0001752724-20-224848.txt : 20201110 0001752724-20-224848.hdr.sgml : 20201110 20201110170224 ACCESSION NUMBER: 0001752724-20-224848 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201110 PERIOD START: 20210331 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: 201301997 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 0000081443 S000033729 AB Emerging Markets Multi-Asset Portfolio C000103967 Class A ABAEX C000103968 Class C ABCEX C000103969 Advisor Class ABYEX C000103970 Class R ABREX C000103971 Class K ABKEX C000103972 Class I ABIEX C000194530 Class Z ABZEX NPORT-P 1 primary_doc.xml NPORT-P false 0000081443 XXXXXXXX S000033729 C000103971 C000103968 C000103967 C000103969 C000194530 C000103970 C000103972 AB CAP FUND, INC. 811-01716 0000081443 549300I24E20QB4B6Y20 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Emerging Markets Multi-Asset Portfolio S000033729 7ZWN2SNJWVYO4A3K1B71 2021-03-31 2020-09-30 N 165496787.08 3004221.37 162492565.71 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3920240.39000000 BRL USD UST ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 Pakistan Government International Bond 000000000 325000.00000000 PA USD 322257.81000000 0.198321571569 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.88000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -11657.44000000 -0.00717413744 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 21885958.00000000 MXN 977433.03000000 USD 2020-10-08 -11657.44000000 N N N Richter Gedeon Nyrt 549300J6ZJW5IH4WEE46 Richter Gedeon Nyrt 000000000 12284.00000000 NS 259292.94000000 0.159572186497 Long EC CORP HU N 2 N N N Agile Group Holdings Ltd 549300ZRISRT38EEYY07 Agile Group Holdings Ltd 000000000 72000.00000000 NS 94860.38000000 0.058378289237 Long EC CORP KY N 2 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 206000.00000000 PA USD 31157.50000000 0.019174723387 Long DBT NUSS LB N 2 2025-02-26 Fixed 6.20000000 Y N N N N N Vodacom Group Ltd 37890012A8DC24B8D663 Vodacom Group Ltd 000000000 13288.00000000 NS 97444.87000000 0.059968817388 Long EC CORP ZA N 2 N N N Reliance Industries Ltd 5493003UOETFYRONLG31 Reliance Industries Ltd 000000000 2353.00000000 NS 71254.58000000 0.043850978467 Long EC CORP IN N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HU7 276036.00000000 PA USD 117315.30000000 0.072197333759 Long DBT NUSS AR N 2 2038-01-09 Variable 0.13000000 N N N N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 Fortescue Metals Group Ltd 000000000 27840.00000000 NS 327065.14000000 0.201280063842 Long EC CORP AU N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC -3532.74000000 -0.00217409330 N/A DFE AU N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 228439.14000000 USD 313988.00000000 AUD 2020-10-29 -3532.74000000 N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 10552TAG2 208000.00000000 PA USD 213113.43000000 0.131152726322 Long DBT CORP BR N 2 2030-01-24 Fixed 4.88000000 N N N N N N Zijin Mining Group Co Ltd 529900ABI5CBFXD01Q05 Zijin Mining Group Co Ltd 000000000 138000.00000000 NS 88216.12000000 0.054289326785 Long EC CORP CN N 2 N N N NIO Inc 549300JBU4TV5OCKJV96 NIO Inc 62914V106 5206.00000000 NS USD 110471.32000000 0.067985461068 Long EC CORP KY N 1 N N N Resilient REIT Ltd 378900F37FF47D486C58 Resilient REIT Ltd 000000000 813.00000000 NS 1789.57000000 0.001101324231 Long EC ZA N 1 N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 Honduras Government International Bond 000000000 290000.00000000 PA USD 315103.13000000 0.193918490131 Long DBT NUSS HN N 2 2024-03-15 Fixed 7.50000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC -19002.91000000 -0.01169463348 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 37768660.00000000 TWD 1294555.61000000 USD 2020-11-18 -19002.91000000 N N N Sunny Friend Environmental Technology Co Ltd N/A Sunny Friend Environmental Technology Co Ltd 000000000 40000.00000000 NS 318394.27000000 0.195943899715 Long EC CORP TW N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC 5162.02000000 0.003176773028 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4191751.00000000 MYR 1013479.45000000 USD 2020-10-27 5162.02000000 N N N REPUBLIC OF GABON N/A Gabon Government International Bond 362420AD3 600000.00000000 PA USD 534562.50000000 0.328976588968 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.63000000 N N N N N N Dino Polska SA 259400H4L81SMPRTW956 Dino Polska SA 000000000 13740.00000000 NS 808265.11000000 0.497416670398 Long EC CORP PL N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCW0 78000.00000000 PA USD 65286.00000000 0.040177838115 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -3646.12000000 -0.00224386880 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 6389943.00000000 MXN 285134.10000000 USD 2020-10-08 -3646.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 Long: IS24O17 AS51 /LONG/ / Short: IS24O17 TRS AUD P E IS24O28 000000000 176.56000000 OU Notional Amount 13074.13000000 0.008045986561 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 S&P ASX Share Price Index 200 AS51 Index Y equity-performance leg equity-performance leg 2020-12-17 0.00000000 AUD 0.00000000 AUD 176.56000000 AUD 13074.13000000 N N N LG Uplus Corp N/A LG Uplus Corp 000000000 9858.00000000 NS 96851.50000000 0.059603649912 Long EC CORP KR N 2 N N N Henan Shuanghui Investment & Development Co Ltd N/A Henan Shuanghui Investment & Development Co Ltd 000000000 4400.00000000 NS 34447.01000000 0.021199129849 Long EC CORP CN N 2 N N N Livzon Pharmaceutical Group Inc 529900Y4GWTVVTORJ443 Livzon Pharmaceutical Group Inc 000000000 5500.00000000 NS 40042.59000000 0.024642721237 Long EC CORP CN N 2 N N N Bajaj Auto Ltd 335800DLAO5NCNN8G863 Bajaj Auto Ltd 000000000 2463.00000000 NS 96179.85000000 0.059190307925 Long EC CORP IN N 2 N N N Shinhan Financial Group Co Ltd 988400EB8A6G49E5KO54 Shinhan Financial Group Co Ltd 000000000 6594.00000000 NS 154699.05000000 0.095203770907 Long EC CORP KR N 2 N N N Guangzhou R&F Properties Co Ltd 529900ICJ8CK8LFWH863 Guangzhou R&F Properties Co Ltd 000000000 75600.00000000 NS 97914.12000000 0.060257599830 Long EC CORP CN N 2 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 170000.00000000 PA USD 25500.00000000 0.015693025640 Long DBT NUSS LB N 2 2026-11-27 Fixed 1.00000000 Y N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 99153.55000000 0.061020360880 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9437212.00000000 BRL 1779598.72000000 USD 2020-10-02 99153.55000000 N N N Enel Americas SA 549300LKH11TFCJLZK20 Enel Americas SA 29274FAF1 248000.00000000 PA USD 270010.00000000 0.166167602080 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N Nexa Resources SA 549300QRMRHM7GAU7L47 Nexa Resources SA 91832CAA4 200000.00000000 PA USD 208287.38000000 0.128182713522 Long DBT CORP LU N 2 2027-05-04 Fixed 5.38000000 N N N N N N WPG Holdings Ltd N/A WPG Holdings Ltd 000000000 68000.00000000 NS 91695.36000000 0.056430495511 Long EC CORP TW N 2 N N N Orion Corp/Republic of Korea N/A Orion Corp/Republic of Korea 000000000 773.00000000 NS 86615.86000000 0.053304506345 Long EC CORP KR N 2 N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 000000000 600000.00000000 PA USD 633562.50000000 0.389902453217 Long DBT CORP CL N 2 2050-01-30 Fixed 3.70000000 N N N N N N PTTEP Treasury Center Co 2549006WFOUPZX6TZG08 PTTEP Treasury Center Co Ltd 69371MAD9 210000.00000000 PA USD 222993.75000000 0.137233201424 Long DBT CORP TH N 2 2059-12-06 Fixed 3.90000000 N N N N N N Britannia Industries Ltd 335800RRN5EVHNNAXN80 Britannia Industries Ltd 000000000 1921.00000000 NS 99072.82000000 0.060970678607 Long EC CORP IN N 2 N N N Republic of El Salvador 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 63000.00000000 PA USD 60755.63000000 0.037389790563 Long DBT NUSS SV N 2 2023-01-24 Fixed 7.75000000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 Stillwater Mining Co 000000000 200000.00000000 PA USD 210751.13000000 0.129698936735 Long DBT CORP US N 2 2025-06-27 Fixed 7.13000000 N N N N N N Shennan Circuits Co Ltd 300300VRJEDEV10SPJ55 Shennan Circuits Co Ltd 000000000 25520.00000000 NS 442587.44000000 0.272373962504 Long EC CORP CN N 2 N N N Orbia Advance Corp SAB de CV 549300MVHZ20SBIOEQ79 Orbia Advance Corp SAB de CV 000000000 42943.00000000 NS 74926.66000000 0.046110823392 Long EC CORP MX N 1 N N N BRASKEM NETHERLANDS N/A Braskem Netherlands Finance BV 000000000 200000.00000000 PA USD 192500.00000000 0.118466958262 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC -11796.01000000 -0.00725941519 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 633139.22000000 USD 10477700.00000000 ZAR 2020-11-27 -11796.01000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDA7 399000.00000000 PA USD 308626.50000000 0.189932689321 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 Guatemala Government Bond 000000000 200000.00000000 PA USD 213750.00000000 0.131544479629 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.38000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 000000000 484000.00000000 PA USD 671701.25000000 0.413373527007 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10000000 N N N N N N Enel Generacion Chile SA 549300PVHXUFEIE6LY50 Enel Generacion Chile SA 29246RAA1 40000.00000000 PA USD 43225.00000000 0.026601216991 Long DBT CORP CL N 2 2024-04-15 Fixed 4.25000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 57000.00000000 PA USD 8692.50000000 0.005349475504 Long DBT NUSS LB N 2 2024-04-22 Fixed 6.65000000 Y N N N N N PANAMA NOTAS DEL TESORO 549300SHS4T08CL0LP14 Panama Notas del Tesoro 000000000 113000.00000000 PA USD 120980.63000000 0.074453024648 Long DBT NUSS PA N 2 2026-04-17 Fixed 3.75000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 240000.00000000 PA USD 216000.00000000 0.132929158362 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.70000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAT6 260000.00000000 PA USD 282100.00000000 0.173607942472 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 Oleoducto Central SA 680617AC1 285000.00000000 PA USD 295972.50000000 0.182145256127 Long DBT CORP CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N Synnex Technology International Corp 529900GMBJ3R4A2WBC71 Synnex Technology International Corp 000000000 234000.00000000 NS 335306.96000000 0.206352185119 Long EC CORP TW N 2 N N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AJ8 207000.00000000 PA USD 225500.63000000 0.138775967389 Long DBT CORP CO N 2 2045-05-28 Fixed 5.88000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAK5 200000.00000000 PA USD 220312.50000000 0.135583125934 Long DBT CORP ID N 2 2049-07-17 Fixed 4.88000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government International Bond 038461AM1 305000.00000000 PA USD 294325.00000000 0.181131363588 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC 15368.02000000 0.009457675760 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 18245950720.00000000 IDR 1242404.38000000 USD 2020-10-15 15368.02000000 N N N Woori Financial Group Inc N/A Woori Financial Group Inc 000000000 18480.00000000 NS 135127.33000000 0.083159084484 Long EC CORP KR N 2 N N N Li Ning Co Ltd 529900T77L2FV3FZ3U81 Li Ning Co Ltd 000000000 178000.00000000 NS 837543.26000000 0.515434817796 Long EC CORP KY N 2 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BW2 200000.00000000 PA USD 215500.00000000 0.132621451977 Long DBT CORP MX N 2 2027-06-05 Fixed 7.38000000 N N N N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 China Construction Bank Corp 000000000 600000.00000000 NS 389863.55000000 0.239927007304 Long EC CORP CN N 2 N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Pertamina Persero PT 000000000 200000.00000000 PA USD 234718.76000000 0.144448922308 Long DBT CORP ID N 2 2043-05-20 Fixed 5.63000000 N N N N N N China Fortune Land Development Co Ltd 300300LUEZ33VXOST475 China Fortune Land Development Co Ltd 000000000 39016.00000000 NS 87674.93000000 0.053956271548 Long EC CORP CN N 2 N N N Zhen Ding Technology Holding Ltd 549300H7R4K33675UP38 Zhen Ding Technology Holding Ltd 000000000 99000.00000000 NS 434547.09000000 0.267425828437 Long EC CORP KY N 2 N N N Nien Made Enterprise Co Ltd N/A Nien Made Enterprise Co Ltd 000000000 8000.00000000 NS 95600.38000000 0.058833694687 Long EC CORP TW N 2 N N N China Everbright Ltd 254900EZ9RZF6UMLY516 China Everbright Ltd 000000000 612000.00000000 NS 823254.64000000 0.506641418579 Long EC CORP HK N 2 N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 Sberbank of Russia PJSC 80585Y308 110924.00000000 NS USD 1294483.08000000 0.796641418235 Long EC CORP RU N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC -26073.93000000 -0.01604622949 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8402986.00000000 MYR 1995247.77000000 USD 2020-10-27 -26073.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC -6386.01000000 -0.00393003210 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2058055.00000000 MYR 488675.06000000 USD 2020-10-27 -6386.01000000 N N N Yandex NV 549300GGZHJ5Q1B18P93 Yandex NV 000000000 10720.00000000 NS USD 699480.00000000 0.430468924497 Long EC CORP NL N 1 N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 Ping An Insurance Group Co of China Ltd 000000000 66500.00000000 NS 690326.40000000 0.424835682164 Long EC CORP CN N 2 N N N Naspers Ltd 21380044BQ8812EEKT59 Naspers Ltd 000000000 253.00000000 NS 44685.85000000 0.027500242737 Long EC CORP ZA N 2 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 000000000 200000.00000000 PA USD 172687.50000000 0.106274092753 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC -8727.25000000 -0.00537086109 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 168442087.00000000 JPY 1588511.32000000 USD 2020-10-08 -8727.25000000 N N N Tosoh Corp 529900YSLFVJF2MDBX02 Tosoh Corp 000000000 50500.00000000 NS 819918.35000000 0.504588223108 Long EC CORP JP N 2 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 216000.00000000 PA USD 35100.00000000 0.021600988233 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 Abu Dhabi Government International Bond 29135LAM2 348000.00000000 PA USD 344085.00000000 0.211754303033 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.70000000 N N N N N N DIGICEL GROUP 0.5 LTD N/A Digicel Group 0.5 Ltd 25381YAB7 93440.00000000 PA USD 32704.00000000 0.020126459236 Long DBT CORP BM N 2 2025-04-01 Fixed 8.00000000 N N Y N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PBE0 864000.00000000 PA USD 1113480.00000000 0.685249811358 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Globalwafers Co Ltd 529900V6RTNF3U5EGX67 Globalwafers Co Ltd 000000000 6000.00000000 NS 80281.82000000 0.049406457242 Long EC CORP TW N 2 N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Petronas Capital Ltd 716743AS8 395000.00000000 PA USD 543251.40000000 0.334323848987 Long DBT CORP MY N 2 2060-04-21 Fixed 4.80000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 Empresa de Transporte de Pasajeros Metro SA 29246QAD7 200000.00000000 PA USD 220750.00000000 0.135852369020 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 Aeropuerto Internacional de Tocumen SA 00787CAC6 199115.87000000 PA USD 221391.96000000 0.136247439402 Long DBT CORP PA N 2 2048-11-18 Fixed 6.00000000 N N N N N N GDS Holdings Ltd 391200MGV8DDCHTN2R77 GDS Holdings Ltd 36165L108 9040.00000000 NS USD 739743.20000000 0.455247411946 Long EC CORP KY N 1 N N Tsingtao Brewery Co Ltd 300300OJ7D0Q1ESE8L15 Tsingtao Brewery Co Ltd 000000000 37600.00000000 NS 417565.30000000 0.256975018011 Long EC CORP CN N 2 N N N CJ Corp N/A CJ Corp 000000000 1314.00000000 NS 91242.83000000 0.056152002770 Long EC CORP KR N 2 N N N GNL QUINTERO SA 549300JJJIQXE6E1QY27 GNL Quintero SA 000000000 200000.00000000 PA USD 214110.00000000 0.131766028226 Long DBT CORP CL N 2 2029-07-31 Fixed 4.63000000 N N N N N N CEMIG GERACAO E TRANSM 529900ZT0AVI5W1VFB58 Cemig Geracao e Transmissao SA 000000000 200000.00000000 PA USD 220218.76000000 0.135525437140 Long DBT CORP BR N 2 2024-12-05 Fixed 9.25000000 N N N N N N China Galaxy Securities Co Ltd 3003008KFQXO06OK8582 China Galaxy Securities Co Ltd 000000000 53700.00000000 NS 101036.61000000 0.062179220051 Long EC CORP CN N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD HUF 000000000 1.00000000 NC 56501.51000000 0.034771750789 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 320027773.00000000 HUF 1088467.27000000 USD 2020-10-22 56501.51000000 N N N MediaTek Inc 254900UEGBK1I4DM4E14 MediaTek Inc 000000000 68000.00000000 NS 1440850.07000000 0.886717533017 Long EC CORP TW N 2 N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 Empresa de Transporte de Pasajeros Metro SA 000000000 200000.00000000 PA USD 249250.00000000 0.153391632971 Long DBT CORP CL N 2 2047-01-25 Fixed 5.00000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 Honduras Government International Bond 438180AJ0 173000.00000000 PA USD 185164.06000000 0.113952327105 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.63000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AH7 365000.00000000 PA USD 375336.50000000 0.230986875221 Long DBT NUSS BM N 2 2050-08-20 Fixed 3.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC 277.90000000 0.000171023208 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2000919.27000000 USD 29757671393.00000000 IDR 2020-10-15 277.90000000 N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 Orbia Advance Corp SAB de CV 000000000 393000.00000000 PA USD 422352.19000000 0.259920931246 Long DBT CORP MX N 2 2027-10-04 Fixed 4.00000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 Senegal Government International Bond 000000000 400000.00000000 PA 452565.69000000 0.278514704978 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N Adaro Energy Tbk PT 529900P2WAH7XA87OI24 Adaro Energy Tbk PT 000000000 1277500.00000000 NS 98120.01000000 0.060384307165 Long EC CORP ID N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -16794.25000000 -0.01033539591 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6731473.00000000 CNY 974088.97000000 USD 2020-10-21 -16794.25000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC -12496.91000000 -0.00769075800 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 26055505.00000000 TWD 893689.08000000 USD 2020-11-18 -12496.91000000 N N N China Minsheng Banking Corp Ltd 549300HBUGSQD1VCXG94 China Minsheng Banking Corp Ltd 000000000 122500.00000000 NS 95914.94000000 0.059027278928 Long EC CORP CN N 2 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 36000.00000000 PA USD 5580.00000000 0.003434003257 Long DBT NUSS LB N 2 2023-01-27 Fixed 6.00000000 Y N N N N N Indofood CBP Sukses Makmur Tbk PT N/A Indofood CBP Sukses Makmur Tbk PT 000000000 141500.00000000 NS 95910.28000000 0.059024411105 Long EC CORP ID N 2 N N N GRAN TIERRA ENERGY INTL 549300RQNK5SS6I0T293 Gran Tierra Energy International Holdings Ltd 38502HAA3 200000.00000000 PA USD 76578.69000000 0.047127503750 Long DBT CORP KY N 2 2025-02-15 Fixed 6.25000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC -12590.40000000 -0.00774829294 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 16082000.00000000 BRL 2851064.58000000 USD 2020-10-02 -12590.40000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 173000.00000000 PA 197065.76000000 0.121276785272 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 Israel Government International Bond 46513JB42 375000.00000000 PA USD 450339.00000000 0.277144371517 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC 5915.68000000 0.003640585016 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4803751.00000000 MYR 1161448.50000000 USD 2020-10-27 5915.68000000 N N N ICE Futures U.S. 5493004R83R1LVX2IL36 FUTURE CONTRACT ON MSCI EMGMKT DEC20 000000000 255.00000000 NC USD 30150.00000000 0.018554695021 N/A DE US N 1 ICE Futures U.S. 5493004R83R1LVX2IL36 Long MSCI Emerging Markets MESZ0 Index 2020-12-18 13848225.00000000 USD 30150.00000000 N N N Advanced Petrochemical Co N/A Advanced Petrochemical Co 000000000 6448.00000000 NS 101789.66000000 0.062642656638 Long EC CORP SA N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD CZK 000000000 1.00000000 NC 34683.38000000 0.021344594965 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 22462670.00000000 CZK 1008040.48000000 USD 2020-10-22 34683.38000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 374000.00000000 PA USD 291603.13000000 0.179456290031 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12000000 N N N N N N Supermax Corp Bhd N/A Supermax Corp Bhd 000000000 49300.00000000 NS 100464.98000000 0.061827431649 Long EC CORP MY N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 Long: IS24BX8 SX5E /LONG/ / Short: IS24BX8 TRS EUR P E IS24BY9 000000000 61.98000000 OU Notional Amount -9282.84000000 -0.00571277827 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EURO STOXX 50 Index SX5E Index Y equity-performance leg equity-performance leg 2020-11-20 0.00000000 EUR 0.00000000 EUR 61.98000000 EUR -9282.84000000 N N N PhosAgro PJSC 25340053KRUNNYUWF472 PhosAgro PJSC 71922G209 2695.00000000 NS USD 32447.80000000 0.019968790484 Long EC CORP RU N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -29898.81000000 -0.01840010948 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 106621085.00000000 INR 1417833.58000000 USD 2020-10-15 -29898.81000000 N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 000000000 280000.00000000 PA USD 329262.50000000 0.202632347246 Long DBT CORP CL N 2 2049-02-05 Fixed 4.38000000 N N N N N N GLOBO COMMUNICACOES PART 52990054HEKS017PVR75 Globo Comunicacao e Participacoes SA 37959DAB0 477000.00000000 PA USD 468354.38000000 0.288231266429 Long DBT CORP BR N 2 2030-01-22 Fixed 4.88000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 000000000 201000.00000000 PA USD 269842.50000000 0.166064520441 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N Dubai Islamic Bank PJSC 5493003E7YRAQY3JGW88 Dubai Islamic Bank PJSC 000000000 85148.00000000 NS 100409.38000000 0.061793214699 Long EC CORP AE N 2 N N N Antofagasta PLC 213800MY6QVH4FVLD628 Antofagasta PLC 000000000 4969.00000000 NS 65577.06000000 0.040356960155 Long EC CORP GB N 2 N N N Zoomlion Heavy Industry Science and Technology Co Ltd 529900QZ3EMAU0QKFK85 Zoomlion Heavy Industry Science and Technology Co Ltd 000000000 247000.00000000 NS 238647.15000000 0.146866503681 Long EC CORP CN N 2 N N N Enel Chile SA 549300YM5CWCAUVOPB53 Enel Chile SA 29278DAA3 140000.00000000 PA USD 164617.25000000 0.101307557844 Long DBT CORP CL N 2 2028-06-12 Fixed 4.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED SGD / SOLD USD 000000000 1.00000000 NC 1263.86000000 0.000777795583 N/A DFE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 524694.77000000 USD 717943.00000000 SGD 2020-10-27 1263.86000000 N N N EMPRESA DE TRANSMISION 254900RX1DOMC83TZ320 Empresa de Transmision Electrica SA 29247QAA2 200000.00000000 PA USD 230562.50000000 0.141891106828 Long DBT CORP PA N 2 2049-05-02 Fixed 5.13000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 Credicorp Ltd 22530EAA0 209000.00000000 PA USD 211664.75000000 0.130261190150 Long DBT CORP BM N 2 2025-06-17 Fixed 2.75000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 Senegal Government International Bond 000000000 200000.00000000 PA USD 189187.50000000 0.116428403461 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N Abu Dhabi Islamic Bank PJSC 5493006DOLY8O98XHD74 Abu Dhabi Islamic Bank PJSC 000000000 94937.00000000 NS 111372.55000000 0.068540089519 Long EC CORP AE N 2 N N N Glencore PLC 2138002658CPO9NBH955 Glencore PLC 000000000 210640.00000000 NS 436693.70000000 0.268746879644 Long EC CORP JE N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -31507.87000000 -0.01939034555 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 88066090.00000000 INR 1164279.35000000 USD 2020-10-15 -31507.87000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 7388.28000000 0.004546841861 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1673056.89000000 USD 9437212.00000000 BRL 2020-10-02 7388.28000000 N N N JD.com Inc 549300HVTWB0GJZ16V92 JD.com Inc 47215P106 27551.00000000 NS USD 2138233.11000000 1.315895961551 Long EC CORP KY N 1 N N N TRANSJAMAICAN HIGHWAY N/A TransJamaican Highway Ltd 893727AA5 160000.00000000 PA USD 155200.00000000 0.095512061934 Long DBT CORP JM N 2 2036-10-10 Fixed 5.75000000 N N N N N N LIGHT SERVICOS ENERGIA N/A Light Servicos de Eletricidade SA/Light Energia SA 000000000 200000.00000000 PA USD 208375.00000000 0.128236635989 Long DBT CORP BR N 2 2023-05-03 Fixed 7.25000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 Peru Government Bond 000000000 2030000.00000000 PA 659247.51000000 0.405709336374 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 Bangkok Bank PCL/Hong Kong 059895AT9 200000.00000000 PA USD 194812.50000000 0.119890100293 Long DBT CORP TH N 2 2034-09-25 Fixed 3.73000000 N N N N Y Bangkok Bank PCL/Hong Kong Bangkok Bank PCL/Hong Kong USD XXXX N N N GRAN TIERRA ENERGY INTL 549300RQNK5SS6I0T293 Gran Tierra Energy International Holdings Ltd 000000000 200000.00000000 PA USD 76578.69000000 0.047127503750 Long DBT CORP KY N 2 2025-02-15 Fixed 6.25000000 N N N N N N China Communications Services Corp Ltd N/A China Communications Services Corp Ltd 000000000 338000.00000000 NS 199540.35000000 0.122799679559 Long EC CORP CN N 2 N N N Far East Horizon Ltd 549300S9XRGO1ZPUHE62 Far East Horizon Ltd 000000000 103000.00000000 NS 84054.16000000 0.051728003452 Long EC CORP HK N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 6492.60000000 0.003995628951 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1470233.48000000 USD 8293146.00000000 BRL 2020-10-02 6492.60000000 N N N China Mobile Ltd 529900U2JJ7GK68NI589 China Mobile Ltd 000000000 23500.00000000 NS 150853.22000000 0.092836998013 Long EC CORP HK N 2 N N N MTN Group Ltd 2549009JD6Q6XHZS5E05 MTN Group Ltd 000000000 27771.00000000 NS 93175.49000000 0.057341386415 Long EC CORP ZA N 2 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BK7 268557.00000000 PA USD 319331.06000000 0.196520412244 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.38000000 N N N N N N X5 Retail Group NV 213800J17UJJJDGUVF56 X5 Retail Group NV 98387E205 8020.00000000 NS USD 296740.00000000 0.182617585428 Long EC CORP NL N 1 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HS2 1789373.00000000 PA USD 742589.80000000 0.456999245937 Long DBT NUSS AR N 2 2030-07-09 Variable 0.13000000 N N N N N N Mitsubishi Gas Chemical Co Inc 529900G5O4J27ZPLJJ89 Mitsubishi Gas Chemical Co Inc 000000000 13000.00000000 NS 241844.94000000 0.148834464483 Long EC CORP JP N 2 N N N Infosys Ltd 335800TYLGG93MM7PR89 Infosys Ltd 000000000 7755.00000000 NS 106394.45000000 0.065476503208 Long EC CORP IN N 2 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 29246BAE8 200000.00000000 PA USD 199720.00000000 0.122910238463 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 DP World PLC 000000000 200000.00000000 PA USD 201812.50000000 0.124197989685 Long DBT CORP AE N 2 2049-09-30 Fixed 4.70000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAL3 1399000.00000000 PA USD 1446202.26000000 0.890011339091 Long DBT CORP ID N 2 2030-02-05 Fixed 3.38000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 000000000 200000.00000000 PA USD 175312.50000000 0.107889551275 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.13000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 Kazakhstan Government International Bond AF2793467 200000.00000000 PA USD 231500.00000000 0.142468056300 Long DBT NUSS KZ N 2 2025-07-21 Fixed 5.13000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD PLN 000000000 1.00000000 NC 49566.90000000 0.030504103239 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 5630307.00000000 PLN 1506218.23000000 USD 2020-10-22 49566.90000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Government International Bond 195325CU7 302000.00000000 PA USD 352396.25000000 0.216869152419 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Australia And New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -11968.11000000 -0.00736532772 N/A DFE US N 2 Australia And New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 7563151.00000000 CNY 1101339.40000000 USD 2020-10-21 -11968.11000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD PLN 000000000 1.00000000 NC 6131.45000000 0.003773372629 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 652133.00000000 PLN 174848.79000000 USD 2020-10-22 6131.45000000 N N N VFMVN30 ETF Fund N/A VFMVN30 ETF Fund 000000000 239030.00000000 NS 150900.52000000 0.092866107037 Long EC RF VN N 2 N N N Kia Motors Corp 988400V8MJK9N7OI5X76 Kia Motors Corp 000000000 24861.00000000 NS 996974.29000000 0.613550709624 Long EC CORP KR N 2 N N N Oil & Gas Development Co Ltd N/A Oil & Gas Development Co Ltd 000000000 42237.00000000 NS 24815.78000000 0.015271947914 Long EC CORP PK N 2 N N N Inner Mongolia Junzheng Energy & Chemical Industry Group Co Ltd 3003006C9ZMCTO771B16 Inner Mongolia Junzheng Energy & Chemical Industry Group Co Ltd 000000000 85800.00000000 NS 91972.58000000 0.056601100239 Long EC CORP CN N 2 N N N Republic of Argentina 549300KPBYGYF7HCHO27 Argentine Bonos del Tesoro 000000000 76673.00000000 PA 230.03000000 0.000141563399 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.50000000 Y N N N N N Government of Jamaica 529900Y93KNSXZI8KK56 Jamaica Government International Bond 470160AV4 108000.00000000 PA USD 139792.50000000 0.086030089677 Long DBT NUSS JM N 2 2039-03-15 Fixed 8.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 95583.33000000 0.058823201899 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8293146.00000000 BRL 1572309.41000000 USD 2020-10-02 95583.33000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC 21984.46000000 0.013529517429 N/A DFE MX N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 552100.46000000 USD 12702982.00000000 MXN 2020-10-08 21984.46000000 N N N Republic of Venezuela 529900XM8PJTJK5OJI77 Venezuela Government International Bond 000000000 264500.00000000 PA USD 20498.75000000 0.012615192523 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95000000 Y N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 Guatemala Government Bond 000000000 200000.00000000 PA USD 213562.50000000 0.131429089735 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.50000000 N N N N N N NH Investment & Securities Co Ltd 549300LQ6NXDW1B8NT42 NH Investment & Securities Co Ltd 000000000 12222.00000000 NS 95444.41000000 0.058737708757 Long EC CORP KR N 2 N N N New China Life Insurance Co Ltd 529900QCDGPLPB62KH67 New China Life Insurance Co Ltd 000000000 23500.00000000 NS 88339.33000000 0.054365151792 Long EC CORP CN N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC 6732.35000000 0.004143174163 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 492513.05000000 USD 2075450.00000000 MYR 2020-10-27 6732.35000000 N N N State of Qatar 52990074F6OJOAXK4P65 Qatar Government International Bond 000000000 300000.00000000 PA USD 358125.00000000 0.220394698326 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.50000000 N N N N N N China Galaxy Securities Co Ltd 3003008KFQXO06OK8582 China Galaxy Securities Co Ltd 000000000 185000.00000000 NS 104707.94000000 0.064438603417 Long EC CORP CN N 2 N N N INTERCORP FIN SER INC 5299004181WFTEWB1398 Intercorp Financial Services Inc 000000000 200000.00000000 PA USD 202937.50000000 0.124890329051 Long DBT CORP PA N 2 2027-10-19 Fixed 4.13000000 N N N N N N China Feihe Ltd N/A China Feihe Ltd 000000000 12964.00000000 NS 30308.89000000 0.018652477956 Long EC CORP KY N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS240P3 CDS US900123AL40 01.000 SP 06/20/2025 MSNYUS33XXX FIXED / Short: IS240P3 CDS US900123AL40 01.000 SP 06/20/2025 MSNYUS33XXX FLOAT 000000000 1060000.00000000 OU Notional Amount USD -184773.96000000 -0.11371225458 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bond Turkey Government International Bond Y sell protection 2025-06-20 0.00000000 USD -203408.78000000 USD 1060000.00000000 USD 18634.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED INR / SOLD USD 000000000 1.00000000 NC 20684.73000000 0.012729646990 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 876484.73000000 USD 66073801.00000000 INR 2020-10-15 20684.73000000 N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 Lenovo Group Ltd 000000000 106000.00000000 NS 70083.27000000 0.043130139335 Long EC CORP HK N 2 N N N GOVERNMENT OF UKRAINE 6354001WLTJXOMEXPY07 Ukraine Government Bond 000000000 4772000.00000000 PA 175524.87000000 0.108020246485 Long DBT NUSS UA N 2 2021-06-02 Fixed 16.75000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government International Bond 000000000 450000.00000000 PA USD 474328.13000000 0.291907588465 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.38000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 Peru LNG Srl 000000000 279000.00000000 PA USD 214742.81000000 0.132155467581 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N 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 -317926.08000000 -0.19565576961 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 -317926.08000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC 87667.74000000 0.053951846730 N/A DFE CN N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 3252881.12000000 USD 22693708.00000000 CNY 2020-10-21 87667.74000000 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 Polyus PJSC 73181M117 1775.00000000 NS USD 187001.17000000 0.115082908059 Long EC CORP RU N 2 N N N Bank Mandiri Persero Tbk PT 549300RSKQN4Z5ZSGH94 Bank Mandiri Persero Tbk PT 000000000 261500.00000000 NS 87452.36000000 0.053819299127 Long EC CORP ID N 2 N N N PROVINCE OF NEUQUEN 549300X5HUL4FRDNBN35 Provincia de Neuquen Argentina 64131GAA0 68000.00000000 PA USD 35551.25000000 0.021878693246 Long DBT NUSS AR N 2 2025-04-27 Fixed 7.50000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 PURCHASED THB / SOLD USD 000000000 1.00000000 NC -5925.58000000 -0.00364667760 N/A DFE TH N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 984111.17000000 USD 30998000.00000000 THB 2020-10-27 -5925.58000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAL4 249000.00000000 PA USD 279129.00000000 0.171779551132 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 Russian Foreign Bond - Eurobond 000000000 200000.00000000 PA USD 276687.50000000 0.170277020853 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.88000000 N N N N N N China CITIC Bank Corp Ltd 300300C1030211000384 China CITIC Bank Corp Ltd 000000000 4440000.00000000 NS 1720679.68000000 1.058928248490 Long EC CORP CN N 2 N N N NCSoft Corp N/A NCSoft Corp 000000000 890.00000000 NS 613328.77000000 0.377450357387 Long EC CORP KR N 2 N N N Shenzhen Mindray Bio-Medical Electronics Co Ltd N/A Shenzhen Mindray Bio-Medical Electronics Co Ltd 000000000 2002.00000000 NS 102957.75000000 0.063361514140 Long EC CORP CN N 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co Ltd 000000000 294000.00000000 NS 4422959.02000000 2.721945462965 Long EC CORP TW N 2 N N N Momo Inc 549300YMGLID32W48529 Momo Inc 60879B107 12850.00000000 NS USD 176816.00000000 0.108814824375 Long EC CORP KY N 1 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123CB4 423000.00000000 PA USD 313451.04000000 0.192901772847 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.88000000 N N N N N N PICC Property & Casualty Co Ltd 300300F1000311000017 PICC Property & Casualty Co Ltd 000000000 214000.00000000 NS 150326.00000000 0.092512540092 Long EC CORP CN N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -6411.72000000 -0.00394585436 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20492642.00000000 INR 271843.39000000 USD 2020-10-15 -6411.72000000 N N N Exxaro Resources Ltd 378900BC3D9BFF4E4A37 Exxaro Resources Ltd 000000000 12089.00000000 NS 89563.72000000 0.055118657034 Long EC CORP ZA N 2 N N N BNK Financial Group Inc N/A BNK Financial Group Inc 000000000 20400.00000000 NS 88265.71000000 0.054319845104 Long EC CORP KR N 2 N N N INVERSIONES CMPC SA 549300G475ACIABB4385 Inversiones CMPC SA 46128MAN1 200000.00000000 PA USD 217250.00000000 0.133698424325 Long DBT CORP CL N 2 2030-01-13 Fixed 3.85000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC -3083.46000000 -0.00189760066 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1011400.89000000 USD 4191751.00000000 MYR 2020-10-27 -3083.46000000 N N N Yanzhou Coal Mining Co Ltd 3003005N7A6HYZ4Z0K39 Yanzhou Coal Mining Co Ltd 000000000 112000.00000000 NS 83697.07000000 0.051508245706 Long EC CORP CN N 2 N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 Eskom Holdings SOC Ltd 000000000 340000.00000000 PA USD 330650.00000000 0.203486232465 Long DBT CORP US N 2 2021-01-26 Fixed 5.75000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 Indonesia Asahan Aluminium Persero PT 74445PAG7 200000.00000000 PA USD 235093.76000000 0.144679702097 Long DBT CORP ID N 2 2050-05-15 Fixed 5.80000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED TWD / SOLD USD 000000000 1.00000000 NC 11147.42000000 0.006860264622 N/A DFE TW N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 854570.17000000 USD 24891920.00000000 TWD 2020-11-18 11147.42000000 N N N Fu Shou Yuan International Group Ltd N/A Fu Shou Yuan International Group Ltd 000000000 319000.00000000 NS 311585.17000000 0.191753492621 Long EC CORP KY N 2 N N N Tonon Luxembourg SA 5493002IITPO16CQU448 Tonon Luxembourg SA 89031RAG1 104409.99000000 PA USD 3142.74000000 0.001934082329 Long DBT CORP LU N 3 2024-10-31 Fixed 6.50000000 N N Y N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC -2534.84000000 -0.00155997290 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 3237808.00000000 BRL 574008.19000000 USD 2020-10-02 -2534.84000000 N N N MONGOLIA INTL BOND N/A Mongolia Government International Bond 60937LAB1 200000.00000000 PA USD 205062.50000000 0.126198081188 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.63000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC -11592.66000000 -0.00713427100 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2075450.00000000 MYR 487652.73000000 USD 2020-10-27 -11592.66000000 N N N Halyk Savings Bank of Kazakhstan JSC 213800NYDTVQM4SDUD67 Halyk Savings Bank of Kazakhstan JSC 46627J302 24630.00000000 NS USD 263541.00000000 0.162186496870 Long EC CORP KZ N 1 N N N Xinyi Solar Holdings Ltd 529900QF7VIH03SB7Q08 Xinyi Solar Holdings Ltd 000000000 82000.00000000 NS 130728.42000000 0.080451939095 Long EC CORP KY N 2 N N N CITIC Securities Co Ltd 300300E1006744000068 CITIC Securities Co Ltd 000000000 45500.00000000 NS 102335.80000000 0.062978758168 Long EC CORP CN N 2 N N N Country Garden Services Holdings Co Ltd N/A Country Garden Services Holdings Co Ltd 000000000 14000.00000000 NS 90922.70000000 0.055954990680 Long EC CORP KY N 2 N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 Intercorp Peru Ltd 000000000 200000.00000000 PA USD 197750.00000000 0.121697875306 Long DBT CORP BS N 2 2029-08-15 Fixed 3.88000000 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 Petroleo Brasileiro SA 000000000 110300.00000000 NS 385153.40000000 0.237028320844 Long EC CORP BR N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 1244.36000000 0.000765795034 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 281782.40000000 USD 1589450.00000000 BRL 2020-10-02 1244.36000000 N N N Bupa Arabia for Cooperative Insurance Co 558600B2WJHD5P31XS68 Bupa Arabia for Cooperative Insurance Co 000000000 829.00000000 NS 27178.57000000 0.016726039053 Long EC CORP SA N 2 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 446282.00000000 PA USD 224256.71000000 0.138010443136 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -338.29000000 -0.00020818798 N/A DFE ID N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 193364.53000000 USD 2870287654.00000000 IDR 2020-10-15 -338.29000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUTURE CONTRACT ON US ULTRA BOND CBT DEC20 000000000 -12.00000000 NC USD 28007.82000000 0.017236370093 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNZ0 Comdty 2020-12-21 -2689757.82000000 USD 28007.82000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 000000000 313000.00000000 PA USD 321020.63000000 0.197560195198 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.88000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Petronas Capital Ltd 716743AR0 395000.00000000 PA USD 503245.85000000 0.309703922638 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55000000 N N N N N N Dr Reddy's Laboratories Ltd 335800OVDPY3DVZR2798 Dr Reddy's Laboratories Ltd 000000000 1600.00000000 NS 111927.08000000 0.068881354362 Long EC CORP IN N 2 N N N Baidu Inc 254900AL64IANZYI1E02 Baidu Inc 056752108 684.00000000 NS USD 86587.56000000 0.053287090164 Long EC CORP KY N 1 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 481000.00000000 PA USD 72150.00000000 0.044402031369 Long DBT NUSS LB N 2 2027-03-23 Fixed 6.85000000 Y N N N N N NetEase Inc 5299004AF4DSJDB0PA32 NetEase Inc 64110W102 820.00000000 NS USD 372829.40000000 0.229443973864 Long EC CORP KY N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -84601.51000000 -0.05206484963 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 21070979.58000000 CNY 3017079.22000000 USD 2020-10-21 -84601.51000000 N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 295000.00000000 PA USD 294354.69000000 0.181149635193 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N Parade Technologies Ltd 529900D9FDQHQKAQLY02 Parade Technologies Ltd 000000000 10000.00000000 NS 365600.63000000 0.224995296494 Long EC CORP KY N 2 N N N ElSewedy Electric Co 5299005BDEN01BARSB46 ElSewedy Electric Co 000000000 192294.00000000 NS 82943.74000000 0.051044636803 Long EC CORP EG N 2 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS24BT4 NKY /LONG/ / Short: IS24BT4 TRS JPY P E IS24BU5 000000000 5564.17000000 OU Notional Amount -15138.90000000 -0.00931667238 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Nikkei 225 Index NKY Index Y equity-performance leg equity-performance leg 2020-11-13 0.00000000 JPY 0.00000000 JPY 5564.17000000 JPY -15138.90000000 N N N Jinke Properties Group Co Ltd 30030085B069LMR8O660 Jinke Properties Group Co Ltd 000000000 70100.00000000 NS 93941.68000000 0.057812909525 Long EC CORP CN N 2 N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 000000000 8408.00000000 NS 80522.82000000 0.049554771720 Long EC CORP SA N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 PURCHASED INR / SOLD USD 000000000 1.00000000 NC 10917.48000000 0.006718756610 N/A DFE IN N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 848820.47000000 USD 63317084.00000000 INR 2020-10-15 10917.48000000 N N N Globe Telecom Inc 254900GPWI1816YIM923 Globe Telecom Inc 000000000 2030.00000000 NS 87073.13000000 0.053585916143 Long EC CORP PH N 2 N N N Kumho Petrochemical Co Ltd N/A Kumho Petrochemical Co Ltd 000000000 13229.00000000 NS 1241058.32000000 0.763763138687 Long EC CORP KR N 2 N N N Magnit PJSC 2534009KKPTVL99W2Y12 Magnit PJSC 55953Q202 6500.00000000 NS USD 96980.00000000 0.059682730453 Long EC CORP RU N 1 N N N Hengan International Group Co Ltd N/A Hengan International Group Co Ltd 000000000 13000.00000000 NS 95160.91000000 0.058563239237 Long EC CORP KY N 2 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA 000000000 225700.00000000 PA USD 6206.75000000 0.003819713211 Long DBT CORP VE N 2 2027-04-12 Fixed 5.38000000 Y N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -3984.86000000 -0.00245233373 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 398696181.00000000 KRW 337950.41000000 USD 2020-11-10 -3984.86000000 N N N JSW Steel Ltd 335800EK6HZSC4CVAJ09 JSW Steel Ltd 000000000 25409.00000000 NS 95333.14000000 0.058669231778 Long EC CORP IN N 2 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 682051AJ6 230000.00000000 PA USD 190325.00000000 0.117128435487 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -3407.95000000 -0.00209729595 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5629820181.00000000 IDR 375196.28000000 USD 2020-10-15 -3407.95000000 N N N Hartalega Holdings Bhd N/A Hartalega Holdings Bhd 000000000 29300.00000000 NS 114759.17000000 0.070624258715 Long EC CORP MY N 2 N N N OFFICE CHERIFIEN DES PHO N/A OCP SA 000000000 200000.00000000 PA USD 216875.00000000 0.133467644536 Long DBT CORP MA N 2 2024-04-25 Fixed 5.63000000 N N N N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 AngloGold Ashanti Ltd 000000000 5320.00000000 NS 139169.51000000 0.085646693676 Long EC CORP ZA N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 41620.00000000 NS 1791366.82000000 1.102430017135 Long EC CORP KR N 2 N N N Powerlong Real Estate Holdings Ltd 549300R3K12EPXCGDP22 Powerlong Real Estate Holdings Ltd 000000000 313000.00000000 NS 235960.53000000 0.145213123424 Long EC CORP KY N 2 N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 Tengizchevroil Finance Co International Ltd 88034QAC1 305000.00000000 PA USD 306699.51000000 0.188746795067 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Pertamina Persero PT 69370PAJ0 200000.00000000 PA USD 199258.76000000 0.122626385477 Long DBT CORP ID N 2 2060-02-25 Fixed 4.15000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HT0 2792326.00000000 PA USD 1042933.76000000 0.641834754373 Long DBT NUSS AR N 2 2035-07-09 Variable 0.13000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 Venezuela Government International Bond 000000000 564100.00000000 PA USD 43717.75000000 0.026904461634 Long DBT NUSS VE N 2 2022-08-23 Fixed 12.75000000 Y N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 Leviathan Bond Ltd 000000000 87457.00000000 PA USD 90525.28000000 0.055710413337 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 Eskom Holdings SOC Ltd 000000000 304000.00000000 PA USD 306340.80000000 0.188526040352 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N Equatorial Energia SA N/A Equatorial Energia SA 000000000 47300.00000000 NS 178388.86000000 0.109782782504 Long EC CORP BR N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -61734.38000000 -0.03799212581 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4156027351.00000000 KRW 3502614.60000000 USD 2020-11-10 -61734.38000000 N N N INVERSIONES CMPC SA 549300G475ACIABB4385 Inversiones CMPC SA 000000000 220000.00000000 PA USD 245781.25000000 0.151256919924 Long DBT CORP CL N 2 2027-04-04 Fixed 4.38000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -417.66000000 -0.00025703329 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 23112664.00000000 INR 313412.88000000 USD 2020-10-15 -417.66000000 N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 Oil and Gas Holding Co BSCC/The 67778NAA6 200000.00000000 PA USD 211500.00000000 0.130159800896 Long DBT CORP BH N 2 2027-10-25 Fixed 7.50000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 Panama Government International Bond 698299BH6 311000.00000000 PA USD 388361.25000000 0.239002472699 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 Indonesia Asahan Aluminium Persero PT 74445PAF9 200000.00000000 PA USD 231040.00000000 0.142184966426 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -1221.77000000 -0.00075189286 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6760934174.00000000 IDR 453449.64000000 USD 2020-10-15 -1221.77000000 N N N WEG SA N/A WEG SA 000000000 7900.00000000 NS 92421.52000000 0.056877383649 Long EC CORP BR N 1 N N N Huaxin Cement Co Ltd 300300SD5S95ZOS05G37 Huaxin Cement Co Ltd 000000000 110780.00000000 NS 412980.70000000 0.254153596624 Long EC CORP CN N 2 N N N Republic of Guatemala 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AR0 263000.00000000 PA USD 314449.38000000 0.193516164032 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.13000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 433000.00000000 PA USD 386452.50000000 0.237827803574 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.63000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS24QX3 CDX 2I65BZDZ2 01.000 BP 12/20/2025 MSNYUS33XXX FLOAT / Short: IS24QX3 CDX 2I65BZDZ2 01.000 BP 12/20/2025 MSNYUS33XXX FIXED 000000000 16690000.00000000 OU Notional Amount USD 1057243.94000000 0.650641421889 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.EM.S34.V1 2I65BZDZ2 Y buy protection 2025-12-20 1084850.00000000 USD 0.00000000 USD 16690000.00000000 USD -27606.06000000 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 000000000 64000.00000000 NS 4322776.96000000 2.660292143897 Long EC CORP KY N 2 N N N A-Living Services Co Ltd 3003007MSHCO6ZTTSZ09 A-Living Services Co Ltd 000000000 124500.00000000 NS 636967.00000000 0.391997625994 Long EC CORP CN N 2 N N N Moneta Money Bank AS I6USJ58BDV2BO5KP3C31 Moneta Money Bank AS 000000000 67900.00000000 NS 155919.30000000 0.095954728340 Long EC CORP CZ N 2 N N N PROSUS NV 635400Z5LQ5F9OLVT688 Prosus NV 74365PAA6 318000.00000000 PA USD 341977.20000000 0.210457135996 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N Huaneng Power International Inc 529900WU0SMVKMPG4V21 Huaneng Power International Inc 000000000 254000.00000000 NS 98548.84000000 0.060648214624 Long EC CORP CN N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 000000000 566000.00000000 PA USD 437801.00000000 0.269428326204 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N China Resources Power Holdings Co Ltd 529900K60FC0AI053735 China Resources Power Holdings Co Ltd 000000000 290000.00000000 NS 321641.60000000 0.197942348066 Long EC CORP HK N 2 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED INR / SOLD USD 000000000 1.00000000 NC 1884.33000000 0.001159640745 N/A DFE IN N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 937399.69000000 USD 69175410.00000000 INR 2020-10-15 1884.33000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC -34773.18000000 -0.02139985903 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 87313001.00000000 TWD 3001890.98000000 USD 2020-11-18 -34773.18000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -15951.39000000 -0.00981668910 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 53355745.00000000 INR 708528.58000000 USD 2020-10-15 -15951.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -4012.61000000 -0.00246941143 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 286787.86000000 USD 1589450.00000000 BRL 2020-11-04 -4012.61000000 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BN3 242000.00000000 PA USD 245267.00000000 0.150940443907 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25000000 N N N N N N Coal India Ltd 335800NLJQZNHM9LBB31 Coal India Ltd 000000000 41461.00000000 NS 65408.46000000 0.040253201562 Long EC CORP IN N 2 N N N Centrais Eletricas Brasileiras SA 254900I8KYDELP4B4Z08 Centrais Eletricas Brasileiras SA 000000000 29900.00000000 NS 161428.80000000 0.099345344997 Long EC CORP BR N 1 N N N Seazen Holdings Co Ltd 300300TGAEBDZS3VS786 Seazen Holdings Co Ltd 000000000 5300.00000000 NS 27458.71000000 0.016898440787 Long EC CORP CN N 2 N N N Phison Electronics Corp N/A Phison Electronics Corp 000000000 10000.00000000 NS 92223.99000000 0.056755821164 Long EC CORP TW N 2 N N N Kumba Iron Ore Ltd 3789006C753402643048 Kumba Iron Ore Ltd 000000000 3145.00000000 NS 92904.24000000 0.057174455701 Long EC CORP ZA N 2 N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 Bahrain Government International Bond 000000000 244000.00000000 PA USD 261080.00000000 0.160671966043 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 000000000 310000.00000000 PA USD 378975.00000000 0.233226054585 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.63000000 N N N N N N Taiwan Cement Corp 529900C56C3PB9X9ZO58 Taiwan Cement Corp 000000000 176610.00000000 NS 254097.40000000 0.156374784833 Long EC CORP TW N 2 N N N Russian Federation 5493004EHVGF71PDBU58 Russian Foreign Bond - Eurobond 000000000 600000.00000000 PA USD 795000.00000000 0.489253152306 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N Samsung Card Co Ltd N/A Samsung Card Co Ltd 000000000 3425.00000000 NS 82692.44000000 0.050889983574 Long EC CORP KR N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -5327.05000000 -0.00327833459 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 369950415.00000000 KRW 311954.88000000 USD 2020-11-10 -5327.05000000 N N N Vedanta Ltd 335800XDKX9KB5EMCO07 Vedanta Ltd 000000000 489351.00000000 NS 916804.36000000 0.564213110916 Long EC CORP IN N 2 N N N NEPI Rockcastle PLC 549300FMWM53K9ULYT15 NEPI Rockcastle PLC 000000000 813.00000000 NS 3349.65000000 0.002061417385 Long EC CORP IM N 2 N N N Republic of Panama 549300SHS4T08CL0LP14 Panama Government International Bond 698299BD5 200000.00000000 PA USD 219000.00000000 0.134775396673 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205AV6 358000.00000000 PA USD 287071.25000000 0.176667313206 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N Samsung Securities Co Ltd 988400RBTJTHNUOHE716 Samsung Securities Co Ltd 000000000 3547.00000000 NS 92689.89000000 0.057042541974 Long EC CORP KR N 2 N N N Ruentex Industries Ltd N/A Ruentex Industries Ltd 000000000 172200.00000000 NS 386298.56000000 0.237733066932 Long EC CORP TW N 2 N N N Malayan Banking Bhd 5493004OT3TOY404V310 Malayan Banking Bhd 000000000 51000.00000000 NS 88719.94000000 0.054599384047 Long EC CORP MY N 2 N N N Wistron Corp 254900DIEONKUALBFM06 Wistron Corp 000000000 378000.00000000 NS 392012.68000000 0.241249609351 Long EC CORP TW N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC -4476.07000000 -0.00275463063 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1468185.79000000 USD 6084896.00000000 MYR 2020-10-27 -4476.07000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 100000.00000000 PA USD 100375.00000000 0.061772056808 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 LUKOIL PJSC 69343P105 32255.00000000 NS USD 1851759.55000000 1.139596474404 Long EC CORP RU N 1 N N N INDUSTRIAS PENOLES SAB D 549300WA2HB7776CB324 Industrias Penoles SAB de CV 456472AB5 200000.00000000 PA USD 217250.00000000 0.133698424325 Long DBT CORP MX N 2 2029-09-12 Fixed 4.15000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 Embraer Netherlands Finance BV 29082HAC6 314000.00000000 PA USD 317668.55000000 0.195497282359 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N Republic of Zambia N/A Zambia Government International Bond 000000000 200000.00000000 PA USD 97187.50000000 0.059810428603 Long DBT NUSS ZM N 2 2024-04-14 Fixed 8.50000000 N N N N N N MCB Bank Ltd 2549002SIFOER1TFOK04 MCB Bank Ltd 000000000 22626.00000000 NS 23753.55000000 0.014618238007 Long EC CORP PK N 1 N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 Transportadora de Gas Internacional SA ESP 89387YAC5 200000.00000000 PA USD 226312.50000000 0.139275602555 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N Lite-On Technology Corp 2549005GU1PQ73SZBT32 Lite-On Technology Corp 000000000 60000.00000000 NS 96102.04000000 0.059142422657 Long EC CORP TW N 2 N N N KWG Group Holdings Ltd 549300LK82ZOM9ZE7H90 KWG Group Holdings Ltd 000000000 53000.00000000 NS 91279.48000000 0.056174557648 Long EC CORP KY N 2 N N N Bank of China Ltd 54930053HGCFWVHYZX42 Bank of China Ltd 000000000 913000.00000000 NS 283961.67000000 0.174753637964 Long EC CORP CN N 2 N N N HCL Technologies Ltd 549300C1F8OLYSOQYB65 HCL Technologies Ltd 000000000 9014.00000000 NS 99184.40000000 0.061039346364 Long EC CORP IN N 2 N N N Hindustan Zinc Ltd 335800LB39TLJ8YTWM98 Hindustan Zinc Ltd 000000000 33243.00000000 NS 94806.16000000 0.058344921557 Long EC CORP IN N 2 N N N VIRGOLINO DE OLIVEIRA FI N/A Virgolino de Oliveira Finance SA 000000000 202000.00000000 PA USD 1893.75000000 0.001165437933 Long DBT CORP LU N 2 2022-02-09 Fixed 11.75000000 Y Y N N N N Government of Jamaica 529900Y93KNSXZI8KK56 Jamaica Government International Bond 470160CA8 200000.00000000 PA USD 227500.00000000 0.140006405219 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N Cogna Educacao 549300BTP1E45NJ6R194 Cogna Educacao 000000000 700.00000000 NS 645.67000000 0.000397353563 Long EC CORP BR N 1 N N N Novatek Microelectronics Corp N/A Novatek Microelectronics Corp 000000000 81000.00000000 NS 747164.50000000 0.459814574737 Long EC CORP TW N 2 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JX39 280000.00000000 PA USD 260575.00000000 0.160361182594 Long DBT NUSS EG N 2 2059-11-20 Fixed 8.15000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED THB / SOLD USD 000000000 1.00000000 NC -6045.30000000 -0.00372035481 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1606024.45000000 USD 50702192.00000000 THB 2020-10-27 -6045.30000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AH3 200000.00000000 PA USD 242125.00000000 0.149006816983 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 000000000 200000.00000000 PA USD 135250.00000000 0.083234577169 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 PetroChina Co Ltd 000000000 286000.00000000 NS 84163.17000000 0.051795089598 Long EC CORP HK N 2 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD COP 000000000 1.00000000 NC 28701.02000000 0.017662974225 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3480100998.00000000 COP 936039.43000000 USD 2020-11-13 28701.02000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS246D3 HSCEI /LONG/ / Short: IS246D3 HSCEI /SHORT/ 000000000 2520.84000000 OU Notional Amount -6511.73000000 -0.00400740179 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 2021-03-30 0.00000000 HKD 0.00000000 HKD 2520.84000000 HKD -6511.73000000 N N N Turkiye Is Bankasi AS 789000FIRX9MDN0KTM91 Turkiye Is Bankasi AS 000000000 510890.00000000 NS 353697.43000000 0.217669915207 Long EC CORP TR N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC -47727.15000000 -0.02937189759 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 100246724.00000000 TWD 3438759.74000000 USD 2020-11-18 -47727.15000000 N N N Industrial Bank Co Ltd 300300C1030935001303 Industrial Bank Co Ltd 000000000 41860.00000000 NS 99860.75000000 0.061455580791 Long EC CORP CN N 2 N N N Ford Otomotiv Sanayi AS 7890006XJG6ZE2H34671 Ford Otomotiv Sanayi AS 000000000 16384.00000000 NS 185630.85000000 0.114239595632 Long EC CORP TR N 2 N N N Southern Copper Corp 2549007U6NAP46Q9TU15 Southern Copper Corp 84265VAJ4 88000.00000000 PA USD 119385.04000000 0.073471078186 Long DBT CORP US N 2 2045-04-23 Fixed 5.88000000 N N N N N N China Medical System Holdings Ltd 529900Z57DVJXUBLHX66 China Medical System Holdings Ltd 000000000 356000.00000000 NS 393921.75000000 0.242424475408 Long EC CORP HK N 2 N N N Bangkok Bank PCL 549300CCL2BKJGMYXV60 Bangkok Bank PCL 000000000 36000.00000000 NS 109065.09000000 0.067120049168 Long EC CORP TH N 1 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 73789.00000000 NS 3663193.07000000 2.254375794974 Long EC CORP KR N 2 N N N Nestle India Ltd 3358008SYYY9CPWH5D94 Nestle India Ltd 000000000 372.00000000 NS 80302.65000000 0.049419276290 Long EC CORP IN N 2 N N N Dominican Republic 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PDW5 298000.00000000 PA USD 300514.38000000 0.184940387079 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.50000000 N N N N N N CNOOC Ltd 549300XIVJCBIGMRUD48 CNOOC Ltd 000000000 96000.00000000 NS 92340.30000000 0.056827399823 Long EC CORP HK N 2 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 973758.00000000 PA USD 542870.09000000 0.334089185943 Long DBT NUSS EC N 2 2035-07-31 Variable 0.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCC4 408000.00000000 PA USD 314466.00000000 0.193526392192 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N AES GENER SA 549300IF4IFG0FS0RM26 AES Gener SA 00105DAG0 200000.00000000 PA USD 200000.00000000 0.123082554039 Long DBT CORP CL N 2 2079-10-07 Fixed 6.35000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -27711.86000000 -0.01705423252 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 8534350.00000000 CNY 1228557.64000000 USD 2020-10-21 -27711.86000000 N N N NTPC Ltd 335800Q4TRGJXNLVMB81 NTPC Ltd 000000000 80772.00000000 NS 93508.46000000 0.057546300405 Long EC CORP IN N 2 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -5508.65000000 -0.00339009355 N/A DFE BR N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 582051.68000000 USD 3237808.00000000 BRL 2020-10-02 -5508.65000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780CQ7 200000.00000000 PA USD 210312.50000000 0.129428998232 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N Torrent Pharmaceuticals Ltd 335800NA6HK275RIJE13 Torrent Pharmaceuticals Ltd 000000000 2562.00000000 NS 97359.73000000 0.059916421144 Long EC CORP IN N 2 N N N China Telecom Corp Ltd 529900JXXCCUCX634T88 China Telecom Corp Ltd 000000000 4648000.00000000 NS 1396481.09000000 0.859412296124 Long EC CORP HK N 2 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Long: IS24KP3 NKY /LONG/ / Short: IS24KP3 NKY /SHORT/ 000000000 3603915.00000000 OU Notional Amount 10786.17000000 0.006637946759 N/A DIR US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nikkei 225 Index NKY Index Y equity-performance leg equity-performance leg 2020-11-13 0.00000000 JPY 0.00000000 JPY 3603915.00000000 JPY 10786.17000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government International Bond 03846JW55 300000.00000000 PA USD 276187.50000000 0.169969314468 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD PLN 000000000 1.00000000 NC 9400.65000000 0.005785280058 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1061623.00000000 PLN 284059.66000000 USD 2020-10-22 9400.65000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -7060.84000000 -0.00434533110 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 471959048.00000000 KRW 397707.13000000 USD 2020-11-10 -7060.84000000 N N N Fibra Uno Administracion SA de CV N/A Fibra Uno Administracion SA de CV 000000000 552630.00000000 NS 436375.63000000 0.268551135304 Long EC MX N 1 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -26192.28000000 -0.01611906359 N/A DFE BR N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 2889847.26000000 USD 16082000.00000000 BRL 2020-10-02 -26192.28000000 N N N Tatneft PJSC 253400PAT768SVJMV121 Tatneft PJSC 876629205 2380.00000000 NS USD 85156.40000000 0.052406336023 Long EC CORP RU N 1 N N N Industrial Bank of Korea 988400RBIWE3YA18PK12 Industrial Bank of Korea 000000000 48139.00000000 NS 328842.65000000 0.202373966195 Long EC CORP KR N 2 N N N Jiangsu Expressway Co Ltd 529900UWWTWZ6AKLYD43 Jiangsu Expressway Co Ltd 000000000 54000.00000000 NS 54513.02000000 0.033548008650 Long EC CORP CN N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED RUB / SOLD USD 000000000 1.00000000 NC -29173.63000000 -0.01795382445 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 880484.92000000 USD 66432587.00000000 RUB 2020-11-19 -29173.63000000 N N N Russian Federation 5493004EHVGF71PDBU58 Russian Foreign Bond - Eurobond 000000000 200000.00000000 PA USD 267750.00000000 0.164776769220 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.63000000 N N N N N N Asia Cement Corp 213800EFQXH43HMGJL59 Asia Cement Corp 000000000 421000.00000000 NS 606601.34000000 0.373310211054 Long EC CORP TW N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC 53642.82000000 0.033012476457 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2258566.45000000 USD 51163080.00000000 MXN 2020-10-08 53642.82000000 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 000000000 280000.00000000 PA USD 265825.00000000 0.163592099637 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.88000000 N N N N N N POSCO 988400E5HRVX81AYLM04 POSCO 000000000 4120.00000000 NS 689744.78000000 0.424477745788 Long EC CORP KR N 2 N N N Power Grid Corp of India Ltd 3358009SHWZ3DZEQ4Z56 Power Grid Corp of India Ltd 000000000 87461.00000000 NS 193066.20000000 0.118815404973 Long EC CORP IN N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD PHP 000000000 1.00000000 NC -13488.39000000 -0.00830092745 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 45086881.00000000 PHP 915860.18000000 USD 2020-11-10 -13488.39000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JX62 211000.00000000 PA USD 209153.75000000 0.128715888684 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.88000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568QAF4 200000.00000000 PA USD 257354.00000000 0.158378938061 Long DBT CORP ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC 2534.96000000 0.001560046755 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9160932678.00000000 IDR 618605.76000000 USD 2020-10-15 2534.96000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 364000.00000000 PA USD 365023.75000000 0.224640277175 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 KazMunayGas National Co JSC 000000000 200000.00000000 PA USD 237021.26000000 0.145865910212 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 Honduras Government International Bond 000000000 180000.00000000 PA USD 195018.75000000 0.120017029177 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25000000 N N N N N N Polskie Gornictwo Naftowe i Gazownictwo SA 2594008YSYXYOTBSQL93 Polskie Gornictwo Naftowe i Gazownictwo SA 000000000 69296.00000000 NS 90657.49000000 0.055791777060 Long EC CORP PL N 2 N N N New Oriental Education & Technology Group Inc 529900NHZVBZQZ8EKN29 New Oriental Education & Technology Group Inc 647581107 10260.00000000 NS USD 1533870.00000000 0.943963185821 Long EC CORP KY N 1 N N N Country Garden Holdings Co Ltd 549300MGHLPT1EFHGF84 Country Garden Holdings Co Ltd 000000000 67000.00000000 NS 82961.11000000 0.051055326523 Long EC CORP KY N 2 N N N Shenwan Hongyuan Group Co Ltd 300300I0GB4QPIGPS572 Shenwan Hongyuan Group Co Ltd 000000000 128700.00000000 NS 101190.85000000 0.062274141317 Long EC CORP CN N 2 N N N Hon Hai Precision Industry Co Ltd 30030004CM3GSZXX7O56 Hon Hai Precision Industry Co Ltd 000000000 471000.00000000 NS 1266288.93000000 0.779290378281 Long EC CORP TW N 2 N N N Daelim Industrial Co Ltd 988400LJMYZ3ZOXJVE47 Daelim Industrial Co Ltd 000000000 3711.00000000 NS 245272.46000000 0.150943804061 Long EC CORP KR N 2 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 106250.00000000 PA USD 49406.25000000 0.030405237177 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N PT WIJAYA KARYA 549300K1GF7D3VC6TZ97 Wijaya Karya Persero Tbk PT 000000000 2000000000.00000000 PA 122121.64000000 0.075155216773 Long DBT CORP ID N 2 2021-01-31 Fixed 7.70000000 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 -10998.14000000 -0.00676839580 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 5100.48000000 N N N Republic of El Salvador 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 19000.00000000 PA USD 16601.25000000 0.010216621251 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.88000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638DF6 566000.00000000 PA USD 612412.00000000 0.376886165421 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 3981.19000000 0.002450075166 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1589450.00000000 BRL 287007.95000000 USD 2020-10-02 3981.19000000 N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 Bahrain Government International Bond 000000000 334000.00000000 PA USD 364581.88000000 0.224368344734 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N China Minsheng Banking Corp Ltd 549300HBUGSQD1VCXG94 China Minsheng Banking Corp Ltd 000000000 3397400.00000000 NS 1785149.46000000 1.098603774394 Long EC CORP CN N 2 N N N OPAP SA 213800M4NRGFJCI34834 OPAP SA 000000000 55810.00000000 NS 529241.28000000 0.325701842227 Long EC CORP GR N 2 N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 Banco de Credito del Peru 05971U2C0 93000.00000000 PA USD 93000.00000000 0.057233387628 Long DBT CORP PE N 2 2030-07-01 Fixed 3.13000000 N N N N Y Banco de Credito del Peru Banco de Credito del Peru USD XXXX N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 KB Financial Group Inc 000000000 30674.00000000 NS 987702.60000000 0.607844793196 Long EC CORP KR N 2 N N N Logan Group Co Ltd 549300NJ0E6Q0S1VOG90 Logan Group Co Ltd 000000000 46000.00000000 NS 73194.84000000 0.045045039248 Long EC CORP KY N 2 N N N Oil & Natural Gas Corp Ltd 335800FPDZ9MRSNO7N41 Oil & Natural Gas Corp Ltd 000000000 99706.00000000 NS 93618.12000000 0.057613786569 Long EC CORP IN N 2 N N N MV24 CAPITAL BV N/A MV24 Capital BV 55388RAA4 195028.00000000 PA USD 196582.14000000 0.120979159348 Long DBT CORP NL N 2 2034-06-01 Fixed 6.75000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 474000.00000000 PA USD 472074.38000000 0.290520601934 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -20700.80000000 -0.01273953667 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4891088.47000000 USD 72422346977.00000000 IDR 2020-10-15 -20700.80000000 N N N Pegatron Corp 529900M87JQS8TUO0L66 Pegatron Corp 000000000 46000.00000000 NS 102138.83000000 0.062857540314 Long EC CORP TW N 2 N N N PLDT Inc 254900ADE8GQHM5P2648 PLDT Inc 000000000 3500.00000000 NS 96183.99000000 0.059192855734 Long EC CORP PH N 2 N N N REC Ltd 335800B4YRYWAMIJZ374 REC Ltd 000000000 395535.00000000 NS 531622.94000000 0.327167546205 Long EC CORP IN N 2 N N N Petronas Gas Bhd N/A Petronas Gas Bhd 000000000 17600.00000000 NS 69789.27000000 0.042949207980 Long EC CORP MY N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 Long: IS24BN8 FTSE100 /LONG/ / Short: IS24BN8 TRS GBP P E IS24BO9 000000000 81.18000000 OU Notional Amount -13590.35000000 -0.00836367494 N/A DE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 FTSE 100 Index UKX Index Y equity-performance leg equity-performance leg 2020-11-20 0.00000000 GBP 0.00000000 GBP 81.18000000 GBP -13590.35000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 FUTURE CONTRACT ON FTSE CHINA A50 OCT20 000000000 132.00000000 NC USD 16401.07000000 0.010093427922 N/A DE SG N 2 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long FTSE China A50 Index XUV0 Index 2020-10-29 1986600.00000000 USD 16401.07000000 N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAE9 220000.00000000 PA USD 257262.50000000 0.158322627792 Long DBT CORP ID N 2 2028-05-21 Fixed 5.45000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 10552TAH0 200000.00000000 PA USD 197852.00000000 0.121760647409 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AS8 264000.00000000 PA USD 303270.00000000 0.186636230817 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.38000000 N N N N N N GAIL India Ltd 335800N82LJD42ZA5L32 GAIL India Ltd 000000000 841162.00000000 NS 987654.96000000 0.607815474932 Long EC CORP IN N 2 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 718286CB1 266000.00000000 PA USD 307645.63000000 0.189329049397 Long DBT NUSS PH N 2 2042-02-02 Fixed 3.70000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BB9 760000.00000000 PA USD 643387.50000000 0.395948883685 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 000000000 97000.00000000 PA USD 81189.00000000 0.049964747399 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 155000.00000000 PA USD 163331.25000000 0.100516137022 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N Want Want China Holdings Ltd 5299005HZCEKX4O1J230 Want Want China Holdings Ltd 000000000 111000.00000000 NS 77564.54000000 0.047734208430 Long EC CORP KY N 2 N N N Southern Copper Corp 2549007U6NAP46Q9TU15 Southern Copper Corp 84265V105 2210.00000000 NS USD 100046.70000000 0.061570016796 Long EC CORP US N 1 N N N Anhui Conch Cement Co Ltd 300300JVKW56SSAEQZ33 Anhui Conch Cement Co Ltd 000000000 90305.00000000 NS 625478.59000000 0.384927511770 Long EC CORP CN 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 541822.18000000 0.333444288747 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A Y 2029-10-02 0.00000000 USD 0.00000000 USD 6000000.00000000 USD 541822.18000000 N N N Infosys Ltd 335800TYLGG93MM7PR89 Infosys Ltd 456788108 8396.00000000 NS USD 115948.76000000 0.071356347592 Long EC CORP IN N 1 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BK9 447000.00000000 PA USD 485553.75000000 0.298815978367 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N Rumo Luxembourg Sarl 222100HOIQFT7YOSPB46 Rumo Luxembourg Sarl 000000000 200000.00000000 PA USD 209250.00000000 0.128775122163 Long DBT CORP LU N 2 2024-02-09 Fixed 7.38000000 N N N N N N Top Glove Corp Bhd N/A Top Glove Corp Bhd 000000000 199200.00000000 NS 399397.85000000 0.245794537279 Long EC CORP MY N 2 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC -459.38000000 -0.00028270831 N/A DFE CN N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 2672366.86000000 USD 18151355.00000000 CNY 2020-10-21 -459.38000000 N N N Weichai Power Co Ltd 529900OKTPKBG85F9502 Weichai Power Co Ltd 000000000 53000.00000000 NS 107243.04000000 0.065998736330 Long EC CORP CN N 2 N N N United Microelectronics Corp 391200YJCAGH9LF96P73 United Microelectronics Corp 000000000 116000.00000000 NS 114419.82000000 0.070415418391 Long EC CORP TW N 2 N N N Surgutneftegas PJSC 2138002GZLU65FRAC894 Surgutneftegas PJSC 868861204 94210.00000000 NS USD 420421.55000000 0.258732790735 Long EC CORP RU N 1 N N N Grupo Mexico SAB de CV 529900JWLZAYET2ZGW20 Grupo Mexico SAB de CV 000000000 35350.00000000 NS 89975.71000000 0.055372200941 Long EC CORP MX N 1 N N N DIGICEL GROUP 0.5 LTD N/A Digicel Group 0.5 Ltd 25381YAC5 15476.00000000 PA USD 1857.12000000 0.001142895363 Long DBT CORP BM N 2 2020-10-16 Fixed 7.00000000 N N Y N N Digicel Group One Ltd Digicel Group One Ltd USD XXXX N N N China Shenhua Energy Co Ltd 529900N9JOX4C108MA40 China Shenhua Energy Co Ltd 000000000 60000.00000000 NS 107690.27000000 0.066273967383 Long EC CORP CN N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: IS24Z70 IRS R03.13PCDI 01/03/22 MORGAN STANL FIXED / Short: IS24Z70 IRS PCDIR03.13 01/03/22 MORGAN STANL FLOAT 000000000 14334000.00000000 OU Notional Amount 3275.67000000 0.002015889148 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2022-01-03 0.00000000 BRL 0.00000000 BRL 14334000.00000000 BRL 3275.67000000 N N N Republic of Kenya 549300VVURQQYU45PR87 Kenya Government International Bond 491798AK0 346000.00000000 PA USD 341566.88000000 0.210204619828 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC 16013.89000000 0.009855152406 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 23004702.00000000 MXN 1055663.68000000 USD 2020-10-08 16013.89000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCT7 52000.00000000 PA USD 46410.00000000 0.028561306664 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 000000000 743000.00000000 PA USD 578146.88000000 0.355798973001 Long DBT NUSS US N 2 2048-05-08 Fixed 9.38000000 N N N N N N Anhui Conch Cement Co Ltd 300300JVKW56SSAEQZ33 Anhui Conch Cement Co Ltd 000000000 170519.00000000 NS 1397054.04000000 0.859764896871 Long EC CORP CN N 2 N N N Fubon Financial Holding Co Ltd 549300G7Y2TS2XNIB476 Fubon Financial Holding Co Ltd 000000000 496000.00000000 NS 721736.69000000 0.444165975745 Long EC CORP TW N 2 N N N DIGICEL GROUP 0.5 LTD N/A Digicel Group 0.5 Ltd 25381YAD3 49996.00000000 PA USD 38297.39000000 0.023568702871 Long DBT CORP BM N 2 2024-04-01 Fixed 10.00000000 N N Y N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAJ8 200000.00000000 PA USD 213812.50000000 0.131582942927 Long DBT CORP ID N 2 2029-07-17 Fixed 3.88000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC -25747.89000000 -0.01584558031 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 565621.95000000 USD 11945986.00000000 MXN 2020-10-08 -25747.89000000 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 Celulosa Arauco y Constitucion SA 151191BJ1 200000.00000000 PA USD 211500.00000000 0.130159800896 Long DBT CORP CL N 2 2030-01-29 Fixed 4.20000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 500200.00000000 NS USD 500200.00000000 0.307829467652 Long STIV RF US N 1 N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 El Salvador Government International Bond 283875BZ4 197000.00000000 PA USD 153598.44000000 0.094526441458 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12000000 N N N N N N ST SAVINGS BK (SSB #1) N/A State Savings Bank of Ukraine Via SSB #1 PLC 000000000 108000.00000000 PA USD 110159.90000000 0.067793809223 Long DBT CORP GB N 2 2025-03-20 Variable 9.63000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 Perusahaan Penerbit SBSN Indonesia III 71567RAH9 200000.00000000 PA USD 225062.50000000 0.138506336592 Long DBT NUSS ID N 2 2027-03-29 Fixed 4.15000000 N N N N N N Korea Electric Power Corp 988400QG33WS7JEIV602 Korea Electric Power Corp 000000000 1666.00000000 NS 29028.52000000 0.017864521907 Long EC CORP KR N 2 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEE4 377000.00000000 PA USD 355793.75000000 0.218960017306 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.88000000 N N N N N N TRUST FIBRAUNO N/A Trust Fibra Uno 000000000 200000.00000000 PA USD 201350.00000000 0.123913361279 Long DBT MX N 2 2030-01-15 Fixed 4.87000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 MDGH - GMTN BV 55276VAJ1 612000.00000000 PA USD 654840.00000000 0.402996898435 Long DBT CORP NL N 2 2029-11-07 Fixed 2.88000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 Vale SA 000000000 8500.00000000 NS 89466.51000000 0.055058832758 Long EC CORP BR N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 593000.00000000 PA USD 602488.00000000 0.370778809090 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 000000000 385000.00000000 PA USD 321335.44000000 0.197753933292 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 Colbun SA 000000000 263000.00000000 PA USD 295875.00000000 0.182085253382 Long DBT CORP CL N 2 2027-10-11 Fixed 3.95000000 N N N N N N CNTL AMR BOTTLING CORP 549300DT8SH0CF6BTT37 Central American Bottling Corp 15238XAB5 135000.00000000 PA USD 139900.84000000 0.086096763497 Long DBT CORP US N 2 2027-01-31 Fixed 5.75000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 Abu Dhabi Government International Bond 29135LAJ9 341000.00000000 PA USD 415380.63000000 0.255630544194 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.88000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 Lima Metro Line 2 Finance Ltd 532522AB5 346000.00000000 PA USD 381465.00000000 0.234758432383 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 154000.00000000 PA USD 143671.42000000 0.088417226580 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Eastern Co SAE N/A Eastern Co SAE 000000000 120556.00000000 NS 92115.49000000 0.056689048878 Long EC CORP EG N 2 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC 3707.55000000 0.002281673616 N/A DFE MY N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 553904.42000000 USD 2318090.00000000 MYR 2020-10-27 3707.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC 6675.93000000 0.004108452574 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 488385.14000000 USD 2058055.00000000 MYR 2020-10-27 6675.93000000 N N N Advanced Info Service PCL 529900DU2YW1NO5RMU78 Advanced Info Service PCL 000000000 12500.00000000 NS 67455.62000000 0.041513049969 Long EC CORP TH N 2 N N N Cencosud SA 549300NLTGCFV7482429 Cencosud SA 000000000 111250.00000000 NS 162948.96000000 0.100280870874 Long EC CORP CL N 2 N N N Jiangxi Copper Co Ltd 3003002E74YFQ6MEZY56 Jiangxi Copper Co Ltd 000000000 320000.00000000 NS 359829.67000000 0.221443774013 Long EC CORP CN N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -638.06000000 -0.00039267027 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 190005.78000000 USD 2815885636.00000000 IDR 2020-10-15 -638.06000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -21802.53000000 -0.01341755538 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1636296945.00000000 KRW 1381540.82000000 USD 2020-11-10 -21802.53000000 N N N Divi's Laboratories Ltd 335800C1DHFG1C9T1M03 Divi's Laboratories Ltd 000000000 2348.00000000 NS 97337.91000000 0.059902992838 Long EC CORP IN N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC 24266.15000000 0.014933698593 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5342606.00000000 PEN 1506742.06000000 USD 2020-11-13 24266.15000000 N N N Hana Financial Group Inc N/A Hana Financial Group Inc 000000000 78343.00000000 NS 1882039.63000000 1.158231222318 Long EC CORP KR N 2 N N N Lojas Americanas SA N/A Lojas Americanas SA 000000000 19000.00000000 NS 82551.33000000 0.050803142678 Long EC CORP BR N 1 N N N AES PANAMA GENERATION HL N/A AES Panama Generation Holdings SRL 00109AAB3 315000.00000000 PA USD 322776.56000000 0.198640816944 Long DBT CORP PA N 2 2030-05-31 Fixed 4.38000000 N N N N N N Aldar Properties PJSC N/A Aldar Properties PJSC 000000000 1045393.00000000 NS 576953.11000000 0.355064311698 Long EC CORP AE N 2 N N N Odebrecht Finance Ltd N/A Odebrecht Finance Ltd 000000000 200000.00000000 PA USD 10312.50000000 0.006346444192 Long DBT CORP KY N 2 2042-06-26 Fixed 7.12500000 Y N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 85227SAZ9 240000.00000000 PA USD 165375.00000000 0.101773886871 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 Geopark Ltd 37255BAB5 200000.00000000 PA USD 176187.50000000 0.108428037449 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 Bahrain Government International Bond 000000000 692000.00000000 PA USD 637505.00000000 0.392328718064 Long DBT NUSS BH N 2 2044-09-19 Fixed 6.00000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 21987BBC1 200000.00000000 PA USD 222500.00000000 0.136929341368 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC -10998.60000000 -0.00676867889 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3574758.64000000 USD 60095625.00000000 ZAR 2020-11-27 -10998.60000000 N N N EMPRESA ELECTRICA COCHRA 5493000S11JF8TJHYT07 Empresa Electrica Cochrane SpA 29246XAB6 191560.00000000 PA USD 195750.38000000 0.120467283622 Long DBT CORP CL N 2 2027-05-14 Fixed 5.50000000 N N N N N N China Life Insurance Co Ltd 549300J6TFLDXGH6S048 China Life Insurance Co Ltd 000000000 42000.00000000 NS 95213.00000000 0.058595296088 Long EC CORP CN N 2 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCB6 60000.00000000 PA USD 57744.00000000 0.035536395002 Long DBT CORP MX N 2 2026-08-04 Fixed 6.88000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAH4 405000.00000000 PA USD 342225.00000000 0.210609635280 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.88000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 Oil and Gas Holding Co BSCC/The 67778M2C3 200000.00000000 PA USD 212937.50000000 0.131044456753 Long DBT CORP BH N 2 2024-11-07 Fixed 7.63000000 N N N N N N Indofood Sukses Makmur Tbk PT 529900E61EV2GTYWZ485 Indofood Sukses Makmur Tbk PT 000000000 185000.00000000 NS 89226.63000000 0.054911207543 Long EC CORP ID N 2 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DS1 315000.00000000 PA USD 321772.50000000 0.198022905598 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HX1 236281.00000000 PA USD 107153.43000000 0.065943589192 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Zhongsheng Group Holdings Ltd 3003005VYMEBAJNJ2Y26 Zhongsheng Group Holdings Ltd 000000000 31500.00000000 NS 198151.19000000 0.121944772755 Long EC CORP KY N 2 N N N China Petroleum & Chemical Corp 529900A2OB24EZ5B3J19 China Petroleum & Chemical Corp 000000000 230000.00000000 NS 92866.72000000 0.057151365414 Long EC CORP CN N 2 N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 Gruma SAB de CV 000000000 8735.00000000 NS 96667.10000000 0.059490167797 Long EC CORP MX N 1 N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 Abu Dhabi Government International Bond 29135LAF7 500000.00000000 PA USD 534843.75000000 0.329149673810 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.13000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD CLP 000000000 1.00000000 NC 26067.92000000 0.016042530860 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 831444704.00000000 CLP 1085578.67000000 USD 2020-11-13 26067.92000000 N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 Embraer Netherlands Finance BV 29082HAB8 155000.00000000 PA USD 146378.13000000 0.090082970479 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD THB 000000000 1.00000000 NC 2480.22000000 0.001526359060 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8903791.00000000 THB 283451.90000000 USD 2020-10-27 2480.22000000 N N N United Mexican States 254900EGTWEU67VP6075 Mexico Government International Bond 91086QBB3 140000.00000000 PA USD 153650.00000000 0.094558172140 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 000000000 91000.00000000 PA USD 81217.50000000 0.049982286663 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA 000000000 220000.00000000 PA USD 6050.00000000 0.003723247259 Long DBT CORP VE N 2 2026-11-15 Fixed 6.00000000 Y Y N N N N China Pacific Insurance Group Co Ltd 529900BA5ILEL308WX03 China Pacific Insurance Group Co Ltd 000000000 34400.00000000 NS 98246.72000000 0.060462286117 Long EC CORP CN N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -204625.32000000 -0.12592903503 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 49745834.42000000 CNY 7118038.32000000 USD 2020-10-21 -204625.32000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 100000.00000000 PA USD 106250.00000000 0.065387606833 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724BY7 200000.00000000 PA USD 183500.00000000 0.112928243331 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BD3 17392.00000000 PA USD 23091.19000000 0.014210613205 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.98000000 N N N N N N TRINIDAD GEN UNLTD N/A Trinidad Generation UnLtd 89636DAA4 200000.00000000 PA USD 197937.50000000 0.121813265200 Long DBT CORP TT N 2 2027-11-04 Fixed 5.25000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 000000000 263000.00000000 PA USD 204235.94000000 0.125689405609 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.13000000 N N N N N N Anadolu Efes Biracilik Ve Malt Sanayii AS 7890006LGARYVIPOJX03 Anadolu Efes Biracilik Ve Malt Sanayii AS 000000000 22509.00000000 NS 60092.25000000 0.036981538039 Long EC CORP TR N 2 N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 State Oil Co of the Azerbaijan Republic 000000000 321000.00000000 PA USD 380545.50000000 0.234192560340 Long DBT CORP AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N Government of Jamaica 529900Y93KNSXZI8KK56 Jamaica Government International Bond 470160CB6 260000.00000000 PA USD 328981.25000000 0.202459262405 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.88000000 N N N N N N Mirae Asset Daewoo Co Ltd 98840072S6T63E2V1291 Mirae Asset Daewoo Co Ltd 000000000 12366.00000000 NS 89471.70000000 0.055062026751 Long EC CORP KR N 2 N N N KT Corp 9884005ACF8449EANY26 KT Corp 48268K101 42041.00000000 NS USD 404014.01000000 0.248635381092 Long EC CORP KR N 1 N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 Infraestructura Energetica Nova SAB de CV 000000000 334000.00000000 PA USD 330660.00000000 0.203492386593 Long DBT CORP MX N 2 2028-01-14 Fixed 3.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC 587.87000000 0.000361782705 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 717943.00000000 SGD 526546.50000000 USD 2020-10-27 587.87000000 N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 CSN Resources SA 000000000 200000.00000000 PA USD 202500.00000000 0.124621085964 Long DBT CORP LU N 2 2026-04-17 Fixed 7.63000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 Centrais Eletricas Brasileiras SA 15236FAA8 207000.00000000 PA USD 206223.75000000 0.126912729267 Long DBT CORP BR N 2 2025-02-04 Fixed 3.63000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD AUD 000000000 1.00000000 NC 88.61000000 0.000054531725 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 313988.00000000 AUD 224995.01000000 USD 2020-10-29 88.61000000 N N N Realtek Semiconductor Corp 5299002E7F36O00MYY75 Realtek Semiconductor Corp 000000000 16000.00000000 NS 205093.49000000 0.126217152830 Long EC CORP TW N 2 N N N Kimberly-Clark de Mexico SAB de CV 549300JGHL56QT00KT54 Kimberly-Clark de Mexico SAB de CV 000000000 56378.00000000 NS 89087.01000000 0.054825283612 Long EC CORP MX N 1 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 000000000 269000.00000000 PA USD 321623.13000000 0.197930981392 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.13000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 29246BAD0 418000000.00000000 PA 112193.46000000 0.069045288016 Long DBT CORP CO N 2 2027-11-08 Fixed 8.38000000 N N N N N N KONDOR FINANCE PLC (NAK) N/A NAK Naftogaz Ukraine via Kondor Finance PLC 50050MAB1 200000.00000000 PA USD 192625.00000000 0.118543884859 Long DBT CORP GB N 2 2026-11-08 Fixed 7.63000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -224.86000000 -0.00013838171 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 9819369817.00000000 IDR 660125.70000000 USD 2020-10-15 -224.86000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AJ9 208000.00000000 PA USD 240240.00000000 0.147846763912 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED KRW / SOLD USD 000000000 1.00000000 NC 3839.34000000 0.002362778865 N/A DFE KR N 2 UBS AG BFM8T61CT2L1QCEMIK50 177806.77000000 USD 211799180.00000000 KRW 2020-11-10 3839.34000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government International Bond 000000000 380000.00000000 PA USD 424168.16000000 0.261038502374 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.13000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA 000000000 128444.00000000 PA USD 3532.21000000 0.002173767141 Long DBT CORP VE N 2 2021-11-17 Fixed 9.00000000 Y N N N N N Anglo American Platinum Ltd 529900RORCZ0E5S5FX81 Anglo American Platinum Ltd 000000000 1282.00000000 NS 88759.27000000 0.054623588231 Long EC CORP ZA N 2 N N N China Yuchai International Ltd 529900DHISUGAY2ARU76 China Yuchai International Ltd 000000000 23050.00000000 NS USD 414900.00000000 0.255334758354 Long EC CORP BM N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC 510.03000000 0.000313878975 N/A DFE JP N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1596728.54000000 USD 168442087.00000000 JPY 2020-10-08 510.03000000 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 000000000 118720.00000000 NS 4358344.14000000 2.682180640669 Long EC CORP KY N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED INR / SOLD USD 000000000 1.00000000 NC 210508.60000000 0.129549680676 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6848320.80000000 USD 519861305.00000000 INR 2020-10-15 210508.60000000 N N N China Shenhua Energy Co Ltd 529900N9JOX4C108MA40 China Shenhua Energy Co Ltd 000000000 42200.00000000 NS 102793.28000000 0.063260297202 Long EC CORP CN N 2 N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 B3 SA - Brasil Bolsa Balcao 000000000 11000.00000000 NS 107749.43000000 0.066310375203 Long EC CORP BR N 1 N N N Hunan Valin Steel Co Ltd 3003007J7HWD6GTNJ656 Hunan Valin Steel Co Ltd 000000000 132800.00000000 NS 98984.66000000 0.060916423817 Long EC CORP CN N 2 N N N CSN Resources SA 222100ZEX458NMOXZP08 CSN Resources SA 000000000 200000.00000000 PA USD 206062.50000000 0.126813493958 Long DBT CORP LU N 2 2023-02-13 Fixed 7.63000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 Costa Rica Government International Bond 000000000 355000.00000000 PA USD 324270.31000000 0.199560089769 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.16000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 Eskom Holdings SOC Ltd 000000000 200000.00000000 PA USD 182250.00000000 0.112158977368 Long DBT CORP ZA N 2 2025-02-11 Fixed 7.13000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 371574.00000000 PA USD 251741.39000000 0.154924866193 Long DBT NUSS EC N 2 2030-07-31 Variable 0.50000000 N N N N N N Zoomlion Heavy Industry Science and Technology Co Ltd 529900QZ3EMAU0QKFK85 Zoomlion Heavy Industry Science and Technology Co Ltd 000000000 563937.00000000 NS 676899.64000000 0.416572682597 Long EC CORP CN N 2 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 035198AE0 290000.00000000 PA USD 225203.13000000 0.138592882090 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.13000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BA9 48975.00000000 PA USD 65672.41000000 0.040415639763 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Haci Omer Sabanci Holding AS 78900090FFOWNLGP0F20 Haci Omer Sabanci Holding AS 000000000 471989.00000000 NS 507069.07000000 0.312056781049 Long EC CORP TR N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HV5 209981.00000000 PA USD 82942.50000000 0.051043873692 Long DBT NUSS AR N 2 2041-07-09 Variable 0.13000000 N N N N N N Masraf Al Rayan QSC 254900KFL51VLXABR231 Masraf Al Rayan QSC 000000000 88085.00000000 NS 100860.91000000 0.062071092027 Long EC CORP QA N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCZ3 110000.00000000 PA USD 91810.13000000 0.056501126435 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Agricultural Bank of China Ltd 549300E7TSGLCOVSY746 Agricultural Bank of China Ltd 000000000 1881000.00000000 NS 590173.41000000 0.363200253144 Long EC CORP CN N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED RUB / SOLD USD 000000000 1.00000000 NC -6545.31000000 -0.00402806735 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 488726.15000000 USD 37627271.00000000 RUB 2020-11-19 -6545.31000000 N N N Samsung Life Insurance Co Ltd 988400VYE6E0WYSM4S92 Samsung Life Insurance Co Ltd 000000000 1799.00000000 NS 93887.26000000 0.057779418762 Long EC CORP KR N 2 N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 Grupo Energia Bogota SA ESP 40053XAA7 268000.00000000 PA USD 299490.00000000 0.184309970546 Long DBT CORP CO N 2 2030-05-15 Fixed 4.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 Long: IS24YV7 HSCEI /LONG/ / Short: IS24YV7 HSCEI /SHORT/ 000000000 306084.06000000 OU Notional Amount 2446.68000000 0.001505718116 N/A DIR US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hang Seng China Enterprises Index HSCEI Index Y equity-performance leg equity-performance leg 2020-10-29 0.00000000 HKD 0.00000000 HKD 306084.06000000 HKD 2446.68000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 11663311.23000000 NS USD 11663311.23000000 7.177750673723 Long STIV RF US N 1 N N N Sinotruk Hong Kong Ltd 529900BB4WA4W576X724 Sinotruk Hong Kong Ltd 000000000 414000.00000000 NS 1066947.83000000 0.656613319715 Long EC CORP HK N 2 N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 Bahrain Government International Bond 05675M2A1 200000.00000000 PA USD 195000.00000000 0.120005490188 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.63000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 308000.00000000 PA USD 278547.50000000 0.171421688606 Long DBT NUSS UA N 2 2040-05-31 None 0.00000000 N N N N N N China Resources Cement Holdings Ltd 529900E0EOYXYJ0GHY66 China Resources Cement Holdings Ltd 000000000 992000.00000000 NS 1363752.87000000 0.839270931590 Long EC CORP KY N 2 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 108000.00000000 PA USD 92711.25000000 0.057055687190 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 230000.00000000 PA USD 216056.25000000 0.132963775330 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.38000000 N N N N N N Abu Dhabi National Oil Co for Distribution PJSC 213800YI1ZIOJB3HLB11 Abu Dhabi National Oil Co for Distribution PJSC 000000000 107938.00000000 NS 103437.58000000 0.063656807650 Long EC CORP AE N 1 N N N Southern Copper Corp 2549007U6NAP46Q9TU15 Southern Copper Corp 84265VAG0 95000.00000000 PA USD 119828.65000000 0.073744081445 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAJ1 41000.00000000 PA USD 40938.63000000 0.025194155696 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 200000.00000000 PA USD 189187.50000000 0.116428403461 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.63000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 425000.00000000 PA 450019.28000000 0.276947611746 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.88000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 01609W102 6440.00000000 NS USD 1893231.20000000 1.165118657415 Long EC CORP KY N 1 N N N Asustek Computer Inc 254900B3WB4OGRB7HM13 Asustek Computer Inc 000000000 65000.00000000 NS 571884.97000000 0.351945313621 Long EC CORP TW N 2 N N N FPT Corp 4ZHCHI4KYZG2WVRT8631 FPT Corp 000000000 405332.00000000 NS USD 874238.70000000 0.538017660180 N/A DE AU N 2 N/A N/A Call Purchased FPT Corp FPT Corp 1.00000000 0.01000000 USD 2021-03-31 XXXX 138677.53000000 N N N Zhejiang Expressway Co Ltd 213800X1ZRKM85U9H438 Zhejiang Expressway Co Ltd 000000000 102000.00000000 NS 73974.25000000 0.045524698115 Long EC CORP CN N 2 N N N 2020-10-29 AB CAP FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer