0001752724-21-025641.txt : 20210217
0001752724-21-025641.hdr.sgml : 20210217
20210217160309
ACCESSION NUMBER: 0001752724-21-025641
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210217
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WILLIAM BLAIR FUNDS
CENTRAL INDEX KEY: 0000822632
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05344
FILM NUMBER: 21644682
BUSINESS ADDRESS:
STREET 1: 150 NORTH RIVERSIDE PLAZA
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3123648000
MAIL ADDRESS:
STREET 1: 150 NORTH RIVERSIDE PLAZA
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: WILLIAM BLAIR MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19960112
FORMER COMPANY:
FORMER CONFORMED NAME: BLAIR WILLIAM READY RESERVES INC
DATE OF NAME CHANGE: 19920316
0000822632
S000034624
William Blair Macro Allocation Fund
C000106600
Class N
WMCNX
C000106601
Class I
WMCIX
C000106602
Class R6
WMCJX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822632
XXXXXXXX
S000034624
C000106602
C000106601
C000106600
WILLIAM BLAIR FUNDS
811-05344
0000822632
SNQR0U5FDV8EZZX4W051
150 NORTH RIVERSIDE PLAZA
CHICAGO
60606
312-364-8000
William Blair Macro Allocation Fund
S000034624
UGF5VHIXVNRSS0FLDM98
2020-12-31
2020-12-31
N
366809759.87
12763902.89
354045856.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2698626.46000000
CAD
CNY
EUR
MYR
USD
ZAR
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
23134.27000000
0.006534258075
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
925637.66000000
USD
13974000.00000000
ZAR
2021-01-20
23134.27000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127965G0
2500000.00000000
PA
USD
2497948.05000000
0.705543646607
Long
DBT
UST
US
N
2
2021-12-02
None
0.00000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR21 XSFE 20210318
000000000
87.00000000
NC
-101125.94000000
-0.02856294968
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
S&P ASX Share Price Index 200
XPH1 Index
2021-03-18
14349145.56000000
AUD
-101125.94000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
19166.14000000
0.005413462584
N/A
DFE
SE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
751692.70000000
USD
6341000.00000000
SEK
2021-01-20
19166.14000000
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR21 XDMI 20210319
000000000
26.00000000
NC
77120.25000000
0.021782559654
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index
STH1 Index
2021-03-19
2813642.06000000
EUR
77120.25000000
N
N
N
Empresas COPEC SA
549300Q3IDJYG6Z7PA50
Empresas COPEC SA
000000000
73462.00000000
NS
745476.45000000
0.210559292052
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1199.69000000
0.000338851585
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
422028.57000000
USD
300746000.00000000
CLP
2021-01-20
1199.69000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: 6751A9497 TRS USD R E TYH1 COMDTY / Short: 6751A9497 TRS USD P F .00000
000000000
30197931.90000000
OU
Notional Amount
USD
41177.48000000
0.011630549881
N/A
DIR
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
United States Treasury Note/Bond
United States Treasury Note/Bond
Y
equity-performance leg
2021-03-22
0.00000000
USD
0.00000000
USD
30197931.90000000
USD
41177.48000000
N
N
N
iShares MBS ETF
549300M0TH0IE2E6RP07
iShares MBS ETF
464288588
159600.00000000
NS
USD
17576748.00000000
4.964539946867
Long
EC
RF
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
169615.63000000
0.047907813820
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
19882275.54000000
USD
2070063000.00000000
JPY
2021-01-20
169615.63000000
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
000000000
6760566.00000000
NS
1103861.03000000
0.311784761278
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-4917.33000000
-0.00138889635
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
52488000.00000000
THB
1747001.04000000
USD
2021-01-20
-4917.33000000
N
N
N
Metro Pacific Investments Corp
N/A
Metro Pacific Investments Corp
000000000
1146973.00000000
NS
102221.71000000
0.028872449143
Long
EC
CORP
PH
N
1
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: 664A27765 TRS USD R E CSIH0310 INDEX / Short: 664A27765 TRS USD P F .00000 -1305.00BPS FIXED/664A2776S
000000000
9054815.00000000
OU
Notional Amount
USD
-43706.70000000
-0.01234492626
N/A
DE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CSI 500 Net Total Return USD Index
CSIH0310 Index
Y
equity-performance leg
2021-09-17
0.00000000
USD
0.00000000
USD
9054815.00000000
USD
-43706.70000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
684.29000000
0.000193277222
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
759000.00000000
CAD
597006.19000000
USD
2021-01-20
684.29000000
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
1677888.00000000
NS
296375.71000000
0.083711108083
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
342093.55000000
0.096624079411
N/A
DFE
CO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
20945181.21000000
USD
72704913000.00000000
COP
2021-01-20
342093.55000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-118125.97000000
-0.03336459604
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
25515000.00000000
CHF
28716292.26000000
USD
2021-01-20
-118125.97000000
N
N
N
SM Prime Holdings Inc
254900SZK83MIAB8CU32
SM Prime Holdings Inc
000000000
824474.00000000
NS
660973.25000000
0.186691423432
Long
EC
CORP
PH
N
1
N
N
N
BDO Unibank Inc
3FGIIBS1PEI1FYQBGN97
BDO Unibank Inc
000000000
165123.00000000
NS
367218.89000000
0.103720713788
Long
EC
CORP
PH
N
1
N
N
N
Metropolitan Bank & Trust Co
549300SQYI82RVWFN715
Metropolitan Bank & Trust Co
000000000
152967.00000000
NS
156236.66000000
0.044128933277
Long
EC
CORP
PH
N
1
N
N
N
Robinsons Land Corp
254900BUUS5N9MUSIS52
Robinsons Land Corp
000000000
169669.00000000
NS
74900.47000000
0.021155584375
Long
EC
CORP
PH
N
1
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
Banco de Chile
000000000
8648503.00000000
NS
883108.93000000
0.249433487947
Long
EC
CORP
CL
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796A90
2500000.00000000
PA
USD
2497750.00000000
0.705487707526
Long
DBT
UST
US
N
2
2021-12-30
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
1296.95000000
0.000366322603
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
754503.23000000
USD
22644000.00000000
THB
2021-01-20
1296.95000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR21 XEUR 20210319
000000000
-421.00000000
NC
-219895.24000000
-0.06210925383
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGH1 Index
2021-03-19
-14765501.45000000
EUR
-219895.24000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
13901036.08000000
PA
USD
13901036.08000000
3.926337734488
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-01-04
14249800.00000000
USD
14179106.74220000
USD
UST
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
267089.76000000
0.075439312375
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
12085053.98000000
USD
16019000.00000000
AUD
2021-01-20
267089.76000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
297009.98000000
0.083890257192
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4359525.16000000
USD
34704000.00000000
TRY
2021-01-13
297009.98000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1204880.21000000
-0.34031755667
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
49720000.00000000
AUD
37133879.20000000
USD
2021-01-20
-1204880.21000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: 5320A8362 TRS USD R E VEH1 INDEX / Short: 5320A8362 TRS USD P F .00000
000000000
4128480.00000000
OU
Notional Amount
USD
-71150.40000000
-0.02009637977
N/A
DE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
RTS IDX
VEH1 Index
Y
equity-performance leg
2021-03-18
0.00000000
USD
0.00000000
USD
4128480.00000000
USD
-71150.40000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
370614.25000000
0.104679730801
N/A
DFE
SG
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
31929360.02000000
USD
42687000.00000000
SGD
2021-01-20
370614.25000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-10742.90000000
-0.00303432444
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9685000.00000000
CNY
1477128.30000000
USD
2021-01-20
-10742.90000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SWISS MKT IX FUTR MAR21 XEUR 20210319
000000000
-41.00000000
NC
-187232.19000000
-0.05288359863
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Swiss Market Index
SMH1 Index
2021-03-19
-4198283.34000000
CHF
-187232.19000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-41925.85000000
-0.01184192645
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1586316.00000000
USD
8022000.00000000
BRL
2021-01-20
-41925.85000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE TAIWAN INDEX JAN21 XSIM 20210128
000000000
21.00000000
NC
USD
27457.08000000
0.007755232679
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
FTSE Taiwan Index
TWTF1 Index
2021-01-28
1044172.92000000
USD
27457.08000000
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
Globe Telecom Inc
000000000
3163.00000000
NS
133703.08000000
0.037764339665
Long
EC
CORP
PH
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR21 XCME 20210319
000000000
-921.00000000
NC
USD
-4364038.77000000
-1.23261964063
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESH1 Index
2021-03-19
-168268201.23000000
USD
-4364038.77000000
N
N
N
Empresa Nacional de Telecomunicaciones SA
N/A
Empresa Nacional de Telecomunicaciones SA
000000000
31161.00000000
NS
193369.25000000
0.054617006861
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
705.21000000
0.000199186061
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
66002000.00000000
RUB
892280.65000000
USD
2021-01-20
705.21000000
N
N
N
NYSE Euronext Liffe
N/A
FTSE 100 IDX FUT MAR21 XLIF 20210319
000000000
354.00000000
NC
-429344.11000000
-0.12126793790
N/A
DE
GB
N
1
NYSE Euronext Liffe
N/A
Long
FTSE 100 Index
Z H1 Index
2021-03-19
23040762.60000000
GBP
-429344.11000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
39048.40000000
0.011029192752
N/A
DFE
SG
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3468117.27000000
USD
4635000.00000000
SGD
2021-01-20
39048.40000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
NIKKEI 225 (SGX) MAR21 XSIM 20210311
000000000
3.00000000
NC
11459.68000000
0.003236778449
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
Nikkei 225 Index
NIH1 Index
2021-03-11
40051731.00000000
JPY
11459.68000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-1113.31000000
-0.00031445361
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
127848000.00000000
HKD
16491196.39000000
USD
2021-01-20
-1113.31000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1339424.38000000
0.378319461615
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
22011011.51000000
USD
174025000.00000000
TRY
2021-01-13
1339424.38000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127963S6
7500000.00000000
PA
USD
7497050.03000000
2.117536438344
Long
DBT
UST
US
N
2
2021-07-15
None
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI MEXICO MAR21 XEUR 20210319
000000000
-170.00000000
NC
USD
-189371.69000000
-0.05348789888
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI Mexico Index
ZVPH1 Index
2021-03-19
-3888928.31000000
USD
-189371.69000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI WORLD ENERGY MAR21 XEUR 20210319
000000000
489.00000000
NC
USD
-452642.85000000
-0.12784865041
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI World Energy Index
HKYH1 Index
2021-03-19
11254652.85000000
USD
-452642.85000000
N
N
N
Megaworld Corp
254900P57OOZ5AY5C521
Megaworld Corp
000000000
1002038.00000000
NS
85131.55000000
0.024045345630
Long
EC
CORP
PH
N
1
N
N
N
Aguas Andinas SA
N/A
Aguas Andinas SA
000000000
571244.00000000
NS
184108.60000000
0.052001342868
Long
EC
CORP
CL
N
1
N
N
N
Aboitiz Power Corp
254900UHTKF4VBSFTL94
Aboitiz Power Corp
000000000
132126.00000000
NS
73046.43000000
0.020631912098
Long
EC
CORP
PH
N
1
N
N
N
GT Capital Holdings Inc
254900P0ZPSRAHUO2131
GT Capital Holdings Inc
000000000
7975.00000000
NS
97147.75000000
0.027439312757
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
8570.34000000
0.002420686425
N/A
DFE
CO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1298443.84000000
USD
4463998000.00000000
COP
2021-01-20
8570.34000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-27488.92000000
-0.00776422586
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7310000.00000000
ILS
2247940.80000000
USD
2021-01-20
-27488.92000000
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT JAN21 XEUE 20210115
000000000
-6.00000000
NC
-13227.38000000
-0.00373606405
N/A
DE
NL
N
1
Euronext Eqf, Equities And Indices Derivatives
N/A
Short
Amsterdam Index
EOF1 Index
2021-01-15
-738608.53000000
EUR
-13227.38000000
N
N
N
Manila Electric Co
254900RDFLCM12O8SK69
Manila Electric Co
000000000
19247.00000000
NS
117028.62000000
0.033054650320
Long
EC
CORP
PH
N
1
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
000000000
313755.00000000
NS
558620.80000000
0.157782046869
Long
EC
CORP
CL
N
1
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
83895000.00000000
PA
5443651.11000000
1.537555376705
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
22407.46000000
0.006328971108
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
750334.07000000
USD
565000.00000000
GBP
2021-01-20
22407.46000000
N
N
N
Jollibee Foods Corp
2138009XN3KTAAKUPR35
Jollibee Foods Corp
000000000
35005.00000000
NS
142284.01000000
0.040188017228
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-88959.67000000
-0.02512659539
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4633000.00000000
AUD
3483515.64000000
USD
2021-01-20
-88959.67000000
N
N
N
Korea Exchange (futures Market)
N/A
KOSPI2 INX FUT MAR21 XKFE 20210311
000000000
21.00000000
NC
114723.50000000
0.032403570819
N/A
DE
KR
N
1
Korea Exchange (futures Market)
N/A
Long
Korea Stock Exchange KOSPI 200 Index
KMH1 Index
2021-03-11
1918413357.00000000
KRW
114723.50000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: 6786A1822 TRS USD R E FVH1 COMDTY / Short: 6786A1822 TRS USD P F .00000
000000000
13093421.00000000
OU
Notional Amount
USD
27641.55000000
0.007807336099
N/A
DIR
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
United States Treasury Note/Bond
United States Treasury Note/Bond
Y
equity-performance leg
2021-03-31
0.00000000
USD
0.00000000
USD
13093421.00000000
USD
27641.55000000
N
N
N
Dragon Capital - Vietnam Enterprise Investments Ltd
213800SYT3T4AGEVW864
Dragon Capital - Vietnam Enterprise Investments Ltd
000000000
1018467.00000000
NS
7590511.66000000
2.143934609134
Long
EC
RF
KY
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-1070.26000000
-0.00030229417
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
617454.40000000
USD
13238000.00000000
CZK
2021-01-20
-1070.26000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
1096.30000000
0.000309649153
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1079032.44000000
USD
3470000.00000000
ILS
2021-01-20
1096.30000000
N
N
N
Banco de Credito e Inversiones SA
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
000000000
10111.00000000
NS
396897.66000000
0.112103461225
Long
EC
CORP
CL
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI INDONESIA MAR21 XEUR 20210319
000000000
437.00000000
NC
USD
8324.85000000
0.002351347949
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI Indonesia Index
ZSRH1 Index
2021-03-19
7062335.15000000
USD
8324.85000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-550.13000000
-0.00015538382
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
769645000.00000000
KRW
706894.02000000
USD
2021-01-20
-550.13000000
N
N
N
JG Summit Holdings Inc
8945008FXJ2QCVCRJM25
JG Summit Holdings Inc
000000000
260594.00000000
NS
388529.17000000
0.109739787188
Long
EC
CORP
PH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964B2
5000000.00000000
PA
USD
4997662.50000000
1.411586211636
Long
DBT
UST
US
N
2
2021-08-12
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR21 IFUS 20210319
000000000
-115.00000000
NC
USD
-216914.26000000
-0.06126727815
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
MSCI Emerging Markets
MESH1 Index
2021-03-19
-7190235.74000000
USD
-216914.26000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S15736185 IRS CNY R F 2.80000 CCP LCH / Short: S15736185 IRS CNY P V 03MCNR00 CNRR007 CCP LCH
000000000
180090000.00000000
OU
Notional Amount
194305.43000000
0.054881430235
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-16
10335.71000000
CNY
0.00000000
CNY
180090000.00000000
CNY
192732.43000000
N
N
N
Embotelladora Andina SA
254900NNPKP1J9XTSA53
Embotelladora Andina SA
000000000
79237.00000000
NS
203975.33000000
0.057612686599
Long
EP
CORP
CL
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
542300.00000000
NS
USD
202755124.00000000
57.26804028424
Long
EC
RF
US
N
1
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE JAN21 XSTO 20210115
000000000
-27.00000000
NC
6225.41000000
0.001758362618
N/A
DE
SE
N
1
Nasdaq Nordic
N/A
Short
OMXS30 Index
QCF1 Index
2021-01-15
-5122495.16000000
SEK
6225.41000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962Y4
7500000.00000000
PA
USD
7497981.23000000
2.117799455120
Long
DBT
UST
US
N
2
2021-05-20
None
0.00000000
N
N
N
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
82100.00000000
NS
USD
11340473.00000000
3.203108517279
Long
EC
RF
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2068.58000000
-0.00058426894
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
830665.94000000
USD
678000.00000000
EUR
2021-01-20
-2068.58000000
N
N
N
Cia Cervecerias Unidas SA
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
000000000
32976.00000000
NS
243525.79000000
0.068783685841
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-355.62000000
-0.00010044461
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
35229000.00000000
PHP
732563.94000000
USD
2021-01-20
-355.62000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-61.77000000
-0.00001744689
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
21658000.00000000
MXN
1086414.55000000
USD
2021-01-20
-61.77000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6730.48000000
0.001901019279
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2101659.64000000
USD
42029000.00000000
MXN
2021-01-20
6730.48000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI PHILIPPINES MAR21 XEUR 20210319
000000000
27.00000000
NC
USD
-5749.65000000
-0.00162398454
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI Philippines Index
ZVWH1 Index
2021-03-19
684259.65000000
USD
-5749.65000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
9031.03000000
0.002550807987
N/A
DFE
ID
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
580329.26000000
USD
8208119000.00000000
IDR
2021-01-20
9031.03000000
N
N
N
Cencosud Shopping SA
N/A
Cencosud Shopping SA
000000000
102518.00000000
NS
164274.09000000
0.046399099653
Long
EC
CORP
CL
N
1
N
N
N
iShares MSCI Brazil ETF
F6BK0XM2JFWYXJ2MDK09
iShares MSCI Brazil ETF
464286400
17400.00000000
NS
USD
645018.00000000
0.182184874440
Long
EC
RF
US
N
1
N
N
N
SPDR Bloomberg Barclays High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
35100.00000000
NS
USD
3823794.00000000
1.080027890346
Long
EC
RF
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR21 XMOD 20210322
000000000
-51.00000000
NC
-16842.10000000
-0.00475703914
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
10 Year Canadian Bond
CNH1 Comdty
2021-03-22
-7582661.69000000
CAD
-16842.10000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962F5
2500000.00000000
PA
USD
2499638.90000000
0.706021225985
Long
DBT
UST
US
N
2
2021-03-25
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-14888.94000000
-0.00420537049
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11360606000.00000000
IDR
800826.58000000
USD
2021-01-20
-14888.94000000
N
N
N
Bank of the Philippine Islands
549300UW4UH6XT2X8C50
Bank of the Philippine Islands
000000000
73549.00000000
NS
124589.24000000
0.035190142051
Long
EC
CORP
PH
N
1
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: 6718A5296 TRS EUR R F .00000 RXH1 COMDTY / Short: 6718A5296 TRS EUR P E
000000000
1419120.00000000
OU
Notional Amount
-2443.30000000
-0.00069010834
N/A
DIR
DE
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Bundesrepublik Deutschland Bundesanleihe
Bundesrepublik Deutschland Bundesanleihe
Y
equity-performance leg
2021-03-08
0.00000000
EUR
0.00000000
EUR
1419120.00000000
EUR
-2443.30000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI CHINA FREE MAR21 XEUR 20210319
000000000
2.00000000
NC
USD
646.70000000
0.000182659954
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI China Free Net Total Return USD Index
ZUYH1 Index
2021-03-19
117343.30000000
USD
646.70000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-48911.96000000
-0.01381514824
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4051000.00000000
NZD
2866064.68000000
USD
2021-01-20
-48911.96000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
200.20000000
0.000056546347
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4985000.00000000
BRL
959909.11000000
USD
2021-01-20
200.20000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-17342.01000000
-0.00489823836
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1726683.50000000
USD
126540000.00000000
RUB
2021-01-20
-17342.01000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
XAY CONS DISCRET MAR21 XCME 20210319
000000000
-22.00000000
NC
USD
-101302.74000000
-0.02861288672
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
S&P E-mini Consumer Discretionary Select Sector Future
IXYH1 Index
2021-03-19
-3474137.26000000
USD
-101302.74000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-56417.28000000
-0.01593502053
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
12648000.00000000
CAD
9880709.65000000
USD
2021-01-20
-56417.28000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI COM SERVMAR21 XCME 20210319
000000000
-21.00000000
NC
USD
-14535.57000000
-0.00410556138
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P Communication Services Select Sector Index Futures
XASH1 Index
2021-03-19
-1840551.93000000
USD
-14535.57000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-19750.01000000
-0.00557837625
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
419763000.00000000
CLP
570966.29000000
USD
2021-01-20
-19750.01000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-220757.17000000
-0.06235270534
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
18132000.00000000
EUR
21938722.74000000
USD
2021-01-20
-220757.17000000
N
N
N
Puregold Price Club Inc
N/A
Puregold Price Club Inc
000000000
107530.00000000
NS
91803.60000000
0.025929861397
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-158320.77000000
-0.04471758866
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
14993000.00000000
NZD
10630186.93000000
USD
2021-01-20
-158320.77000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
62122.62000000
0.017546489748
N/A
DFE
PH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
18859118.71000000
USD
909481000.00000000
PHP
2021-01-20
62122.62000000
N
N
N
Aboitiz Equity Ventures Inc
254900MDNXYJKHXO0P61
Aboitiz Equity Ventures Inc
000000000
185163.00000000
NS
182180.64000000
0.051456791940
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-14096.11000000
-0.00398143622
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
32013000.00000000
CZK
1476484.45000000
USD
2021-01-20
-14096.11000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
300132.56000000
0.084772227688
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
14822350.78000000
USD
11057000.00000000
GBP
2021-01-20
300132.56000000
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
000000000
12392049.00000000
NS
594748.59000000
0.167986315409
Long
EC
CORP
CL
N
1
N
N
N
SM Investments Corp
254900YB8UATFP21AF80
SM Investments Corp
000000000
20851.00000000
NS
455458.24000000
0.128643855314
Long
EC
CORP
PH
N
1
N
N
N
iShares MSCI Chile ETF
5493008SR8ZGY2IJU464
iShares MSCI Chile ETF
464286640
82000.00000000
NS
USD
2477220.00000000
0.699689023656
Long
EC
RF
US
N
1
N
N
N
Ayala Corp
254900QJ68UH8GKNGI69
Ayala Corp
000000000
24300.00000000
NS
418463.88000000
0.118194824695
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-243410.91000000
-0.06875123806
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
28943424.07000000
USD
149076000.00000000
BRL
2021-01-20
-243410.91000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127963H0
7500000.00000000
PA
USD
7497522.90000000
2.117670000138
Long
DBT
UST
US
N
2
2021-06-17
None
0.00000000
N
N
N
N
N
N
Universal Robina Corp
N/A
Universal Robina Corp
000000000
78434.00000000
NS
249069.41000000
0.070349477359
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-325059.50000000
-0.09181282412
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
93413000.00000000
ILS
28752193.05000000
USD
2021-01-20
-325059.50000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6867.10000000
-0.00193960750
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
388000.00000000
GBP
523794.34000000
USD
2021-01-20
-6867.10000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-612893.83000000
-0.17311142551
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
42981000.00000000
NZD
30314929.11000000
USD
2021-01-20
-612893.83000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964L0
5000000.00000000
PA
USD
4997365.00000000
1.411502182973
Long
DBT
UST
US
N
2
2021-09-09
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-101564.77000000
-0.02868689690
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
164913000.00000000
CNY
25233417.49000000
USD
2021-01-20
-101564.77000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
XAK TECHNOLOGY MAR21 XCME 20210319
000000000
-13.00000000
NC
USD
-81813.81000000
-0.02310825233
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini Technology Select Sector Futures
IXTH1 Index
2021-03-19
-1622486.19000000
USD
-81813.81000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
98350.17000000
0.027778935429
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8663737.75000000
USD
640900000.00000000
INR
2021-01-20
98350.17000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
21231.99000000
0.005996960444
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2048496.10000000
USD
213669000.00000000
JPY
2021-01-20
21231.99000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR21 XEUR 20210319
000000000
13.00000000
NC
196088.28000000
0.055384994947
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
DAX Index
GXH1 Index
2021-03-19
4306939.00000000
EUR
196088.28000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR21 XMOD 20210318
000000000
-1.00000000
NC
1550.90000000
0.000438050599
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTH1 Index
2021-03-18
-207754.14000000
CAD
1550.90000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962Q1
7500000.00000000
PA
USD
7498425.00000000
2.117924797640
Long
DBT
UST
US
N
2
2021-04-22
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
118630.08000000
0.033506981556
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6947663.55000000
USD
104076000.00000000
ZAR
2021-01-20
118630.08000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-1410.71000000
-0.00039845403
N/A
DFE
CH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1076132.71000000
USD
951000.00000000
CHF
2021-01-20
-1410.71000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1855.52000000
0.000524090301
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
363480.03000000
USD
465000.00000000
CAD
2021-01-20
1855.52000000
N
N
N
Falabella SA
5493004CKJQ7H391LM41
Falabella SA
000000000
158200.00000000
NS
585596.06000000
0.165401189833
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-65781.51000000
-0.01857994062
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
606339000.00000000
THB
20172300.22000000
USD
2021-01-20
-65781.51000000
N
N
N
iShares MSCI China ETF
549300Q0IWAYMYXW0R77
iShares MSCI China ETF
46429B671
45300.00000000
NS
USD
3667941.00000000
1.036007321562
Long
EC
RF
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-5509.06000000
-0.00155603007
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1619000.00000000
SGD
1219539.75000000
USD
2021-01-20
-5509.06000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
6673.62000000
0.001884959213
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1456211.47000000
USD
2033000.00000000
NZD
2021-01-20
6673.62000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-2492.43000000
-0.00070398507
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2002000.00000000
CHF
2259961.24000000
USD
2021-01-20
-2492.43000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10489.72000000
-0.00296281393
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1359000.00000000
EUR
1650371.37000000
USD
2021-01-20
-10489.72000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-80345.31000000
-0.02269347555
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
25042701.68000000
USD
1847926000.00000000
RUB
2021-01-20
-80345.31000000
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 MAR21 XSAF 20210318
000000000
-58.00000000
NC
9393.72000000
0.002653249519
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Short
FTSE/JSE TOP 40
AIH1 Index
2021-03-18
-31819380.75000000
ZAR
9393.72000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2487.48000000
-0.00070258695
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
78806000.00000000
JPY
760875.44000000
USD
2021-01-20
-2487.48000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-231388.61000000
-0.06535554799
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
211167843000.00000000
IDR
14930908.79000000
USD
2021-01-20
-231388.61000000
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
000000000
21441.00000000
NS
1044135.96000000
0.294915457818
Long
EP
CORP
CL
N
1
N
N
N
Utilities Select Sector SPDR Fund
549300ERQDM80PRYUH21
Utilities Select Sector SPDR Fund
81369Y886
14100.00000000
NS
USD
884070.00000000
0.249704941484
Long
EC
RF
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS JAN21 XSIM 20210128
000000000
431.00000000
NC
-31933.69000000
-0.00901964798
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
QZF1 Index
2021-01-28
13976433.56000000
SGD
-31933.69000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
159.72000000
0.000045112800
N/A
DFE
HK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
904899.76000000
USD
7016000.00000000
HKD
2021-01-20
159.72000000
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN21 XMRV 20210115
000000000
77.00000000
NC
-79663.72000000
-0.02250096094
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
IBEX 35 Index
IBF1 Index
2021-01-15
6279648.93000000
EUR
-79663.72000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
4181.62000000
0.001181095589
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1163225.01000000
USD
7599000.00000000
CNY
2021-01-20
4181.62000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-170969.90000000
-0.04829032641
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
352408000.00000000
CZK
16237755.15000000
USD
2021-01-20
-170969.90000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-471422.98000000
-0.13315308475
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7984291000.00000000
CLP
10764562.10000000
USD
2021-01-20
-471422.98000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1368700.85000000
0.386588579704
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
21981735.04000000
USD
174025000.00000000
TRY
2021-01-13
1368700.85000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
7545.48000000
0.002131215448
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7802867000.00000000
KRW
7179803.64000000
USD
2021-01-20
7545.48000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
54850000.00000000
PA
13797723.74000000
3.897157237679
Long
DBT
NUSS
MY
N
2
2021-07-15
Fixed
4.16000000
N
N
N
N
N
N
Ayala Land Inc
254900EWT10TQ6DKTV34
Ayala Land Inc
000000000
666910.00000000
NS
567984.82000000
0.160426907645
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
29037.27000000
0.008201556218
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
30474000.00000000
TRY
4117996.81000000
USD
2021-01-13
29037.27000000
N
N
N
International Container Terminal Services Inc
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
88154.00000000
NS
226701.91000000
0.064031792924
Long
EC
CORP
PH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964W6
2500000.00000000
PA
USD
2498284.73000000
0.705638741633
Long
DBT
UST
US
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
50.09000000
0.000014147884
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
12666000.00000000
HKD
1633955.94000000
USD
2021-01-20
50.09000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S16997416 CDS EUR R F 1.00000 116997416_FEE CCPITRAXX / Short: S16997416 CDS EUR P V 03MEVENT 116997416_PRO CCPITRAXX
000000000
6167000.00000000
OU
Notional Amount
196190.71000000
0.055413926227
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe S34.V1
2I666VCX1
Y
sell protection
2025-12-20
132072.56000000
EUR
0.00000000
EUR
6167000.00000000
EUR
41012.04000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964V8
2500000.00000000
PA
USD
2498466.68000000
0.705690133281
Long
DBT
UST
US
N
2
2021-10-07
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
9514.33000000
0.002687315728
N/A
DFE
PH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2047711.74000000
USD
98884000.00000000
PHP
2021-01-20
9514.33000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-14195.40000000
-0.00400948061
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2662242000.00000000
COP
765282.56000000
USD
2021-01-20
-14195.40000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4611.10000000
0.001302401908
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
28428380.83000000
USD
566788000.00000000
MXN
2021-01-20
4611.10000000
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
000000000
5867452.00000000
NS
455852.71000000
0.128755273084
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
11502.28000000
0.003248810789
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
958533.10000000
USD
1258000.00000000
AUD
2021-01-20
11502.28000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-3641.02000000
-0.00102840350
N/A
DFE
TW
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1098969.12000000
USD
30713000.00000000
TWD
2021-01-20
-3641.02000000
N
N
N
Empresas CMPC SA
N/A
Empresas CMPC SA
000000000
225122.00000000
NS
592509.70000000
0.167353942524
Long
EC
CORP
CL
N
1
N
N
N
Euronext Paris Monep
969500HMVSZ0TCV65D58
CAC40 10 EURO FUT JAN21 XMON 20210115
000000000
79.00000000
NC
7803.83000000
0.002204186222
N/A
DE
FR
N
1
Euronext Paris Monep
969500HMVSZ0TCV65D58
Long
CAC 40 Index
CFF1 Index
2021-01-15
4371792.06000000
EUR
7803.83000000
N
N
N
PLDT Inc
254900ADE8GQHM5P2648
PLDT Inc
000000000
8056.00000000
NS
224786.61000000
0.063490817804
Long
EC
CORP
PH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796UC1
2500000.00000000
PA
USD
2499920.83000000
0.706100856912
Long
DBT
UST
US
N
2
2021-01-28
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XE4
2500000.00000000
PA
USD
2499792.35000000
0.706064567828
Long
DBT
UST
US
N
2
2021-02-25
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
242860.72000000
0.068595837293
N/A
DFE
SE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8045239.41000000
USD
68177000.00000000
SEK
2021-01-20
242860.72000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
8403.81000000
0.002373650145
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
747317.73000000
USD
55277000.00000000
INR
2021-01-20
8403.81000000
N
N
N
2021-01-21
WILLIAM BLAIR FUNDS
John Raczek
John Raczek
Principal Financial Officer