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
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Richter Gedeon Nyrt
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Agile Group Holdings Ltd
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Vodacom Group Ltd
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Reliance Industries Ltd
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Reliance Industries Ltd
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Argentine Republic Government International Bond
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USD
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Variable
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Fortescue Metals Group Ltd
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Fortescue Metals Group Ltd
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Brown Brothers Harriman & Co.
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BRF SA
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BRF SA
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USD
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2030-01-24
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Zijin Mining Group Co Ltd
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Zijin Mining Group Co Ltd
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138000.00000000
NS
88216.12000000
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EC
CORP
CN
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N
N
N
NIO Inc
549300JBU4TV5OCKJV96
NIO Inc
62914V106
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NS
USD
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0.067985461068
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EC
CORP
KY
N
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N
N
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Resilient REIT Ltd
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Resilient REIT Ltd
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EC
ZA
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N
N
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HONDURAS GOVERNMENT
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Honduras Government International Bond
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PA
USD
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NUSS
HN
N
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2024-03-15
Fixed
7.50000000
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HSBC Bank USA, National Association
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PURCHASED USD / SOLD TWD
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HSBC Bank USA, National Association
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TWD
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-19002.91000000
N
N
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Sunny Friend Environmental Technology Co Ltd
N/A
Sunny Friend Environmental Technology Co Ltd
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318394.27000000
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Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
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NC
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N/A
DFE
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Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4191751.00000000
MYR
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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
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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
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Petroleos Mexicanos
71654QCW0
78000.00000000
PA
USD
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DBT
CORP
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2050-01-23
Fixed
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Brown Brothers Harriman & Co.
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PURCHASED USD / SOLD MXN
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NC
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DFE
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Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
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MXN
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2020-10-08
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UBS AG
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UBS AG
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S&P ASX Share Price Index 200
AS51 Index
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AUD
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LG Uplus Corp
N/A
LG Uplus Corp
000000000
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NS
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EC
CORP
KR
N
2
N
N
N
Henan Shuanghui Investment & Development Co Ltd
N/A
Henan Shuanghui Investment & Development Co Ltd
000000000
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NS
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EC
CORP
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N
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N
N
N
Livzon Pharmaceutical Group Inc
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Livzon Pharmaceutical Group Inc
000000000
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NS
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EC
CORP
CN
N
2
N
N
N
Bajaj Auto Ltd
335800DLAO5NCNN8G863
Bajaj Auto Ltd
000000000
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NS
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EC
CORP
IN
N
2
N
N
N
Shinhan Financial Group Co Ltd
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Shinhan Financial Group Co Ltd
000000000
6594.00000000
NS
154699.05000000
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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
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Long
EC
CORP
CN
N
2
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
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PA
USD
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0.015693025640
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
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N
N
N
N
N
Citibank, National Association
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PURCHASED USD / SOLD BRL
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NC
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DFE
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Citibank, National Association
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BRL
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USD
2020-10-02
99153.55000000
N
N
N
Enel Americas SA
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Enel Americas SA
29274FAF1
248000.00000000
PA
USD
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0.166167602080
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
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Nexa Resources SA
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Nexa Resources SA
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USD
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Long
DBT
CORP
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N
2
2027-05-04
Fixed
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WPG Holdings Ltd
N/A
WPG Holdings Ltd
000000000
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NS
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EC
CORP
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N
2
N
N
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Orion Corp/Republic of Korea
N/A
Orion Corp/Republic of Korea
000000000
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NS
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Long
EC
CORP
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N
2
N
N
N
CODELCO INC
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Corp Nacional del Cobre de Chile
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USD
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Long
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CORP
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2
2050-01-30
Fixed
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PTTEP Treasury Center Co
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PTTEP Treasury Center Co Ltd
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PA
USD
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2059-12-06
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Britannia Industries Ltd
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Britannia Industries Ltd
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CORP
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Republic of El Salvador
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El Salvador Government International Bond
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USD
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Long
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NUSS
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2023-01-24
Fixed
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STILLWATER MINING CO
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Stillwater Mining Co
000000000
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USD
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Long
DBT
CORP
US
N
2
2025-06-27
Fixed
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N
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N
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Shennan Circuits Co Ltd
300300VRJEDEV10SPJ55
Shennan Circuits Co Ltd
000000000
25520.00000000
NS
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Long
EC
CORP
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Orbia Advance Corp SAB de CV
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Orbia Advance Corp SAB de CV
000000000
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EC
CORP
MX
N
1
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
000000000
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USD
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Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
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UBS AG
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PURCHASED ZAR / SOLD USD
000000000
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-0.00725941519
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DFE
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UBS AG
BFM8T61CT2L1QCEMIK50
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2020-11-27
-11796.01000000
N
N
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PETROLEOS MEXICANOS
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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
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PA
USD
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0.131544479629
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
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N
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STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
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PA
USD
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0.413373527007
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
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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
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Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
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USD
8692.50000000
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NUSS
LB
N
2
2024-04-22
Fixed
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PANAMA NOTAS DEL TESORO
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Panama Notas del Tesoro
000000000
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USD
120980.63000000
0.074453024648
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NUSS
PA
N
2
2026-04-17
Fixed
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N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
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PA
USD
216000.00000000
0.132929158362
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.70000000
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N
N
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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
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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
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N
N
N
N
N
Synnex Technology International Corp
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Synnex Technology International Corp
000000000
234000.00000000
NS
335306.96000000
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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
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N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
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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
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DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
18245950720.00000000
IDR
1242404.38000000
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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
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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