH COLLATERAL
000000000
114309.72000000
NS
USD
114309.72000000
0.145589396461
Long
STIV
CORP
US
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117542 CYS USD R F 6.65200 BM117542_RECEIVE XCURRENCY / Short: BM117542 CYS EUR P F 4.62500 BM117542_PAY XCURRENCY
000000000
1.00000000
NC
-72158.21000000
-0.09190356028
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
250000.00000000
EUR
296250.00000000
USD
2049-04-03
-72258.28000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM116909 IRS BRL R F 7.47500 BM116909_RECEIVE CCPNDFPREDISW / Short: SM116909 IRS BRL P V 00MBRCDI BM116909_PAY CCPNDFPREDISWAP
000000000
989335.33000000
OU
Notional Amount
17966.71000000
0.022883114973
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
989335.33000000
BRL
17966.71000000
N
N
N
SWAP CITIBANK COC SWAP CASH COLLATERAL USD
N/A
SWAP CITIBANK COC SWAP CASH COLLATERAL USD
000000000
725443.44000000
NS
USD
725443.44000000
0.923953558773
Long
STIV
CORP
US
N
2
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
250000.00000000
PA
USD
282500.00000000
0.359803212712
Long
DBT
CORP
NL
N
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
361000.00000000
PA
USD
382660.00000000
0.487370964165
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: BM117966 CYS USD R F 9.31500 BM117966_RECEIVE XCURRENCY / Short: BM117966 CYS EUR P F 6.62500 BM117966_PAY XCURRENCY
000000000
1.00000000
NC
-61105.52000000
-0.07782641561
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
300000.00000000
EUR
357600.00000000
USD
2048-03-22
-61000.55000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PKR / SOLD USD
000000000
1.00000000
NC
-746.48000000
-0.00095074655
N/A
DFE
PK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
334173.60000000
USD
53735115.00000000
PKR
2021-02-18
-746.48000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
1200000.00000000
PA
363926.94000000
0.463511795415
Long
DBT
NUSS
XX
N
3
2022-10-29
Floating
7.62000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
22281.81000000
0.028378997603
N/A
DFE
AU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
492000.00000000
USD
666769.66000000
AUD
2021-02-23
22281.81000000
N
N
N
KASIKORNBANK PCL HK
5493004COSQ54937AW41
Kasikornbank PCL/Hong Kong
000000000
500000.00000000
PA
USD
518750.00000000
0.660700589716
Long
DBT
CORP
TH
Y
2
2025-10-14
Fixed
5.28000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
65585.35000000
0.083532104909
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1894962.89000000
USD
1603255.38000000
EUR
2021-02-16
65585.35000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
200000.00000000
PA
USD
213375.00000000
0.271762869071
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3200000.00000000
PA
179531.39000000
0.228658304087
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117522 IRS CLP R V 06MCLICP BM117522_RECEIVE NDFCAMARAPROM / Short: BM117522 IRS CLP P F 1.36500 BM117522_PAY NDFCAMARAPROMEDIO
000000000
1079824321.00000000
OU
Notional Amount
-15944.65000000
-0.02030773909
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2025-09-03
0.00000000
CLP
0.00000000
CLP
1079824321.00000000
CLP
-15944.65000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
1605.16000000
0.002044395486
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
129000.00000000
USD
9586764.00000000
INR
2021-02-23
1605.16000000
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
000000000
460000.00000000
PA
568673.50000000
0.724285140830
Long
DBT
NUSS
HU
Y
2
2050-11-17
Fixed
1.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117288 CYS USD R F 4.74000 BM117288_RECEIVE XCURRENCY / Short: BM117288 CYS EUR P F 3.50000 BM117288_PAY XCURRENCY
000000000
1.00000000
NC
-104097.85000000
-0.13258315350
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
740000.00000000
EUR
839530.00000000
USD
2027-06-16
-104726.39000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
27000000.00000000
PA
1221929.93000000
1.556298458492
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-57203.41000000
-0.07285653343
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1658635.84000000
CHF
1818705.57000000
USD
2021-02-16
-57203.41000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117512 IRS CLP R V 06MCLICP BM117512_RECEIVE NDFCAMARAPROM / Short: BM117512 IRS CLP P F 1.35500 BM117512_PAY NDFCAMARAPROMEDIO
000000000
1079789685.00000000
OU
Notional Amount
-16782.91000000
-0.02137538030
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2025-09-02
0.00000000
CLP
0.00000000
CLP
1079789685.00000000
CLP
-16782.91000000
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
750000.00000000
PA
USD
782770.32000000
0.996967348503
Long
DBT
CORP
KY
Y
2
2022-04-09
Fixed
11.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
38746.45000000
0.049349016606
N/A
DFE
CO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1145788.01000000
USD
4045777459.00000000
COP
2021-01-12
38746.45000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
23995.29000000
0.030561353741
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2237000.00000000
USD
165963030.00000000
INR
2021-02-23
23995.29000000
N
N
N
SWAP CCPC GOLDMAN SACHS COC SWAP CCPC CASH COLLATERAL
N/A
SWAP CCPC GOLDMAN SACHS COC SWAP CCPC CASH COLLATERAL
000000000
570000.00000000
NS
USD
570000.00000000
0.725974623881
Long
STIV
CORP
US
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
63000000.00000000
PA
3507545.90000000
4.467349676312
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-8535.33000000
-0.01087093506
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2334000.00000000
USD
172783686.00000000
RUB
2021-02-16
-8535.33000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117409 IRS THB R F .73000 BM117409_RECEIVE CCPNDF / Short: SM117409 IRS THB P V 06MTHBSR BM117409_PAY CCPNDF
000000000
27300000.00000000
OU
Notional Amount
6234.65000000
0.007940697699
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2025-07-13
0.00000000
THB
0.00000000
THB
27300000.00000000
THB
6234.65000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1385600000.00000000
PA
492600.98000000
0.627396159963
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
TBC BANK JSC
2138001MSA39Q44QTA18
TBC Bank JSC
48128XAB9
645000.00000000
PA
USD
645806.25000000
0.822524472708
Long
DBT
CORP
GE
N
2
2024-10-03
Fixed
10.78000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
550000.00000000
PA
742247.87000000
0.945356347806
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.88000000
N
N
N
N
N
N
WALNUT BIDCO PLC
549300LGP4VBCHWQTD80
Walnut Bidco PLC
000000000
317000.00000000
PA
401553.08000000
0.511433940739
Long
DBT
CORP
JE
N
2
2024-08-01
Fixed
6.75000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
2500000.00000000
PA
647346.75000000
0.824486514652
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
750000.00000000
PA
955177.66000000
1.216552179750
Long
DBT
CORP
NL
N
2
2025-06-17
Fixed
5.63000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
610000.00000000
PA
USD
661850.00000000
0.842958429501
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AC7
210000.00000000
PA
USD
166950.00000000
0.212634146415
Long
DBT
CORP
GB
N
2
2022-04-15
Fixed
6.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117576 CYS USD R F 7.58000 BM117576_RECEIVE XCURRENCY / Short: BM117576 CYS EUR P F 6.37500 BM117576_PAY XCURRENCY
000000000
1.00000000
NC
-11775.49000000
-0.01499773144
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
207000.00000000
EUR
245088.00000000
USD
2026-07-15
-12593.21000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
200000.00000000
PA
USD
199500.00000000
0.254091118358
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
2350000000.00000000
PA
792917.73000000
1.009891492640
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-85422.94000000
-0.10879804690
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11737114.40000000
ILS
3568000.00000000
USD
2021-01-19
-85422.94000000
N
N
N
BOLIVIA GOVERNMENT
529900TGIRPY3SZXEB56
Bolivian Government International Bond
29731QAC1
323000.00000000
PA
USD
303115.31000000
0.386059689771
Long
DBT
NUSS
BO
N
2
2028-03-20
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM116468 CYS USD R F 6.70450 BM116468_RECEIVE XCURRENCY / Short: BM116468 CYS EUR P F 4.37500 BM116468_PAY XCURRENCY
000000000
1.00000000
NC
-147013.62000000
-0.18724238155
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
1250000.00000000
EUR
1385625.00000000
USD
2030-01-27
-146076.06000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-118507.38000000
-0.15093570284
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
141456996.20000000
RUB
1792602.95000000
USD
2021-01-19
-118507.38000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1120400000.00000000
PA
360820.96000000
0.459555896007
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
BORETS FINANCE DAC
635400LFT9PKEEFTKC04
Borets Finance DAC
09973BAB5
531000.00000000
PA
USD
554257.80000000
0.705924733137
Long
DBT
CORP
IE
N
2
2026-09-17
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-10827.50000000
-0.01379033375
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
571501.57000000
SGD
421613.07000000
USD
2021-01-26
-10827.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
-13.00000000
NC
USD
47218.89000000
0.060139852469
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
-2823531.39000000
USD
47218.89000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117562 CDS USD R F 1.00000 BM117562_RECEIVE CORPORATE / Short: BM117562 CDS USD P V 03MEVENT BM117562_PAY CORPORATE
000000000
2045000.00000000
OU
Notional Amount
USD
19554.90000000
0.024905896793
N/A
DCR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
Mexico Government International Bond
Mexico Government International Bond
Y
sell protection
2025-12-20
0.00000000
USD
-24010.41000000
USD
2045000.00000000
USD
43565.31000000
N
N
N
SWAP BANK OF AMERICA COC SWAP CASH COLLATERAL USD
N/A
SWAP BANK OF AMERICA COC SWAP CASH COLLATERAL USD
000000000
540000.00000000
NS
USD
540000.00000000
0.687765433150
Long
STIV
CORP
US
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-199472.61000000
-0.25405623336
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
52687689.91000000
MXN
2445929.99000000
USD
2021-01-12
-199472.61000000
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AC4
312000.00000000
PA
USD
340470.00000000
0.433636105601
Long
DBT
CORP
MX
N
2
2051-01-15
Fixed
4.75000000
N
N
N
N
N
N
NATIONAL BANK GREECE SA
5UMCZOEYKCVFAW8ZLO05
National Bank of Greece SA
000000000
750000.00000000
PA
989498.09000000
1.260264041611
Long
DBT
CORP
GR
Y
2
2029-07-18
Fixed
8.25000000
N
N
N
N
N
N
B2W DIGITAL LUX SARL
222100KMO43GQ28M6N31
B2W Digital Lux Sarl
05609AAA9
706000.00000000
PA
USD
730710.00000000
0.930661258624
Long
DBT
CORP
LU
N
2
2030-12-20
Fixed
4.38000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
14500000.00000000
PA
760672.94000000
0.968823248268
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
300000.00000000
PA
405320.59000000
0.516232391011
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.63000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117157 CYS USD R F 4.32000 BM117157_RECEIVE XCURRENCY / Short: BM117157 CYS EUR P F 3.12500 BM117157_PAY XCURRENCY
000000000
1.00000000
NC
-138389.12000000
-0.17625787603
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
680000.00000000
EUR
735080.38000000
USD
2027-05-15
-138049.74000000
N
N
N
FEL ENERGY VI SARL
N/A
FEL Energy VI Sarl
30260LAA3
700000.00000000
PA
USD
745010.00000000
0.948874306206
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BW1
670000.00000000
PA
USD
667906.25000000
0.850671909879
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.63000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAC7
529000.00000000
PA
USD
549948.40000000
0.700436110252
Long
DBT
CORP
KY
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
81166.74000000
0.103377181654
N/A
DFE
RU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3110000.00000000
USD
236204500.00000000
RUB
2021-01-19
81166.74000000
N
N
N
GTLK EUROPE CAPITAL DAC
635400I6H6CSZ39WIN49
Gtlk Europe Capital DAC
000000000
500000.00000000
PA
USD
522500.00000000
0.665476738557
Long
DBT
CORP
IE
Y
2
2028-02-26
Fixed
4.80000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM112646 CYS USD R F 9.71300 BM112646_RECEIVE XCURRENCY / Short: BM112646 CYS EUR P F 6.75000 BM112646_PAY XCURRENCY
000000000
1.00000000
NC
-16348.28000000
-0.02082181828
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
317000.00000000
EUR
353011.20000000
USD
2024-08-01
-15983.67000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
541487.67000000
0.689660188709
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5694237.57000000
USD
32405906.00000000
BRL
2021-02-09
541487.67000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117742 CYS USD R F 3.46600 BM117742_RECEIVE XCURRENCY / Short: BM117742 CYS EUR P F 2.00000 BM117742_PAY XCURRENCY
000000000
1.00000000
NC
-18685.60000000
-0.02379872181
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
362000.00000000
EUR
429332.00000000
USD
2030-09-30
-18576.94000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM115532 CYS USD R F 8.46000 BM115532_RECEIVE XCURRENCY / Short: BM115532 CYS EUR P F 5.87500 BM115532_PAY XCURRENCY
000000000
1.00000000
NC
-68408.81000000
-0.08712817563
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
550000.00000000
EUR
605000.00000000
USD
2031-10-17
-67914.00000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM117663 CYS USD R F 5.05700 BM117663_RECEIVE XCURRENCY / Short: BM117663 CYS EUR P F 3.89700 BM117663_PAY XCURRENCY
000000000
1.00000000
NC
-43494.10000000
-0.05539581208
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
750000.00000000
EUR
880875.00000000
USD
2026-01-26
-42781.57000000
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
250000.00000000
PA
USD
260312.50000000
0.331544332068
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
337.93000000
0.000430401060
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
36000.00000000
USD
29715.66000000
EUR
2021-02-16
337.93000000
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
575362.56000000
PA
USD
630746.96000000
0.803344363245
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-2019.65000000
-0.00257230640
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
230000.00000000
USD
851478.01000000
PLN
2021-02-16
-2019.65000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
79.48000000
0.000101228882
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
32776127.01000000
ZAR
2225714.15000000
USD
2021-01-19
79.48000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-415029.83000000
-0.52859846444
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
51246211.26000000
ZAR
3064800.00000000
USD
2021-01-19
-415029.83000000
N
N
N
FUTURE RETAIL LTD
335800XO19WYIUZC9H61
Future Retail Ltd
000000000
794000.00000000
PA
USD
672170.63000000
0.856103193505
Long
DBT
CORP
IN
Y
2
2025-01-22
Fixed
5.60000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
9698.19000000
0.012351999715
N/A
DFE
CO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
280174.90000000
USD
990166114.09000000
COP
2021-02-09
9698.19000000
N
N
N
SOVCOMBANK (SOVCOM CAPT)
635400EQFFCXMNLYU680
Sovcombank Via SovCom Capital DAC
84605LAA4
1165000.00000000
PA
USD
1237696.00000000
1.576378751015
Long
DBT
CORP
IE
N
2
2030-04-07
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2C0
250000.00000000
PA
USD
263125.00000000
0.335126443699
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
93134.87000000
0.118620267049
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1709282.43000000
USD
2336845.58000000
AUD
2021-02-23
93134.87000000
N
N
N
ARABIAN CENTRES SUKUK
5493003T55GS691ILI42
Arabian Centres Sukuk Ltd
03847PAA3
700000.00000000
PA
USD
707560.00000000
0.901176499777
Long
DBT
CORP
KY
N
2
2024-11-26
Fixed
5.38000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM116254 CYS USD R F 6.02400 BM116254_RECEIVE XCURRENCY / Short: BM116254 CYS EUR P F 3.65000 BM116254_PAY XCURRENCY
000000000
1.00000000
NC
-36159.64000000
-0.04605435271
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
400000.00000000
EUR
440600.00000000
USD
2029-11-19
-36359.54000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
350000.00000000
PA
458977.76000000
0.584572292431
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAD3
400000.00000000
PA
USD
422600.00000000
0.538240133424
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: BM113265 CYS USD R F 8.12000 BM113265_RECEIVE XCURRENCY / Short: BM113265 CYS EUR P F 5.62500 BM113265_PAY XCURRENCY
000000000
1.00000000
NC
-74987.34000000
-0.09550685254
N/A
DFE
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
750000.00000000
EUR
819150.00000000
USD
2025-06-17
-73899.56000000
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
960000.00000000
PA
285925.11000000
0.364165568755
Long
DBT
NUSS
XX
N
3
2021-11-22
Fixed
7.25000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
000000000
680000.00000000
PA
204538.20000000
0.260507969849
Long
DBT
NUSS
XX
N
3
2021-07-14
Floating
2.55000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
21598058.13000000
PA
584716.26000000
0.744717836720
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1250000.00000000
PA
1456913.17000000
1.855582439680
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.38000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
750000.00000000
PA
1235821.22000000
1.573990956795
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.63000000
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AE3
1840000.00000000
PA
USD
1223600.00000000
1.558425525931
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AN2
700000.00000000
PA
USD
658875.00000000
0.839169351420
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
138082.28000000
0.175867072434
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1868636.59000000
USD
2602246.24000000
AUD
2021-01-27
138082.28000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-33129.90000000
-0.04219555559
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
924393.22000000
CHF
1011492.87000000
USD
2021-01-19
-33129.90000000
N
N
N
SWAP BANK OF AMERICA BOC SWAP CASH COLLATERAL USD
N/A
SWAP BANK OF AMERICA BOC SWAP CASH COLLATERAL USD
000000000
-250000.00000000
NS
USD
-250000.00000000
-0.31840992275
Short
STIV
CORP
US
N
2
N
N
N
KERNEL HOLDING SA
5493003GR6L4DZOS2U12
Kernel Holding SA
49229QAC8
687000.00000000
PA
USD
726502.50000000
0.925302419624
Long
DBT
CORP
LU
N
2
2027-10-27
Fixed
6.75000000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
500000.00000000
PA
USD
504250.00000000
0.642232814196
Long
DBT
CORP
GB
Y
2
2029-11-14
Fixed
9.95000000
N
N
N
N
N
N
SOVCOMBANK (SOVCOM CAPT)
635400EQFFCXMNLYU680
Sovcombank Via SovCom Capital DAC
84605LAB2
200000.00000000
PA
USD
203500.00000000
0.259185677122
Long
DBT
CORP
IE
N
2
2025-05-06
Fixed
7.75000000
N
N
N
N
N
N
SWAP BARCLAYS BANK COC SWAP CASH COLLATERAL USD
N/A
SWAP BARCLAYS BANK COC SWAP CASH COLLATERAL USD
000000000
130000.00000000
NS
USD
130000.00000000
0.165573159832
Long
STIV
CORP
US
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Long: SM117892 IRS BRL R F 5.00000 BM117892_RECEIVE CCPNDFPREDISW / Short: SM117892 IRS BRL P V 00MBRCDI BM117892_PAY CCPNDFPREDISWAP
000000000
10352373.82000000
OU
Notional Amount
42701.96000000
0.054386911140
N/A
DIR
US
N
2
Credit Suisse Group AG
549300506SI9CRFV9Z86
N/A
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
10352373.82000000
BRL
42701.96000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-232587.76000000
-0.29623300278
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
15810954.20000000
ILS
4691329.78000000
USD
2021-02-16
-232587.76000000
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAA4
400000.00000000
PA
USD
426625.00000000
0.543366533181
Long
DBT
CORP
MU
N
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
SWAPS BARCLAYS BOC SWAP CASH COLLATERAL USD
N/A
SWAPS BARCLAYS BOC SWAP CASH COLLATERAL USD
000000000
-130000.00000000
NS
USD
-130000.00000000
-0.16557315983
Short
STIV
CORP
US
N
2
N
N
N
2021-01-27
Barings Funds Trust
Carlene Pollock
Carlene Pollock
CFO for the funds