0001752724-19-160209.txt : 20191112
0001752724-19-160209.hdr.sgml : 20191112
20191112162437
ACCESSION NUMBER: 0001752724-19-160209
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191112
PERIOD START: 20200331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB CAP FUND, INC.
CENTRAL INDEX KEY: 0000081443
IRS NUMBER: 132625045
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01716
FILM NUMBER: 191209886
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND, INC.
DATE OF NAME CHANGE: 20110524
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND,INC
DATE OF NAME CHANGE: 20040908
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC
DATE OF NAME CHANGE: 19931001
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C000103968
Class C
ABCEX
C000103969
Advisor Class
ABYEX
C000103970
Class R
ABREX
C000103971
Class K
ABKEX
C000103972
Class I
ABIEX
C000194530
Class Z
ABZEX
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C000103969
C000103968
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AB CAP FUND, INC.
811-01716
0000081443
549300I24E20QB4B6Y20
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Emerging Markets Multi-Asset Portfolio
S000033729
7ZWN2SNJWVYO4A3K1B71
2020-03-31
2019-09-30
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
405000.00000000
0.00000000
0.00000000
1715159.91000000
USD
N
InterGlobe Aviation Ltd
33580079R8SLLO23XD19
InterGlobe Aviation Ltd
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4053.00000000
NS
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0.073118858774
Long
EC
CORP
IN
N
2
N
N
N
Barclays Bank PLC
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PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
75797.10000000
0.051386076115
N/A
DFE
US
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2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
83304000.00000000
CNY
11735437.06000000
USD
2019-10-24
75797.10000000
N
N
N
Woongjin Coway Co Ltd
N/A
Woongjin Coway Co Ltd
000000000
1405.00000000
NS
99524.28000000
0.067471740045
Long
EC
CORP
KR
N
2
N
N
N
Sinopec Group Overseas Development 2012 Ltd
N/A
Sinopec Group Overseas Development 2012 Ltd
000000000
271000.00000000
PA
USD
280512.64000000
0.190171442844
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
20659.19000000
0.014005743093
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
574351681.00000000
CLP
809059.98000000
USD
2019-11-14
20659.19000000
N
N
N
MakeMyTrip Ltd
529900DNT8HNJ7RYUO60
MakeMyTrip Ltd
000000000
33770.00000000
NS
USD
766241.30000000
0.519467549084
Long
EC
CORP
US
N
1
N
N
N
Eastern Co SAE
N/A
Eastern Co SAE
000000000
55499.00000000
NS
56453.53000000
0.038272247745
Long
EC
CORP
EG
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-19480.28000000
-0.01320650989
N/A
DFE
PL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
395615.85000000
USD
1508181.00000000
PLN
2019-10-11
-19480.28000000
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
000000000
200000.00000000
PA
USD
207575.00000000
0.140723916214
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
6.50000000
N
N
N
N
N
N
Hindustan Petroleum Corp Ltd
335800DWLXIP7HFFY564
Hindustan Petroleum Corp Ltd
000000000
23757.00000000
NS
101690.04000000
0.068940000813
Long
EC
CORP
IN
N
2
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
70000.00000000
NS
30015.79000000
0.020348979969
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
3342.82000000
0.002266239776
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1030095.59000000
USD
73244947.00000000
INR
2019-10-24
3342.82000000
N
N
N
Baozun Inc
549300IF0HZ7T4762633
Baozun Inc
06684L103
8730.00000000
NS
USD
372771.00000000
0.252717306858
Long
EC
CORP
US
N
1
N
N
Digicel Group One Ltd
N/A
Digicel Group One Ltd
25382DAA4
233773.00000000
PA
USD
138632.06000000
0.093984566523
Long
DBT
CORP
JM
N
2
2022-12-30
Fixed
8.25000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
397000.00000000
PA
USD
431861.56000000
0.292777309337
Long
DBT
NUSS
US
N
2
2022-03-28
Fixed
10.75000000
N
N
N
N
N
N
Yanzhou Coal Mining Co Ltd
3003005N7A6HYZ4Z0K39
Yanzhou Coal Mining Co Ltd
000000000
366000.00000000
NS
371694.98000000
0.251987827160
Long
EC
CORP
CN
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-475.66000000
-0.00032247013
N/A
DFE
KR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
305813.80000000
USD
365814473.00000000
KRW
2019-10-30
-475.66000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
13783.67000000
0.009344535816
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2258318.00000000
PLN
577001.03000000
USD
2019-10-11
13783.67000000
N
N
N
Weichai Power Co Ltd
529900OKTPKBG85F9502
Weichai Power Co Ltd
000000000
120000.00000000
NS
173114.56000000
0.117361719074
Long
EC
CORP
CN
N
2
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
300000.00000000
PA
USD
306750.00000000
0.207958864500
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Long: IS1UJB1 HSCEI /LONG/ / Short: IS1UJB1 HSCEI /SHORT/
000000000
2592.56000000
OU
Notional Amount
-29896.55000000
-0.02026814210
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Hang Seng China Enterprises Index
HSCEI Index
Y
equity-performance leg
equity-performance leg
2019-12-30
0.00000000
HKD
0.00000000
HKD
2592.56000000
HKD
-29896.55000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA TREASURY BILLS ZCP /NGN/
000000000
61780000.00000000
PA
160322.95000000
0.108689742902
Long
STIV
NUSS
NG
N
2
2020-03-19
None
0.00000000
N
N
N
N
N
N
Chongqing Rural Commercial Bank Co Ltd
300300C1126750000027
Chongqing Rural Commercial Bank Co Ltd
000000000
303000.00000000
NS
161319.42000000
0.109365292274
Long
EC
CORP
HK
N
2
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co Ltd
000000000
620500.00000000
NS
1780226.59000000
1.206891280230
Long
EC
CORP
HK
N
2
N
N
N
Richter Gedeon Nyrt
549300J6ZJW5IH4WEE46
Richter Gedeon Nyrt
000000000
10310.00000000
NS
166797.96000000
0.113079427425
Long
EC
CORP
HU
N
1
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
000000000
51468.00000000
NS
567768.15000000
0.384914163891
Long
EC
CORP
KR
N
2
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
170100.00000000
NS
93910.34000000
0.063665811479
Long
EC
CORP
CN
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-382.54000000
-0.00025934012
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
5040750.00000000
THB
164513.73000000
USD
2019-10-30
-382.54000000
N
N
N
USIMINAS INTERNATIONAL
529900KLYX6QPXVIVP43
Usiminas International Sarl
91734JAA8
200000.00000000
PA
USD
202007.20000000
0.136949267915
Long
DBT
CORP
LU
N
2
2026-07-18
Fixed
5.88000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
63000.00000000
PA
USD
68768.44000000
0.046621048723
Long
DBT
NUSS
US
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Zhen Ding Technology Holding Ltd
N/A
Zhen Ding Technology Holding Ltd
000000000
158000.00000000
NS
565560.52000000
0.383417517671
Long
EC
CORP
KY
N
2
N
N
N
Nestle Malaysia Bhd
N/A
Nestle Malaysia Bhd
000000000
2700.00000000
NS
93909.15000000
0.063665004727
Long
EC
CORP
MY
N
2
N
N
N
Saudi Arabian Fertilizer Co
N/A
Saudi Arabian Fertilizer Co
000000000
4059.00000000
NS
86927.44000000
0.058931806736
Long
EC
CORP
SA
N
2
N
N
N
Gran Tierra Energy International Holdings Ltd
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings Ltd
38502HAA3
200000.00000000
PA
USD
182004.60000000
0.123388655093
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
201000.00000000
PA
USD
250370.63000000
0.169736892972
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
N/A
Republic of South Africa Government International Bond
836205BB9
230000.00000000
PA
USD
229252.50000000
0.155420014943
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-7636.28000000
-0.00517695881
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3008099.00000000
TRY
513724.87000000
USD
2019-12-05
-7636.28000000
N
N
N
Orange Life Insurance Ltd
N/A
ING Life Insurance Korea Ltd
000000000
9644.00000000
NS
217873.87000000
0.147705957977
Long
EC
CORP
KR
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
3104.72000000
0.002104821665
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
6531535.00000000
CZK
279136.88000000
USD
2019-10-11
3104.72000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
105625.00000000
0.071607677466
Long
DBT
NUSS
US
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
China Resources Cement Holding
529900E0EOYXYJ0GHY66
China Resources Cement Holdings Ltd
000000000
98000.00000000
NS
98292.40000000
0.066636596228
Long
EC
CORP
KY
N
2
N
N
N
Iskenderun Demir ve Celik AS
N/A
Iskenderun Demir ve Celik AS
000000000
27017.00000000
NS
29402.98000000
0.019933530020
Long
EC
CORP
TR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-294.69000000
-0.00019978287
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
18146830.00000000
THB
593336.15000000
USD
2019-10-30
-294.69000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HN3
50000.00000000
PA
USD
21625.00000000
0.014660506747
Long
DBT
NUSS
AR
N
2
2117-06-28
Fixed
7.13000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
128444.00000000
PA
USD
10275.52000000
0.006966211805
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
0.09000000
Y
Y
N
N
N
N
BAIC Motor Corp Ltd
5299003EYHISIDNLZQ19
BAIC Motor Corp Ltd
000000000
140500.00000000
NS
86798.14000000
0.058844148769
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
3420.72000000
0.002319051497
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1131881.14000000
USD
4770879.00000000
MYR
2020-02-13
3420.72000000
N
N
N
Yuanta Group
21380045JG57LJEFFE13
Yuanta Financial Holding Co Ltd
000000000
164000.00000000
NS
97858.00000000
0.066342098002
Long
EC
CORP
TW
N
2
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
380000.00000000
PA
USD
404220.82000000
0.274038476723
Long
DBT
NUSS
US
N
2
2025-01-15
Fixed
4.13000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
11713.63000000
0.007941167706
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
69684494.00000000
RUB
1080046.53000000
USD
2019-11-14
11713.63000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-2868.78000000
-0.00194486790
N/A
DFE
CZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
207245.62000000
USD
4836011.00000000
CZK
2019-10-11
-2868.78000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
13000.00000000
PA
USD
5606.25000000
0.003800715188
Long
DBT
NUSS
US
N
2
2022-01-26
Fixed
5.63000000
N
N
N
N
N
N
Ping An Insurance Group Co of China Ltd
N/A
Ping An Insurance Group Co of China Ltd
000000000
96500.00000000
NS
1109143.62000000
0.751935608096
Long
EC
CORP
CN
N
2
N
N
N
Banco Macro SA
579100KKDKKIFEBKK040
Banco Macro SA
05961W105
1805.00000000
NS
USD
46966.10000000
0.031840315651
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
187000.00000000
0.126775249100
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GK0
483000.00000000
PA
USD
192717.00000000
0.130651046422
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
450000.00000000
PA
USD
461250.00000000
0.312700982073
Long
DBT
NUSS
US
N
2
2023-04-15
Fixed
3.38000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
296.67000000
0.000201125204
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
218716.73000000
USD
920360.00000000
MYR
2020-02-13
296.67000000
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
6910.00000000
NS
507250.19000000
0.343886466276
Long
EC
CORP
NL
N
1
N
N
Virgolino de Oliveira Finance SA
N/A
Virgolino de Oliveira Finance SA
000000000
202000.00000000
PA
USD
4979.50000000
0.003375814721
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
0.11750000
Y
Y
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
365000.00000000
PA
USD
359182.81000000
0.243505295243
Long
DBT
NUSS
US
N
2
2024-12-12
Fixed
6.38000000
N
N
N
N
N
N
Feng TAY Enterprise Co Ltd
N/A
Feng TAY Enterprise Co Ltd
000000000
14100.00000000
NS
101058.07000000
0.068511561486
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
26096.82000000
0.017692143616
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
12330836.00000000
ZAR
834854.05000000
USD
2019-11-21
26096.82000000
N
N
N
Sinotruk Hong Kong Ltd
529900BB4WA4W576X724
Sinotruk Hong Kong Ltd
000000000
584000.00000000
NS
866145.46000000
0.587196825930
Long
EC
CORP
HK
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-27106.29000000
-0.01837650624
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
28029016893.00000000
IDR
1937773.97000000
USD
2019-11-21
-27106.29000000
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
225700.00000000
PA
USD
18056.00000000
0.012240929934
Long
DBT
CORP
US
N
2
2027-04-12
Fixed
0.05375000
Y
Y
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
2662000.00000000
PA
41683.67000000
0.028259131805
Long
DBT
NUSS
RU
N
2
2024-10-16
Fixed
7.10000000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
200000.00000000
PA
USD
237625.00000000
0.161096088596
Long
DBT
NUSS
US
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-19591.73000000
-0.01328206658
N/A
DFE
CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1779371.01000000
USD
12573000.00000000
CNY
2019-10-24
-19591.73000000
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
280000.00000000
PA
USD
304150.00000000
0.206196213978
Long
DBT
NUSS
SN
N
2
2024-07-30
Fixed
6.25000000
N
N
N
N
N
N
Manappuram Finance Ltd
335800JL5WTUSKOSPN77
Manappuram Finance Ltd
000000000
105519.00000000
NS
209663.68000000
0.142139921173
Long
EC
CORP
IN
N
2
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
50000.00000000
PA
USD
55765.63000000
0.037805891093
Long
DBT
CORP
US
N
2
2028-06-12
Fixed
4.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
2926.65000000
0.001984100442
N/A
DFE
ID
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
479869.70000000
USD
6887090000.00000000
IDR
2019-11-21
2926.65000000
N
N
N
PTT Exploration & Production P
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
000000000
25700.00000000
NS
101674.02000000
0.068929140174
Long
EC
CORP
TH
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
530000.00000000
PA
USD
543415.63000000
0.368404555393
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
300000.00000000
PA
USD
341625.00000000
0.231602109486
Long
DBT
NUSS
US
N
2
2028-04-23
Fixed
4.50000000
N
N
N
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
291000.00000000
NS
377910.19000000
0.256201382219
Long
EC
CORP
HK
N
2
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
57000.00000000
PA
USD
38368.13000000
0.026011386300
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
N
N
N
N
N
N
Tonon Luxembourg SA
5493002IITPO16CQU448
Tonon Luxembourg SA
89031RAG1
89063.00000000
PA
USD
2671.89000000
0.001811387809
Long
DBT
CORP
LU
N
3
2024-10-31
Fixed
6.50000000
N
N
N
N
N
N
ND PAPER
529900TBMYEYJ2LEV906
Nine Dragons Paper Holdings Ltd
000000000
13000.00000000
NS
10948.21000000
0.007422256951
Long
EC
CORP
BM
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
14576.37000000
0.009881940843
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
8692149.00000000
CZK
381919.21000000
USD
2019-10-11
14576.37000000
N
N
N
Aguas Andinas SA
N/A
Aguas Andinas SA
000000000
172553.00000000
NS
94375.83000000
0.063981386937
Long
EC
CORP
CL
N
1
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
216000.00000000
NS
92014.29000000
0.062380398585
Long
EC
CORP
CN
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-73008.00000000
-0.04949522666
N/A
DFE
ZA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2306564.20000000
USD
34054243.00000000
ZAR
2019-11-21
-73008.00000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-9539.57000000
-0.00646728001
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
671562.58000000
USD
13118973.00000000
MXN
2019-10-25
-9539.57000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
7788.00000000
0.005279816256
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
8013925.00000000
MXN
412194.86000000
USD
2019-10-25
7788.00000000
N
N
N
IndusInd Bank Ltd
335800JDVJ8HSXG9G512
IndusInd Bank Ltd
000000000
18830.00000000
NS
369799.57000000
0.250702848150
Long
EC
CORP
IN
N
2
N
N
N
Royal Bank of Scotland PLC
549300WHU4EIHRP28H10
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
4059.65000000
0.002752209304
N/A
DFE
US
N
2
Royal Bank of Scotland PLC
549300WHU4EIHRP28H10
429466000.00000000
COP
127215.64000000
USD
2019-11-14
4059.65000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-6626.79000000
-0.00449258263
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
4746341.00000000
TRY
816004.98000000
USD
2019-12-05
-6626.79000000
N
N
N
KT&G Corp
988400ZJV6ISYBLQX875
KT&G Corp
000000000
2120.00000000
NS
187037.73000000
0.126800827871
Long
EC
CORP
KR
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
269.07000000
0.000182413990
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1546000.00000000
CNY
216654.88000000
USD
2019-10-24
269.07000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Bonos del Tesoro
000000000
76673.00000000
PA
411.32000000
0.000278851312
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.50000000
N
N
N
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
2144.00000000
NS
74917.79000000
0.050789954488
Long
EC
CORP
KR
N
2
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
366000.00000000
PA
USD
384871.88000000
0.260921007801
Long
DBT
NUSS
US
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
000000000
713.00000000
NS
92874.33000000
0.062963456261
Long
EC
CORP
KR
N
2
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAV8
467000.00000000
PA
USD
464665.00000000
0.315016155740
Long
DBT
NUSS
US
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA T-BILL /NGN/ ZCP SER 364D
000000000
33890000.00000000
PA
89553.76000000
0.060712300705
Long
STIV
NUSS
NG
N
2
2020-01-30
None
0.00000000
N
N
N
N
N
N
RiseSun Real Estate Development Co Ltd
N/A
RiseSun Real Estate Development Co Ltd
000000000
507448.00000000
NS
589255.32000000
0.399481229823
Long
EC
CORP
XX
N
2
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
150800.00000000
NS
75659.43000000
0.051292743770
Long
EC
CORP
CN
N
2
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
000000000
129000.00000000
NS
956417.65000000
0.648396180872
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
1081.22000000
0.000733004999
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2642865.00000000
CZK
112772.53000000
USD
2019-10-11
1081.22000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
230000.00000000
PA
USD
217062.50000000
0.147155895764
Long
DBT
NUSS
US
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-13632.15000000
-0.00924181396
N/A
DFE
RU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1476268.56000000
USD
95403856.00000000
RUB
2019-11-14
-13632.15000000
N
N
N
Enel Generacion Chile SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
40000.00000000
PA
USD
42187.50000000
0.028600699579
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
158.59000000
0.000107514902
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3332183.22000000
USD
14003500.00000000
MYR
2020-02-13
158.59000000
N
N
N
Republic of Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
264500.00000000
PA
USD
25127.50000000
0.017035000383
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
11.95000000
Y
Y
N
N
N
N
Republica Oriental Del Uruguay
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
48975.00000000
PA
USD
58173.12000000
0.039438030903
Long
DBT
NUSS
US
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
CBB INTL SUKUK PRGM SPC
5493006IRJ2IWXTNIM16
CBB International Sukuk Programme Co SPC
12482TAA6
205000.00000000
PA
USD
206537.50000000
0.140020550861
Long
DBT
CORP
BH
N
2
2027-03-30
Fixed
4.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-7410.26000000
-0.00502373025
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11735075.00000000
BRL
2816949.84000000
USD
2019-10-02
-7410.26000000
N
N
N
KWG Group Holdings Ltd
N/A
KWG Group Holdings Ltd
000000000
99000.00000000
NS
86799.39000000
0.058844996198
Long
EC
CORP
KY
N
2
N
N
N
GAIL India Ltd
335800N82LJD42ZA5L32
GAIL India Ltd
000000000
177310.00000000
NS
335537.46000000
0.227475107348
Long
EC
CORP
IN
N
2
N
N
N
Samsung Securities Co Ltd
988400RBTJTHNUOHE716
Samsung Securities Co Ltd
000000000
3068.00000000
NS
90520.58000000
0.061367749081
Long
EC
CORP
KR
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
65900.00000000
NS
877909.83000000
0.595172392439
Long
EC
CORP
JP
N
2
N
N
N
Ctrip.com International Ltd
2549004RMYDSRQL4KW41
Ctrip.com International Ltd
22943F100
2476.00000000
NS
USD
72522.04000000
0.049165773723
Long
EC
CORP
US
N
1
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
1335000.00000000
NS
1017215.60000000
0.689613695610
Long
EC
CORP
HK
N
2
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
244000.00000000
PA
USD
269925.00000000
0.182993631623
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
35233.00000000
NS
USD
2914826.09000000
1.976084511471
Long
EC
CORP
US
N
1
N
N
N
CPIC
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
23200.00000000
NS
85127.44000000
0.057711510220
Long
EC
CORP
CN
N
2
N
N
N
Indiabulls Housing Finance Ltd
335800A2A3G53ZQZTQ21
Indiabulls Housing Finance Ltd
000000000
3865.00000000
NS
14014.49000000
0.009501018506
Long
EC
CORP
IN
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
62000.00000000
NS
550655.14000000
0.373312526963
Long
EC
CORP
TW
N
2
N
N
N
Provincia de Neuquen Argentina
549300X5HUL4FRDNBN35
Provincia de Neuquen Argentina
64131GAA0
68000.00000000
PA
USD
37060.00000000
0.025124549367
Long
DBT
NUSS
US
N
2
2025-04-27
Fixed
7.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
203000.00000000
PA
USD
199257.19000000
0.135084919237
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
781.49000000
0.000529805291
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
4621170.00000000
THB
151952.19000000
USD
2019-10-30
781.49000000
N
N
N
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-3161.13000000
-0.00214306440
N/A
DFE
CN
N
2
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
578277.10000000
USD
4109000.00000000
CNY
2019-10-24
-3161.13000000
N
N
N
Tupras Turkiye Petrol Rafineri
789000RCNG97UV50EE03
Tupras Turkiye Petrol Rafinerileri AS
000000000
7398.00000000
NS
187995.93000000
0.127450432383
Long
EC
CORP
TR
N
1
N
N
N
China Everbright Ltd
254900EZ9RZF6UMLY516
China Everbright Ltd
000000000
766000.00000000
NS
896395.43000000
0.607704566476
Long
EC
CORP
HK
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-4308.17000000
-0.00292069157
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
28969033.00000000
INR
404425.98000000
USD
2019-10-24
-4308.17000000
N
N
N
Nan Ya Plastics Corp
N/A
Nan Ya Plastics Corp
000000000
74000.00000000
NS
166228.29000000
0.112693223916
Long
EC
CORP
TW
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-2643.39000000
-0.00179206644
N/A
DFE
CZ
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
189280.75000000
USD
4416255.00000000
CZK
2019-10-11
-2643.39000000
N
N
N
Liberty Holdings Ltd
529900SLXRMLVAR2ZO23
Liberty Holdings Ltd
000000000
1798.00000000
NS
13344.02000000
0.009046478393
Long
EC
CORP
ZA
N
1
N
N
N
Tsingtao Brewery Co Ltd
5299001HPFTEVOPKOQ55
Tsingtao Brewery Co Ltd
000000000
84800.00000000
NS
576467.75000000
0.390811992539
Long
EC
CORP
CN
N
2
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAD0
418000000.00000000
PA
128198.68000000
0.086911334713
Long
DBT
CORP
CO
N
2
2027-11-08
Fixed
8.38000000
N
N
N
N
N
N
OPAP SA
213800M4NRGFJCI34834
OPAP SA
000000000
66470.00000000
NS
683772.85000000
0.463558681214
Long
EC
CORP
GR
N
2
N
N
N
NWS Holdings Ltd
2549002WHK9XGQC01O62
NWS Holdings Ltd
000000000
659000.00000000
NS
1020704.46000000
0.691978942111
Long
EC
CORP
HK
N
2
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
109500.00000000
NS
83638.47000000
0.056702074163
Long
EC
CORP
CN
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-10043.19000000
-0.00680870542
N/A
DFE
CN
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
989098.00000000
USD
6995000.00000000
CNY
2019-10-24
-10043.19000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
2947.90000000
0.001998506720
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1296124.05000000
USD
5397579.00000000
BRL
2019-10-02
2947.90000000
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
8300.00000000
NS
90871.61000000
0.061605727240
Long
EC
CORP
BR
N
1
N
N
N
Abu Dhabi Islamic Bank PJSC
N/A
Abu Dhabi Islamic Bank PJSC
000000000
23676.00000000
NS
32768.39000000
0.022215084518
Long
EC
CORP
AE
N
2
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
1143527.75000000
NS
USD
1143527.75000000
0.775246071443
Long
STIV
RF
US
N
1
N
N
Bharat Petroleum Corp Ltd
8GRDBX1TJ0PU5NCSHT72
Bharat Petroleum Corp Ltd
000000000
19372.00000000
NS
129686.69000000
0.087920119945
Long
EC
CORP
IN
N
2
N
N
N
ICTSI
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
35620.00000000
NS
82889.53000000
0.056194335901
Long
EC
CORP
PH
N
2
N
N
N
Yue Yuen Industrial Holdings Ltd
254900YUFIBANZ1XU687
Yue Yuen Industrial Holdings Ltd
000000000
216500.00000000
NS
591495.81000000
0.401000153234
Long
EC
CORP
BM
N
2
N
N
N
Oil & Gas Development Co Ltd
N/A
Oil & Gas Development Co Ltd
000000000
100320.00000000
NS
79687.13000000
0.054023292812
Long
EC
CORP
PK
N
2
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
200000.00000000
PA
USD
175000.00000000
0.118639938998
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CDS US040114GX20 05.000 NA 06/20/2024 MORGAN STANL FIXED
000000000
580000.00000000
OU
Notional Amount
USD
-346734.75000000
-0.23506622622
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Argentine Republic Government International Bond
Argentine Republic Government International Bond
Y
sell protection
2024-06-20
0.00000000
USD
-92359.97000000
USD
580000.00000000
USD
-254374.78000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-12806.08000000
-0.00868178600
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
986257.74000000
USD
4044643.00000000
BRL
2019-10-02
-12806.08000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-1581.92000000
-0.00107245081
N/A
DFE
CZ
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
113273.23000000
USD
2642865.00000000
CZK
2019-10-11
-1581.92000000
N
N
N
Home Product Center PCL
N/A
Home Product Center PCL
000000000
170900.00000000
NS
95549.78000000
0.064777257545
Long
EC
CORP
TH
N
2
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
260000.00000000
PA
USD
249600.00000000
0.169214450136
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Absa Group Ltd
2138006IPPRD4N6XLT30
Absa Group Ltd
000000000
9244.00000000
NS
93363.41000000
0.063295024383
Long
EC
CORP
ZA
N
2
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Notas del Tesoro
000000000
113000.00000000
PA
USD
119130.25000000
0.080763460530
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
4789.72000000
0.003247154792
N/A
DFE
KR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
372949.21000000
USD
452555221.00000000
KRW
2019-10-30
4789.72000000
N
N
N
Ruentex Industries Ltd
N/A
Ruentex Industries Ltd
000000000
172200.00000000
NS
371465.05000000
0.251831947839
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CALL OPTION ON LVOPT3937760 DEC19 1090
000000000
6800.00000000
NC
USD
37876.84000000
0.025678319925
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
MSCI Emerging Markets
MXEF Index
1.00000000
1090.00000000
USD
2019-12-20
XXXX
-28423.16000000
N
N
N
Anhui Conch Cement Co Ltd
529900HS6X8TTV0FHV63
Anhui Conch Cement Co Ltd
000000000
148919.00000000
NS
863324.77000000
0.585284560275
Long
EC
CORP
CN
N
2
N
N
N
Formosa Chemicals & Fibre Corp
254900OJX8UZOAIVSU82
Formosa Chemicals & Fibre Corp
000000000
166000.00000000
NS
464105.06000000
0.314636548611
Long
EC
CORP
TW
N
2
N
N
N
COLBUN SA
N/A
Colbun SA
000000000
263000.00000000
PA
USD
273437.81000000
0.185375114846
Long
DBT
CORP
CL
N
2
2027-10-11
Fixed
3.95000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
346000.00000000
PA
USD
362002.50000000
0.245416882955
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
13943.81000000
0.009453101530
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
861582.79000000
USD
17349865.00000000
MXN
2019-10-25
13943.81000000
N
N
N
YDUQS PART /BRL/
N/A
YDUQS Part
000000000
67200.00000000
NS
583539.15000000
0.395605995194
Long
EC
CORP
BR
N
1
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
138000.00000000
PA
USD
89096.25000000
0.060402135228
Long
DBT
NUSS
LB
N
2
2028-11-03
Fixed
6.65000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
9711.50000000
0.006583838671
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
15360189.00000000
BRL
3697463.80000000
USD
2019-11-04
9711.50000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
5000000.00000000
PA
300408.48000000
0.203659678523
Long
STIV
NUSS
EG
N
2
2019-11-19
None
0.00000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
67778M2C3
200000.00000000
PA
USD
226937.50000000
0.153850578036
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.63000000
N
N
N
N
N
N
PhosAgro PJSC
25340053KRUNNYUWF472
PhosAgro PJSC
000000000
7731.00000000
NS
USD
98726.80000000
0.066931094454
Long
EC
CORP
RU
N
2
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
100000.00000000
PA
USD
114250.00000000
0.077454931603
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
199000.00000000
PA
USD
209348.00000000
0.141925908282
Long
DBT
NUSS
US
N
2
2022-09-01
Fixed
7.75000000
N
N
N
N
N
N
MISC Bhd
N/A
MISC Bhd
000000000
52300.00000000
NS
97586.89000000
0.066158301009
Long
EC
CORP
MY
N
2
N
N
N
Export-Import Bank of China/The
300300C1020211000045
Export-Import Bank of China/The
000000000
310000.00000000
PA
USD
326865.58000000
0.221596071267
Long
DBT
NUSS
US
N
2
2024-07-31
Fixed
3.63000000
N
N
N
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
456788108
82230.00000000
NS
USD
934955.10000000
0.633845805885
Long
EC
CORP
US
N
1
N
N
N
Republica Oriental Del Uruguay
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
98000.00000000
PA
USD
108259.38000000
0.073393635652
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-2729.99000000
-0.00185077626
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5397579.00000000
BRL
1296341.96000000
USD
2019-10-02
-2729.99000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-50873.01000000
-0.03448897601
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10278631867.00000000
KRW
8528498.66000000
USD
2019-10-30
-50873.01000000
N
N
N
Equatorial Energia SA
N/A
Equatorial Energia SA
000000000
15200.00000000
NS
366889.61000000
0.248730062568
Long
EC
CORP
BR
N
1
N
N
N
Hon Hai Precision Industry Co
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
111000.00000000
NS
261917.69000000
0.177565135794
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
5289.82000000
0.003586193840
N/A
DFE
TH
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
739511.72000000
USD
22768000.00000000
THB
2019-10-30
5289.82000000
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
35500.00000000
NS
240515.78000000
0.163055871241
Long
EC
CORP
HK
N
2
N
N
N
Adaro Energy Tbk PT
529900P2WAH7XA87OI24
Adaro Energy Tbk PT
000000000
820500.00000000
NS
74596.23000000
0.050571955295
Long
EC
CORP
ID
N
2
N
N
N
Telkom SA SOC Ltd
N/A
Telkom SA SOC Ltd
000000000
17884.00000000
NS
83371.04000000
0.056520771998
Long
EC
CORP
ZA
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
3929.14000000
0.002663731028
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2419000.00000000
BRL
584694.96000000
USD
2019-11-04
3929.14000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
225437.50000000
0.152833664273
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Novatek Microelectronics Corp
N/A
Novatek Microelectronics Corp
000000000
229000.00000000
NS
1314172.82000000
0.890933618272
Long
EC
CORP
TW
N
2
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
226437.11000000
0.153511342384
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
New Oriental Education & Technology Group Inc
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group Inc
647581107
10210.00000000
NS
USD
1130859.60000000
0.766657794053
Long
EC
CORP
US
N
1
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
1586000.00000000
NS
621983.68000000
0.421669176302
Long
EC
CORP
HK
N
2
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
11821000.00000000
PA
664280.66000000
0.450344097028
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
59000.00000000
PA
USD
40912.81000000
0.027736533043
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
N
N
N
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
459000.00000000
NS
658994.13000000
0.446760133618
Long
EC
CORP
TW
N
2
N
N
N
CSN Resources SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
200000.00000000
PA
USD
208301.40000000
0.141216373652
Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
7.63000000
N
N
N
N
N
N
Vodacom Group Ltd
37890012A8DC24B8D663
Vodacom Group Ltd
000000000
12488.00000000
NS
98767.11000000
0.066958422316
Long
EC
CORP
ZA
N
2
N
N
N
Walsin Technology Corp
N/A
Walsin Technology Corp
000000000
48000.00000000
NS
270172.29000000
0.183161280026
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-7712.34000000
-0.00522852312
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3704553.22000000
USD
15360189.00000000
BRL
2019-10-02
-7712.34000000
N
N
N
BB Seguridade Participacoes SA
254900ZFY40OYEADAP90
BB Seguridade Participacoes SA
000000000
25900.00000000
NS
218360.51000000
0.148035871919
Long
EC
CORP
BR
N
1
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412AEK4
163000.00000000
PA
USD
168399.38000000
0.114165098117
Long
DBT
NUSS
US
N
2
2022-06-27
Fixed
5.63000000
N
N
N
N
N
N
Republic of South Africa
549300KEVMSOSY8T8R35
Republic of South Africa Government International Bond
836205AV6
358000.00000000
PA
USD
335401.25000000
0.227382764799
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
300000.00000000
PA
USD
301687.50000000
0.204526780551
Long
DBT
NUSS
US
N
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
Highwealth Construction Corp
N/A
Highwealth Construction Corp
000000000
62000.00000000
NS
99706.16000000
0.067595044229
Long
EC
CORP
TW
N
2
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
7050000.00000000
PA
419418.68000000
0.284341752056
Long
STIV
NUSS
EG
N
2
2019-12-17
None
0.00000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-2055.56000000
-0.00139355150
N/A
DFE
TH
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
957630.25000000
USD
29211170.00000000
THB
2019-10-30
-2055.56000000
N
N
N
Trinidad Generation UnLtd
N/A
Trinidad Generation UnLtd
89636DAA4
200000.00000000
PA
USD
204625.00000000
0.138723985814
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1V7I7 HSCEI /LONG/ / Short: IS1V7I7 HSCEI /SHORT/
000000000
1126630.78000000
OU
Notional Amount
43726.57000000
0.029644100556
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Hang Seng China Enterprises Index
HSCEI Index
Y
equity-performance leg
equity-performance leg
2019-12-30
0.00000000
HKD
0.00000000
HKD
1126630.78000000
HKD
43726.57000000
N
N
N
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-9147.69000000
-0.00620160790
N/A
DFE
ID
N
2
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
562464.64000000
USD
7893066300.00000000
IDR
2019-11-21
-9147.69000000
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
1373000.00000000
NS
537661.49000000
0.364503579286
Long
EC
CORP
HK
N
2
N
N
N
REPUBLIC OF EL SALVADOR SR UNSECURED 144A
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED 144A 01/50 7.1246
283875BZ4
197000.00000000
PA
USD
201001.56000000
0.136267501810
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
INDONESIA(REP OF) 8.375% GTD SNR 15/03/34
529900FWX0GRR7WG5W79
INDONESIA(REP OF) 8.375% GTD SNR 15/03/34
000000000
14852000000.00000000
PA
1102260.09000000
0.747268970500
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
Kia Motors Corp
988400V8MJK9N7OI5X76
Kia Motors Corp
000000000
10851.00000000
NS
413717.59000000
0.280476740800
Long
EC
CORP
KR
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
79918.00000000
NS
USD
1130240.32000000
0.766237957816
Long
EC
CORP
US
N
1
N
N
N
PZU
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
000000000
10256.00000000
NS
95670.13000000
0.064858847926
Long
EC
CORP
PL
N
2
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
200000.00000000
PA
USD
215000.00000000
0.145757639340
Long
DBT
CORP
ID
N
2
2049-07-17
Fixed
4.88000000
N
N
N
N
N
N
Republic of Honduras
N/A
Honduras Government International Bond
000000000
180000.00000000
PA
USD
195018.75000000
0.132211500591
Long
DBT
NUSS
US
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA OMO BILL /NGN/ REGD ZCP
000000000
29565000.00000000
PA
74124.31000000
0.050252020666
Long
STIV
NUSS
NG
N
2
2020-06-18
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
58266.44000000
0.039501296498
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
269175568.00000000
HUF
934922.74000000
USD
2019-10-11
58266.44000000
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
8180.00000000
NS
47080.60000000
0.031917940068
Long
EC
CORP
GB
N
2
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
61390.00000000
NS
85991.61000000
0.058297367798
Long
EC
CORP
IN
N
2
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AX8
95000.00000000
PA
USD
97315.63000000
0.065974402324
Long
DBT
NUSS
US
N
2
2020-06-05
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-3244.72000000
-0.00219973361
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
54320600.00000000
PHP
1042521.83000000
USD
2019-12-06
-3244.72000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-2775.03000000
-0.00188131079
N/A
DFE
CZ
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
165741.02000000
USD
3856138.00000000
CZK
2019-10-11
-2775.03000000
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
338500.00000000
NS
723702.52000000
0.490628701860
Long
EC
CORP
ID
N
2
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
76000.00000000
NS
92321.45000000
0.062588635406
Long
EC
CORP
KY
N
2
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HR4
1185000.00000000
PA
USD
500662.50000000
0.339420391192
Long
DBT
NUSS
US
N
2
2048-01-11
Fixed
6.88000000
N
N
N
N
N
N
Republic of Ivory Coast
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
164000.00000000
PA
181042.05000000
0.122736101531
Long
DBT
NUSS
XX
N
2
2048-03-22
Fixed
6.63000000
N
N
N
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
200000.00000000
PA
USD
200480.00000000
0.135913914116
Long
DBT
CORP
TR
N
2
2023-03-15
Fixed
5.25000000
N
N
N
N
N
N
Digicel Group Two Ltd
N/A
Digicel Group Two Ltd
25382FAB7
292000.00000000
PA
USD
59261.40000000
0.040175822176
Long
DBT
CORP
BM
N
2
2022-09-30
Fixed
8.25000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-1877.62000000
-0.00127291841
N/A
DFE
RU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
232252.12000000
USD
15026712.00000000
RUB
2019-11-14
-1877.62000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
600000.00000000
PA
USD
712312.50000000
0.482906923128
Long
DBT
NUSS
US
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
549300KEVMSOSY8T8R35
Republic of South Africa Government Bond
000000000
2180941.00000000
PA
132578.98000000
0.089880926283
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
000000000
23900.00000000
NS
91459.58000000
0.062004337097
Long
EC
CORP
BR
N
1
N
N
N
Fangda Special Steel Technology Co Ltd
N/A
Fangda Special Steel Technology Co Ltd
000000000
107122.00000000
NS
124617.10000000
0.084483229383
Long
EC
CORP
CN
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
52000.00000000
PA
USD
53762.80000000
0.036448087499
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
823.00000000
NS
92147.14000000
0.062470463248
Long
EC
CORP
KR
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-14186.46000000
-0.00961760427
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
45544415.00000000
INR
628415.52000000
USD
2019-10-24
-14186.46000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
6146.62000000
0.004167054981
N/A
DFE
IN
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
714167.07000000
USD
51052233.00000000
INR
2019-10-24
6146.62000000
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
000000000
53500.00000000
NS
164732.31000000
0.111679035482
Long
EC
CORP
HK
N
2
N
N
N
Sunny Friend Environmental Technology Co Ltd
N/A
Sunny Friend Environmental Technology Co Ltd
000000000
42000.00000000
NS
367655.07000000
0.249249000440
Long
EC
CORP
TW
N
2
N
N
N
Kazakhstan Temir Zholy National Co JSC
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
48669DAA0
200000.00000000
PA
USD
219010.00000000
0.148476188799
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
4.85000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
2099.24000000
0.001423164031
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
4416255.00000000
CZK
188736.59000000
USD
2019-10-11
2099.24000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA T-BLL ZCP REGD
000000000
34130000.00000000
PA
89287.02000000
0.060531466320
Long
STIV
NUSS
NG
N
2
2020-02-27
None
0.00000000
N
N
N
N
N
N
Empresa de Transmision Electrica SA
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
200000.00000000
PA
USD
230062.50000000
0.155969148375
Long
DBT
CORP
PA
N
2
2049-05-02
Fixed
5.13000000
N
N
N
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928RAA4
200000.00000000
PA
USD
233211.76000000
0.158104165600
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
Adani Ports & Special Economic Zone Ltd
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
72280.00000000
NS
423693.32000000
0.287239712221
Long
EC
CORP
IN
N
2
N
N
N
Baoshan Iron & Steel Co Ltd
N/A
Baoshan Iron & Steel Co Ltd
000000000
104800.00000000
NS
86833.02000000
0.058867795404
Long
EC
CORP
CN
N
2
N
N
N
Industrial Bank Co Ltd
300300C1030935001303
Industrial Bank Co Ltd
000000000
159460.00000000
NS
392078.70000000
0.265806817431
Long
EC
CORP
CN
N
2
N
N
N
Rede D'or Finance Sarl
549300FDE772OLJUCP79
Rede D'or Finance Sarl
000000000
200000.00000000
PA
USD
200721.80000000
0.136077840614
Long
DBT
CORP
US
N
2
2028-01-17
Fixed
4.95000000
N
N
N
N
N
N
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
984.07000000
0.000667142884
N/A
DFE
IN
N
2
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
149991.21000000
USD
10700373.00000000
INR
2019-10-24
984.07000000
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
261630.00000000
NS
788435.27000000
0.534513784781
Long
EC
CORP
JE
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
1419.69000000
0.000962468199
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
890441.91000000
USD
3747870.00000000
MYR
2020-02-13
1419.69000000
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
200000.00000000
PA
USD
205824.40000000
0.139537110058
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
China Yuchai International Ltd
529900DHISUGAY2ARU76
China Yuchai International Ltd
000000000
27440.00000000
NS
USD
355348.00000000
0.240905514531
Long
EC
CORP
US
N
1
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
200000.00000000
PA
USD
194574.00000000
0.131909985660
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
20484.88000000
0.013887570934
N/A
DFE
ID
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1650943.01000000
USD
23842918885.00000000
IDR
2019-11-21
20484.88000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
4187.23000000
0.002838701210
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10235070.00000000
CZK
436736.16000000
USD
2019-10-11
4187.23000000
N
N
N
Grupo Aeroportuario del Pacifi
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
000000000
9374.00000000
NS
90471.88000000
0.061334733281
Long
EC
CORP
MX
N
1
N
N
N
Chicony Electronics Co Ltd
N/A
Chicony Electronics Co Ltd
000000000
33000.00000000
NS
97206.58000000
0.065900472693
Long
EC
CORP
TW
N
2
N
N
N
Nanya Technology Corp
254900STKVKJBRRO0835
Nanya Technology Corp
000000000
371000.00000000
NS
963630.19000000
0.653285868332
Long
EC
CORP
TW
N
2
N
N
N
Dubai Islamic Bank PJSC
5493003E7YRAQY3JGW88
Dubai Islamic Bank PJSC
000000000
67995.00000000
NS
97155.24000000
0.065865667125
Long
EC
CORP
AE
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-699.06000000
-0.00047392249
N/A
DFE
ID
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
195531.41000000
USD
2779283440.00000000
IDR
2019-11-21
-699.06000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
150000.00000000
PA
USD
159421.88000000
0.108078869246
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Manila Electric Co
N/A
Manila Electric Co
000000000
8940.00000000
NS
63779.34000000
0.043238725753
Long
EC
CORP
PH
N
2
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
200000.00000000
PA
USD
213625.00000000
0.144825468391
Long
DBT
NUSS
US
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
86000.00000000
PA
USD
89332.50000000
0.060562299145
Long
DBT
NUSS
US
N
2
2027-01-18
Fixed
6.38000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
37000.00000000
PA
USD
38482.78000000
0.026089112409
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
VFMVN30 ETF Fund
N/A
VFMVN30 ETF Fund
000000000
239030.00000000
NS
159399.13000000
0.108063446054
Long
EC
RF
VN
N
2
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
216000.00000000
PA
USD
152955.00000000
0.103694696396
Long
DBT
NUSS
US
N
2
2022-10-04
Fixed
6.10000000
N
N
N
N
N
N
Aeropuerto Internacional de Tocumen SA
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAC6
200000.00000000
PA
USD
251500.00000000
0.170502540902
Long
DBT
CORP
PA
N
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
N
China Zhongwang Holdings Ltd
529900J21TD2P9K4YC63
China Zhongwang Holdings Ltd
000000000
197600.00000000
NS
80423.33000000
0.054522394086
Long
EC
CORP
KY
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
CALL OPTION ON LVOPT3923882 DEC19 1090
000000000
17100.00000000
NC
USD
95249.10000000
0.064573413792
N/A
DE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Call
Purchased
MSCI Emerging Markets
MXEF Index
1.00000000
1090.00000000
USD
2019-12-20
XXXX
-133035.90000000
N
N
N
Samsung SDI Co Ltd
9884002AESDO4YW87G32
Samsung SDI Co Ltd
000000000
1730.00000000
NS
322072.42000000
0.218346584352
Long
EC
CORP
KR
N
2
N
N
N
MultiChoice Group
N/A
MultiChoice Group Ltd
000000000
3520.00000000
NS
27402.64000000
0.018577414502
Long
EC
CORP
ZA
N
2
N
N
N
Anhui Conch Cement Co Ltd
529900HS6X8TTV0FHV63
Anhui Conch Cement Co Ltd
000000000
94120.00000000
NS
558539.87000000
0.378657920598
Long
EC
CORP
HK
N
2
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
7560.00000000
NS
1144653.66000000
0.776009373693
Long
EC
CORP
ZA
N
2
N
N
N
Zoomlion Heavy Industry Science and Technology Co Ltd
529900QZ3EMAU0QKFK85
Zoomlion Heavy Industry Science and Technology Co Ltd
000000000
372400.00000000
NS
297891.89000000
0.201953575186
Long
EC
CORP
CN
N
2
N
N
N
Eregli Demir ve Celik Fabrikal
789000VYQF5IDGG49908
Eregli Demir ve Celik Fabrikalari TAS
000000000
76654.00000000
NS
92828.86000000
0.062932630215
Long
EC
CORP
TR
N
2
N
N
N
Tripod Technology Corp
N/A
Tripod Technology Corp
000000000
156000.00000000
NS
560852.26000000
0.380225588076
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
3879.79000000
0.002630274565
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2862453.00000000
MYR
685043.20000000
USD
2020-02-13
3879.79000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-5155.68000000
-0.00349525463
N/A
DFE
ZA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
219658.38000000
USD
3270447.00000000
ZAR
2019-11-21
-5155.68000000
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
47590.00000000
NS
1570902.35000000
1.064981479862
Long
EC
CORP
KR
N
2
N
N
N
FirstRand Ltd
N/A
FirstRand Ltd
000000000
23643.00000000
NS
97138.95000000
0.065854623441
Long
EC
CORP
ZA
N
2
N
N
N
MCB Bank Ltd
2549002SIFOER1TFOK04
MCB Bank Ltd
000000000
11456.00000000
NS
12520.02000000
0.008487853766
Long
EC
CORP
PK
N
2
N
N
N
LIC Housing Finance Ltd
335800NFSMJ2ZKBCYP06
LIC Housing Finance Ltd
000000000
26924.00000000
NS
143058.43000000
0.096985390904
Long
EC
CORP
IN
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-3428.19000000
-0.00232411572
N/A
DFE
IN
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
198345.00000000
USD
13814729.00000000
INR
2019-10-24
-3428.19000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
302000.00000000
PA
USD
353906.25000000
0.239928090920
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Odebrecht Finance Ltd
549300L7LF2PIRAWID66
Odebrecht Finance Ltd
000000000
200000.00000000
PA
USD
20625.00000000
0.013982564239
Long
DBT
CORP
US
N
2
2042-06-26
Fixed
7.13000000
Y
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
8613.53000000
0.005839478135
N/A
DFE
KR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1509474.46000000
USD
1818765781.00000000
KRW
2019-10-30
8613.53000000
N
N
N
R&F PROPERTIES
529900ICJ8CK8LFWH863
Guangzhou R&F Properties Co Ltd
000000000
53600.00000000
NS
81147.69000000
0.055013468522
Long
EC
CORP
CN
N
2
N
N
N
Bukit Asam Tbk PT
529900XX13TXG5L4CN33
Bukit Asam Tbk PT
000000000
536000.00000000
NS
85368.47000000
0.057874914703
Long
EC
CORP
ID
N
2
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1535000000.00000000
PA
97971.82000000
0.066419261419
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.63000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
446.27000000
0.000302545403
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
196214.34000000
USD
817115.00000000
BRL
2019-10-02
446.27000000
N
N
N
China Communications Services Corp Ltd
N/A
China Communications Services Corp Ltd
000000000
294000.00000000
NS
166676.10000000
0.112996813351
Long
EC
CORP
HK
N
2
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
8298000.00000000
PA
129681.92000000
0.087916886159
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1UN31 CDS US040114GX20 05.000 BP 06/20/2024 MSNYUS33XXX FLOAT / Short: IS1UN31 CDS US040114GX20 05.000 BP 06/20/2024 MSNYUS33XXX FIXED
000000000
110000.00000000
OU
Notional Amount
USD
65760.04000000
0.044581526480
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
REPUBLIC OF ARGENTINA
REPUBLIC OF ARGENTINA
Y
buy protection
2024-06-20
15125.00000000
USD
0.00000000
USD
110000.00000000
USD
50635.04000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
37543000.00000000
PA
595258.14000000
0.403550796672
Long
DBT
NUSS
RU
N
2
2024-07-17
Fixed
7.40000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-1951.91000000
-0.00132328276
N/A
DFE
CN
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
628155.08000000
USD
4474000.00000000
CNY
2019-10-24
-1951.91000000
N
N
N
Asustek Computer Inc
254900B3WB4OGRB7HM13
Asustek Computer Inc
000000000
56000.00000000
NS
372670.99000000
0.252649505828
Long
EC
CORP
TW
N
2
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AN6331648
200000.00000000
PA
USD
201125.00000000
0.136351187034
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
PAKISTAN(REP OF) 8.25% SNR 30/09/2025
529900LOP29R5WKHOD86
PAKISTAN(REP OF) 8.25% SNR 30/09/2025
000000000
200000.00000000
PA
USD
216187.50000000
0.146562696069
Long
DBT
NUSS
CH
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-8389.00000000
-0.00568725970
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
15360189.00000000
BRL
3688451.88000000
USD
2019-10-02
-8389.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
51157.16000000
0.034681613381
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1643466.29000000
USD
9777474.00000000
TRY
2019-12-05
51157.16000000
N
N
N
Coal India Ltd
335800NLJQZNHM9LBB31
Coal India Ltd
000000000
32950.00000000
NS
93024.73000000
0.063065418814
Long
EC
CORP
IN
N
2
N
N
N
Jiangsu Expressway Co Ltd
529900UWWTWZ6AKLYD43
Jiangsu Expressway Co Ltd
000000000
68000.00000000
NS
86347.84000000
0.058538871258
Long
EC
CORP
HK
N
2
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
120000.00000000
NS
80055.11000000
0.054272762096
Long
EC
CORP
HK
N
2
N
N
N
Uni-President Enterprises Corp
254900DAXBDMVEXU5959
Uni-President Enterprises Corp
000000000
50000.00000000
NS
120657.29000000
0.081798705858
Long
EC
CORP
TW
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBE1
166000.00000000
PA
USD
141825.22000000
0.096149345423
Long
DBT
CORP
MX
N
2
2044-06-27
Fixed
5.50000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
204125.00000000
0.138385014559
Long
DBT
NUSS
US
N
2
2027-06-05
Fixed
4.38000000
N
N
N
N
N
N
Royal Bank of Scotland PLC
549300WHU4EIHRP28H10
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
7856.56000000
0.005326295995
N/A
DFE
US
N
2
Royal Bank of Scotland PLC
549300WHU4EIHRP28H10
651470805.00000000
KRW
551626.42000000
USD
2019-10-30
7856.56000000
N
N
N
Eletrobras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
95600.00000000
NS
966825.59000000
0.655452165824
Long
EC
CORP
BR
N
1
N
N
N
Advanced Petrochemical Co
N/A
Advanced Petrochemical Co
000000000
6552.00000000
NS
84772.86000000
0.057471125366
Long
EC
CORP
SA
N
2
N
N
N
IRB Brasil Resseguros S/A
21380017DVWSU9AEU878
IRB Brasil Resseguros S/A
000000000
11000.00000000
NS
99702.76000000
0.067592739224
Long
EC
CORP
BR
N
1
N
N
N
TCS Group Holding PLC
549300XQRN9MR54V1W18
TCS Group Holding PLC
000000000
19020.00000000
NS
USD
332850.00000000
0.225653163974
Long
EC
CORP
US
N
1
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AT9
200000.00000000
PA
USD
202740.00000000
0.137446064185
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.73000000
N
N
N
N
Y
Bangkok Bank Public Company Limited
Bangkok Bank Public Company Limited
USD
XXXX
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
48268K101
52851.00000000
NS
USD
597744.81000000
0.405236615970
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
31782.38000000
0.021546626425
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3059133929.00000000
COP
909036.16000000
USD
2019-11-14
31782.38000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AK5
200000.00000000
PA
USD
206125.00000000
0.139740899576
Long
DBT
NUSS
US
N
2
2022-01-31
Fixed
6.13000000
N
N
N
N
N
N
State Grid Overseas Investment 2013 Ltd
529900GBH9XYPD4XZZ70
State Grid Overseas Investment 2013 Ltd
000000000
260000.00000000
PA
USD
266337.50000000
0.180561512873
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
3.13000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
811000.00000000
PA
USD
800609.06000000
0.542766914512
Long
DBT
NUSS
US
N
2
2047-11-28
Fixed
7.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-280.47000000
-0.00019014253
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
52637156.00000000
RUB
806699.71000000
USD
2019-11-14
-280.47000000
N
N
N
Republic of Zambia
N/A
Zambia Government International Bond
000000000
200000.00000000
PA
USD
142250.00000000
0.096437321842
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
PLDT Inc
254900ADE8GQHM5P2648
PLDT Inc
000000000
4015.00000000
NS
87997.85000000
0.059657483176
Long
EC
CORP
PH
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
2404.00000000
NS
40540.12000000
0.027483870650
Long
EC
CORP
PT
N
2
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAB1
200000.00000000
PA
USD
201750.00000000
0.136774901102
Long
DBT
NUSS
US
N
2
2023-05-01
Fixed
5.63000000
N
N
N
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
29101.00000000
NS
1038657.69000000
0.704150199893
Long
EC
CORP
KR
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: IS1W0U3 TRS EMB.UQ 2.0275 US0001M+0.2% /LONG/ / Short: IS1W0U3 TRS EMB.UQ 2.0275 US0001M+0.2% /SHORT/
000000000
4560532.00000000
OU
Notional Amount
USD
31893.48000000
0.021621945837
N/A
DIR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
iShares JP Morgan USD Emerging Markets Bond ETF
iShares JP Morgan USD Emerging Markets Bond ETF
Y
equity-performance leg
2019-10-15
0.00000000
USD
0.00000000
USD
4560532.00000000
USD
31893.48000000
N
N
N
DiGi.Com Bhd
N/A
DiGi.Com Bhd
000000000
80000.00000000
NS
90732.88000000
0.061511676276
Long
EC
CORP
MY
N
2
N
N
N
United Republic of Tanzania
N/A
Tanzania Government International Bond
000000000
22222.22000000
PA
USD
22407.00000000
0.015190657789
Long
DBT
NUSS
US
N
2
2020-03-09
Floating
8.54000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1465.40000000
-0.00099345695
N/A
DFE
KR
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
466491.87000000
USD
557131236.00000000
KRW
2019-10-30
-1465.40000000
N
N
N
President Chain Store Corp
N/A
President Chain Store Corp
000000000
10000.00000000
NS
93473.44000000
0.063369618397
Long
EC
CORP
TW
N
2
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
206000.00000000
PA
USD
136925.63000000
0.092827705088
Long
DBT
NUSS
LB
N
2
2025-02-26
Fixed
6.20000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
275000.00000000
PA
USD
314540.33000000
0.213240260363
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Truworths International Ltd
N/A
Truworths International Ltd
000000000
50100.00000000
NS
175350.31000000
0.118877429038
Long
EC
CORP
ZA
N
2
N
N
N
Far East Horizon Ltd
549300S9XRGO1ZPUHE62
Far East Horizon Ltd
000000000
97000.00000000
NS
90086.76000000
0.061073644062
Long
EC
CORP
HK
N
2
N
N
N
Standard Bank Group Ltd
2549003PEZXUT7MDBU41
Standard Bank Group Ltd
000000000
7925.00000000
NS
91432.02000000
0.061985653001
Long
EC
CORP
ZA
N
2
N
N
N
Korea Zinc Co Ltd
988400D0HSQUB1I1VO41
Korea Zinc Co Ltd
000000000
242.00000000
NS
90581.01000000
0.061408717147
Long
EC
CORP
KR
N
2
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
250000.00000000
PA
USD
272500.00000000
0.184739333582
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-500.10000000
-0.00033903904
N/A
DFE
TH
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
232983.32000000
USD
7106830.00000000
THB
2019-10-30
-500.10000000
N
N
N
Fibra Uno Administracion SA de CV
N/A
Fibra Uno Administracion SA de CV
000000000
1036497.00000000
NS
1518451.82000000
1.029423035978
Long
EC
MX
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
15679.95000000
0.010630104637
N/A
DFE
IN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
758577.76000000
USD
54875515.00000000
INR
2019-10-24
15679.95000000
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
220000.00000000
PA
USD
17600.00000000
0.011931788150
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
78000.00000000
PA
USD
66495.00000000
0.045079787106
Long
DBT
NUSS
US
N
2
2021-04-12
Fixed
8.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
343000.00000000
PA
USD
221449.38000000
0.150129948196
Long
DBT
NUSS
US
N
2
2027-03-23
Fixed
6.85000000
N
N
N
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
4400.00000000
NS
33093.06000000
0.022435192112
Long
EC
CORP
BR
N
1
N
N
N
SINOPEC CORP
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
126700.00000000
NS
89112.38000000
0.060413070440
Long
EC
CORP
CN
N
2
N
N
N
Petronas Gas Bhd
N/A
Petronas Gas Bhd
000000000
27100.00000000
NS
106018.15000000
0.071874210563
Long
EC
CORP
MY
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
406.85000000
0.000275820909
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
9110685.00000000
TWD
295178.52000000
USD
2019-11-27
406.85000000
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
7700.00000000
NS
103564.27000000
0.070210621001
Long
EC
CORP
JP
N
2
N
N
N
ElSewedy Electric Co
5299005BDEN01BARSB46
ElSewedy Electric Co
000000000
103356.00000000
NS
84817.95000000
0.057501693793
Long
EC
CORP
EG
N
1
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
108000.00000000
PA
USD
141648.75000000
0.096029708909
Long
DBT
NUSS
US
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
Eletrobras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
17600.00000000
NS
170071.84000000
0.115298929845
Long
EC
CORP
BR
N
1
N
N
N
Indofood Sukses Makmur Tbk PT
529900E61EV2GTYWZ485
Indofood Sukses Makmur Tbk PT
000000000
165000.00000000
NS
89468.07000000
0.060654207811
Long
EC
CORP
ID
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
119800.00000000
NS
794351.32000000
0.538524526558
Long
EC
CORP
BR
N
1
N
N
N
Wuliangye Yibin Co Ltd
N/A
Wuliangye Yibin Co Ltd
000000000
39300.00000000
NS
715151.78000000
0.484831791734
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1WGB6 CDS US040114GX20 05.000 BP 12/20/2024 MSNYUS33XXX FLOAT / Short: IS1WGB6 CDS US040114GX20 05.000 BP 12/20/2024 MSNYUS33XXX FIXED
000000000
470000.00000000
OU
Notional Amount
USD
281850.86000000
0.191078679068
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Argentine Republic Government International Bond
Argentine Republic Government International Bond
Y
buy protection
2024-12-20
287875.00000000
USD
0.00000000
USD
470000.00000000
USD
-6024.14000000
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
000000000
46900.00000000
NS
432842.31000000
0.293442201452
Long
EC
CORP
SG
N
2
N
N
N
CP ALL PCL
N/A
CP ALL PCL
000000000
175900.00000000
NS
467283.80000000
0.316791551581
Long
EC
CORP
TH
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
218000.00000000
PA
USD
203966.25000000
0.138277391186
Long
DBT
NUSS
UA
N
2
2040-05-31
None
0.00000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
13030.08000000
0.008833645121
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
888449.00000000
PLN
234606.45000000
USD
2019-10-11
13030.08000000
N
N
N
Republica Oriental Del Uruguay
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
17392.00000000
PA
USD
20436.38000000
0.013854690723
Long
DBT
NUSS
US
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
Housing Development Finance Corp Ltd
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
12360.00000000
NS
344995.70000000
0.233887250300
Long
EC
CORP
IN
N
2
N
N
N
RMB Holdings Ltd
N/A
RMB Holdings Ltd
000000000
23250.00000000
NS
115342.95000000
0.078195888867
Long
EC
CORP
ZA
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-3792.28000000
-0.00257094781
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
19277735.00000000
TWD
619929.24000000
USD
2019-11-27
-3792.28000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-1519.08000000
-0.00102984890
N/A
DFE
CZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
277551.24000000
USD
6531535.00000000
CZK
2019-10-11
-1519.08000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-22408.50000000
-0.01519167470
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2803513.39000000
USD
299694180.00000000
JPY
2019-11-21
-22408.50000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
FUTURE CONTRACT ON MSCI EMGMKT DEC19
000000000
229.00000000
NC
USD
11471755.00000000
7.777190362288
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESZ9 Index
2019-12-20
11664670.00000000
USD
-192915.00000000
N
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
184000.00000000
NS
214697.34000000
0.145552453260
Long
EC
CORP
HK
N
2
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
200562.50000000
0.135969844373
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
China Mobile Ltd
529900U2JJ7GK68NI589
China Mobile Ltd
000000000
36000.00000000
NS
298215.07000000
0.202172672646
Long
EC
CORP
HK
N
2
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
200000.00000000
PA
USD
232500.00000000
0.157621633240
Long
DBT
CORP
US
N
2
2043-05-20
Fixed
5.63000000
N
N
N
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
618360.00000000
NS
684950.70000000
0.464357195798
Long
EC
CORP
TR
N
2
N
N
N
Bank for Foreign Trade of Viet
2549004TS5QUBFGAWE51
Bank for Foreign Trade of Vietnam JSC
000000000
101260.00000000
NS
358663.83000000
0.243153456640
Long
EC
CORP
VN
N
2
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
80500.00000000
NS
737692.31000000
0.500112975186
Long
EC
CORP
MX
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-2482.44000000
-0.00168295160
N/A
DFE
TW
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
846869.55000000
USD
26097979.00000000
TWD
2019-11-27
-2482.44000000
N
N
N
Petkim Petrokimya Holding AS
529900XZCVZOEYWNBQ67
Petkim Petrokimya Holding AS
000000000
200000.00000000
PA
USD
195500.00000000
0.132537760423
Long
DBT
CORP
TR
N
2
2023-01-26
Fixed
5.88000000
N
N
N
N
N
N
China Minsheng Banking Corp Ltd
549300HBUGSQD1VCXG94
China Minsheng Banking Corp Ltd
000000000
1573900.00000000
NS
1070017.65000000
0.725410449844
Long
EC
CORP
HK
N
2
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
240000.00000000
PA
USD
241945.68000000
0.164025261234
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215P106
3135.00000000
NS
USD
88438.35000000
0.059956116851
Long
EC
CORP
KY
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
7766.33000000
0.005265125242
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
30047483.00000000
INR
431716.71000000
USD
2019-10-24
7766.33000000
N
N
N
Power Grid Corp of India Ltd
3358009SHWZ3DZEQ4Z56
Power Grid Corp of India Ltd
000000000
73752.00000000
NS
207676.84000000
0.140792957879
Long
EC
CORP
IN
N
2
N
N
N
Moneta Money Bank AS
I6USJ58BDV2BO5KP3C31
Moneta Money Bank AS
000000000
68400.00000000
NS
210789.98000000
0.142903487820
Long
EC
CORP
CZ
N
2
N
N
N
Grupo Financiero Galicia SA
5299008H3AXIXV5G3C23
Grupo Financiero Galicia SA
399909100
4238.00000000
NS
USD
55094.00000000
0.037350564566
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1W5A8 CDS US900123AL40 01.000 BP 12/20/2024 MSNYUS33XXX FLOAT / Short: IS1W5A8 CDS US900123AL40 01.000 BP 12/20/2024 MSNYUS33XXX FIXED
000000000
292000.00000000
OU
Notional Amount
USD
33778.28000000
0.022899731878
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Turkey Government International Bond
Turkey Government International Bond
Y
buy protection
2024-12-20
37603.21000000
USD
0.00000000
USD
292000.00000000
USD
-3824.93000000
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
224250.00000000
0.152028607544
Long
DBT
NUSS
US
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Cia Siderurgica Nacional SA
529900K40TEND42S0T46
Cia Siderurgica Nacional SA
000000000
27200.00000000
NS
86608.98000000
0.058715909165
Long
EC
CORP
BR
N
1
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
460000.00000000
PA
USD
602743.75000000
0.408625609893
Long
DBT
NUSS
US
N
2
2045-07-28
Fixed
7.88000000
N
N
N
N
N
N
Cia de Saneamento Basico do Estado de Sao Paulo
254900UOXRZRS2TNWP19
Cia de Saneamento Basico do Estado de Sao Paulo
000000000
100900.00000000
NS
1204500.66000000
0.816582199002
Long
EC
CORP
BR
N
1
N
N
N
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
1334.20000000
0.000904510894
N/A
DFE
ID
N
2
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
543784.91000000
USD
7776124159.00000000
IDR
2019-11-21
1334.20000000
N
N
N
Commercial Bank of Ceylon PLC
254900XV5B725ZG6RS07
Commercial Bank of Ceylon PLC
000000000
149360.00000000
NS
81178.37000000
0.055034267798
Long
EC
CORP
LK
N
1
N
N
N
DUBAI DOF SUKUK LTD
549300FL2U4Z16IJI576
Dubai DOF Sukuk Ltd
000000000
313000.00000000
PA
USD
358788.14000000
0.243237731673
Long
DBT
CORP
KY
N
2
2029-04-30
Fixed
5.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
200000.00000000
PA
USD
214750.00000000
0.145588153713
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
59524.65000000
0.040354290542
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
199188084.00000000
INR
2869938.53000000
USD
2019-10-24
59524.65000000
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
24032.00000000
NS
93264.13000000
0.063227718250
Long
EC
CORP
PT
N
2
N
N
N
Meritz Securities Co Ltd
988400WORE06JMSEKC47
Meritz Securities Co Ltd
000000000
21134.00000000
NS
89090.07000000
0.060397945543
Long
EC
CORP
KR
N
2
N
N
N
Kumba Iron Ore Ltd
N/A
Kumba Iron Ore Ltd
000000000
11493.00000000
NS
283967.06000000
0.192513341004
Long
EC
CORP
ZA
N
2
N
N
N
Charoen Pokphand Foods PCL
529900FJ3AI2GKGIWK15
Charoen Pokphand Foods PCL
000000000
90300.00000000
NS
77501.23000000
0.052541378282
Long
EC
CORP
TH
N
2
N
N
N
ITC Ltd
335800WLOU3OFWFTMP43
ITC Ltd
000000000
27525.00000000
NS
100716.75000000
0.068280166149
Long
EC
CORP
IN
N
2
N
N
N
Fila Korea Ltd
N/A
Fila Korea Ltd
000000000
463.00000000
NS
22399.82000000
0.015185790162
Long
EC
CORP
KR
N
2
N
N
N
Aldar Properties PJSC
N/A
Aldar Properties PJSC
000000000
1610140.00000000
NS
917349.12000000
0.621909963638
Long
EC
CORP
AE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
1361.60000000
0.000923086519
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12027207611.00000000
IDR
844488.67000000
USD
2019-11-21
1361.60000000
N
N
N
Exxaro Resources Ltd
378900BC3D9BFF4E4A37
Exxaro Resources Ltd
000000000
10759.00000000
NS
92794.75000000
0.062909505596
Long
EC
CORP
ZA
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-6071.53000000
-0.00411614827
N/A
DFE
CZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
438620.46000000
USD
10235070.00000000
CZK
2019-10-11
-6071.53000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
110021.88000000
0.074588509323
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
200000.00000000
PA
USD
212290.60000000
0.143920821907
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV
000000000
15840.00000000
NS
85372.58000000
0.057877701047
Long
EC
CORP
MX
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-9655.78000000
-0.00654606371
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1360317.52000000
USD
9650000.00000000
CNY
2019-10-24
-9655.78000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
208000.00000000
PA
USD
206336.00000000
0.139883945446
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1W768 CDS US040114GX20 05.000 SP 12/20/2024 MSNYUS33XXX FIXED / Short: IS1W768 CDS US040114GX20 05.000 SP 12/20/2024 MSNYUS33XXX FLOAT
000000000
470000.00000000
OU
Notional Amount
USD
-281850.86000000
-0.19107867906
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Argentine Republic Government International Bond
Argentine Republic Government International Bond
Y
sell protection
2024-12-20
0.00000000
USD
-277770.00000000
USD
470000.00000000
USD
-4080.86000000
N
N
N
Yageo Corp
5493001P0TOZH7GGNQ21
Yageo Corp
000000000
25000.00000000
NS
198629.96000000
0.134659693357
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
3674.74000000
0.002491262453
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1132381.86000000
USD
80518012.00000000
INR
2019-10-24
3674.74000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
140000.00000000
PA
USD
151506.25000000
0.102712527187
Long
DBT
NUSS
US
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Kumho Petrochemical Co Ltd
N/A
Kumho Petrochemical Co Ltd
000000000
2720.00000000
NS
162650.43000000
0.110267640532
Long
EC
CORP
KR
N
2
N
N
N
Emaar Development PJSC
N/A
Emaar Development PJSC
000000000
64691.00000000
NS
72641.50000000
0.049246760735
Long
EC
CORP
AE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
2026.16000000
0.001373619993
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
6333762.00000000
TWD
206951.87000000
USD
2019-11-27
2026.16000000
N
N
N
Rumo Luxembourg Sarl
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
000000000
200000.00000000
PA
USD
215000.00000000
0.145757639340
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
7.38000000
N
N
N
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
Rural Electrification Corp Ltd
000000000
346166.00000000
NS
601572.70000000
0.407831705319
Long
EC
CORP
IN
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
60000.00000000
PA
USD
64500.00000000
0.043727291802
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
NMDC Ltd
N/A
NMDC Ltd
000000000
82932.00000000
NS
103741.14000000
0.070330528692
Long
EC
CORP
IN
N
2
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
41837.00000000
NS
98094.56000000
0.066502472082
Long
EC
CORP
MX
N
1
N
N
N
China Petroleum & Chemical Corp
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
744000.00000000
NS
440255.83000000
0.298468141798
Long
EC
CORP
HK
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-5542.72000000
-0.00375764550
N/A
DFE
CZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1012707.60000000
USD
23831762.00000000
CZK
2019-10-11
-5542.72000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
889.70000000
0.000603165449
N/A
DFE
TR
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
137499.23000000
USD
798463.00000000
TRY
2019-12-05
889.70000000
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
346000.00000000
PA
USD
368701.41000000
0.249958358805
Long
DBT
CORP
KY
N
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
Gold Fields Orogen Holdings BVI Ltd
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAB0
200000.00000000
PA
USD
211375.00000000
0.143300097746
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
Kimberly-Clark de Mexico SAB d
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
45116.00000000
NS
90670.95000000
0.061469691296
Long
EC
CORP
MX
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-18201.52000000
-0.01233958412
N/A
DFE
IN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1167450.39000000
USD
81453014.00000000
INR
2019-10-24
-18201.52000000
N
N
N
Advanced Info Service PCL
529900DU2YW1NO5RMU78
Advanced Info Service PCL
000000000
13300.00000000
NS
95667.81000000
0.064857275099
Long
EC
CORP
TH
N
2
N
N
N
Vincom Retail JSC
N/A
Vincom Retail JSC
000000000
242020.00000000
NS
345520.79000000
0.234243231132
Long
EC
CORP
VN
N
2
N
N
N
Hisense HA
N/A
Hisense Home Appliances Group Co Ltd
000000000
138500.00000000
NS
210628.67000000
0.142794128914
Long
EC
CORP
CN
N
2
N
N
N
Saudi Industrial Investment Gr
N/A
Saudi Industrial Investment Group
000000000
4196.00000000
NS
25845.86000000
0.017522007164
Long
EC
CORP
SA
N
2
N
N
N
Surgutneftegas OJSC
2138002GZLU65FRAC894
Surgutneftegas OJSC
868861204
112620.00000000
NS
USD
614454.72000000
0.416564974273
Long
EC
CORP
GB
N
1
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
73200.00000000
NS
3061803.95000000
2.075727050582
Long
EC
CORP
HK
N
2
N
N
N
Republic of Honduras
N/A
Honduras Government International Bond
000000000
290000.00000000
PA
USD
321809.38000000
0.218168258355
Long
DBT
NUSS
US
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
111375.00000000
0.075505846890
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Muthoot Finance Ltd
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
000000000
12266.00000000
NS
117929.53000000
0.079949441401
Long
EC
CORP
IN
N
2
N
N
N
Transportadora de Gas Internacional SA ESP
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
200000.00000000
PA
USD
230437.50000000
0.156223376816
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
000000000
14500.00000000
NS
105113.18000000
0.071260692931
Long
EC
CORP
BR
N
1
N
N
N
B3 SA - Brasil Bolsa Balcao
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
000000000
32900.00000000
NS
345473.95000000
0.234211476305
Long
EC
CORP
BR
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-2208.99000000
-0.00149756822
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4044643.00000000
BRL
971242.68000000
USD
2019-10-02
-2208.99000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
5912.87000000
0.004008585920
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
12245108.00000000
MXN
623838.01000000
USD
2019-10-25
5912.87000000
N
N
N
Cheil Worldwide Inc
N/A
Cheil Worldwide Inc
000000000
4001.00000000
NS
82953.48000000
0.056237690325
Long
EC
CORP
KR
N
1
N
N
N
Globalwafers Co Ltd
529900V6RTNF3U5EGX67
Globalwafers Co Ltd
000000000
34000.00000000
NS
342900.17000000
0.232466601435
Long
EC
CORP
TW
N
2
N
N
N
JINXIN FERTILITY GROUP LTD /HKD/ 144A
N/A
JINXIN FERTILITY GROUP LTD /HKD/ 144A
000000000
308000.00000000
NS
445366.22000000
0.301932692414
Long
EC
CORP
KY
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
7848.79000000
0.005321028381
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
830805.04000000
USD
3524275.00000000
MYR
2020-02-13
7848.79000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
176000.00000000
PA
USD
191840.00000000
0.130056490842
Long
DBT
NUSS
US
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
95227.00000000
NS
3898979.66000000
2.643284051525
Long
EC
CORP
KR
N
2
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
313000.00000000
PA
USD
306935.63000000
0.208084710968
Long
DBT
NUSS
US
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
70000.00000000
NS
88659.45000000
0.060106009940
Long
EC
CORP
KY
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
173000.00000000
PA
203646.25000000
0.138060449583
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
56000.00000000
PA
USD
62356.00000000
0.042273783063
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
5.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
22850.15000000
0.015491088011
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1302000.00000000
EUR
1442839.94000000
USD
2019-10-10
22850.15000000
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
35000.00000000
NS
74577.41000000
0.050559196417
Long
EC
CORP
KY
N
2
N
N
N
China CITIC Bank Corp Ltd
300300C1030211000384
China CITIC Bank Corp Ltd
000000000
3393000.00000000
NS
1809023.08000000
1.226413644898
Long
EC
CORP
HK
N
2
N
N
N
Shenzhen Investment Ltd
529900QMH55P3EJRQC98
Shenzhen Investment Ltd
000000000
232000.00000000
NS
85631.26000000
0.058053071215
Long
EC
CORP
HK
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
1201.84000000
0.000814778424
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
7106830.00000000
THB
233685.06000000
USD
2019-10-30
1201.84000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
3779.10000000
0.002562012534
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1011524.42000000
USD
4266610.00000000
MYR
2020-02-13
3779.10000000
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
2109.00000000
NS
USD
95811.87000000
0.064954939497
Long
EC
CORP
US
N
1
N
N
N
Braskem SA
549300RPMQUFGBB7EY44
Braskem SA
000000000
14500.00000000
NS
113488.73000000
0.076938834309
Long
EC
CORP
BR
N
1
N
N
N
Medco Oak Tree Pte Ltd
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
58405FAA3
200000.00000000
PA
USD
201750.00000000
0.136774901102
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.38000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HF0
150000.00000000
PA
USD
62475.00000000
0.042354458222
Long
DBT
NUSS
AR
N
2
2028-07-06
Fixed
6.63000000
N
N
N
N
N
N
Korea Investment Holdings Co L
N/A
Korea Investment Holdings Co Ltd
000000000
1450.00000000
NS
91095.64000000
0.061757606700
Long
EC
CORP
KR
N
2
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAH4
200000.00000000
PA
USD
201000.00000000
0.136266444220
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
4.00000000
N
N
N
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
000000000
5400.00000000
NS
18624.05000000
0.012626035176
Long
EC
CORP
BR
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1SIJ6 CDS US900123AL40 01.000 NA 06/20/2024 MORGAN FLOAT / Short: IS1SIJ6 CDS US900123AL40 01.000 NA 06/20/2024 MORGAN FIXED
000000000
292000.00000000
OU
Notional Amount
USD
28862.57000000
0.019567163109
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Turkey Government International Bond
Turkey Government International Bond
Y
buy protection
2024-06-20
40643.71000000
USD
0.00000000
USD
292000.00000000
USD
-11781.14000000
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
27180.00000000
NS
USD
1550619.00000000
1.051230534681
Long
EC
CORP
US
N
1
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAH9
200000.00000000
PA
USD
214312.50000000
0.145291553865
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.15000000
N
N
N
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
67682.00000000
NS
1992353.37000000
1.350701041596
Long
EC
CORP
KR
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
373000.00000000
PA
USD
392023.00000000
0.265769056033
Long
DBT
NUSS
US
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
154000.00000000
PA
USD
159981.95000000
0.108458564507
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
7578.49000000
0.005137780521
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
906471.00000000
PLN
233649.49000000
USD
2019-10-11
7578.49000000
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
73181M117
3263.00000000
NS
USD
188763.51000000
0.127970807494
Long
EC
CORP
RU
N
2
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
211800.00000000
0.143588223313
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.63000000
N
N
N
N
N
N
Emirates Telecommunications Group Co PJSC
529900XDPQPWEQ9BGB80
Emirates Telecommunications Group Co PJSC
000000000
20701.00000000
NS
92990.08000000
0.063041928106
Long
EC
CORP
AE
N
1
N
N
N
Woori Financial Group Inc
N/A
Woori Financial Group Inc
000000000
12180.00000000
NS
126609.36000000
0.085833867125
Long
EC
CORP
KR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-11852.75000000
-0.00803548306
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1855175.62000000
USD
36528191.00000000
MXN
2019-10-25
-11852.75000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-5715.21000000
-0.00387458380
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
4714948538.00000000
IDR
324810.45000000
USD
2019-11-21
-5715.21000000
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
400000.00000000
PA
USD
423600.00000000
0.287176446626
Long
DBT
NUSS
US
N
2
2024-03-18
Fixed
4.75000000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
05968L102
3725.00000000
NS
USD
184201.25000000
0.124877857504
Long
EC
CORP
CO
N
1
N
N
N
Weichai Power Co Ltd
529900OKTPKBG85F9502
Weichai Power Co Ltd
000000000
346704.00000000
NS
545699.95000000
0.369953193024
Long
EC
CORP
XX
N
2
N
N
N
VEDANTA RESOURCES LTD
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
200000.00000000
PA
USD
184000.00000000
0.124741421575
Long
DBT
CORP
GB
N
2
2024-08-09
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
447000.00000000
PA
USD
461667.19000000
0.312983812908
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
GRAN TIERRA ENERGY INTL
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings Ltd
000000000
200000.00000000
PA
USD
182004.60000000
0.123388655093
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
794.68000000
0.000538747352
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
349405.20000000
USD
1455063.00000000
BRL
2019-10-02
794.68000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
205937.50000000
0.139613785356
Long
DBT
NUSS
US
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
Abu Dhabi National Oil Co for
N/A
Abu Dhabi National Oil Co for Distribution PJSC
000000000
53143.00000000
NS
38629.46000000
0.026188553016
Long
EC
CORP
AE
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-8615.85000000
-0.00584105096
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
363481.13000000
USD
25151077.00000000
INR
2019-10-24
-8615.85000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
180.74000000
0.000122531328
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2668177.00000000
PEN
790453.86000000
USD
2019-11-14
180.74000000
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAA3
200000.00000000
PA
USD
215635.80000000
0.146188675187
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.88000000
N
N
N
N
N
N
Fu Shou Yuan International Group Ltd
N/A
Fu Shou Yuan International Group Ltd
000000000
401000.00000000
NS
354332.36000000
0.240216969002
Long
EC
CORP
KY
N
2
N
N
N
Unifin Financiera SAB de CV SOFOM ENR
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV SOFOM ENR
90470TAB4
200000.00000000
PA
USD
197400.00000000
0.133825851189
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
7.00000000
N
N
N
N
N
N
COSAN LTD
6354007UNEBWHVSGS270
Cosan Ltd
22113AAB1
200000.00000000
PA
USD
205237.00000000
0.139138886629
Long
DBT
CORP
BM
N
2
2029-09-20
Fixed
5.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAD2
310000.00000000
PA
USD
308062.50000000
0.208848664043
Long
DBT
NUSS
AE
N
2
2024-09-30
Fixed
2.13000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
200000.00000000
PA
USD
209400.00000000
0.141961161292
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
Asia Cement Corp
213800EFQXH43HMGJL59
Asia Cement Corp
000000000
362000.00000000
NS
505235.63000000
0.342520710416
Long
EC
CORP
TW
N
2
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
876629205
3380.00000000
NS
USD
214630.00000000
0.145506800612
Long
EC
CORP
US
N
1
N
N
N
Magnit PJSC
2534009KKPTVL99W2Y12
Magnit PJSC
000000000
6995.00000000
NS
USD
91389.68000000
0.061956948915
Long
EC
CORP
RU
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
6409.13000000
0.004345021669
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2817950.97000000
USD
11735075.00000000
BRL
2019-10-02
6409.13000000
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
2000.00000000
NS
23795.41000000
0.016131919947
Long
EC
CORP
TW
N
2
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HQ6
219000.00000000
PA
USD
89790.00000000
0.060872457843
Long
DBT
NUSS
AR
N
2
2028-01-11
Fixed
5.88000000
N
N
N
N
N
N
NH Investment & Securities Co
549300LQ6NXDW1B8NT42
NH Investment & Securities Co Ltd
000000000
9089.00000000
NS
96389.19000000
0.065346329266
Long
EC
CORP
KR
N
2
N
N
N
Kroton Educacional SA
549300BTP1E45NJ6R194
Kroton Educacional SA
000000000
700.00000000
NS
1883.54000000
0.001276931832
Long
EC
CORP
BR
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-22774.70000000
-0.01543993724
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
25241165349.00000000
IDR
1746672.57000000
USD
2019-11-21
-22774.70000000
N
N
N
Indiabulls Housing Finance Ltd
335800A2A3G53ZQZTQ21
Indiabulls Housing Finance Ltd
000000000
10000000.00000000
PA
139342.00000000
0.094465865027
Long
DBT
CORP
IN
N
2
2019-10-15
Fixed
8.57000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
4678.60000000
0.003171821820
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
817115.00000000
BRL
201339.20000000
USD
2019-10-02
4678.60000000
N
N
N
Wijaya Karya Persero Tbk PT
5493004QU9Z6IKJYI358
Wijaya Karya Persero Tbk PT
000000000
2000000000.00000000
PA
132917.22000000
0.090110233557
Long
DBT
CORP
ID
N
2
2021-01-31
Fixed
7.70000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
433000.00000000
PA
USD
438818.44000000
0.297493674016
Long
DBT
NUSS
US
N
2
2021-07-27
Fixed
6.25000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
255937.50000000
0.173510910784
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
Wistron Corp
254900DIEONKUALBFM06
Wistron Corp
000000000
475000.00000000
NS
383338.96000000
0.259881776171
Long
EC
CORP
TW
N
2
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC19
000000000
41.00000000
NC
USD
5342812.50000000
3.622119709016
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYZ9 Comdty
2019-12-19
5308859.37000000
USD
33953.13000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
48547.94000000
0.032912712229
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
33533000.00000000
CNY
4741992.51000000
USD
2019-10-24
48547.94000000
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
Globe Telecom Inc
000000000
2300.00000000
NS
81207.79000000
0.055054212867
Long
EC
CORP
PH
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1W780 CDS US040114GX20 05.000 BP 06/20/2024 MSNYUS33XXX FLOAT / Short: IS1W780 CDS US040114GX20 05.000 BP 06/20/2024 MSNYUS33XXX FIXED
000000000
470000.00000000
OU
Notional Amount
USD
280974.72000000
0.190484706518
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Argentine Republic Government International Bond
Argentine Republic Government International Bond
Y
buy protection
2024-06-20
277300.00000000
USD
0.00000000
USD
470000.00000000
USD
3674.72000000
N
N
N
Taiwan Cement Corp
529900C56C3PB9X9ZO58
Taiwan Cement Corp
000000000
186198.00000000
NS
237906.12000000
0.161286671794
Long
EC
CORP
TW
N
2
N
N
N
Samsung Card Co Ltd
N/A
Samsung Card Co Ltd
000000000
10747.00000000
NS
315606.34000000
0.213962953857
Long
EC
CORP
KR
N
2
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
FPT Corp
000000000
352463.00000000
NS
USD
876562.09000000
0.594258702203
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
FPT Corp
FPT Corp
1.00000000
0.01000000
USD
2020-03-31
XXXX
141000.92000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
255000.00000000
PA
USD
244545.00000000
0.165787450755
Long
DBT
CORP
US
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
000000000
19040.00000000
NS
215158.33000000
0.145864977977
Long
EC
CORP
IN
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
4142.35000000
0.002808275150
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5929835.00000000
MYR
1415235.08000000
USD
2020-02-13
4142.35000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
200000.00000000
PA
USD
206669.44000000
0.140109998596
Long
DBT
CORP
ID
N
2
2029-07-17
Fixed
3.88000000
N
N
N
N
N
N
Turkiye Sise ve Cam Fabrikalari AS
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
90016AAB6
200000.00000000
PA
USD
205812.50000000
0.139529042543
Long
DBT
CORP
TR
N
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
Republic of South Africa
549300KEVMSOSY8T8R35
Republic of South Africa Government International Bond
836205AX2
380000.00000000
PA
USD
379525.00000000
0.257296130561
Long
DBT
NUSS
US
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
China Cinda Asset Management C
3003008W60YAHL9CQE51
China Cinda Asset Management Co Ltd
000000000
425000.00000000
NS
83494.87000000
0.056604721619
Long
EC
CORP
CN
N
2
N
N
N
Zhejiang Expressway Co Ltd
213800X1ZRKM85U9H438
Zhejiang Expressway Co Ltd
000000000
116000.00000000
NS
100351.08000000
0.068032262911
Long
EC
CORP
HK
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
53.91000000
0.000036547880
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1218862237.00000000
KRW
1017414.22000000
USD
2019-10-30
53.91000000
N
N
N
Republic of Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
564100.00000000
PA
USD
53589.50000000
0.036330600062
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
Y
N
N
N
N
BR Malls Participacoes SA
N/A
BR Malls Participacoes SA
000000000
28400.00000000
NS
98495.53000000
0.066774306690
Long
EC
CORP
BR
N
1
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
33309.97000000
PA
17426.98000000
0.011814490537
Long
DBT
NUSS
XX
N
2
2033-12-31
Fixed
7.82000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
32011.74000000
0.021702119318
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2102000.00000000
PLN
556243.88000000
USD
2019-10-11
32011.74000000
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
310000.00000000
NS
359018.50000000
0.243393902509
Long
EC
CORP
CN
N
2
N
N
N
Bupa Arabia for Cooperative In
558600B2WJHD5P31XS68
Bupa Arabia for Cooperative Insurance Co
000000000
3154.00000000
NS
89555.69000000
0.060713609134
Long
EC
CORP
SA
N
2
N
N
N
Haci Omer Sabanci Holding AS
78900090FFOWNLGP0F20
Haci Omer Sabanci Holding AS
000000000
410359.00000000
NS
694645.50000000
0.470929712830
Long
EC
CORP
TR
N
2
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
40000.00000000
PA
USD
41050.00000000
0.027829539976
Long
DBT
NUSS
US
N
2
2025-01-30
Fixed
5.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1689.60000000
0.001145451662
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1455063.00000000
BRL
351889.48000000
USD
2019-10-02
1689.60000000
N
N
N
Polski Koncern Naftowy ORLEN S
259400VVMM70CQREJT74
Polski Koncern Naftowy ORLEN SA
000000000
855.00000000
NS
21046.65000000
0.014268418697
Long
EC
CORP
PL
N
2
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HL7
1303000.00000000
PA
USD
550517.50000000
0.373219214956
Long
DBT
NUSS
US
N
2
2027-01-26
Fixed
6.88000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6794.13000000
0.004606029535
N/A
DFE
MX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
309134.10000000
USD
6260589.00000000
MXN
2019-10-25
6794.13000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDW5
298000.00000000
PA
USD
319791.25000000
0.216800082240
Long
DBT
NUSS
US
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Korea Aerospace Industries Ltd
N/A
Korea Aerospace Industries Ltd
000000000
1534.00000000
NS
50142.84000000
0.033993962735
Long
EC
CORP
KR
N
2
N
N
N
GERDAU TRADE INC
N/A
Gerdau Trade Inc
000000000
200000.00000000
PA
USD
210375.00000000
0.142622155238
Long
DBT
CORP
VG
N
2
2027-10-24
Fixed
4.88000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
470000.00000000
PA
USD
471028.13000000
0.319329992054
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.16000000
N
N
N
N
N
N
Yandex NV
549300GGZHJ5Q1B18P93
Yandex NV
000000000
19870.00000000
NS
USD
695648.70000000
0.471609824754
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
17408.83000000
0.011802185881
N/A
DFE
ID
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3104212.51000000
USD
44529928451.00000000
IDR
2019-11-21
17408.83000000
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
000000000
1330.00000000
NS
252112.03000000
0.170917462056
Long
EC
CORP
KR
N
2
N
N
N
Westports Holdings Bhd
N/A
Westports Holdings Bhd
000000000
95400.00000000
NS
94065.02000000
0.063770675626
Long
EC
CORP
MY
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-18740.06000000
-0.01270468328
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
464022.64000000
USD
1785438.00000000
PLN
2019-10-11
-18740.06000000
N
N
N
JBS SA
N/A
JBS SA
000000000
12900.00000000
NS
101804.11000000
0.069017333715
Long
EC
CORP
BR
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-3072.49000000
-0.00208297157
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
13815938.00000000
INR
191861.38000000
USD
2019-10-24
-3072.49000000
N
N
N
Maanshan Iron & Steel Co Ltd
529900A75J4LKKIUAJ17
Maanshan Iron & Steel Co Ltd
000000000
252000.00000000
NS
94889.15000000
0.064329388386
Long
EC
CORP
CN
N
2
N
N
N
Perusahaan Listrik Negara PT
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAE9
220000.00000000
PA
USD
253343.75000000
0.171752497403
Long
DBT
CORP
US
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
Australia And New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-13904.02000000
-0.00942612619
N/A
DFE
JP
N
2
Australia And New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
3007246.37000000
USD
322565065.00000000
JPY
2019-11-21
-13904.02000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
1949.36000000
0.001321554008
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
341804.55000000
USD
2456000.00000000
CNY
2019-10-24
1949.36000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FUTURE CONTRACT ON FTSE CHINA A50 OCT19
000000000
346.00000000
NC
USD
4706074.75000000
3.190448121486
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
FTSE China A50 Index
XUV9 Index
2019-10-30
4761783.68000000
USD
-55708.93000000
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
19000.00000000
NS
81175.78000000
0.055032511927
Long
EC
CORP
TW
N
2
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
53085.00000000
NS
88172.30000000
0.059775750247
Long
EC
CORP
IN
N
2
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
AF2793467
200000.00000000
PA
USD
226500.00000000
0.153553978188
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.13000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
200000.00000000
PA
USD
178500.00000000
0.121012737777
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Macronix International
N/A
Macronix International
000000000
454000.00000000
NS
460674.73000000
0.312310982086
Long
EC
CORP
TW
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
8837.54000000
0.005991344037
N/A
DFE
TW
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1566211.96000000
USD
48681000.00000000
TWD
2019-11-27
8837.54000000
N
N
N
Daqin Railway Co Ltd
N/A
Daqin Railway Co Ltd
000000000
233200.00000000
NS
248058.55000000
0.168169435656
Long
EC
CORP
CN
N
2
N
N
N
Daelim Industrial Co Ltd
988400LJMYZ3ZOXJVE47
Daelim Industrial Co Ltd
000000000
5441.00000000
NS
472818.72000000
0.320543909131
Long
EC
CORP
KR
N
2
N
N
N
SHANGHAI PECHEM
5299008RZ0G8ACZ8ZU65
Sinopec Shanghai Petrochemical Co Ltd
000000000
132800.00000000
NS
77635.79000000
0.052632602226
Long
EC
CORP
CN
N
2
N
N
N
Vedanta Ltd
335800XDKX9KB5EMCO07
Vedanta Ltd
000000000
98630.00000000
NS
214550.04000000
0.145452592329
Long
EC
CORP
IN
N
2
N
N
N
GNL QUINTERO SA
549300JJJIQXE6E1QY27
GNL Quintero SA
000000000
200000.00000000
PA
USD
214562.50000000
0.145461039492
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63000000
N
N
N
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
830000.00000000
NS
541792.38000000
0.367304085216
Long
EC
CORP
HK
N
2
N
N
N
Land & Houses PCL
N/A
Land & Houses PCL
000000000
277100.00000000
NS
86975.97000000
0.058964707286
Long
EC
CORP
TH
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
13317.00000000
NS
USD
2227001.91000000
1.509779261433
Long
EC
CORP
US
N
1
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
14323587.13000000
NS
USD
14323587.13000000
9.710568590493
Long
STIV
RF
US
N
1
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
200000.00000000
PA
USD
200850.00000000
0.136164752844
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1W5C0 CDS US900123AL40 01.000 SP 06/20/2024 MSNYUS33XXX FIXED / Short: IS1W5C0 CDS US900123AL40 01.000 SP 06/20/2024 MSNYUS33XXX FLOAT
000000000
292000.00000000
OU
Notional Amount
USD
-29608.78000000
-0.02007305058
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Turkey Government International Bond
Turkey Government International Bond
Y
sell protection
2024-06-20
0.00000000
USD
-33069.36000000
USD
292000.00000000
USD
3460.58000000
N
N
N
AngloGold Ashanti Holdings PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAC5
140000.00000000
PA
USD
147131.25000000
0.099746528712
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
5.13000000
N
N
N
N
N
N
2019-10-29
AB CAP FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer