0001752724-20-087916.txt : 20200513
0001752724-20-087916.hdr.sgml : 20200513
20200513131404
ACCESSION NUMBER: 0001752724-20-087916
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200513
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: 20872199
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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Class C
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C000103969
Advisor Class
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C000103970
Class R
ABREX
C000103971
Class K
ABKEX
C000103972
Class I
ABIEX
C000194530
Class Z
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811-01716
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10105
212-969-1000
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2020-03-31
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Gran Tierra Energy International Holdings Ltd
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200000.00000000
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USD
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CORP
KY
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2025-02-15
Fixed
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N
Masraf Al Rayan QSC
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Masraf Al Rayan QSC
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N
N
N
Singapore Exchange Derivatives Clearing Limited
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FUTURE CONTRACT ON FTSE CHINA A50 APR20
000000000
122.00000000
NC
USD
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Singapore Exchange Derivatives Clearing Limited
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TransJamaican Highway Ltd
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160000.00000000
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USD
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0.120634118332
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JM
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Fixed
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Barclays Bank PLC
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PURCHASED USD / SOLD MYR
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1.00000000
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20238.46000000
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Barclays Bank PLC
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Zai Lab Ltd
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Zai Lab Ltd
98887Q104
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USD
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0.057857159851
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CORP
KY
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JPMorgan Chase Bank, National Association
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Notional Amount
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JPMorgan Chase Bank, National Association
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Hang Seng China Enterprises Index
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2020-06-29
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HKD
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China Construction Bank Corp
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China Construction Bank Corp
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1208000.00000000
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0.771178136659
Long
EC
CORP
CN
N
2
N
N
N
Pegatron Corp
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Pegatron Corp
000000000
35000.00000000
NS
66789.20000000
0.052454793334
Long
EC
CORP
TW
N
2
N
N
N
Globalwafers Co Ltd
529900V6RTNF3U5EGX67
Globalwafers Co Ltd
000000000
20000.00000000
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223407.29000000
0.175459254284
Long
EC
CORP
TW
N
2
N
N
N
Advanced Petrochemical Co
N/A
Advanced Petrochemical Co
000000000
2194.00000000
NS
25834.12000000
0.020289559173
Long
EC
CORP
SA
N
2
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
000000000
36490.00000000
NS
222958.25000000
0.175106587979
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
19631.81000000
0.015418399027
N/A
DFE
US
N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
103876669.00000000
INR
1383288.53000000
USD
2020-04-23
19631.81000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-258085.81000000
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N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2063174.23000000
USD
29552907607.00000000
IDR
2020-05-05
-258085.81000000
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
77607.00000000
NS
3017478.02000000
2.369861982615
Long
EC
CORP
KR
N
2
N
N
N
Qatar Islamic Bank SAQ
N/A
Qatar Islamic Bank SAQ
000000000
15513.00000000
NS
60774.04000000
0.047730616750
Long
EC
CORP
QA
N
2
N
N
N
NCSoft Corp
N/A
NCSoft Corp
000000000
302.00000000
NS
161178.85000000
0.126586383226
Long
EC
CORP
KR
N
2
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
67778M2C3
200000.00000000
PA
USD
176000.00000000
0.138226593922
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.63000000
N
N
N
N
N
N
Dubai Islamic Bank PJSC
5493003E7YRAQY3JGW88
Dubai Islamic Bank PJSC
000000000
56621.00000000
NS
55298.70000000
0.043430403121
Long
EC
CORP
AE
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
261000.00000000
NS
2349604.57000000
1.845328618043
Long
EC
CORP
TW
N
2
N
N
N
BR Malls Participacoes SA
N/A
BR Malls Participacoes SA
000000000
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NS
33419.68000000
0.026247093956
Long
EC
CORP
BR
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
18823.24000000
0.014783365635
N/A
DFE
CO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
724823.22000000
USD
3029761061.00000000
COP
2020-05-13
18823.24000000
N
N
N
PTTEP Treasury Center Co
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAD9
210000.00000000
PA
USD
200025.00000000
0.157095309371
Long
DBT
CORP
TH
N
2
2059-12-06
Fixed
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N
N
N
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
000000000
113000.00000000
PA
USD
120684.00000000
0.094782603755
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-189900.25000000
-0.14914354967
N/A
DFE
BR
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Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1376015.41000000
USD
6163173.00000000
BRL
2020-04-02
-189900.25000000
N
N
N
Sinotruk Hong Kong Ltd
529900BB4WA4W576X724
Sinotruk Hong Kong Ltd
000000000
370500.00000000
NS
608592.18000000
0.477975137097
Long
EC
CORP
HK
N
2
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
200000.00000000
PA
USD
198000.00000000
0.155504918162
Long
DBT
CORP
ID
N
2
2043-05-20
Fixed
5.63000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
3095.60000000
0.002431217296
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
9899000.00000000
CNY
1398530.46000000
USD
2020-04-16
3095.60000000
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener SA
00105DAG0
200000.00000000
PA
USD
156000.00000000
0.122519026431
Long
DBT
CORP
CL
N
2
2079-10-07
Variable
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N
N
N
N
N
N
Powerlong Real Estate Holdings Ltd
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
313000.00000000
NS
182251.09000000
0.143136064825
Long
EC
CORP
KY
N
2
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
260000.00000000
PA
USD
142675.00000000
0.112053859590
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
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N
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N
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GLOBO COMMUNICACOES PART
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Globo Comunicacao e Participacoes SA
37959DAB0
477000.00000000
PA
USD
412605.00000000
0.324051044234
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.88000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAB1
200000.00000000
PA
USD
178375.00000000
0.140091867561
Long
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NUSS
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N
2
2023-05-01
Fixed
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N
N
N
N
N
Tencent Holdings Ltd
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Tencent Holdings Ltd
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38000.00000000
NS
1878249.31000000
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EC
CORP
KY
N
2
N
N
N
Simplo Technology Co Ltd
N/A
Simplo Technology Co Ltd
000000000
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0.102536605178
Long
EC
CORP
TW
N
2
N
N
N
Daqin Railway Co Ltd
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Daqin Railway Co Ltd
000000000
243400.00000000
NS
232247.04000000
0.182401802771
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EC
CORP
CN
N
2
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160CB6
460000.00000000
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USD
485300.00000000
0.381144125173
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NUSS
JM
N
2
2045-07-28
Fixed
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Shenzhen Expressway Co Ltd
5299002GO2K7P7BI1D72
Shenzhen Expressway Co Ltd
000000000
64000.00000000
NS
64705.24000000
0.050818096216
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EC
CORP
CN
N
2
N
N
N
China Mobile Ltd
529900U2JJ7GK68NI589
China Mobile Ltd
000000000
23500.00000000
NS
176115.61000000
0.138317391516
Long
EC
CORP
HK
N
2
N
N
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Lenovo Group Ltd
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Lenovo Group Ltd
000000000
122000.00000000
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64628.57000000
0.050757881256
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EC
CORP
HK
N
2
N
N
N
Yandex NV
549300GGZHJ5Q1B18P93
Yandex NV
000000000
16340.00000000
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USD
556377.00000000
0.436966463902
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-1918.00000000
-0.00150635572
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
7541094.00000000
RUB
93970.02000000
USD
2020-05-20
-1918.00000000
N
N
N
Nan Ya Plastics Corp
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Nan Ya Plastics Corp
000000000
93000.00000000
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167322.89000000
0.131411779374
Long
EC
CORP
TW
N
2
N
N
N
LIGHT SERVICOS ENERGIA
N/A
Light Servicos de Eletricidade SA/Light Energia SA
000000000
200000.00000000
PA
USD
182000.00000000
0.142938864169
Long
DBT
CORP
BR
N
2
2023-05-03
Fixed
7.25000000
N
N
N
N
N
N
Hellenic Telecommunications Organization SA
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
000000000
5841.00000000
NS
70609.03000000
0.055454805210
Long
EC
CORP
GR
N
2
N
N
N
ST SAVINGS BK (SSB #1)
N/A
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
120000.00000000
PA
USD
109199.99000000
0.085763310648
Long
DBT
CORP
GB
N
2
2025-03-20
Variable
9.63000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
206000.00000000
PA
USD
37080.00000000
0.029121830128
Long
DBT
NUSS
LB
N
2
2025-02-26
Fixed
6.20000000
Y
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
21778.43000000
0.017104307953
N/A
DFE
PH
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2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
876301.08000000
USD
46268697.00000000
PHP
2020-05-28
21778.43000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
150000.00000000
PA
USD
129515.63000000
0.101718774969
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
58788.50000000
0.046171216572
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5647278000.00000000
IDR
403723.63000000
USD
2020-05-05
58788.50000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-21819.93000000
-0.01713690115
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
930149.53000000
USD
3925231.00000000
MYR
2020-08-13
-21819.93000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-93916.73000000
-0.07376016875
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
710542.66000000
USD
3204050.00000000
BRL
2020-04-02
-93916.73000000
N
N
N
Powszechny Zaklad Ubezpieczen SA
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Powszechny Zaklad Ubezpieczen SA
000000000
9192.00000000
NS
69050.33000000
0.054230635938
Long
EC
CORP
PL
N
2
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
411000.00000000
NS
508006.93000000
0.398977656948
Long
EC
CORP
TW
N
2
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GX2
840000.00000000
PA
USD
238350.00000000
0.187194935576
Long
DBT
NUSS
AR
N
2
2026-04-22
Fixed
7.50000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
321000.00000000
PA
USD
316887.19000000
0.248876346200
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160AV4
108000.00000000
PA
USD
117483.75000000
0.092269196612
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
Indofood Sukses Makmur Tbk PT
529900E61EV2GTYWZ485
Indofood Sukses Makmur Tbk PT
000000000
41000.00000000
NS
15861.34000000
0.012457153427
Long
EC
CORP
ID
N
2
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
5375000.00000000
PA
324839.18000000
0.255121667181
Long
STIV
NUSS
EG
N
2
2020-08-18
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
52711.83000000
0.041398731365
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4994797977.00000000
IDR
357793.55000000
USD
2020-05-05
52711.83000000
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
151000.00000000
NS
67702.58000000
0.053172142233
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-3718.79000000
-0.00292065724
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
30691334.00000000
JPY
281772.96000000
USD
2020-04-09
-3718.79000000
N
N
N
PROVINCE OF NEUQUEN
N/A
Provincia de Neuquen Argentina
64131GAA0
68000.00000000
PA
USD
41480.00000000
0.032577494976
Long
DBT
NUSS
AR
N
2
2025-04-27
Fixed
7.50000000
N
N
N
N
N
N
Centrais Eletricas Brasileiras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
73900.00000000
NS
370204.00000000
0.290750215775
Long
EC
CORP
BR
N
1
N
N
N
Odebrecht Finance Ltd
549300L7LF2PIRAWID66
Odebrecht Finance Ltd
000000000
200000.00000000
PA
USD
10025.00000000
0.007873418204
Long
DBT
CORP
KY
N
2
2042-06-26
Fixed
7.12500000
Y
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
200000.00000000
PA
USD
160500.00000000
0.126053229116
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-522.78000000
-0.00041058010
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5431496.00000000
BRL
1044779.66000000
USD
2020-04-02
-522.78000000
N
N
N
Samsung Biologics Co Ltd
N/A
Samsung Biologics Co Ltd
000000000
182.00000000
NS
71334.99000000
0.056024958495
Long
EC
CORP
KR
N
2
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
4634.00000000
NS
108408.81000000
0.085141934985
Long
EC
CORP
KR
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
154000.00000000
PA
USD
113214.07000000
0.088915882273
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
695.51000000
0.000546238513
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
11124352.00000000
RUB
142146.08000000
USD
2020-05-20
695.51000000
N
N
N
Enel Generacion Chile SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
40000.00000000
PA
USD
39201.75000000
0.030788206694
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
205000.00000000
NS
310277.43000000
0.243685183635
Long
EC
CORP
JE
N
2
N
N
N
Anhui Conch Cement Co Ltd
529900HS6X8TTV0FHV63
Anhui Conch Cement Co Ltd
000000000
60363.00000000
NS
414670.92000000
0.325673573126
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAH4
405000.00000000
PA
USD
277931.25000000
0.218281193364
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.88000000
N
N
N
N
N
N
NWS Holdings Ltd
2549002WHK9XGQC01O62
NWS Holdings Ltd
000000000
142000.00000000
NS
144710.36000000
0.113652387318
Long
EC
CORP
BM
N
2
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
190687.50000000
0.149761838798
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAJ1
612000.00000000
PA
USD
577739.51000000
0.453744117282
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.88000000
N
N
N
N
N
N
China Everbright Ltd
254900EZ9RZF6UMLY516
China Everbright Ltd
000000000
630000.00000000
NS
923470.58000000
0.725273823073
Long
EC
CORP
HK
N
2
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
200000.00000000
PA
USD
193735.00000000
0.152155279395
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
202000.00000000
PA
USD
137360.00000000
0.107879573529
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Kingboard Laminates Holdings Ltd
529900B76JV9QCZINB33
Kingboard Laminates Holdings Ltd
000000000
15500.00000000
NS
14182.50000000
0.011138628797
Long
EC
CORP
KY
N
2
N
N
N
GDS Holdings Ltd
391200MGV8DDCHTN2R77
GDS Holdings Ltd
36165L108
12200.00000000
NS
USD
707234.00000000
0.555446289352
Long
EC
CORP
KY
N
1
N
N
N
Jiangsu Expressway Co Ltd
529900UWWTWZ6AKLYD43
Jiangsu Expressway Co Ltd
000000000
62000.00000000
NS
68910.90000000
0.054121130631
Long
EC
CORP
CN
N
2
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
200000.00000000
PA
USD
97000.00000000
0.076181702332
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Nestle India Ltd
3358008SYYY9CPWH5D94
Nestle India Ltd
000000000
350.00000000
NS
75546.92000000
0.059332917232
Long
EC
CORP
IN
N
2
N
N
N
Daelim Industrial Co Ltd
988400LJMYZ3ZOXJVE47
Daelim Industrial Co Ltd
000000000
5111.00000000
NS
306460.90000000
0.240687763507
Long
EC
CORP
KR
N
2
N
N
N
Vipshop Holdings Ltd
549300I9F52K06HPZX60
Vipshop Holdings Ltd
92763W103
429.00000000
NS
USD
6683.82000000
0.005249327687
Long
EC
CORP
KY
N
1
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
275000.00000000
PA
USD
277406.25000000
0.217868869717
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Bukit Asam Tbk PT
529900XX13TXG5L4CN33
Bukit Asam Tbk PT
000000000
463000.00000000
NS
61197.27000000
0.048063012440
Long
EC
CORP
ID
N
2
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2030000.00000000
PA
635705.47000000
0.499269328726
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
31006.08000000
0.024351504711
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1450868035.00000000
KRW
1222813.35000000
USD
2020-05-14
31006.08000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HF0
300000.00000000
PA
USD
82875.00000000
0.065088232791
Long
DBT
NUSS
AR
N
2
2028-07-06
Fixed
6.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1ZHC3 HSCEI /LONG/ / Short: IS1ZHC3 HSCEI /SHORT/
000000000
1279092.78000000
OU
Notional Amount
-489644.78000000
-0.38455642142
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
2020-06-29
0.00000000
HKD
0.00000000
HKD
1279092.78000000
HKD
-489644.78000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
216000.00000000
PA
USD
39960.00000000
0.031383719847
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
33309.97000000
PA
12068.29000000
0.009478173983
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
7.82000000
N
N
N
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
35000.00000000
NS
69305.04000000
0.054430679663
Long
EC
CORP
TW
N
2
N
N
N
WPG Holdings Ltd
N/A
WPG Holdings Ltd
000000000
48000.00000000
NS
56187.39000000
0.044128361028
Long
EC
CORP
TW
N
2
N
N
N
Hindustan Unilever Ltd
5493007IW5N37IKRPM32
Hindustan Unilever Ltd
000000000
2545.00000000
NS
77182.22000000
0.060617246488
Long
EC
CORP
IN
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-5845.98000000
-0.00459130627
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
337139.84000000
USD
1721436.00000000
BRL
2020-04-02
-5845.98000000
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAC5
140000.00000000
PA
USD
133175.00000000
0.104592765031
Long
DBT
CORP
IM
N
2
2022-08-01
Fixed
5.13000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
98000.00000000
PA
USD
106360.63000000
0.083533338706
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-92623.52000000
-0.07274450958
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1598066.88000000
USD
114677279.00000000
INR
2020-04-23
-92623.52000000
N
N
N
EMPRESA ELECTRICA COCHRA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
29246XAB6
200000.00000000
PA
USD
177687.50000000
0.139551919929
Long
DBT
CORP
CL
N
2
2027-05-14
Fixed
5.50000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
300000.00000000
PA
USD
331500.00000000
0.260352931166
Long
DBT
NUSS
QA
N
2
2028-04-23
Fixed
4.50000000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
248000.00000000
PA
USD
231957.50000000
0.182174404316
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
4.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Riso Kagaku Corp
000000000
1527039.96000000
OU
Notional Amount
USD
-19417.44000000
-0.01525003746
N/A
DIR
JP
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
2020-04-15
0.00000000
USD
-0.04000000
USD
1527039.96000000
USD
-19417.40000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-3454.63000000
-0.00271319169
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
42156.23000000
USD
3043680.00000000
RUB
2020-05-20
-3454.63000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
139812.50000000
0.109805713993
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
200000.00000000
PA
USD
165843.76000000
0.130250102659
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
AU Optronics Corp
391200L7PIS4QXYJUQ72
AU Optronics Corp
000000000
252000.00000000
NS
52517.69000000
0.041246258007
Long
EC
CORP
TW
N
2
N
N
N
FPT Corp
4ZHCHI4KYZG2WVRT8631
FPT Corp
000000000
352463.00000000
NS
USD
613381.49000000
0.481736557600
N/A
DE
AU
N
2
N/A
N/A
Call
Purchased
FPT Corp
FPT Corp
1.00000000
0.01000000
USD
2020-03-31
XXXX
-122179.68000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
879.83000000
0.000690999455
N/A
DFE
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
190177.70000000
USD
232587329.00000000
KRW
2020-05-14
879.83000000
N
N
N
YDUQS Part
N/A
YDUQS Part
000000000
52300.00000000
NS
223146.40000000
0.175254356920
Long
EC
CORP
BR
N
1
N
N
N
Abu Dhabi Islamic Bank PJSC
N/A
Abu Dhabi Islamic Bank PJSC
000000000
27648.00000000
NS
29657.26000000
0.023292170652
Long
EC
CORP
AE
N
2
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
600000.00000000
PA
USD
354000.00000000
0.278023944593
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
19153.54000000
0.015042776112
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4510329.00000000
MYR
1062879.46000000
USD
2020-08-13
19153.54000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-29073.43000000
-0.02283364319
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
22462670.00000000
CZK
875148.05000000
USD
2020-05-20
-29073.43000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
35002.70000000
0.027490363631
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
128283336.00000000
TWD
4310306.30000000
USD
2020-05-21
35002.70000000
N
N
N
Eastern Co SAE
N/A
Eastern Co SAE
000000000
89288.00000000
NS
69799.40000000
0.054818939317
Long
EC
CORP
EG
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
3225.61000000
0.002533324338
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
427196290.00000000
KRW
354143.56000000
USD
2020-05-14
3225.61000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBA5
395000.00000000
PA
USD
339206.25000000
0.266405253265
Long
DBT
CORP
CL
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCZ3
110000.00000000
PA
USD
75900.00000000
0.059610218629
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Lojas Americanas SA
N/A
Lojas Americanas SA
000000000
16900.00000000
NS
46997.75000000
0.036911016502
Long
EC
CORP
BR
N
1
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
19029.11000000
0.014945051481
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
73703461.00000000
TWD
2475347.14000000
USD
2020-05-21
19029.11000000
N
N
N
Emaar Malls PJSC
N/A
Emaar Malls PJSC
000000000
40040.00000000
NS
11552.63000000
0.009073185771
Long
EC
CORP
AE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
16739.33000000
0.013146707786
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
9632077.00000000
ZAR
554783.29000000
USD
2020-04-08
16739.33000000
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
401000.00000000
PA
USD
105262.50000000
0.082670891152
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.88000000
N
N
N
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
21235.00000000
NS
USD
1256262.60000000
0.986641478807
Long
EC
CORP
RU
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-416.90000000
-0.00032742424
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4331342.00000000
BRL
833158.67000000
USD
2020-04-02
-416.90000000
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
263000.00000000
PA
USD
252348.50000000
0.198189054752
Long
DBT
CORP
CL
N
2
2027-10-11
Fixed
3.95000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
000000000
393000.00000000
PA
USD
341910.00000000
0.268528720045
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
364000.00000000
PA
USD
314291.25000000
0.246837551063
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
210000.00000000
PA
USD
175875.00000000
0.138128421625
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
Shui On Land Ltd
5299008W71Y7DHTU7753
Shui On Land Ltd
000000000
106000.00000000
NS
17663.71000000
0.013872695848
Long
EC
CORP
KY
N
2
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
200000.00000000
PA
USD
178000.00000000
0.139797350671
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
40071.56000000
0.031471336658
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
14801000.00000000
CNY
2126527.91000000
USD
2020-04-16
40071.56000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
40500.83000000
0.031808476033
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1326016.00000000
BRL
295695.30000000
USD
2020-04-02
40500.83000000
N
N
N
Liberty Holdings Ltd
529900SLXRMLVAR2ZO23
Liberty Holdings Ltd
000000000
4398.00000000
NS
16203.64000000
0.012725988445
Long
EC
CORP
ZA
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
568.61000000
0.000446573997
N/A
DFE
PL
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
191058.88000000
USD
792949.00000000
PLN
2020-05-20
568.61000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1759000.00000000
PA
USD
483725.00000000
0.379907154233
Long
DBT
NUSS
EC
N
2
2028-01-23
Fixed
7.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
21192.62000000
0.016644225448
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4463997.00000000
MYR
1054196.95000000
USD
2020-08-13
21192.62000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
218000.00000000
PA
USD
191404.00000000
0.150324562404
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
206897.00000000
0.162492429561
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
28356909445.00000000
IDR
1938933.98000000
USD
2020-05-05
206897.00000000
N
N
N
GlaxoSmithKline Consumer Healthcare Ltd
3358003XW1JN1ESFO544
GlaxoSmithKline Consumer Healthcare Ltd
000000000
309.00000000
NS
40548.13000000
0.031845624430
Long
EC
CORP
IN
N
2
N
N
N
Natura & Co Holding SA
N/A
Natura & Co Holding SA
000000000
9100.00000000
NS
45078.81000000
0.035403922524
Long
EC
CORP
BR
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
190864.58000000
0.149900913601
N/A
DFE
KR
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3750644.62000000
USD
4798267168.00000000
KRW
2020-05-14
190864.58000000
N
N
N
Republic of Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
564100.00000000
PA
USD
50769.00000000
0.039872874697
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
447000.00000000
PA
USD
444904.69000000
0.349418522265
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
43349.00000000
NS
65893.77000000
0.051751541976
Long
EC
CORP
MX
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
FUTURE CONTRACT ON MSCI EMGMKT JUN20
000000000
-337.00000000
NC
USD
-825989.27000000
-0.64871411027
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
MSCI Emerging Markets
MESM0 Index
2020-06-19
-13376875.73000000
USD
-825989.27000000
N
N
N
Eregli Demir ve Celik Fabrikalari TAS
789000VYQF5IDGG49908
Eregli Demir ve Celik Fabrikalari TAS
000000000
52143.00000000
NS
59083.57000000
0.046402958169
Long
EC
CORP
TR
N
2
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
53000.00000000
NS
568861.09000000
0.446771198214
Long
EC
CORP
TW
N
2
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
000000000
1047973.00000000
NS
39132.16000000
0.030733552213
Long
EC
CORP
CL
N
1
N
N
N
Hisense Home Appliances Group Co Ltd
529900PRGESPUBUBN103
Hisense Home Appliances Group Co Ltd
000000000
146900.00000000
NS
194515.75000000
0.152768463561
Long
EC
CORP
CN
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
16028.49000000
0.012588429422
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
760094.05000000
USD
3353915.00000000
MYR
2020-08-13
16028.49000000
N
N
N
China Minsheng Banking Corp Ltd
549300HBUGSQD1VCXG94
China Minsheng Banking Corp Ltd
000000000
1145900.00000000
NS
847557.47000000
0.665653308133
Long
EC
CORP
CN
N
2
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
57417.00000000
NS
1080221.53000000
0.848382629395
Long
EC
CORP
KR
N
2
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
56000.00000000
NS
59966.12000000
0.047096093854
Long
EC
CORP
KY
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-7263.45000000
-0.00570455655
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
5936199.00000000
MXN
242120.60000000
USD
2020-04-23
-7263.45000000
N
N
N
Rumo Luxembourg Sarl
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
000000000
200000.00000000
PA
USD
199218.76000000
0.156462105910
Long
DBT
CORP
LU
N
2
2024-02-09
Fixed
7.38000000
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAA8
207000.00000000
PA
USD
184230.00000000
0.144690257945
Long
DBT
CORP
BR
N
2
2025-02-04
Fixed
3.63000000
N
N
N
N
N
N
Bank Polska Kasa Opieki SA
5493000LKS7B3UTF7H35
Bank Polska Kasa Opieki SA
000000000
2718.00000000
NS
36428.49000000
0.028610148263
Long
EC
CORP
PL
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-23694.80000000
-0.01860938350
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1701064.17000000
USD
11899000.00000000
CNY
2020-04-16
-23694.80000000
N
N
N
Vedanta Ltd
335800XDKX9KB5EMCO07
Vedanta Ltd
000000000
431974.00000000
NS
367395.54000000
0.288544512025
Long
EC
CORP
IN
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
826.97000000
0.000649484354
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
217688211.00000000
HUF
667194.07000000
USD
2020-05-20
826.97000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
244000.00000000
PA
USD
217312.50000000
0.170672538021
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
Postal Savings Bank of China Co Ltd
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
121000.00000000
NS
73669.56000000
0.057858479287
Long
EC
CORP
CN
N
2
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co Ltd
000000000
275500.00000000
NS
792581.42000000
0.622476307345
Long
EC
CORP
KY
N
2
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDW5
298000.00000000
PA
USD
261644.00000000
0.205489539433
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
14136632.29000000
NS
USD
14136632.29000000
11.10260528965
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-3667.59000000
-0.00288044587
N/A
DFE
CO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
132591.63000000
USD
525261740.00000000
COP
2020-05-13
-3667.59000000
N
N
N
Midea Real Estate Holding Ltd
300300CW5XG771ZXV614
Midea Real Estate Holding Ltd
000000000
20000.00000000
NS
49126.84000000
0.038583157746
Long
EC
CORP
KY
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
213320.89000000
0.167537613847
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
29486043.00000000
MXN
1452051.06000000
USD
2020-04-23
213320.89000000
N
N
N
Tripod Technology Corp
N/A
Tripod Technology Corp
000000000
133000.00000000
NS
413728.89000000
0.324933723136
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IS1WKF8 IRS R01.58PUS3M 10/02/29 MSNYUS33XXX FIXED / Short: IS1WKF8 IRS PUS3MR01.58 10/02/29 MSNYUS33XXX FLOAT
000000000
6000000.00000000
OU
Notional Amount
USD
508640.49000000
0.399475241271
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ICE Libor USD 3 Months
US0003M Index
Y
2029-10-02
0.00000000
USD
0.00000000
USD
6000000.00000000
USD
508640.49000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-41207.72000000
-0.03236365215
N/A
DFE
ZA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
215469.45000000
USD
3119638.00000000
ZAR
2020-04-08
-41207.72000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS21C92 CDX 2I65BZDN9 01.000 SP 06/20/2025 MSNYUS33XXX FIXED / Short: IS21C92 CDX 2I65BZDN9 01.000 SP 06/20/2025 MSNYUS33XXX FLOAT
000000000
1380000.00000000
OU
Notional Amount
USD
-153105.65000000
-0.12024586653
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S33.V1
2I65BZDN9
Y
sell protection
2025-06-20
0.00000000
USD
-190663.53000000
USD
1380000.00000000
USD
37557.88000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-308.39000000
-0.00024220283
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3204050.00000000
BRL
616317.54000000
USD
2020-04-02
-308.39000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1844.78000000
-0.00144885031
N/A
DFE
KR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
629419.73000000
USD
763989670.00000000
KRW
2020-05-14
-1844.78000000
N
N
N
Manappuram Finance Ltd
335800JL5WTUSKOSPN77
Manappuram Finance Ltd
000000000
66727.00000000
NS
83438.60000000
0.065530872043
Long
EC
CORP
IN
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
110000.00000000
PA
30026.45000000
0.023582124494
Long
DBT
NUSS
AR
N
2
2022-01-15
Fixed
3.88000000
N
N
N
N
N
N
MTN Group Ltd
2549009JD6Q6XHZS5E05
MTN Group Ltd
000000000
7203.00000000
NS
19313.81000000
0.015168648704
Long
EC
CORP
ZA
N
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
1404000.00000000
NS
560567.75000000
0.440257788325
Long
EC
CORP
CN
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-18869.29000000
-0.01481953230
N/A
DFE
KR
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
563453.30000000
USD
662959149.00000000
KRW
2020-05-14
-18869.29000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-23616.51000000
-0.01854789623
N/A
DFE
ZA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
193824.51000000
USD
3047068.00000000
ZAR
2020-04-08
-23616.51000000
N
N
N
HONDURAS GOVERNMENT
N/A
Honduras Government International Bond
000000000
180000.00000000
PA
USD
189900.00000000
0.149143353328
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
434000.00000000
PA
USD
119350.00000000
0.093734909003
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.75000000
N
N
N
N
N
N
Taiwan Cement Corp
529900C56C3PB9X9ZO58
Taiwan Cement Corp
000000000
236198.00000000
NS
306753.74000000
0.240917753711
Long
EC
CORP
TW
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
868861204
96530.00000000
NS
USD
418814.71000000
0.328928016181
Long
EC
CORP
RU
N
1
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
10300.00000000
NS
111145.56000000
0.087291319252
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-117012.14000000
-0.09189880431
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1162314.57000000
USD
5431496.00000000
BRL
2020-04-02
-117012.14000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-5519.59000000
-0.00433496662
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
792949.00000000
PLN
186107.90000000
USD
2020-05-20
-5519.59000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
153.14000000
0.000120272844
N/A
DFE
PL
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
6419.89000000
USD
27199.00000000
PLN
2020-05-20
153.14000000
N
N
N
Digicel Group One Ltd
N/A
Digicel Group One Ltd
25382DAA4
53131.00000000
PA
USD
21305.53000000
0.016732902520
Long
DBT
CORP
BM
N
2
2022-12-30
Fixed
8.25000000
N
N
N
N
N
N
Asustek Computer Inc
254900B3WB4OGRB7HM13
Asustek Computer Inc
000000000
63000.00000000
NS
426567.54000000
0.335016921204
Long
EC
CORP
TW
N
2
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
63000.00000000
PA
USD
61405.31000000
0.048226402557
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Richter Gedeon Nyrt
549300J6ZJW5IH4WEE46
Richter Gedeon Nyrt
000000000
12664.00000000
NS
238831.03000000
0.187572726135
Long
EC
CORP
HU
N
2
N
N
N
WEG SA
N/A
WEG SA
000000000
8400.00000000
NS
54269.16000000
0.042621824669
Long
EC
CORP
BR
N
1
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAC6
200000.00000000
PA
USD
215850.00000000
0.169523922148
Long
DBT
CORP
PA
N
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
N
China Resources Cement Holdings Ltd
529900E0EOYXYJ0GHY66
China Resources Cement Holdings Ltd
000000000
1210000.00000000
NS
1421539.42000000
1.116446319051
Long
EC
CORP
KY
N
2
N
N
N
Home Product Center PCL
N/A
Home Product Center PCL
000000000
139200.00000000
NS
47082.20000000
0.036977341706
Long
EC
CORP
TH
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
5269.62000000
0.004138645590
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3043680.00000000
RUB
43971.23000000
USD
2020-05-20
5269.62000000
N
N
N
Oil & Gas Development Co Ltd
N/A
Oil & Gas Development Co Ltd
000000000
113605.00000000
NS
52474.32000000
0.041212196147
Long
EC
CORP
PK
N
2
N
N
N
Mesaieed Petrochemical Holding Co
N/A
Mesaieed Petrochemical Holding Co
000000000
39760.00000000
NS
15875.18000000
0.012468023064
Long
EC
CORP
QA
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1Y0X2 TRS M1EF000G /LONG/ / Short: IS1Y0X2 TRS M1EF000G US0003M+0.33% /SHORT/
000000000
31564.00000000
OU
Notional Amount
USD
417860.02000000
0.328178223300
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
MSCI Emerging Markets Net Total Return Index
M1EF Index
Y
equity-performance leg
2020-12-15
0.00000000
USD
0.00000000
USD
31564.00000000
USD
417860.02000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-23718.13000000
-0.01862770638
N/A
DFE
ZA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
146785.09000000
USD
2203148.00000000
ZAR
2020-04-08
-23718.13000000
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
884.00000000
NS
63684.70000000
0.050016586170
Long
EC
CORP
KR
N
2
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
87787.00000000
NS
9538.72000000
0.007491504408
Long
EC
CORP
CL
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
186327.96000000
0.146337950359
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8330726241.00000000
KRW
7029555.52000000
USD
2020-05-14
186327.96000000
N
N
N
Sun Art Retail Group Ltd
3003009IMRZ363PQCP28
Sun Art Retail Group Ltd
000000000
56000.00000000
NS
82383.45000000
0.064702180051
Long
EC
CORP
HK
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
308000.00000000
PA
USD
227920.00000000
0.179003439129
Long
DBT
NUSS
UA
N
2
2040-05-31
None
0.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDA7
399000.00000000
PA
USD
269325.00000000
0.211522030728
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
253.00000000
NS
35954.95000000
0.028238240188
Long
EC
CORP
ZA
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1YRC0 HSCEI /LONG/ / Short: IS1YRC0 HSCEI /SHORT/
000000000
1337.24000000
OU
Notional Amount
158892.91000000
0.124791055384
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
2020-06-29
0.00000000
HKD
0.00000000
HKD
1337.24000000
HKD
158892.91000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1744.17000000
0.001369833399
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
18278508.00000000
TWD
610912.70000000
USD
2020-05-21
1744.17000000
N
N
N
Nanjing King-Friend Biochemical Pharmaceutical Co Ltd
N/A
Nanjing King-Friend Biochemical Pharmaceutical Co Ltd
000000000
10400.00000000
NS
73356.74000000
0.057612797224
Long
EC
CORP
CN
N
2
N
N
N
China Merchants Port Holdings Co Ltd
529900GA4UH90FUOR048
China Merchants Port Holdings Co Ltd
000000000
54000.00000000
NS
61344.24000000
0.048178439499
Long
EC
CORP
HK
N
2
N
N
N
VFMVN30 ETF Fund
N/A
VFMVN30 ETF Fund
000000000
239030.00000000
NS
107864.48000000
0.084714429975
Long
EC
RF
VN
N
2
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
79000.00000000
0.062044891590
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
GRAN TIERRA ENERGY INTL
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings Ltd
38502HAA3
200000.00000000
PA
USD
53142.63000000
0.041737072369
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
Sunny Friend Environmental Technology Co Ltd
N/A
Sunny Friend Environmental Technology Co Ltd
000000000
43000.00000000
NS
328709.07000000
0.258160995099
Long
EC
CORP
TW
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-2260.71000000
-0.00177551274
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
591169.95000000
USD
19322922.00000000
THB
2020-05-21
-2260.71000000
N
N
N
China Yuchai International Ltd
529900DHISUGAY2ARU76
China Yuchai International Ltd
000000000
23050.00000000
NS
USD
248018.00000000
0.194787973701
Long
EC
CORP
BM
N
1
N
N
N
Samsung Card Co Ltd
N/A
Samsung Card Co Ltd
000000000
10471.00000000
NS
258028.92000000
0.202650333778
Long
EC
CORP
KR
N
2
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
11821000.00000000
PA
545642.11000000
0.428535513442
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-21717.78000000
-0.01705667475
N/A
DFE
BR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
554262.19000000
USD
2767154.00000000
BRL
2020-04-02
-21717.78000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
692000.00000000
PA
USD
523973.75000000
0.411517652086
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
Logan Property Holdings Co Ltd
549300NJ0E6Q0S1VOG90
Logan Property Holdings Co Ltd
000000000
44000.00000000
NS
66932.14000000
0.052567055318
Long
EC
CORP
KY
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-76350.48000000
-0.05996401587
N/A
DFE
KR
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2627986.77000000
USD
3106280365.00000000
KRW
2020-05-14
-76350.48000000
N
N
N
Petronas Gas Bhd
N/A
Petronas Gas Bhd
000000000
10100.00000000
NS
35855.72000000
0.028160307092
Long
EC
CORP
MY
N
2
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAH4
200000.00000000
PA
USD
181500.00000000
0.142546174982
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
4.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
37543000.00000000
PA
493785.57000000
0.387808508347
Long
DBT
NUSS
RU
N
2
2024-07-17
Fixed
7.40000000
N
N
N
N
N
N
Yuzhou Properties Co Ltd
213800MP59KHGJSPHE82
Yuzhou Properties Co Ltd
000000000
161000.00000000
NS
67822.17000000
0.053266065633
Long
EC
CORP
KY
N
2
N
N
N
Silergy Corp
N/A
Silergy Corp
000000000
4000.00000000
NS
129742.82000000
0.101897205082
Long
EC
CORP
KY
N
2
N
N
N
PLDT Inc
254900ADE8GQHM5P2648
PLDT Inc
000000000
2390.00000000
NS
52865.22000000
0.041519200554
Long
EC
CORP
PH
N
2
N
N
N
Wanhua Chemical Group Co Ltd
N/A
Wanhua Chemical Group Co Ltd
000000000
10900.00000000
NS
62789.20000000
0.049313279835
Long
EC
CORP
CN
N
2
N
N
N
Times China Holdings Ltd
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
80000.00000000
NS
131828.63000000
0.103535355149
Long
EC
CORP
KY
N
2
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BJ1
200000.00000000
PA
USD
170937.50000000
0.134250615901
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
280000.00000000
PA
USD
270438.00000000
0.212396156858
Long
DBT
CORP
CL
N
2
2049-02-05
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
224000.00000000
PA
USD
172830.00000000
0.135736944475
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
7259000.00000000
PA
251808.27000000
0.197764769793
Long
DBT
NUSS
UA
N
2
2021-06-02
Fixed
16.75000000
N
N
N
N
N
N
Industrial Bank Co Ltd
300300C1030935001303
Industrial Bank Co Ltd
000000000
41860.00000000
NS
93233.49000000
0.073223566830
Long
EC
CORP
CN
N
2
N
N
N
China Conch Venture Holdings Ltd
N/A
China Conch Venture Holdings Ltd
000000000
15500.00000000
NS
68742.42000000
0.053988810082
Long
EC
CORP
KY
N
2
N
N
N
Kumho Petrochemical Co Ltd
N/A
Kumho Petrochemical Co Ltd
000000000
3400.00000000
NS
179490.33000000
0.140967823624
Long
EC
CORP
KR
N
2
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
200000.00000000
PA
USD
190890.00000000
0.149920877919
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
Weichai Power Co Ltd
529900OKTPKBG85F9502
Weichai Power Co Ltd
000000000
83000.00000000
NS
132210.07000000
0.103834929876
Long
EC
CORP
CN
N
2
N
N
N
Yealink Network Technology Corp Ltd
N/A
Yealink Network Technology Corp Ltd
000000000
600.00000000
NS
6806.45000000
0.005345638637
Long
EC
CORP
CN
N
2
N
N
N
Muangthai Capital PCL
N/A
Muangthai Capital PCL
000000000
174000.00000000
NS
185571.72000000
0.145744015817
Long
EC
CORP
TH
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
530000.00000000
PA
USD
476006.25000000
0.373845014904
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-7415.17000000
-0.00582371416
N/A
DFE
ID
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
118787.92000000
USD
1823394623.00000000
IDR
2020-05-05
-7415.17000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-72839.11000000
-0.05720626181
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
669164.24000000
USD
3098565.00000000
BRL
2020-04-02
-72839.11000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4614000000.00000000
PA
282752.48000000
0.222067683144
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
17407.96000000
0.013671835329
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3196094.00000000
MYR
757009.47000000
USD
2020-08-13
17407.96000000
N
N
N
Kia Motors Corp
988400V8MJK9N7OI5X76
Kia Motors Corp
000000000
2880.00000000
NS
60620.89000000
0.047610336052
Long
EC
CORP
KR
N
2
N
N
N
Halyk Savings Bank of Kazakhstan JSC
213800NYDTVQM4SDUD67
Halyk Savings Bank of Kazakhstan JSC
46627J302
24630.00000000
NS
USD
226596.00000000
0.177963598161
Long
EC
CORP
KZ
N
1
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
73181M117
2248.00000000
NS
USD
152556.11000000
0.119814269700
Long
EC
CORP
RU
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
9816.43000000
0.007709611837
N/A
DFE
PH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
394985.08000000
USD
20855212.00000000
PHP
2020-05-28
9816.43000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
593000.00000000
PA
USD
554455.00000000
0.435456966666
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
540000.00000000
PA
USD
503550.00000000
0.395477280509
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAJ4
88000.00000000
PA
USD
93069.98000000
0.073095149612
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
5.88000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
302000.00000000
PA
USD
309266.88000000
0.242891519519
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Walsin Technology Corp
N/A
Walsin Technology Corp
000000000
36000.00000000
NS
190193.70000000
0.149374018957
Long
EC
CORP
TW
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
6031.22000000
0.004736789760
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
12148403102.00000000
IDR
748054.38000000
USD
2020-05-05
6031.22000000
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
226928.00000000
NS
266987.46000000
0.209686177362
Long
EC
CORP
IN
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
25678.87000000
0.020167629181
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
32101594.00000000
INR
447097.41000000
USD
2020-04-23
25678.87000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
127.63000000
0.000100237841
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
255066.84000000
USD
1326016.00000000
BRL
2020-04-02
127.63000000
N
N
N
China Petroleum & Chemical Corp
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
392000.00000000
NS
191533.90000000
0.150426583054
Long
EC
CORP
CN
N
2
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
484000.00000000
PA
USD
587303.75000000
0.461255664547
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
27523.36000000
0.021616251739
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
5543919.00000000
MXN
260427.44000000
USD
2020-04-23
27523.36000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
98000.00000000
PA
USD
83667.50000000
0.065710645153
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
401000.00000000
PA
USD
447992.19000000
0.351843377997
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
Novatek Microelectronics Corp
N/A
Novatek Microelectronics Corp
000000000
124000.00000000
NS
699137.08000000
0.549087143484
Long
EC
CORP
TW
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
160062.50000000
0.125709626077
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
27563.01000000
0.021647391991
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1419179468.00000000
KRW
1193339.89000000
USD
2020-05-14
27563.01000000
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
200000.00000000
PA
USD
167937.50000000
0.131894480777
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
173000.00000000
PA
168382.49000000
0.132243966300
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
Shenzhen Mindray Bio-Medical Electronics Co Ltd
N/A
Shenzhen Mindray Bio-Medical Electronics Co Ltd
000000000
2000.00000000
NS
72751.63000000
0.057137556915
Long
EC
CORP
CN
N
2
N
N
N
Exxaro Resources Ltd
378900BC3D9BFF4E4A37
Exxaro Resources Ltd
000000000
10596.00000000
NS
58083.52000000
0.045617540526
Long
EC
CORP
ZA
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-298.24000000
-0.00023423124
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3098565.00000000
BRL
596026.89000000
USD
2020-04-02
-298.24000000
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
000000000
14624.00000000
NS
79067.31000000
0.062097755408
Long
EC
CORP
MX
N
1
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
191687.50000000
0.150547217173
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.38000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-60734.28000000
-0.04769939010
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
4680603.47000000
USD
19964178.00000000
MYR
2020-08-13
-60734.28000000
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
400000.00000000
PA
398560.46000000
0.313020766238
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-30536.61000000
-0.02398279312
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
744340.48000000
USD
54374072.00000000
INR
2020-04-23
-30536.61000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
440000.00000000
PA
USD
337150.00000000
0.264790318982
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.88000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-155310.56000000
-0.12197755516
N/A
DFE
ID
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1426904.85000000
USD
20818541737.00000000
IDR
2020-05-05
-155310.56000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
3606.16000000
0.002832200079
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
197524431.00000000
KRW
165861.48000000
USD
2020-05-14
3606.16000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
2662000.00000000
PA
34599.22000000
0.027173479164
Long
DBT
NUSS
RU
N
2
2024-10-16
Fixed
7.10000000
N
N
N
N
N
N
Muyuan Foodstuff Co Ltd
3003006NCTDQW4KZR676
Muyuan Foodstuff Co Ltd
000000000
4000.00000000
NS
68266.28000000
0.053614860023
Long
EC
CORP
CN
N
2
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
125500.00000000
NS
61338.17000000
0.048173672253
Long
EC
CORP
CN
N
2
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
000000000
44000.00000000
NS
277978.29000000
0.218318137562
Long
EC
CORP
SG
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
377000.00000000
PA
USD
260130.00000000
0.204300476574
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
208000.00000000
PA
USD
172477.51000000
0.135460106451
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-87109.52000000
-0.06841393322
N/A
DFE
ZA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
533717.35000000
USD
7995185.00000000
ZAR
2020-04-08
-87109.52000000
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
000000000
334000.00000000
PA
USD
293085.00000000
0.230182620907
Long
DBT
CORP
MX
N
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
200000.00000000
PA
USD
208687.50000000
0.163898649540
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
Fu Shou Yuan International Group Ltd
N/A
Fu Shou Yuan International Group Ltd
000000000
434000.00000000
NS
379335.17000000
0.297921639227
Long
EC
CORP
KY
N
2
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
305000.00000000
PA
USD
247812.50000000
0.194626578445
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
10519.13000000
0.008261497221
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
42532137.00000000
PHP
836071.68000000
USD
2020-05-28
10519.13000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-30087.43000000
-0.02363001686
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1973782.87000000
USD
8399433.00000000
MYR
2020-08-13
-30087.43000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
13368.38000000
0.010499236554
N/A
DFE
PE
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
319486.88000000
USD
1144402.00000000
PEN
2020-05-13
13368.38000000
N
N
N
Grupo Energia Bogota SA ESP
529900LG618OWYVHI655
Grupo Energia Bogota SA ESP
000000000
18136.00000000
NS
10045.79000000
0.007889746221
Long
EC
CORP
CO
N
1
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
000000000
200000.00000000
PA
USD
180096.34000000
0.141443770773
Long
DBT
CORP
US
N
2
2025-06-27
Fixed
7.13000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
346000.00000000
PA
USD
320915.00000000
0.252039701071
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Aguas Andinas SA
N/A
Aguas Andinas SA
000000000
113781.00000000
NS
33500.19000000
0.026310324769
Long
EC
CORP
CL
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-593.20000000
-0.00046588645
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
6163173.00000000
BRL
1185521.96000000
USD
2020-04-02
-593.20000000
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
17086.00000000
NS
USD
3322885.28000000
2.609722240052
Long
EC
CORP
KY
N
1
N
N
N
TCS Group Holding PLC
549300XQRN9MR54V1W18
TCS Group Holding PLC
87238U203
26810.00000000
NS
USD
309923.60000000
0.243407293205
Long
EC
CORP
CY
N
1
N
N
N
Westports Holdings Bhd
N/A
Westports Holdings Bhd
000000000
14700.00000000
NS
11554.48000000
0.009074638721
Long
EC
CORP
MY
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
38501.35000000
0.030238127681
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
4261602.00000000
MYR
1024669.87000000
USD
2020-08-13
38501.35000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
474000.00000000
PA
USD
434895.00000000
0.341557128203
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
57058.00000000
0.044812119295
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
7603305.00000000
ZAR
481775.57000000
USD
2020-04-08
57058.00000000
N
N
N
PT WIJAYA KARYA
549300K1GF7D3VC6TZ97
Wijaya Karya Persero Tbk PT
000000000
2000000000.00000000
PA
116213.37000000
0.091271467632
Long
DBT
CORP
ID
N
2
2021-01-31
Fixed
7.70000000
N
N
N
N
N
N
Republic of Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
264500.00000000
PA
USD
23805.00000000
0.018695932206
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
11.95000000
Y
N
N
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
000000000
47000.00000000
NS
60846.07000000
0.047787187554
Long
EC
CORP
KY
N
2
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CB1
266000.00000000
PA
USD
292683.13000000
0.229867000900
Long
DBT
NUSS
PH
N
2
2042-02-02
Fixed
3.70000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-171866.43000000
-0.13498017743
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1663000.71000000
USD
24412850463.00000000
IDR
2020-05-05
-171866.43000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
310000.00000000
PA
USD
316975.00000000
0.248945310275
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.63000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-9746.32000000
-0.00765454895
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
51926944.00000000
INR
671932.51000000
USD
2020-04-23
-9746.32000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
140000.00000000
0.109952972438
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.13000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
500000.00000000
PA
USD
465000.00000000
0.365200944169
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.13000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
2432.73000000
0.001910613533
N/A
DFE
PH
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
139197.25000000
USD
7296720.00000000
PHP
2020-05-28
2432.73000000
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
USD
163750.00000000
0.128605708834
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
16878.67000000
0.013256142409
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2229901.00000000
MYR
532895.45000000
USD
2020-08-13
16878.67000000
N
N
N
GMexico Transportes SAB de CV
N/A
GMexico Transportes SAB de CV
000000000
14844.00000000
NS
13015.29000000
0.010221927304
Long
EC
CORP
MX
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-543.84000000
-0.00042712017
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
5650317.00000000
BRL
1086871.14000000
USD
2020-04-02
-543.84000000
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
140000.00000000
PA
USD
135712.50000000
0.106585662657
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.88000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AE0
290000.00000000
PA
USD
110200.00000000
0.086548696876
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
Manila Electric Co
N/A
Manila Electric Co
000000000
4520.00000000
NS
19870.04000000
0.015605499717
Long
EC
CORP
PH
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-81876.27000000
-0.06430385184
N/A
DFE
ID
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
620017.73000000
USD
8810452000.00000000
IDR
2020-05-05
-81876.27000000
N
N
N
Australia And New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
36731.31000000
0.028847976543
N/A
DFE
US
N
2
Australia And New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
14922000.00000000
CNY
2140244.69000000
USD
2020-04-16
36731.31000000
N
N
N
Petroliam Nasional BHD
5493003RZQYJM7QGNE15
Petroliam Nasional Bhd
000000000
266000.00000000
PA
USD
337843.94000000
0.265335324451
Long
DBT
CORP
MY
N
2
2026-10-15
Fixed
7.63000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-1437.10000000
-0.00112866726
N/A
DFE
PH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
113976.00000000
USD
5797959.00000000
PHP
2020-05-28
-1437.10000000
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AT9
200000.00000000
PA
USD
172070.74000000
0.135140638090
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.73000000
N
N
N
N
Y
Bangkok Bank PCL/Hong Kong
Bangkok Bank PCL/Hong Kong
USD
XXXX
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
1784.00000000
0.001401115020
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
792949.00000000
PLN
193411.49000000
USD
2020-05-20
1784.00000000
N
N
N
Cia de Saneamento Basico do Estado de Sao Paulo
254900UOXRZRS2TNWP19
Cia de Saneamento Basico do Estado de Sao Paulo
000000000
23200.00000000
NS
174621.74000000
0.137144138323
Long
EC
CORP
BR
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
129553.84000000
0.101748784277
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
16745070.00000000
ZAR
1064926.74000000
USD
2020-04-08
129553.84000000
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
326569.00000000
NS
USD
326569.00000000
0.256480230401
Long
STIV
RF
US
N
1
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
29274.29000000
0.022991394296
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4117528414.00000000
IDR
280772.48000000
USD
2020-05-05
29274.29000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
400000.00000000
PA
USD
288960.00000000
0.226942935112
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
300000.00000000
PA
USD
240093.75000000
0.188564439116
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
GNL QUINTERO SA
549300JJJIQXE6E1QY27
GNL Quintero SA
000000000
200000.00000000
PA
USD
193500.00000000
0.151970715477
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
1663.16000000
0.001306209897
N/A
DFE
TW
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
159725.29000000
USD
4842568.00000000
TWD
2020-05-21
1663.16000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
AF2793467
200000.00000000
PA
USD
215250.00000000
0.169052695123
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.13000000
N
N
N
N
N
N
DP WORLD PLC
21380096JRTWB8TL9236
DP World PLC
000000000
200000.00000000
PA
USD
156000.00000000
0.122519026431
Long
DBT
CORP
AE
N
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
Huaxin Cement Co Ltd
N/A
Huaxin Cement Co Ltd
000000000
54980.00000000
NS
177314.08000000
0.139258643936
Long
EC
CORP
CN
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1436.04000000
-0.00112783476
N/A
DFE
TW
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
165305.09000000
USD
4917000.00000000
TWD
2020-05-21
-1436.04000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
15224.51000000
0.011957000917
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
782463545.00000000
KRW
657974.73000000
USD
2020-05-14
15224.51000000
N
N
N
Tonon Luxembourg SA
5493002IITPO16CQU448
Tonon Luxembourg SA
89031RAG1
104409.99000000
PA
USD
3142.74000000
0.002468240032
Long
DBT
CORP
LU
N
3
2024-10-31
Fixed
6.50000000
N
N
Y
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
22051.72000000
0.017318944009
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
815722339.00000000
CLP
976211.51000000
USD
2020-05-13
22051.72000000
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
72800.00000000
NS
466381.65000000
0.366286062201
Long
EC
CORP
CN
N
2
N
N
N
CSN Resources SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
200000.00000000
PA
USD
139000.00000000
0.109167594063
Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
7.63000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
280000.00000000
PA
USD
262762.50000000
0.206367985145
Long
DBT
NUSS
SN
N
2
2024-07-30
Fixed
6.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
2987.75000000
0.002346514238
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5971015.25000000
USD
31041517.00000000
BRL
2020-04-02
2987.75000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
255000.00000000
PA
USD
164883.00000000
0.129495542532
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Yuexiu Property Co Ltd
529900GASK6R1FD08W10
Yuexiu Property Co Ltd
000000000
252000.00000000
NS
45027.22000000
0.035363404854
Long
EC
CORP
HK
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-163623.88000000
-0.12850665691
N/A
DFE
BR
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1251038.86000000
USD
5650317.00000000
BRL
2020-04-02
-163623.88000000
N
N
N
ULTRAPAR INTERNATIONL SA
222100CXHWBP3H3SK244
Ultrapar International SA
000000000
200000.00000000
PA
USD
172312.50000000
0.135330511166
Long
DBT
CORP
LU
N
2
2026-10-06
Fixed
5.25000000
N
N
N
N
N
N
Lojas Americanas SA
N/A
Lojas Americanas SA
000000000
6300.00000000
NS
21824.06000000
0.017140144769
Long
EP
CORP
BR
N
1
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
128444.00000000
PA
USD
7706.64000000
0.006052628396
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
KWG Group Holdings Ltd
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
53500.00000000
NS
74963.28000000
0.058874538998
Long
EC
CORP
KY
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
16982.76000000
0.013337892444
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
46441019.00000000
TWD
1564724.36000000
USD
2020-05-21
16982.76000000
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
48268K101
43441.00000000
NS
USD
337970.98000000
0.265435098920
Long
EC
CORP
KR
N
1
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
000000000
55000000.00000000
PA
311200.99000000
0.244410527687
Long
SN
CORP
GB
N
3
2020-08-04
None
0.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
356000.00000000
PA
USD
334640.00000000
0.262819019262
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75000000
N
N
N
N
N
N
Haci Omer Sabanci Holding AS
78900090FFOWNLGP0F20
Haci Omer Sabanci Holding AS
000000000
287249.00000000
NS
323855.08000000
0.254348776323
Long
EC
CORP
TR
N
2
N
N
N
OPAP SA
213800M4NRGFJCI34834
OPAP SA
000000000
118020.00000000
NS
889195.32000000
0.698354775087
Long
EC
CORP
GR
N
2
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
269000.00000000
PA
USD
264965.00000000
0.208097781015
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-14954.56000000
-0.01174498802
N/A
DFE
ZA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
148248.80000000
USD
2386237.00000000
ZAR
2020-04-08
-14954.56000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
60000.00000000
PA
USD
45450.00000000
0.035695447123
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-22603.56000000
-0.01775234721
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
535546.33000000
USD
39073460.00000000
INR
2020-04-23
-22603.56000000
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
67778NAA6
200000.00000000
PA
USD
171125.00000000
0.134397874346
Long
DBT
CORP
BH
N
2
2027-10-25
Fixed
7.50000000
N
N
N
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
88000.00000000
NS
33474.70000000
0.026290305474
Long
EC
CORP
CN
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
52000.00000000
PA
USD
37623.04000000
0.029548322001
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
126051.15000000
0.098997847298
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
40946000.00000000
CNY
5898096.38000000
USD
2020-04-16
126051.15000000
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
519670.00000000
NS
370826.91000000
0.291239435818
Long
EC
CORP
TR
N
2
N
N
N
Xinyi Solar Holdings Ltd
529900QF7VIH03SB7Q08
Xinyi Solar Holdings Ltd
000000000
18000.00000000
NS
9986.37000000
0.007843079038
Long
EC
CORP
KY
N
2
N
N
N
Divi's Laboratories Ltd
335800C1DHFG1C9T1M03
Divi's Laboratories Ltd
000000000
2565.00000000
NS
66552.67000000
0.052269027787
Long
EC
CORP
IN
N
2
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160CA8
200000.00000000
PA
USD
210500.00000000
0.165322147844
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
199406.26000000
0.156609364355
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-69173.53000000
-0.05432739455
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
669331.63000000
USD
9825788370.00000000
IDR
2020-05-05
-69173.53000000
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215P106
1807.00000000
NS
USD
73183.50000000
0.057476738274
Long
EC
CORP
KY
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-9260.78000000
-0.00727321634
N/A
DFE
KR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
949930.73000000
USD
1145141497.00000000
KRW
2020-05-14
-9260.78000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AV6
358000.00000000
PA
USD
247803.13000000
0.194619219450
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
Yageo Corp
5493001P0TOZH7GGNQ21
Yageo Corp
000000000
12000.00000000
NS
107764.24000000
0.084635703646
Long
EC
CORP
TW
N
2
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
000000000
279000.00000000
PA
USD
167400.00000000
0.131472339901
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.38000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
610000.00000000
PA
USD
552431.25000000
0.433867557180
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.38000000
N
N
N
N
N
N
Sinopec Shanghai Petrochemical Co Ltd
5299008RZ0G8ACZ8ZU65
Sinopec Shanghai Petrochemical Co Ltd
000000000
246000.00000000
NS
60661.82000000
0.047642481589
Long
EC
CORP
HK
N
2
N
N
N
BB Seguridade Participacoes SA
N/A
BB Seguridade Participacoes SA
000000000
25200.00000000
NS
120517.31000000
0.094651689034
Long
EC
CORP
BR
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
423.16000000
0.000332340712
N/A
DFE
TW
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
885864.29000000
USD
26593646.00000000
TWD
2020-05-21
423.16000000
N
N
N
ElSewedy Electric Co
5299005BDEN01BARSB46
ElSewedy Electric Co
000000000
28779.00000000
NS
14433.77000000
0.011335970821
Long
EC
CORP
EG
N
2
N
N
N
Powertech Technology Inc
254900O6KNZXH2RI9Q14
Powertech Technology Inc
000000000
23000.00000000
NS
65136.07000000
0.051156460781
Long
EC
CORP
TW
N
2
N
N
N
KT&G Corp
988400ZJV6ISYBLQX875
KT&G Corp
000000000
1170.00000000
NS
71635.92000000
0.056261302409
Long
EC
CORP
KR
N
2
N
N
N
Commercial Bank of Ceylon PLC
254900XV5B725ZG6RS07
Commercial Bank of Ceylon PLC
000000000
148463.00000000
NS
48245.57000000
0.037891027346
Long
EC
CORP
LK
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
7477.09000000
0.005872344790
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
328004.04000000
USD
286806731.00000000
CLP
2020-05-13
7477.09000000
N
N
N
Yuanta Financial Holding Co Ltd
21380045JG57LJEFFE13
Yuanta Financial Holding Co Ltd
000000000
125000.00000000
NS
63819.34000000
0.050122329514
Long
EC
CORP
TW
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
12357.26000000
0.009705124772
N/A
DFE
CN
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
16815749.81000000
USD
119376000.00000000
CNY
2020-04-16
12357.26000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: IS20GH5 TRS EMB.UQ US0001M+10BPS /LONG/ / Short: IS20GH5 TRS EMB.UQ /SHORT/
000000000
4437960.00000000
OU
Notional Amount
USD
-56431.82000000
-0.04432033106
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
2020-04-15
0.00000000
USD
0.00000000
USD
4437960.00000000
USD
-56431.82000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
366.94000000
0.000288186740
N/A
DFE
TW
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
569499.68000000
USD
17099228.00000000
TWD
2020-05-21
366.94000000
N
N
N
Zhejiang Expressway Co Ltd
213800X1ZRKM85U9H438
Zhejiang Expressway Co Ltd
000000000
134000.00000000
NS
92608.96000000
0.072733074474
Long
EC
CORP
CN
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
15023.00000000
NS
60443.32000000
0.047470876414
Long
EC
CORP
PT
N
2
N
N
N
Ruentex Industries Ltd
N/A
Ruentex Industries Ltd
000000000
174200.00000000
NS
399109.23000000
0.313451758328
Long
EC
CORP
TW
N
2
N
N
N
HONDURAS GOVERNMENT
N/A
Honduras Government International Bond
000000000
290000.00000000
PA
USD
280846.88000000
0.220571066114
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
Digicel Group Two Ltd
N/A
Digicel Group Two Ltd
25382FAB7
292000.00000000
PA
USD
38054.90000000
0.029887495506
Long
DBT
CORP
BM
N
2
2022-09-30
Fixed
8.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-104236.78000000
-0.08186531284
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1929545.07000000
USD
139043018.00000000
INR
2020-04-23
-104236.78000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
6986.72000000
0.005487218797
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
11492000.00000000
CNY
1626982.42000000
USD
2020-04-16
6986.72000000
N
N
N
Samsung Securities Co Ltd
988400RBTJTHNUOHE716
Samsung Securities Co Ltd
000000000
2534.00000000
NS
60708.81000000
0.047679386519
Long
EC
CORP
KR
N
2
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
433000.00000000
PA
USD
285915.31000000
0.224551701429
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.63000000
N
N
N
N
N
N
HCL Technologies Ltd
549300C1F8OLYSOQYB65
HCL Technologies Ltd
000000000
7844.00000000
NS
44894.43000000
0.035259114460
Long
EC
CORP
IN
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
15900.46000000
0.012487877429
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
847995704.00000000
KRW
712481.69000000
USD
2020-05-14
15900.46000000
N
N
N
Aldar Properties PJSC
N/A
Aldar Properties PJSC
000000000
1716327.00000000
NS
708151.99000000
0.556167258846
Long
EC
CORP
AE
N
2
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GL8
218717.93000000
PA
USD
76961.37000000
0.060443795674
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
8.28000000
N
N
N
N
N
N
Formosa Chemicals & Fibre Corp
254900OJX8UZOAIVSU82
Formosa Chemicals & Fibre Corp
000000000
150000.00000000
NS
330316.81000000
0.259423679327
Long
EC
CORP
TW
N
2
N
N
N
New Oriental Education & Technology Group Inc
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group Inc
647581107
8263.00000000
NS
USD
894387.12000000
0.702432302532
Long
EC
CORP
KY
N
1
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
334000.00000000
PA
USD
305088.13000000
0.239609619636
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
17392.00000000
PA
USD
19762.72000000
0.015521212910
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-4451.11000000
-0.00349580553
N/A
DFE
KR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
460455.77000000
USD
555125477.00000000
KRW
2020-05-14
-4451.11000000
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
17270.00000000
NS
485701.89000000
0.381459760888
Long
EC
CORP
KR
N
2
N
N
N
CD Projekt SA
259400TYO5Q8SH8TL437
CD Projekt SA
000000000
1063.00000000
NS
73210.33000000
0.057497809976
Long
EC
CORP
PL
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX39
280000.00000000
PA
USD
222600.00000000
0.174825226176
Long
DBT
NUSS
EG
N
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
21978.87000000
0.017261729195
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2767154.00000000
BRL
553314.60000000
USD
2020-05-05
21978.87000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1099535.66000000
0.863551529420
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
31041517.00000000
BRL
7073538.65000000
USD
2020-04-02
1099535.66000000
N
N
N
Petronet LNG Ltd
335800KIIKNA7GRD9351
Petronet LNG Ltd
000000000
42179.00000000
NS
111584.71000000
0.087636218165
Long
EC
CORP
IN
N
2
N
N
N
Bank of Georgia Group PLC
213800XKDG12NQG8VC53
Bank of Georgia Group PLC
000000000
1055.00000000
NS
11975.00000000
0.009404906035
Long
EC
CORP
GB
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
4757.57000000
0.003736492593
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
27373854.00000000
TWD
917047.04000000
USD
2020-05-21
4757.57000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1000000.00000000
PA
USD
1215937.50000000
0.954971017315
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
Commercial Bank PSQC/The
2138004FUUD4I7X8H721
Commercial Bank PSQC/The
000000000
67576.00000000
NS
71888.69000000
0.056459822501
Long
EC
CORP
QA
N
2
N
N
N
Old Mutual Ltd
213800MON84ZWWPQCN47
Old Mutual Ltd
000000000
29350.00000000
NS
19471.09000000
0.015292173015
Long
EC
CORP
ZA
N
2
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
59000.00000000
NS
576209.41000000
0.452542409831
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
430000.00000000
PA
USD
311479.10000000
0.244628949267
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
9187.47000000
0.007215640254
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1855469.00000000
TRY
285228.81000000
USD
2020-05-28
9187.47000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
22460.76000000
0.017640195180
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2001338110.00000000
IDR
144702.28000000
USD
2020-05-05
22460.76000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
9560.74000000
0.007508798440
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
25357357.00000000
TWD
854646.34000000
USD
2020-05-21
9560.74000000
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
207000.00000000
PA
USD
185265.00000000
0.145503124562
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
387000.00000000
NS
890977.50000000
0.699754460718
Long
EC
CORP
TW
N
2
N
N
N
Nanya Technology Corp
254900STKVKJBRRO0835
Nanya Technology Corp
000000000
323000.00000000
NS
568475.07000000
0.446468026453
Long
EC
CORP
TW
N
2
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAL3
1399000.00000000
PA
USD
1278280.29000000
1.003933696391
Long
DBT
CORP
ID
N
2
2030-02-05
Fixed
3.38000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
106000.00000000
0.083250107703
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
Anglo American Platinum Ltd
529900RORCZ0E5S5FX81
Anglo American Platinum Ltd
000000000
1408.00000000
NS
58815.79000000
0.046192649548
Long
EC
CORP
ZA
N
2
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
16900.00000000
NS
1142508.48000000
0.897301452942
Long
EC
CORP
KR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-69501.71000000
-0.05458514002
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1259022.37000000
USD
90611840.00000000
INR
2020-04-23
-69501.71000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GK0
483000.00000000
PA
USD
143088.75000000
0.112378809892
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.75000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
N/A
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
200000.00000000
PA
USD
166000.00000000
0.130372810176
Long
DBT
CORP
GB
N
2
2026-11-08
Fixed
7.63000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
5094.84000000
0.004001377157
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
3490245.00000000
ZAR
200058.53000000
USD
2020-04-08
5094.84000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-69101.58000000
-0.05427088657
N/A
DFE
ZA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
507122.90000000
USD
7841469.00000000
ZAR
2020-04-08
-69101.58000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
48975.00000000
PA
USD
55816.20000000
0.043836836430
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Woori Financial Group Inc
N/A
Woori Financial Group Inc
000000000
14120.00000000
NS
87848.47000000
0.068994288576
Long
EC
CORP
KR
N
2
N
N
N
Nine Dragons Paper Holdings Ltd
529900TBMYEYJ2LEV906
Nine Dragons Paper Holdings Ltd
000000000
72000.00000000
NS
65233.38000000
0.051232885951
Long
EC
CORP
BM
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
4077.74000000
0.003202568813
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1775867.73000000
USD
135587501.00000000
INR
2020-04-23
4077.74000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-42093.87000000
-0.03305961519
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
5390000.00000000
PEN
1525615.62000000
USD
2020-05-13
-42093.87000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
36000.00000000
PA
USD
6660.00000000
0.005230619974
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
346000.00000000
PA
USD
328700.00000000
0.258153871717
Long
DBT
CORP
KY
N
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
52800.00000000
NS
596698.28000000
0.468633925248
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
74760.91000000
0.058715601976
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7570192.00000000
MYR
1826563.40000000
USD
2020-08-13
74760.91000000
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
876629205
2380.00000000
NS
USD
100555.00000000
0.078973722453
Long
EC
CORP
RU
N
1
N
N
Guangzhou R&F Properties Co Ltd
529900ICJ8CK8LFWH863
Guangzhou R&F Properties Co Ltd
000000000
52400.00000000
NS
67398.00000000
0.052932931688
Long
EC
CORP
CN
N
2
N
N
N
Hotai Motor Co Ltd
254900ZL0NDWNH1MNQ51
Hotai Motor Co Ltd
000000000
4000.00000000
NS
64590.09000000
0.050727659896
Long
EC
CORP
TW
N
2
N
N
N
Barwa Real Estate Co
N/A
Barwa Real Estate Co
000000000
61526.00000000
NS
50609.42000000
0.039747544016
Long
EC
CORP
QA
N
2
N
N
N
Dino Polska SA
259400H4L81SMPRTW956
Dino Polska SA
000000000
8520.00000000
NS
331420.31000000
0.260290344363
Long
EC
CORP
PL
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
1616.62000000
0.001269658387
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
5797959.00000000
PHP
114155.52000000
USD
2020-05-28
1616.62000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
240000.00000000
PA
USD
161400.00000000
0.126760069653
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.70000000
N
N
N
N
N
N
Standard Foods Corp
529900Z75SWDTBZ8IC92
Standard Foods Corp
000000000
25000.00000000
NS
50441.85000000
0.039615938162
Long
EC
CORP
TW
N
2
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HN3
50000.00000000
PA
USD
13546.88000000
0.010639426594
Long
DBT
NUSS
AR
N
2
2117-06-28
Fixed
7.13000000
N
N
N
N
N
N
Vodacom Group Ltd
37890012A8DC24B8D663
Vodacom Group Ltd
000000000
5428.00000000
NS
35510.90000000
0.027889492921
Long
EC
CORP
ZA
N
1
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAB6
203000.00000000
PA
USD
179655.00000000
0.141097151881
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.63000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
169935.45000000
0.133463627500
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
79435000.00000000
CNY
11367669.37000000
USD
2020-04-16
169935.45000000
N
N
N
PETKIM PETROKIMYA HOLDIN
529900XZCVZOEYWNBQ67
Petkim Petrokimya Holding AS
000000000
200000.00000000
PA
USD
164937.50000000
0.129538345653
Long
DBT
CORP
TR
N
2
2023-01-26
Fixed
5.88000000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
130800.00000000
NS
352166.43000000
0.276583898367
Long
EC
CORP
BR
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
78000.00000000
PA
USD
53040.00000000
0.041656468986
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
HDFC Asset Management Co Ltd
3358002FLK8AK8WSEP31
HDFC Asset Management Co Ltd
000000000
1933.00000000
NS
53727.22000000
0.042196196713
Long
EC
CORP
IN
N
2
N
N
N
Momo Inc
549300YMGLID32W48529
Momo Inc
60879B107
11140.00000000
NS
USD
241626.60000000
0.189768306358
Long
EC
CORP
KY
N
1
N
N
N
QL Resources Bhd
N/A
QL Resources Bhd
000000000
12500.00000000
NS
21412.04000000
0.016816553171
Long
EC
CORP
MY
N
1
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
000000000
1330.00000000
NS
175011.78000000
0.137450467305
Long
EC
CORP
KR
N
2
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
53500.00000000
0.042017743038
Long
DBT
NUSS
EC
N
2
2025-03-27
Fixed
7.88000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
178000.00000000
PA
USD
53845.00000000
0.042288698578
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.63000000
N
N
N
N
N
N
Advanced Info Service PCL
529900DU2YW1NO5RMU78
Advanced Info Service PCL
000000000
10900.00000000
NS
66760.11000000
0.052431946677
Long
EC
CORP
TH
N
2
N
N
N
Phison Electronics Corp
N/A
Phison Electronics Corp
000000000
7000.00000000
NS
56602.51000000
0.044454387299
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-94614.50000000
-0.07430818221
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2206821.89000000
USD
9127636.00000000
MYR
2020-08-13
-94614.50000000
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
200000.00000000
PA
USD
142250.00000000
0.111720073781
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.13000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
962000.00000000
PA
USD
826117.50000000
0.648814819344
Long
DBT
CORP
CL
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
China CITIC Bank Corp Ltd
300300C1030211000384
China CITIC Bank Corp Ltd
000000000
3286000.00000000
NS
1615935.93000000
1.269121134094
Long
EC
CORP
CN
N
2
N
N
N
Bank of Beijing Co Ltd
300300C1080211000042
Bank of Beijing Co Ltd
000000000
100900.00000000
NS
68425.78000000
0.053740127874
Long
EC
CORP
CN
N
2
N
N
N
AU Small Finance Bank Ltd
3358006J6L5P5MWKCU97
AU Small Finance Bank Ltd
000000000
5265.00000000
NS
35983.44000000
0.028260615618
Long
EC
CORP
IN
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
47803.00000000
NS
1557786.86000000
1.223452112016
Long
EC
CORP
KR
N
2
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
240000.00000000
PA
USD
129854.40000000
0.101984837601
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
54000.00000000
NS
62219.35000000
0.048865731969
Long
EC
CORP
KY
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-243983.74000000
-0.19161955314
N/A
DFE
ZA
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1877346.86000000
USD
29240509.00000000
ZAR
2020-04-08
-243983.74000000
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
25021.00000000
NS
USD
962307.66000000
0.755775625836
Long
EC
CORP
IN
N
1
N
N
N
TRINIDAD GEN UNLTD
N/A
Trinidad Generation UnLtd
89636DAA4
200000.00000000
PA
USD
177250.00000000
0.139208316890
Long
DBT
CORP
TT
N
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
140000.00000000
PA
USD
142056.25000000
0.111567906720
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-8721.24000000
-0.00684947329
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
216039.74000000
USD
15792505.00000000
INR
2020-04-23
-8721.24000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-22645.07000000
-0.01778494826
N/A
DFE
IN
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
398833.76000000
USD
28656206.00000000
INR
2020-04-23
-22645.07000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
200000.00000000
PA
USD
190007.00000000
0.149227388814
Long
DBT
CORP
ID
N
2
2049-07-17
Fixed
4.88000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
176000.00000000
PA
USD
164120.00000000
0.128896298832
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
000000000
69726.00000000
NS
45234.83000000
0.035526457258
Long
EC
CORP
MX
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
14175.91000000
0.011133453153
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3338182.00000000
MYR
786657.71000000
USD
2020-08-13
14175.91000000
N
N
N
Fortress REIT Ltd
N/A
Fortress REIT Ltd
000000000
66244.00000000
NS
37408.20000000
0.029379591311
Long
EC
ZA
N
1
N
N
N
Adani Transmission Ltd
549300PLH866JQ6LXE52
Adani Transmission Ltd
000000000
3703.00000000
NS
9273.38000000
0.007283112111
Long
EC
CORP
IN
N
2
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
366000.00000000
PA
USD
96990.00000000
0.076173848548
Long
DBT
NUSS
EC
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
12900.94000000
0.010132119287
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
46268697.00000000
PHP
910980.45000000
USD
2020-05-28
12900.94000000
N
N
N
Fibra Uno Administracion SA de CV
N/A
Fibra Uno Administracion SA de CV
000000000
588610.00000000
NS
462005.19000000
0.362848885160
Long
EC
MX
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-105804.04000000
-0.08309620495
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
9815627.00000000
MYR
2165609.93000000
USD
2020-08-13
-105804.04000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
17442.87000000
0.013699252888
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1541951.73000000
USD
167640221.00000000
JPY
2020-04-09
17442.87000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
33406.83000000
0.026237001844
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
49715390.00000000
INR
686053.15000000
USD
2020-04-23
33406.83000000
N
N
N
Cogna Educacao
549300BTP1E45NJ6R194
Cogna Educacao
000000000
700.00000000
NS
538.87000000
0.000423216844
Long
EC
CORP
BR
N
1
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAJ0
200000.00000000
PA
USD
166594.00000000
0.130839324931
Long
DBT
CORP
ID
N
2
2060-02-25
Fixed
4.15000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
225700.00000000
PA
USD
13542.00000000
0.010635593948
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.38000000
Y
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
300000.00000000
PA
USD
240750.00000000
0.189079843675
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AX8
95000.00000000
PA
USD
95267.19000000
0.074820790831
Long
DBT
NUSS
TR
N
2
2020-06-05
Fixed
7.00000000
N
N
N
N
N
N
Jafron Biomedical Co Ltd
N/A
Jafron Biomedical Co Ltd
000000000
5500.00000000
NS
72818.07000000
0.057189737455
Long
EC
CORP
CN
N
2
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Bonos del Tesoro
000000000
76673.00000000
PA
292.88000000
0.000230021618
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.50000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
72457.54000000
0.056906584989
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
307059020.00000000
INR
4103421.36000000
USD
2020-04-23
72457.54000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
29585.53000000
0.023235835461
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2861498.00000000
ZAR
189427.66000000
USD
2020-04-08
29585.53000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
220000.00000000
PA
USD
13200.00000000
0.010366994544
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
Emirates Telecommunications Group Co PJSC
529900XDPQPWEQ9BGB80
Emirates Telecommunications Group Co PJSC
000000000
16769.00000000
NS
63359.58000000
0.049761243953
Long
EC
CORP
AE
N
2
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-108247.00000000
-0.08501485291
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1847290.15000000
USD
132471763.00000000
INR
2020-04-23
-108247.00000000
N
N
N
Abu Dhabi National Oil Co for Distribution PJSC
213800YI1ZIOJB3HLB11
Abu Dhabi National Oil Co for Distribution PJSC
000000000
95019.00000000
NS
69845.04000000
0.054854783986
Long
EC
CORP
AE
N
1
N
N
N
China Medical System Holdings Ltd
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
364000.00000000
NS
389393.35000000
0.305821116287
Long
EC
CORP
HK
N
2
N
N
N
Iskenderun Demir ve Celik AS
789000W8HVAZCXF6O806
Iskenderun Demir ve Celik AS
000000000
55454.00000000
NS
52397.61000000
0.041151949772
Long
EC
CORP
TR
N
2
N
N
N
Adaro Energy Tbk PT
529900P2WAH7XA87OI24
Adaro Energy Tbk PT
000000000
789500.00000000
NS
47174.58000000
0.037049894960
Long
EC
CORP
ID
N
2
N
N
N
Engie Brasil Energia SA
52990057Q0EK2Q9YBC07
Engie Brasil Energia SA
000000000
13500.00000000
NS
101118.15000000
0.079416008285
Long
EC
CORP
BR
N
1
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
000000000
220000.00000000
PA
USD
206525.00000000
0.162200268805
Long
DBT
CORP
CL
N
2
2027-04-04
Fixed
4.38000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
450000.00000000
PA
USD
450281.25000000
0.353641156219
Long
DBT
NUSS
ID
N
2
2023-04-15
Fixed
3.38000000
N
N
N
N
N
N
Maanshan Iron & Steel Co Ltd
529900A75J4LKKIUAJ17
Maanshan Iron & Steel Co Ltd
000000000
206000.00000000
NS
64105.56000000
0.050347120512
Long
EC
CORP
CN
N
2
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-13580.20000000
-0.01066559540
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1046584.53000000
USD
4463997.00000000
MYR
2020-08-13
-13580.20000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HL7
2350000.00000000
PA
USD
687375.00000000
0.539849460212
Long
DBT
NUSS
AR
N
2
2027-01-26
Fixed
6.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1X9P4 HSCEI /LONG/ / Short: IS1X9P4 HSCEI /SHORT/
000000000
2782.59000000
OU
Notional Amount
267835.44000000
0.210352162516
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
2020-06-29
0.00000000
HKD
0.00000000
HKD
2782.59000000
HKD
267835.44000000
N
N
N
Hartalega Holdings Bhd
N/A
Hartalega Holdings Bhd
000000000
50000.00000000
NS
79437.87000000
0.062388785219
Long
EC
CORP
MY
N
2
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
000000000
121347.00000000
NS
56760.04000000
0.044578107955
Long
EC
CORP
CO
N
1
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
421000.00000000
PA
USD
164673.31000000
0.129330856541
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HR4
571000.00000000
PA
USD
151850.31000000
0.119259949644
Long
DBT
NUSS
AR
N
2
2048-01-11
Fixed
6.88000000
N
N
N
N
N
N
Zhen Ding Technology Holding Ltd
N/A
Zhen Ding Technology Holding Ltd
000000000
92000.00000000
NS
281159.89000000
0.220816897399
Long
EC
CORP
KY
N
2
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAH9
200000.00000000
PA
USD
200250.00000000
0.157272019505
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
197000.00000000
PA
USD
151997.81000000
0.119375792954
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
248187.50000000
0.194921095335
Long
DBT
NUSS
RU
N
2
2043-09-16
Fixed
5.88000000
N
N
N
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
200000.00000000
PA
USD
183687.50000000
0.144264190176
Long
DBT
CORP
TR
N
2
2023-03-15
Fixed
5.25000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
200000.00000000
PA
USD
186276.00000000
0.146297142099
Long
DBT
CORP
ID
N
2
2029-07-17
Fixed
3.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
27489.61000000
0.021589745219
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5790388.00000000
MYR
1367431.34000000
USD
2020-08-13
27489.61000000
N
N
N
China Communications Services Corp Ltd
N/A
China Communications Services Corp Ltd
000000000
338000.00000000
NS
243040.08000000
0.190878422983
Long
EC
CORP
CN
N
2
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
200000.00000000
PA
USD
156750.00000000
0.123108060212
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.88000000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services Inc
000000000
200000.00000000
PA
USD
179687.50000000
0.141122676678
Long
DBT
CORP
PA
N
2
2027-10-19
Fixed
4.13000000
N
N
N
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
000000000
4600.00000000
NS
34517.04000000
0.027108936769
Long
EC
CORP
BR
N
1
N
N
N
Shenzhen Kangtai Biological Products Co Ltd
N/A
Shenzhen Kangtai Biological Products Co Ltd
000000000
4600.00000000
NS
73500.58000000
0.057725766049
Long
EC
CORP
CN
N
2
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568QAF4
200000.00000000
PA
USD
215500.00000000
0.169249039717
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
76000.00000000
0.059688756466
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
6883.95000000
0.005406505461
N/A
DFE
TW
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1515095.48000000
USD
45668008.00000000
TWD
2020-05-21
6883.95000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
95750.00000000
0.075199979364
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
Shennan Circuits Co Ltd
N/A
Shennan Circuits Co Ltd
000000000
20000.00000000
NS
547166.14000000
0.429732453646
Long
EC
CORP
CN
N
2
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
8298000.00000000
PA
106956.93000000
0.084001659831
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
7.00000000
N
N
N
N
N
N
Jinke Properties Group Co Ltd
30030085B069LMR8O660
Jinke Properties Group Co Ltd
000000000
65500.00000000
NS
73007.10000000
0.057338197529
Long
EC
CORP
CN
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-560372.69000000
-0.44010459241
N/A
DFE
ZA
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3054884.31000000
USD
44656812.00000000
ZAR
2020-04-08
-560372.69000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-8559.27000000
-0.00672226556
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
104447.29000000
USD
7541094.00000000
RUB
2020-05-20
-8559.27000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
726000.00000000
PA
USD
789525.00000000
0.620075861173
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Wuliangye Yibin Co Ltd
N/A
Wuliangye Yibin Co Ltd
000000000
54458.00000000
NS
875874.34000000
0.687892765467
Long
EC
CORP
CN
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
287.45000000
0.000225757013
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
39162646.00000000
HUF
120168.53000000
USD
2020-05-20
287.45000000
N
N
N
Republic of Zambia
N/A
Zambia Government International Bond
000000000
200000.00000000
PA
USD
76875.00000000
0.060375962544
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-69858.27000000
-0.05486517454
N/A
DFE
ID
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
555473.38000000
USD
7950490501.00000000
IDR
2020-05-05
-69858.27000000
N
N
N
Want Want China Holdings Ltd
5299005HZCEKX4O1J230
Want Want China Holdings Ltd
000000000
97000.00000000
NS
69948.29000000
0.054935874303
Long
EC
CORP
KY
N
2
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAD0
418000000.00000000
PA
97682.55000000
0.076717762341
Long
DBT
CORP
CO
N
2
2027-11-08
Fixed
8.38000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Long: IS21O96 CDS XS1303921487 01.000 SP 06/20/2025 MSNYUS33XXX LONG / Short: IS21O96 CDS XS1303921487 01.000 SP 06/20/2025 MSNYUS33XXX SHORT
000000000
56000.00000000
OU
Notional Amount
USD
-16158.47000000
-0.01269051290
N/A
DCR
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Ukraine Government International Bond
Ukraine Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-16098.62000000
USD
56000.00000000
USD
-59.85000000
N
N
N
Momentum Metropolitan Holdings
N/A
Momentum Metropolitan Holdings
000000000
13370.00000000
NS
11654.04000000
0.009152830992
Long
EC
CORP
ZA
N
1
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
66039.00000000
NS
USD
620766.60000000
0.487536663288
Long
EC
CORP
RU
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-634977.86000000
-0.49869787956
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
3632508.13000000
USD
71351541.00000000
MXN
2020-04-23
-634977.86000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
230000.00000000
PA
USD
151225.00000000
0.118768844692
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Zoomlion Heavy Industry Science and Technology Co Ltd
529900QZ3EMAU0QKFK85
Zoomlion Heavy Industry Science and Technology Co Ltd
000000000
479600.00000000
NS
344996.32000000
0.270952649030
Long
EC
CORP
CN
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
704000.00000000
PA
USD
475200.00000000
0.373211803590
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Kumba Iron Ore Ltd
3789006C753402643048
Kumba Iron Ore Ltd
000000000
13442.00000000
NS
209597.86000000
0.164613626597
Long
EC
CORP
ZA
N
2
N
N
N
Equatorial Energia SA
N/A
Equatorial Energia SA
000000000
126500.00000000
NS
428475.20000000
0.336515156114
Long
EC
CORP
BR
N
1
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
19000.00000000
PA
USD
16672.50000000
0.013094220949
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
79625.39000000
0.062536059371
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
7816977.00000000
ZAR
516278.59000000
USD
2020-04-08
79625.39000000
N
N
N
Moneta Money Bank AS
I6USJ58BDV2BO5KP3C31
Moneta Money Bank AS
000000000
113419.00000000
NS
233593.85000000
0.183459558219
Long
EC
CORP
CZ
N
2
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
200000.00000000
PA
USD
187312.50000000
0.147111186784
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-165.69000000
-0.00013012934
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1721436.00000000
BRL
331128.17000000
USD
2020-04-02
-165.69000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
69812.47000000
0.054829204212
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9825788370.00000000
IDR
669970.57000000
USD
2020-05-05
69812.47000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAE9
220000.00000000
PA
USD
229281.25000000
0.180072535441
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
Bajaj Auto Ltd
335800DLAO5NCNN8G863
Bajaj Auto Ltd
000000000
1813.00000000
NS
48041.78000000
0.037730975087
Long
EC
CORP
IN
N
2
N
N
N
Indraprastha Gas Ltd
33580033VPD8D168H736
Indraprastha Gas Ltd
000000000
13398.00000000
NS
68978.05000000
0.054173868789
Long
EC
CORP
IN
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-266.34000000
-0.00020917767
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2767154.00000000
BRL
532278.07000000
USD
2020-04-02
-266.34000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-48121.24000000
-0.03779338125
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1137126.98000000
USD
4706000.00000000
MYR
2020-08-13
-48121.24000000
N
N
N
Zoomlion Heavy Industry Science and Technology Co Ltd
529900QZ3EMAU0QKFK85
Zoomlion Heavy Industry Science and Technology Co Ltd
000000000
591314.00000000
NS
470125.80000000
0.369226636642
Long
EC
CORP
CN
N
2
N
N
N
Malayan Banking Bhd
5493004OT3TOY404V310
Malayan Banking Bhd
000000000
38200.00000000
NS
65906.44000000
0.051761492720
Long
EC
CORP
MY
N
2
N
N
N
Top Glove Corp Bhd
N/A
Top Glove Corp Bhd
000000000
52500.00000000
NS
78175.98000000
0.061397724101
Long
EC
CORP
MY
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
727.86000000
0.000571645503
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10601000.00000000
PHP
206494.21000000
USD
2020-05-28
727.86000000
N
N
N
Resilient REIT Ltd
378900F37FF47D486C58
Resilient REIT Ltd
000000000
976.00000000
NS
1746.22000000
0.001371443425
Long
EC
ZA
N
1
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
430000.00000000
PA
USD
386596.88000000
0.303624829223
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
China Zhongwang Holdings Ltd
529900J21TD2P9K4YC63
China Zhongwang Holdings Ltd
000000000
208000.00000000
NS
54328.49000000
0.042668421168
Long
EC
CORP
KY
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
464.97000000
0.000365177382
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
833110.60000000
USD
4331342.00000000
BRL
2020-04-02
464.97000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1YD66 HSCEI /LONG/ / Short: IS1YD66 HSCEI /SHORT/
000000000
949.12000000
OU
Notional Amount
93378.11000000
0.073337148251
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
2020-06-29
0.00000000
HKD
0.00000000
HKD
949.12000000
HKD
93378.11000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-41140.65000000
-0.03231097682
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
745883.18000000
USD
53683823.00000000
INR
2020-04-23
-41140.65000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS21B95 CDS US836205AR58 01.000 BP 06/20/2025 MSNYUS33XXX FLOAT / Short: IS21B95 CDS US836205AR58 01.000 BP 06/20/2025 MSNYUS33XXX FIXED
000000000
289000.00000000
OU
Notional Amount
USD
41505.80000000
0.032597757738
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Republic of South Africa Government International Bond
Republic of South Africa Government International Bond
Y
buy protection
2025-06-20
39583.20000000
USD
0.00000000
USD
289000.00000000
USD
1922.60000000
N
N
N
Asia Cement Corp
213800EFQXH43HMGJL59
Asia Cement Corp
000000000
490000.00000000
NS
636192.50000000
0.499651831556
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-79086.31000000
-0.06211267759
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2250310.83000000
USD
9382671.00000000
MYR
2020-08-13
-79086.31000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
423000.00000000
PA
USD
293458.37000000
0.230475857631
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.88000000
N
N
N
N
N
N
Australia And New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
35035.37000000
0.027516021942
N/A
DFE
US
N
2
Australia And New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
22175000.00000000
CNY
3160984.26000000
USD
2020-04-16
35035.37000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Long: IS1ZG60 HSCEI /LONG/ / Short: IS1ZG60 HSCEI /SHORT/
000000000
1072170.58000000
OU
Notional Amount
-405275.43000000
-0.31829455846
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Hang Seng China Enterprises Index
HSCEI Index
Y
equity-performance leg
equity-performance leg
2020-06-29
0.00000000
HKD
0.00000000
HKD
1072170.58000000
HKD
-405275.43000000
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAG0
95000.00000000
PA
USD
96484.58000000
0.075776902610
Long
DBT
CORP
US
N
2
2042-11-08
Fixed
5.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-17650.39000000
-0.01386223460
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1358812.86000000
USD
9514000.00000000
CNY
2020-04-16
-17650.39000000
N
N
N
Wistron Corp
254900DIEONKUALBFM06
Wistron Corp
000000000
412000.00000000
NS
333073.56000000
0.261588771161
Long
EC
CORP
TW
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-16608.43000000
-0.01304390175
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1995083.86000000
USD
14035000.00000000
CNY
2020-04-16
-16608.43000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
425000.00000000
PA
400619.78000000
0.314638111632
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.88000000
N
N
N
N
N
N
Chongqing Zhifei Biological Products Co Ltd
300300DRZD9P8L2NA467
Chongqing Zhifei Biological Products Co Ltd
000000000
8000.00000000
NS
75837.62000000
0.059561226726
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-4648.10000000
-0.00365051722
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
18275195.00000000
RUB
227728.29000000
USD
2020-05-20
-4648.10000000
N
N
N
EMPRESA DE TRANSMISION
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
200000.00000000
PA
USD
200562.50000000
0.157517450247
Long
DBT
CORP
PA
N
2
2049-05-02
Fixed
5.13000000
N
N
N
N
N
N
Anhui Conch Cement Co Ltd
529900HS6X8TTV0FHV63
Anhui Conch Cement Co Ltd
000000000
157119.00000000
NS
1203051.07000000
0.944850293868
Long
EC
CORP
CN
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
22054.10000000
0.017320813210
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
39836940.00000000
THB
1236173.90000000
USD
2020-05-21
22054.10000000
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
309000.00000000
NS
283544.60000000
0.222689797062
Long
EC
CORP
CN
N
2
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
30600.00000000
0.024032578261
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
24393.25000000
0.019157931035
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1264256295.00000000
KRW
1062909.37000000
USD
2020-05-14
24393.25000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
92250.00000000
0.072451155053
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
318000.00000000
PA
USD
288744.00000000
0.226773293383
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
921000.00000000
NS
350591.45000000
0.275346943135
Long
EC
CORP
CN
N
2
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
000000000
200000.00000000
PA
USD
191718.76000000
0.150571768101
Long
DBT
CORP
BR
N
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
502000.00000000
PA
USD
331633.75000000
0.260457975523
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
197212.00000000
PA
USD
156031.48000000
0.122543750142
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
200000.00000000
PA
USD
130250.00000000
0.102295533286
Long
DBT
CORP
LU
N
2
2026-04-17
Fixed
7.63000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
311000.00000000
PA
USD
341478.00000000
0.268189436587
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
000000000
200000.00000000
PA
USD
200000.00000000
0.157075674911
Long
DBT
CORP
CL
N
2
2047-01-25
Fixed
5.00000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
000000000
200000.00000000
PA
USD
157937.50000000
0.124040697031
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
Mega Financial Holding Co Ltd
N/A
Mega Financial Holding Co Ltd
000000000
58000.00000000
NS
54462.01000000
0.042773284889
Long
EC
CORP
TW
N
2
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
57000.00000000
PA
USD
10545.00000000
0.008281814959
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-13169.75000000
-0.01034323684
N/A
DFE
PH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1044488.64000000
USD
53133137.00000000
PHP
2020-05-28
-13169.75000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
160000.00000000
PA
USD
139700.00000000
0.109717358925
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.38000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
355000.00000000
PA
USD
282335.94000000
0.221740541636
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.16000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-3810.39000000
-0.00299259790
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1260469534.00000000
COP
305568.37000000
USD
2020-05-13
-3810.39000000
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de CV
456472AB5
200000.00000000
PA
USD
175781.26000000
0.138054800256
Long
DBT
CORP
MX
N
2
2029-09-12
Fixed
4.15000000
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
200000.00000000
PA
USD
151783.25000000
0.119207282170
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
481000.00000000
PA
USD
86580.00000000
0.067998059669
Long
DBT
NUSS
LB
N
2
2027-03-23
Fixed
6.85000000
Y
N
N
N
N
N
G-bits Network Technology Xiamen Co Ltd
N/A
G-bits Network Technology Xiamen Co Ltd
000000000
5100.00000000
NS
292777.87000000
0.229941407647
Long
EC
CORP
CN
N
2
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
000000000
200000.00000000
PA
USD
171718.76000000
0.134864200610
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
Yue Yuen Industrial Holdings Ltd
254900YUFIBANZ1XU687
Yue Yuen Industrial Holdings Ltd
000000000
203500.00000000
NS
310968.50000000
0.244227935069
Long
EC
CORP
BM
N
2
N
N
N
Asian Paints Ltd
335800HEHXGYRUNERD75
Asian Paints Ltd
000000000
2997.00000000
NS
65600.94000000
0.051521559626
Long
EC
CORP
IN
N
2
N
N
N
Jinxin Fertility Group Ltd
2549000NTC85I8X21O47
Jinxin Fertility Group Ltd
000000000
262000.00000000
NS
287022.13000000
0.225420973921
Long
EC
CORP
KY
N
2
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
200000.00000000
PA
USD
189250.00000000
0.148632857385
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.63000000
N
N
N
N
N
N
Muthoot Finance Ltd
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
000000000
13050.00000000
NS
105448.50000000
0.082816971529
Long
EC
CORP
IN
N
2
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
31734.56000000
0.024923637150
N/A
DFE
TW
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5309768.56000000
USD
160275364.00000000
TWD
2020-05-21
31734.56000000
N
N
N
VIRGOLINO DE OLIVEIRA FI
N/A
Virgolino de Oliveira Finance SA
000000000
202000.00000000
PA
USD
3898.22000000
0.003061577687
Long
DBT
CORP
LU
N
2
2022-02-09
Fixed
11.75000000
Y
Y
N
N
N
N
Qatar Fuel QSC
N/A
Qatar Fuel QSC
000000000
15889.00000000
NS
70909.77000000
0.055690999902
Long
EC
CORP
QA
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
2548.53000000
0.002001560348
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
34865583.00000000
TWD
1164515.13000000
USD
2020-05-21
2548.53000000
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
Globe Telecom Inc
000000000
2030.00000000
NS
76932.37000000
0.060421019701
Long
EC
CORP
PH
N
2
N
N
N
MCB Bank Ltd
2549002SIFOER1TFOK04
MCB Bank Ltd
000000000
19766.00000000
NS
17619.54000000
0.013838005685
Long
EC
CORP
PK
N
2
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
380000.00000000
PA
USD
389018.54000000
0.305526748618
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.13000000
N
N
N
N
N
N
2020-04-20
AB CAP FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer