0001752724-22-052233.txt : 20220228
0001752724-22-052233.hdr.sgml : 20220228
20220228171905
ACCESSION NUMBER: 0001752724-22-052233
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220228
PERIOD START: 20211231
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: 22691496
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
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WILLIAM BLAIR FUNDS
811-05344
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150 NORTH RIVERSIDE PLAZA
CHICAGO
60606
312-364-8000
William Blair Macro Allocation Fund
S000034624
UGF5VHIXVNRSS0FLDM98
2021-12-31
2021-12-31
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3785933.35
188883641.11
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0.00000000
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0.00000000
0.00000000
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0.00000000
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BRL
CAD
EUR
MYR
USD
ZAR
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Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SGD / SOLD USD
000000000
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NC
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0.157681956070
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DFE
SG
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Citibank, National Association
E57ODZWZ7FF32TWEFA76
24702065.65000000
USD
33693000.00000000
SGD
2022-01-19
297835.42000000
N
N
N
Empresas COPEC SA
549300Q3IDJYG6Z7PA50
Empresas COPEC SA
000000000
23030.00000000
NS
178022.98000000
0.094250078489
Long
EC
CORP
CL
N
1
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
000000000
1278509.00000000
NS
139555.56000000
0.073884407977
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EC
CORP
CL
N
1
N
N
N
Metro Pacific Investments Corp
894500P2KTZOCIBFJN67
Metro Pacific Investments Corp
000000000
1306184.00000000
NS
99899.35000000
0.052889360567
Long
EC
CORP
PH
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS JAN22
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NC
57828.05000000
0.030615700576
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
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SGX MSCI Singapore Index Future
QZF2 INDEX
2022-01-28
7711505.92000000
SGD
57828.05000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
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1.00000000
NC
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-0.11123638276
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DFE
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Citibank, National Association
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
XAY CONS DISCRET MAR22
000000000
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USD
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-0.00534814976
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DE
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
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IXYH2 INDEX
2022-03-18
-1848218.22000000
USD
-10101.78000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
8448.93000000
0.004473087214
N/A
DFE
US
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Citibank, National Association
E57ODZWZ7FF32TWEFA76
2083509000.00000000
COP
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USD
2022-01-19
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N
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N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H44
1500000.00000000
PA
USD
1499474.42000000
0.793861454167
Long
DBT
UST
US
N
2
2022-05-19
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-53626.30000000
-0.02839118289
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
62702000.00000000
TRY
4624022.54000000
USD
2022-01-19
-53626.30000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
2009.18000000
0.001063713081
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
76812000.00000000
HKD
9853035.68000000
USD
2022-01-19
2009.18000000
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
482425.00000000
NS
39239.50000000
0.020774430103
Long
EC
CORP
CL
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
1500000.00000000
PA
USD
1499137.29000000
0.793682968620
Long
DBT
UST
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
44600.70000000
0.023612791313
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
54420000.00000000
ILS
17549743.62000000
USD
2022-01-19
44600.70000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796M71
1500000.00000000
PA
USD
1497776.61000000
0.792962588606
Long
DBT
UST
US
N
2
2022-09-08
None
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI WORLD ENERGY MAR22
000000000
191.00000000
NC
USD
72918.07000000
0.038604756648
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Msci World Energy Future
HKYH2 INDEX
2022-03-18
5788871.93000000
USD
72918.07000000
N
N
N
SM Prime Holdings Inc
254900SZK83MIAB8CU32
SM Prime Holdings Inc
000000000
1065550.00000000
NS
708381.53000000
0.375035935265
Long
EC
CORP
PH
N
1
N
N
N
BDO Unibank Inc
3FGIIBS1PEI1FYQBGN97
BDO Unibank Inc
000000000
207177.00000000
NS
490391.02000000
0.259625988316
Long
EC
CORP
PH
N
1
N
N
N
Metropolitan Bank & Trust Co
549300SQYI82RVWFN715
Metropolitan Bank & Trust Co
000000000
190547.00000000
NS
208137.82000000
0.110193672028
Long
EC
CORP
PH
N
1
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
Banco de Chile
000000000
2728516.00000000
NS
213157.31000000
0.112851122917
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-153662.25000000
-0.08135286311
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
10091000.00000000
CHF
10941362.71000000
USD
2022-03-16
-153662.25000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR22
000000000
-27.00000000
NC
-78096.50000000
-0.04134635458
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 10 Year Canadian Bond Future
CNH2 COMDTY
2022-03-22
-3751951.83000000
CAD
-78096.50000000
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
Globe Telecom Inc
000000000
2838.00000000
NS
184886.72000000
0.097883924152
Long
EC
CORP
PH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796P94
1500000.00000000
PA
USD
1496140.50000000
0.792096388659
Long
DBT
UST
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT JAN22
000000000
32.00000000
NC
75350.82000000
0.039892718902
N/A
DE
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
Euronext CAC 40 Index Future
CFF2 INDEX
2022-01-21
2219575.68000000
EUR
75350.82000000
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN22
000000000
39.00000000
NC
189095.91000000
0.100112380769
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Future
IBF2 INDEX
2022-01-21
3220823.80000000
EUR
189095.91000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI INDONESIA MAR22
000000000
106.00000000
NC
USD
9955.52000000
0.005270715844
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUREX MSCI Indonesia Index Futures
ZSRH2 INDEX
2022-03-18
1729504.48000000
USD
9955.52000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
5331.25000000
0.002822504886
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
850926.08000000
USD
730945500.00000000
CLP
2022-01-19
5331.25000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1572.68000000
0.000832618426
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
206310.11000000
USD
263000.00000000
CAD
2022-03-16
1572.68000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
2228.16000000
0.001179646891
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
970639.85000000
USD
1422000.00000000
NZD
2022-03-16
2228.16000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
2457.94000000
0.001301298506
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
48748000.00000000
RUB
651232.38000000
USD
2022-01-19
2457.94000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R27
500000.00000000
PA
USD
498141.67000000
0.263729387612
Long
DBT
UST
US
N
2
2022-12-29
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-240.13000000
-0.00012713117
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
56101000.00000000
JPY
487745.67000000
USD
2022-03-16
-240.13000000
N
N
N
GT Capital Holdings Inc
254900P0ZPSRAHUO2131
GT Capital Holdings Inc
000000000
10669.00000000
NS
112982.50000000
0.059815926533
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-66012.40000000
-0.03494871213
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
26178000.00000000
CAD
20625834.69000000
USD
2022-03-16
-66012.40000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-225975.72000000
-0.11963752851
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
15822524.21000000
USD
1793048000.00000000
JPY
2022-03-16
-225975.72000000
N
N
N
Manila Electric Co
254900RDFLCM12O8SK69
Manila Electric Co
000000000
24563.00000000
NS
142197.33000000
0.075283030951
Long
EC
CORP
PH
N
1
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
OMXS30 IND FUTURE JAN22
000000000
64.00000000
NC
73654.29000000
0.038994531007
N/A
DE
SE
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Long
OML Stockholm OMXS30 Index Future
QCF2 INDEX
2022-01-21
14817645.06000000
SEK
73654.29000000
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
000000000
90355.00000000
NS
151121.92000000
0.080007945162
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
538.02000000
0.000284842031
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
14748000.00000000
PHP
287765.85000000
USD
2022-01-19
538.02000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-96354.74000000
-0.05101275019
N/A
DFE
PH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4864730.08000000
USD
244837000.00000000
PHP
2022-01-19
-96354.74000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR22
000000000
-76.00000000
NC
USD
38549.48000000
0.020409115248
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE US MSCI Emerging Markets EM Index Futures
MESH2 INDEX
2022-03-18
-4698489.48000000
USD
38549.48000000
N
N
N
Jollibee Foods Corp
2138009XN3KTAAKUPR35
Jollibee Foods Corp
000000000
47736.00000000
NS
202580.19000000
0.107251315576
Long
EC
CORP
PH
N
1
N
N
N
Vietnam Enterprise Investments Ltd
213800SYT3T4AGEVW864
Vietnam Enterprise Investments Ltd
000000000
382543.00000000
NS
3961101.61000000
2.097112056249
Long
EC
RF
KY
N
1
N
N
N
Banco de Credito e Inversiones SA
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
000000000
3053.00000000
NS
89189.17000000
0.047219107740
Long
EC
CORP
CL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-268569.32000000
-0.14218770795
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
44211000.00000000
NZD
29978594.88000000
USD
2022-03-16
-268569.32000000
N
N
N
JG Summit Holdings Inc
8945008FXJ2QCVCRJM25
JG Summit Holdings Inc
000000000
309655.00000000
NS
321845.66000000
0.170393612760
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
13668.86000000
0.007236656345
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
842588.47000000
USD
730945500.00000000
CLP
2022-01-19
13668.86000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796G45
1500000.00000000
PA
USD
1499690.63000000
0.793975921465
Long
DBT
UST
US
N
2
2022-04-21
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-857.16000000
-0.00045380319
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
254626.40000000
USD
8478000.00000000
THB
2022-01-19
-857.16000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
368.74000000
0.000195220717
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
675776.25000000
USD
2102000.00000000
ILS
2022-01-19
368.74000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
1973.71000000
0.001044934324
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
580894.81000000
USD
801000.00000000
AUD
2022-03-16
1973.71000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
348801.89000000
0.184664954545
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7395182.96000000
USD
103805000.00000000
TRY
2022-01-19
348801.89000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-59601.32000000
-0.03155451665
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5434797.88000000
USD
4588545500.00000000
CLP
2022-01-19
-59601.32000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI COM SER MAR22
000000000
-9.00000000
NC
USD
-13415.05000000
-0.00710228261
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P Communication Services Select Sector Index Futures
XASH2 INDEX
2022-03-18
-900647.45000000
USD
-13415.05000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-471251.41000000
-0.24949297209
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
41103000.00000000
TRY
2595084.60000000
USD
2022-01-19
-471251.41000000
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
89800.00000000
NS
USD
42651408.00000000
22.58078452392
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
XAK TECHNOLOGY MAR22
000000000
-5.00000000
NC
USD
-13412.10000000
-0.00710072080
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E Mini Technology Select Sector Futures
IXTH2 INDEX
2022-03-18
-861987.90000000
USD
-13412.10000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
26.43000000
0.000013992741
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16654000.00000000
INR
223214.05000000
USD
2022-01-19
26.43000000
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
43400.00000000
NS
USD
5751368.00000000
3.044926477592
Long
EC
RF
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
438.90000000
0.000232365279
N/A
DFE
ID
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
255013.74000000
USD
3636496000.00000000
IDR
2022-01-19
438.90000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR22
000000000
44.00000000
NC
56709.61000000
0.030023568831
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Future
XPH2 INDEX
2022-03-17
8003754.00000000
AUD
56709.61000000
N
N
N
Cia Cervecerias Unidas SA
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
000000000
9497.00000000
NS
77246.73000000
0.040896463847
Long
EC
CORP
CL
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
40820000.00000000
PA
7209456.91000000
3.816877347150
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-11538.32000000
-0.00610869206
N/A
DFE
TW
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4690063.35000000
USD
129563000.00000000
TWD
2022-01-19
-11538.32000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K57
1500000.00000000
PA
USD
1498598.67000000
0.793397808933
Long
DBT
UST
US
N
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR22
000000000
141.00000000
NC
291152.72000000
0.154143957776
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Future
Z H2 INDEX
2022-03-18
10111736.95000000
GBP
291152.72000000
N
N
N
Cencosud Shopping SA
N/A
Cencosud Shopping SA
000000000
29528.00000000
NS
35038.51000000
0.018550314783
Long
EC
CORP
CL
N
1
N
N
N
iShares MSCI Brazil ETF
5493006D2L7KY3ZDF809
iShares MSCI Brazil ETF
464286400
137900.00000000
NS
USD
3870853.00000000
2.049332052925
Long
EC
RF
US
N
1
N
N
N
SPDR Bloomberg High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
19100.00000000
NS
USD
2073687.00000000
1.097864795391
Long
EC
RF
US
N
1
N
N
N
Credit Suisse Securities (Europe) Limited
DL6FFRRLF74S01HE2M14
Long: 525A32748 TRS USD R E 525A32748_RET EQUITYTRS / Short: 525A32748 TRS USD P F .00000 525A32748_INT EQUITYTRS
000000000
1920894.66000000
OU
Notional Amount
USD
26451.54000000
0.014004145538
N/A
DE
US
N
2
Credit Suisse Securities (Europe) Limited
DL6FFRRLF74S01HE2M14
CSI 500 Net Total Return USD Index
CSIH0310 Index
Y
equity-performance leg
2022-09-30
0.00000000
USD
0.00000000
USD
1920894.66000000
USD
26451.54000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-283.41000000
-0.00015004475
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7895000.00000000
MXN
384341.34000000
USD
2022-01-19
-283.41000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI CHINA FREE MAR22
000000000
115.00000000
NC
USD
-113663.70000000
-0.06017657184
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI China Free Futures
ZUYH2 INDEX
2022-03-18
5451963.70000000
USD
-113663.70000000
N
N
N
Bursa Malaysia
N/A
FTSE KLCI FUTURE JAN22
000000000
211.00000000
NC
51499.38000000
0.027265135136
N/A
DE
MY
N
1
Bursa Malaysia
N/A
Long
MDE Kuala Lumpur Composite Index Future
IKF2 INDEX
2022-01-31
16227628.60000000
MYR
51499.38000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-470.70000000
-0.00024920104
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2208000.00000000
BRL
394602.81000000
USD
2022-01-19
-470.70000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI MEXICO MAR22
000000000
-164.00000000
NC
USD
-329808.92000000
-0.17460957341
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI Mexico Index Future
ZVPH2 INDEX
2022-03-18
-4347471.08000000
USD
-329808.92000000
N
N
N
Bank of the Philippine Islands
549300UW4UH6XT2X8C50
Bank of the Philippine Islands
000000000
191378.00000000
NS
345844.64000000
0.183099308107
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3220.52000000
0.001705028546
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
570286.01000000
USD
503000.00000000
EUR
2022-03-16
3220.52000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-83.29000000
-0.00004409593
N/A
DFE
ID
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2371336.14000000
USD
33755970000.00000000
IDR
2022-01-19
-83.29000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
24045.89000000
0.012730530742
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
15399745.60000000
USD
86201000.00000000
BRL
2022-01-19
24045.89000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-20292.14000000
-0.01074319611
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
631000.00000000
GBP
833538.38000000
USD
2022-03-16
-20292.14000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-94146.16000000
-0.04984346947
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11563000.00000000
EUR
13089662.89000000
USD
2022-03-16
-94146.16000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
2250.00000000
0.001191209565
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
273569000.00000000
CLP
322719.12000000
USD
2022-01-19
2250.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: S33630291 IRS BRL R F 9.98500 133630291_FIX CCPNDFPREDISWAP / Short: S33630291 IRS BRL P V 00MBRCDI 133630291_FLO CCPNDFPREDISWAP
000000000
43258000.00000000
OU
Notional Amount
-50881.59000000
-0.02693806075
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
43258000.00000000
BRL
-50881.59000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 1000 GMAR22
000000000
-37.00000000
NC
USD
-156555.14000000
-0.08288443566
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Russell 1000 Growth Index Futures
RGYH2 INDEX
2022-03-18
-5532564.86000000
USD
-156555.14000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
47080000.00000000
PA
11460917.43000000
6.067713097147
Long
DBT
NUSS
MY
N
2
2023-03-15
Fixed
3.48000000
N
N
N
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
14900.00000000
NS
USD
683016.00000000
0.361606752170
Long
EC
RF
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR22
000000000
-4.00000000
NC
13426.87000000
0.007108540433
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Future
RXH2 COMDTY
2022-03-08
-697273.48000000
EUR
13426.87000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796N96
1500000.00000000
PA
USD
1496715.11000000
0.792400602404
Long
DBT
UST
US
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE TAIWAN INDEX JAN22
000000000
13.00000000
NC
USD
11219.09000000
0.005939683253
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE Taiwan Index Futures
TWTF2 INDEX
2022-01-27
822600.91000000
USD
11219.09000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
1547.64000000
0.000819361587
N/A
DFE
CH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
474534.59000000
USD
433000.00000000
CHF
2022-03-16
1547.64000000
N
N
N
Credit Suisse Securities (Europe) Limited
DL6FFRRLF74S01HE2M14
Long: 6424A4935 TRS USD R E 6424A4935_RET EQUITYTRS / Short: 6424A4935 TRS USD P F .00000 6424A4935_INT EQUITYTRS
000000000
2168646.48000000
OU
Notional Amount
USD
87891.12000000
0.046531885706
N/A
DE
US
N
2
Credit Suisse Securities (Europe) Limited
DL6FFRRLF74S01HE2M14
RTS Index Future
VEH2 INDEX
Y
equity-performance leg
2022-03-17
0.00000000
USD
0.00000000
USD
2168646.48000000
USD
87891.12000000
N
N
N
Korea Exchange (Futures Market)
N/A
KOSPI2 INX FUT MAR22
000000000
12.00000000
NC
14228.39000000
0.007532886340
N/A
DE
KR
N
1
Korea Exchange (Futures Market)
N/A
Long
KFE KOSPI 200 Index Future
KMH2 INDEX
2022-03-10
1165836000.00000000
KRW
14228.39000000
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
000000000
3942983.00000000
NS
158506.07000000
0.083917309656
Long
EC
CORP
CL
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR22
000000000
-288.00000000
NC
-375680.99000000
-0.19889546166
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Future
VGH2 INDEX
2022-03-18
-12018020.98000000
EUR
-375680.99000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR22
000000000
5.00000000
NC
16921.75000000
0.008958822426
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Future
GXH2 INDEX
2022-03-18
1967136.80000000
EUR
16921.75000000
N
N
N
SM Investments Corp
254900YB8UATFP21AF80
SM Investments Corp
000000000
25320.00000000
NS
468240.62000000
0.247898980159
Long
EC
CORP
PH
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E MINI RUSS 1000 VMAR22
000000000
71.00000000
NC
USD
173153.38000000
0.091671983334
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 1000 Value Index Futures
RVYH2 INDEX
2022-03-18
5685766.62000000
USD
173153.38000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-19070.54000000
-0.01009644873
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
200128000.00000000
THB
5971296.43000000
USD
2022-01-19
-19070.54000000
N
N
N
Ayala Corp
254900QJ68UH8GKNGI69
Ayala Corp
000000000
30135.00000000
NS
491095.46000000
0.259998937501
Long
EC
CORP
PH
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR22
000000000
89.00000000
NC
USD
45323.96000000
0.023995704304
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVH2 COMDTY
2022-03-31
10721590.15000000
USD
45323.96000000
N
N
N
Universal Robina Corp
N/A
Universal Robina Corp
000000000
94844.00000000
NS
238074.85000000
0.126043128246
Long
EC
CORP
PH
N
1
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
96173000.00000000
PA
5085008.41000000
2.692138069828
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-612353.28000000
-0.32419603751
N/A
DFE
CO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16563589.97000000
USD
64972338000.00000000
COP
2022-01-19
-612353.28000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796M89
1500000.00000000
PA
USD
1497110.63000000
0.792610001163
Long
DBT
UST
US
N
2
2022-10-06
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-512.58000000
-0.00027137342
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
237698000.00000000
KRW
199284.01000000
USD
2022-01-19
-512.58000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
256448.28000000
0.135770508495
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9524128.05000000
USD
200761000.00000000
MXN
2022-01-19
256448.28000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
1183.36000000
0.000626502111
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
40175000.00000000
CNY
6315443.64000000
USD
2022-01-19
1183.36000000
N
N
N
Falabella SA
5493004CKJQ7H391LM41
Falabella SA
000000000
45490.00000000
NS
148376.42000000
0.078554404779
Long
EC
CORP
CL
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR22
000000000
-63.00000000
NC
65869.09000000
0.034872840026
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEH2 COMDTY
2022-03-08
-8451976.05000000
EUR
65869.09000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
15995.61000000
0.008468499392
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
22651000.00000000
ZAR
1434470.09000000
USD
2022-01-19
15995.61000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-803.12000000
-0.00042519298
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3403000.00000000
SEK
376015.20000000
USD
2022-03-16
-803.12000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-1585.14000000
-0.00083921508
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5376781.70000000
USD
4588545500.00000000
CLP
2022-01-19
-1585.14000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
10677.26000000
0.005652824107
N/A
DFE
SE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4779997.90000000
USD
43264000.00000000
SEK
2022-03-16
10677.26000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-232524.11000000
-0.12310441954
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
19144000.00000000
AUD
13698106.32000000
USD
2022-03-16
-232524.11000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SWISS MKT IX FUTR MAR22
000000000
5.00000000
NC
19743.14000000
0.010452540984
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Swiss Market New Index Future
SMH2 INDEX
2022-03-18
621910.05000000
CHF
19743.14000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
NIKKEI 225 (SGX) MAR22
000000000
-7.00000000
NC
-4782.53000000
-0.00253199799
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nikkei 225 Stock Index Future
NIH2 INDEX
2022-03-10
-100109866.00000000
JPY
-4782.53000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR22
000000000
-31.00000000
NC
352444.02000000
0.186593194587
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Future
UBH2 COMDTY
2022-03-08
-6718508.85000000
EUR
352444.02000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-162026.88000000
-0.08578131967
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
197170976000.00000000
IDR
13688626.49000000
USD
2022-01-19
-162026.88000000
N
N
N
Financial Select Sector SPDR Fund
549300Y12KQ6ZG08NY28
Financial Select Sector SPDR Fund
81369Y605
48600.00000000
NS
USD
1897830.00000000
1.004761444054
Long
EC
RF
US
N
1
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
000000000
8310.00000000
NS
424170.88000000
0.224567293126
Long
EP
CORP
CL
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR22
000000000
-415.00000000
NC
USD
-2053179.30000000
-1.08700747610
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESH2 INDEX
2022-03-18
-96685695.70000000
USD
-2053179.30000000
N
N
N
Utilities Select Sector SPDR Fund
549300ERQDM80PRYUH21
Utilities Select Sector SPDR Fund
81369Y886
7200.00000000
NS
USD
515376.00000000
0.272853698166
Long
EC
RF
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
129921.67000000
0.068783971569
N/A
DFE
NO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5804703.39000000
USD
52333000.00000000
NOK
2022-03-16
129921.67000000
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 MAR22
000000000
-27.00000000
NC
-19365.36000000
-0.01025253425
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Short
SAFEX FTSE/JSE Top 40 Index Future
AIH2 Index
2022-03-17
-17779252.95000000
ZAR
-19365.36000000
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
78400.00000000
NS
USD
37396016.00000000
19.79844087091
Long
EC
RF
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
44554.33000000
0.023588241807
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3046823.41000000
USD
230675000.00000000
INR
2022-01-19
44554.33000000
N
N
N
Ayala Land Inc
254900EWT10TQ6DKTV34
Ayala Land Inc
000000000
829572.00000000
NS
597054.32000000
0.316096363079
Long
EC
CORP
PH
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
1964.23000000
0.001039915361
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
427974.08000000
USD
9407000.00000000
CZK
2022-01-19
1964.23000000
N
N
N
Index And Options Market
N/A
NASDAQ 100 E-MINI MAR22
000000000
-23.00000000
NC
USD
4084.34000000
0.002162357722
N/A
DE
US
N
1
Index And Options Market
N/A
Short
CME E-Mini NASDAQ 100 Index Future
NQH2 Index
2022-03-18
-7511629.34000000
USD
4084.34000000
N
N
N
Vanguard S&P 500 ETF
549300D8V8ZP5GRJOC71
Vanguard S&P 500 ETF
922908363
85700.00000000
NS
USD
37414049.00000000
19.80798801851
Long
EC
RF
US
N
1
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT JAN22
000000000
-3.00000000
NC
-4646.17000000
-0.00245980539
N/A
DE
NL
N
1
Euronext Eqf, Equities And Indices Derivatives
N/A
Short
Euronext Amsterdam Index Future
EOF2 INDEX
2022-01-21
-474533.04000000
EUR
-4646.17000000
N
N
N
International Container Terminal Services Inc
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
107001.00000000
NS
419673.48000000
0.222186250505
Long
EC
CORP
PH
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: 1315A1716 TRS USD R E 1315A1716_RET EQUITYTRS / Short: 1315A1716 TRS USD P F .00000 1315A1716_INT EQUITYTRS
000000000
196857.04000000
OU
Notional Amount
USD
662.96000000
0.000350988574
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
MSCI Philippines Index Future
ZVWH2 INDEX
Y
equity-performance leg
2022-03-21
0.00000000
USD
0.00000000
USD
196857.04000000
USD
662.96000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-18355.64000000
-0.00971796175
N/A
DFE
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1617607.55000000
USD
1902630000.00000000
KRW
2022-01-19
-18355.64000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
1209.76000000
0.000640478970
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
420317.21000000
USD
2682000.00000000
CNY
2022-01-19
1209.76000000
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
000000000
1687130.00000000
NS
59009.95000000
0.031241429725
Long
EC
CORP
CL
N
1
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR22
000000000
12.00000000
NC
47882.66000000
0.025350347821
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Future
STH2 INDEX
2022-03-18
1592822.31000000
EUR
47882.66000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-3744.29000000
-0.00198232625
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1475000.00000000
SGD
1090692.36000000
USD
2022-01-19
-3744.29000000
N
N
N
Empresas CMPC SA
N/A
Empresas CMPC SA
000000000
64728.00000000
NS
108487.77000000
0.057436297480
Long
EC
CORP
CL
N
1
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
3472092.10000000
PA
USD
3472092.10000000
1.838217475899
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-01-03
3565400.00000000
USD
3541584.01000000
USD
UST
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-295707.01000000
-0.15655511947
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
221085000.00000000
CZK
9808780.14000000
USD
2022-01-19
-295707.01000000
N
N
N
PLDT Inc
254900ADE8GQHM5P2648
PLDT Inc
000000000
8113.00000000
NS
288292.51000000
0.152629686883
Long
EC
CORP
PH
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S34694312 CDS EUR R F 1.00000 134694312_FEE CCPITRAXX / Short: S34694312 CDS EUR P V 03MEVENT 134694312_PRO CCPITRAXX
000000000
3506000.00000000
OU
Notional Amount
103521.62000000
0.054807086199
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe S36.V1
2I666VCZ6
Y
sell protection
2026-12-20
90161.36000000
EUR
0.00000000
EUR
3506000.00000000
EUR
-1042.99000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
58.27000000
0.000030849680
N/A
DFE
HK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
429830.82000000
USD
3352000.00000000
HKD
2022-01-19
58.27000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI HONG KONG MAR22
000000000
-4.00000000
NC
USD
553.08000000
0.000292815193
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUREX MSCI Hong Kong Index Future
ZSSH2 INDEX
2022-03-18
-279753.08000000
USD
553.08000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR22
000000000
-68.00000000
NC
USD
-100314.01000000
-0.05310889254
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYH2 COMDTY
2022-03-22
-8771560.99000000
USD
-100314.01000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796L64
1500000.00000000
PA
USD
1498235.42000000
0.793205494766
Long
DBT
UST
US
N
2
2022-08-11
None
0.00000000
N
N
N
N
N
N
2022-01-28
WILLIAM BLAIR FUNDS
John Raczek
John Raczek
Principal Financial Officer