0001752724-23-263399.txt : 20231122
0001752724-23-263399.hdr.sgml : 20231122
20231122125532
ACCESSION NUMBER: 0001752724-23-263399
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231122
DATE AS OF CHANGE: 20231122
PERIOD START: 20240331
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: 231432103
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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Manila Electric Co
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Brazil Notas do Tesouro Nacional Serie F
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Fixed
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Hanjaya Mandala Sampoerna Tbk PT
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Petroleos de Venezuela SA
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Fixed
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Saudi Arabian Oil Co
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Lebanon Government International Bond
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2026-11-27
Fixed
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Samsung Fire & Marine Insurance Co Ltd
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Alliance Bernstein
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AB Fixed Income Shares, Inc. - Government Money Market Portfolio
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PetroChina Co Ltd
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PetroChina Co Ltd
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EC
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HK
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N
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Goldman Sachs & Co. LLC
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FUTURE CONTRACT ON MSCI EMGMKT DEC23
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DE
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Goldman Sachs & Co. LLC
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ICE U.S. MSCI Emerging Markets EM Index Futures
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2023-12-15
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USD
-482202.50000000
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N
N
JD.com Inc
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JD.com Inc
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Long
EC
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N
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Corp Inmobiliaria Vesta SAB de CV
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Corp Inmobiliaria Vesta SAB de CV
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0.438626331541
Long
EC
CORP
MX
N
1
N
N
N
Korean Air Lines Co Ltd
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Korean Air Lines Co Ltd
000000000
3973.00000000
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63962.87000000
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EC
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2
N
N
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Brown Brothers Harriman & Co.
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PURCHASED THB / SOLD USD
000000000
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N/A
DFE
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Brown Brothers Harriman & Co.
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2023-10-11
-49235.41000000
N
N
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SBI Cards & Payment Services Ltd
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SBI Cards & Payment Services Ltd
000000000
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23880.75000000
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EC
CORP
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N
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N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
264500.00000000
PA
USD
25127.50000000
0.020789650176
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
11.95000000
Y
N
N
N
N
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China Cinda Asset Management Co Ltd
3003008W60YAHL9CQE51
China Cinda Asset Management Co Ltd
000000000
145000.00000000
NS
14566.59000000
0.012051907685
Long
EC
CORP
CN
N
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N
N
N
Chicago Mercantile Exchange
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OU
Notional Amount
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DIR
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Chicago Mercantile Exchange
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Y
2028-06-06
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USD
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USD
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USD
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N
N
ADANI PORTS AND SPECIAL
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Adani Ports & Special Economic Zone Ltd
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200000.00000000
PA
USD
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0.116729821302
Long
DBT
CORP
IN
N
2
2032-02-02
Fixed
3.82800000
N
N
N
N
N
N
37 Interactive Entertainment Network Technology Group Co Ltd
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37 Interactive Entertainment Network Technology Group Co Ltd
000000000
19800.00000000
NS
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Long
EC
CORP
CN
N
2
N
N
N
KAZMUNAYGAS NATIONAL CO
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KazMunayGas National Co JSC
000000000
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PA
USD
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0.161418861149
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
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PA
USD
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0.085161861693
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
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Y
N
N
N
N
Aldar Properties PJSC
N/A
Aldar Properties PJSC
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NS
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EC
CORP
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N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
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PA
USD
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0.246672031003
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
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N
N
N
N
N
LUKOIL PJSC
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LUKOIL PJSC
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NS
USD
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0.000000016547
Long
EC
CORP
RU
Y
3
N
N
N
Indah Kiat Pulp & Paper Tbk PT
529900F19DXXA9HNCB51
Indah Kiat Pulp & Paper Tbk PT
000000000
59800.00000000
NS
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Long
EC
CORP
ID
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
4140.29000000
0.003425536990
N/A
DFE
US
N
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BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
842132.00000000
PEN
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USD
2023-11-16
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N
N
N
VOLCAN CIA MINERA SAA-CM
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Volcan Cia Minera SAA
92863UAB2
20000.00000000
PA
USD
11385.60000000
0.009420063318
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
282000.00000000
PA
USD
208257.00000000
0.172304852323
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
Power Grid Corp of India Ltd
3358009SHWZ3DZEQ4Z56
Power Grid Corp of India Ltd
000000000
200700.00000000
NS
482463.39000000
0.399174016554
Long
EC
CORP
IN
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
40036.49000000
0.033124848130
N/A
DFE
US
N
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Bank of America, National Association
B4TYDEB6GKMZO031MB27
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IDR
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USD
2023-10-12
40036.49000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
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PA
USD
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0.305358100484
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
Hisense Visual Technology Co Ltd
N/A
Hisense Visual Technology Co Ltd
000000000
372900.00000000
NS
1150882.94000000
0.952201918872
Long
EC
CORP
CN
N
2
N
N
N
International Games System Co Ltd
N/A
International Games System Co Ltd
000000000
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NS
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Long
EC
CORP
TW
N
2
N
N
N
Jeronimo Martins SGPS SA
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Jeronimo Martins SGPS SA
000000000
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NS
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Long
EC
CORP
PT
N
2
N
N
N
Asustek Computer Inc
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Asustek Computer Inc
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EC
CORP
TW
N
2
N
N
N
BNP Paribas SA
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PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
3952.41000000
0.003270091384
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DFE
CN
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
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CNY
2024-01-11
3952.41000000
N
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ALFA DESARROLLO SPA
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Alfa Desarrollo SpA
01538TAA3
362722.84000000
PA
USD
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0.204566368396
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
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N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EF8
320000.00000000
PA
USD
316150.40000000
0.261572230388
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
ACWA Power Co
558600Y0TFKRV2QZ1A74
ACWA Power Co
000000000
1400.00000000
NS
72958.57000000
0.060363472198
Long
EC
CORP
SA
N
2
N
N
N
Morgan Stanley Capital Services LLC
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PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-45736.03000000
-0.03784045623
N/A
DFE
PL
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1837088.64000000
USD
7837766.00000000
PLN
2023-11-29
-45736.03000000
N
N
N
Micro-Star International Co Ltd
254900F4E0BDGJSSD870
Micro-Star International Co Ltd
000000000
12000.00000000
NS
61047.82000000
0.050508917394
Long
EC
CORP
TW
N
2
N
N
N
Grupo Financiero Banorte SAB de CV
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Grupo Financiero Banorte SAB de CV
000000000
1800.00000000
NS
15086.85000000
0.012482353348
Long
EC
CORP
MX
N
1
N
N
N
Magnit PJSC
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Magnit PJSC
55953Q202
3.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Samsung Securities Co Ltd
988400RBTJTHNUOHE716
Samsung Securities Co Ltd
000000000
2792.00000000
NS
75962.63000000
0.062848930620
Long
EC
CORP
KR
N
2
N
N
N
Hyundai Marine & Fire Insurance Co Ltd
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Hyundai Marine & Fire Insurance Co Ltd
000000000
27567.00000000
NS
661912.41000000
0.547644113073
Long
EC
CORP
KR
N
2
N
N
N
TravelSky Technology Ltd
5299007TAWP4DZ6QFG73
TravelSky Technology Ltd
000000000
183000.00000000
NS
315555.10000000
0.261079699148
Long
EC
CORP
CN
N
2
N
N
N
Bank Polska Kasa Opieki SA
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Bank Polska Kasa Opieki SA
000000000
638.00000000
NS
14671.26000000
0.012138508130
Long
EC
CORP
PL
N
2
N
N
N
PDD Holdings Inc
5493000573DS7005T657
PDD Holdings Inc
722304102
12911.00000000
NS
USD
1266181.77000000
1.047596301180
Long
EC
CORP
KY
N
1
N
N
N
JUMBO SA
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JUMBO SA
000000000
867.00000000
NS
23832.53000000
0.019718235459
Long
EC
CORP
GR
N
1
N
N
N
GCC SAB de CV
254900WY9XL8033CKX68
GCC SAB de CV
000000000
26649.00000000
NS
250885.18000000
0.207573977778
Long
EC
CORP
MX
N
1
N
N
N
Britannia Industries Ltd
335800RRN5EVHNNAXN80
Britannia Industries Ltd
000000000
8246.00000000
NS
450597.52000000
0.372809265191
Long
EC
CORP
IN
N
2
N
N
N
Sumber Alfaria Trijaya Tbk PT
N/A
Sumber Alfaria Trijaya Tbk PT
000000000
319900.00000000
NS
61268.46000000
0.050691467525
Long
EC
CORP
ID
N
1
N
N
N
COSCO SHIPPING Holdings Co Ltd
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COSCO SHIPPING Holdings Co Ltd
000000000
76600.00000000
NS
78295.48000000
0.064779052416
Long
EC
CORP
CN
N
2
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
349000.00000000
PA
USD
220791.36000000
0.182675361112
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
55000.00000000
PA
USD
46809.40000000
0.038728526553
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-3825.96000000
-0.00316547089
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1082929.93000000
USD
5022629.00000000
MYR
2024-01-11
-3825.96000000
N
N
N
Unilever Indonesia Tbk PT
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Unilever Indonesia Tbk PT
000000000
100200.00000000
NS
24244.40000000
0.020059002874
Long
EC
CORP
ID
N
2
N
N
N
Itau Unibanco Holding SA
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Itau Unibanco Holding SA
000000000
254600.00000000
NS
1378214.88000000
1.140288736363
Long
EC
CORP
BR
N
1
N
N
N
SDIC Capital Co Ltd
N/A
SDIC Capital Co Ltd
000000000
17400.00000000
NS
16466.45000000
0.013623788086
Long
EC
CORP
CN
N
2
N
N
N
Malaysia Airports Holdings Bhd
2549003NBM1LN55SZ370
Malaysia Airports Holdings Bhd
000000000
50200.00000000
NS
76231.51000000
0.063071392908
Long
EC
CORP
MY
N
1
N
N
N
Advantech Co Ltd
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Advantech Co Ltd
000000000
63000.00000000
NS
674580.32000000
0.558125116649
Long
EC
CORP
TW
N
2
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AV4
98000.00000000
PA
USD
90857.76000000
0.075172661275
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
ZTE Corp
3003004FBGVVG1CW5U45
ZTE Corp
000000000
20000.00000000
NS
60183.95000000
0.049794180349
Long
EC
CORP
CN
N
2
N
N
N
Woolworths Holdings Ltd/South Africa
37890095421E07184E97
Woolworths Holdings Ltd/South Africa
000000000
18000.00000000
NS
64484.85000000
0.053352600663
Long
EC
CORP
ZA
N
1
N
N
N
State Bank of India
5493001JZ37UBBZF6L49
State Bank of India
000000000
245098.00000000
NS
1759830.63000000
1.456024800208
Long
EC
CORP
IN
N
2
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
000000000
50000.00000000
NS
613920.53000000
0.507937242254
Long
EC
CORP
TW
N
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
860000.00000000
NS
319803.33000000
0.264594542072
Long
EC
CORP
CN
N
2
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
21000.00000000
NS
67687.96000000
0.056002746375
Long
EC
CORP
TW
N
2
N
N
N
China Taiping Insurance Holdings Co Ltd
529900C2G37NOIADYW07
China Taiping Insurance Holdings Co Ltd
000000000
54200.00000000
NS
53677.92000000
0.044411309481
Long
EC
CORP
HK
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
146000.00000000
PA
USD
86012.25000000
0.071163648925
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
506.02000000
0.000418663965
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
88241.02000000
USD
1685474.00000000
ZAR
2023-11-06
506.02000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
275000.00000000
PA
USD
271229.75000000
0.224406392196
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
540000.00000000
PA
USD
457714.80000000
0.378697863795
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
Nahdi Medical Co
N/A
Nahdi Medical Co
000000000
1836.00000000
NS
70614.73000000
0.058424257645
Long
EC
CORP
SA
N
2
N
N
N
Hindalco Industries Ltd
335800KXLE5NO5B4GF90
Hindalco Industries Ltd
000000000
5059.00000000
NS
29882.42000000
0.024723711400
Long
EC
CORP
IN
N
2
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AS8
91000.00000000
PA
USD
88654.48000000
0.073349741349
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.87500000
N
N
N
N
N
N
LAMAR FUNDING LTD
549300TSXHL7X0727895
Lamar Funding Ltd
000000000
364000.00000000
PA
USD
346433.36000000
0.286627335142
Long
DBT
CORP
KY
N
2
2025-05-07
Fixed
3.95800000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
000000000
89000.00000000
PA
USD
70463.97000000
0.058299523881
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Huaxia Bank Co Ltd
300300AKNDEHIGVDZW37
Huaxia Bank Co Ltd
000000000
94300.00000000
NS
74030.35000000
0.061250226999
Long
EC
CORP
CN
N
2
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
321000.00000000
PA
USD
323429.97000000
0.267595102291
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
Vedanta Ltd
335800XDKX9KB5EMCO07
Vedanta Ltd
000000000
26256.00000000
NS
70004.29000000
0.057919200077
Long
EC
CORP
IN
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
190300.00000000
NS
1786186.15000000
1.477830472918
Long
EC
CORP
BR
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
371000.00000000
PA
USD
109445.00000000
0.090551119830
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BV5
400000.00000000
PA
USD
371264.00000000
0.307171373318
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85300000
N
N
N
N
N
N
HeadHunter Group PLC
549300IMUCFEWXP6RU11
HeadHunter Group PLC
42207L106
18930.00000000
NS
USD
0.02000000
0.000000016547
Long
EC
CORP
CY
N
3
N
N
N
Dr Sulaiman Al Habib Medical Services Group Co
N/A
Dr Sulaiman Al Habib Medical Services Group Co
000000000
241.00000000
NS
15145.81000000
0.012531134873
Long
EC
CORP
SA
N
2
N
N
N
China Airlines Ltd
25490032B2A0G6D0JP27
China Airlines Ltd
000000000
57000.00000000
NS
37497.44000000
0.031024123375
Long
EC
CORP
TW
N
2
N
N
N
PANAMA BONOS DEL
N/A
PANAMA BONOS DEL REGD SER DOM
000000000
55000.00000000
PA
USD
43545.15000000
0.036027795657
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
10194.05000000
0.008434214839
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
983886.84000000
USD
18879475.00000000
ZAR
2023-11-06
10194.05000000
N
N
N
Bajaj Auto Ltd
335800DLAO5NCNN8G863
Bajaj Auto Ltd
000000000
29396.00000000
NS
1789301.04000000
1.480407628362
Long
EC
CORP
IN
N
2
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
1763.00000000
NS
74881.30000000
0.061954274470
Long
EC
CORP
CZ
N
1
N
N
N
OUTsurance Group Ltd
N/A
OUTsurance Group Ltd
000000000
36733.00000000
NS
82957.84000000
0.068636532602
Long
EC
CORP
ZA
N
1
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AL4
223000.00000000
PA
USD
182534.42000000
0.151022852927
Long
DBT
NUSS
PY
N
2
2033-06-28
Fixed
3.84900000
N
N
N
N
N
N
QATAR ENERGY
N/A
QatarEnergy
000000000
332000.00000000
PA
USD
228465.80000000
0.189024935200
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
PICC Property & Casualty Co Ltd
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
138000.00000000
NS
176707.55000000
0.146201896249
Long
EC
CORP
CN
N
2
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
67778NAA6
459000.00000000
PA
USD
465559.11000000
0.385187982620
Long
DBT
CORP
BH
N
2
2027-10-25
Fixed
7.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
39528.89000000
0.032704876925
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
36852218906.00000000
IDR
2417331.51000000
USD
2023-10-12
39528.89000000
N
N
N
Mirae Asset Securities Co Ltd
98840072S6T63E2V1291
Mirae Asset Securities Co Ltd
000000000
14511.00000000
NS
69315.73000000
0.057349508642
Long
EC
CORP
KR
N
2
N
N
N
Haci Omer Sabanci Holding AS
78900090FFOWNLGP0F20
Haci Omer Sabanci Holding AS
000000000
32605.00000000
NS
70922.58000000
0.058678962403
Long
EC
CORP
TR
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
305000.00000000
PA
USD
157038.40000000
0.129928301671
Long
DBT
NUSS
EG
N
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
220000.00000000
PA
USD
12430.00000000
0.010284164827
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
000000000
320000.00000000
PA
USD
206729.60000000
0.171041132826
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
65000.00000000
PA
USD
59943.65000000
0.049595364194
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Nedbank Group Ltd
3789009E42FA3CB31065
Nedbank Group Ltd
000000000
6342.00000000
NS
67771.93000000
0.056072220335
Long
EC
CORP
ZA
N
1
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
126485.00000000
NS
84911.52000000
0.070252941865
Long
EC
CORP
TR
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
306358.99000000
0.253471146372
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
6266886569.00000000
KRW
4952964.22000000
USD
2023-10-26
306358.99000000
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
8000.00000000
NS
33212.85000000
0.027479197407
Long
EC
CORP
CN
N
2
N
N
N
Hero MotoCorp Ltd
335800Q49FBMZJTRLK49
Hero MotoCorp Ltd
000000000
1988.00000000
NS
72978.19000000
0.060379705127
Long
EC
CORP
IN
N
2
N
N
N
Eastern Co SAE
N/A
Eastern Co SAE
000000000
80092.00000000
NS
62631.44000000
0.051819151433
Long
EC
CORP
EG
N
2
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
148557.00000000
PA
USD
142062.09000000
0.117537405408
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
16000.00000000
NS
110262.51000000
0.091227500167
Long
EC
CORP
BR
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC23
000000000
33.00000000
NC
USD
-64187.51000000
-0.05310659152
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
3630250.01000000
USD
-64187.51000000
N
N
N
Hithink RoyalFlush Information Network Co Ltd
300300TIQA4R0NPLQE78
Hithink RoyalFlush Information Network Co Ltd
000000000
300.00000000
NS
6188.94000000
0.005120521244
Long
EC
CORP
CN
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
81112.00000000
NS
4100546.90000000
3.392654883394
Long
EC
CORP
KR
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
48502.69000000
0.040129497869
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
42001934.00000000
THB
1202773.53000000
USD
2023-10-11
48502.69000000
N
N
N
PHOSAGRO PJSC
25340053KRUNNYUWF472
PHOSAGRO PJSC
71922G407
28.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1297700.00000000
PA
61478.14000000
0.050864949720
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-719.04000000
-0.00059490956
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
190726.10000000
USD
955080.00000000
BRL
2023-10-03
-719.04000000
N
N
N
WPG Holdings Ltd
N/A
WPG Holdings Ltd
000000000
45000.00000000
NS
84521.03000000
0.069929863545
Long
EC
CORP
TW
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FK8
495000.00000000
PA
USD
491726.81000000
0.406838259365
Long
STIV
UST
US
N
2
2023-11-16
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
390000.00000000
PA
USD
370574.10000000
0.306600573212
Long
DBT
NUSS
RS
N
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Sany Heavy Equipment International Holdings Co Ltd
254900BKG9FQLCKFVK72
Sany Heavy Equipment International Holdings Co Ltd
000000000
13000.00000000
NS
20486.71000000
0.016950016283
Long
EC
CORP
KY
N
2
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
55315J102
3568.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
186680.00000000
0.154452766686
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
Multiply Group PJSC
N/A
Multiply Group PJSC
000000000
20201.00000000
NS
22004.40000000
0.018205702053
Long
EC
CORP
AE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FA0
300000.00000000
PA
USD
299560.41000000
0.247846229452
Long
STIV
UST
US
N
2
2023-10-12
None
0.00000000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
10900.00000000
NS
82163.91000000
0.067979661566
Long
EC
CORP
BR
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
694000.00000000
PA
USD
608579.01000000
0.503517847877
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
396000.00000000
PA
USD
293238.00000000
0.242615279609
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
000000000
1500.00000000
NS
7044.28000000
0.005828200853
Long
EC
CORP
TH
N
2
N
N
N
CG Power & Industrial Solutions Ltd
335800KN5UTZKUZN2703
CG Power & Industrial Solutions Ltd
000000000
4742.00000000
NS
25316.81000000
0.020946278916
Long
EC
CORP
IN
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-4767.25000000
-0.00394426265
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
37083320.00000000
PHP
650641.64000000
USD
2023-10-26
-4767.25000000
N
N
N
Pegatron Corp
529900M87JQS8TUO0L66
Pegatron Corp
000000000
32000.00000000
NS
75970.22000000
0.062855210331
Long
EC
CORP
TW
N
2
N
N
N
Meritz Financial Group Inc
N/A
Meritz Financial Group Inc
000000000
1778.00000000
NS
72764.74000000
0.060203103761
Long
EC
CORP
KR
N
2
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
000000000
586.00000000
NS
79980.87000000
0.066173487537
Long
EC
CORP
KR
N
2
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
424.00000000
NS
67835.32000000
0.056124667093
Long
EC
CORP
ZA
N
2
N
N
N
Compal Electronics Inc
529900ZPKWFDL21LW166
Compal Electronics Inc
000000000
73000.00000000
NS
69562.58000000
0.057553744047
Long
EC
CORP
TW
N
2
N
N
N
SABIC Agri-Nutrients Co
N/A
SABIC Agri-Nutrients Co
000000000
1991.00000000
NS
70659.98000000
0.058461695977
Long
EC
CORP
SA
N
2
N
N
N
Tonon Luxembourg SA
5493002IITPO16CQU448
Tonon Luxembourg SA
89031RAG1
105456.70000000
PA
USD
10.55000000
0.000008728715
Long
DBT
CORP
LU
N
2
2024-10-31
Fixed
6.50000000
Y
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
62392.00000000
PA
USD
53959.10000000
0.044643948376
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
2790.00000000
NS
40388.57000000
0.033416147305
Long
EC
CORP
KY
N
2
N
N
N
VIRGOLINO DE OLIVEIRA FI
N/A
Virgolino de Oliveira Finance SA
000000000
202000.00000000
PA
USD
20.20000000
0.000016712802
Long
DBT
CORP
LU
N
3
2022-02-09
Fixed
11.75000000
Y
Y
N
N
N
N
SINOCHEM OFFSHORE CAPITA REGD REG S EMTN
3003004LKKZ33WMP2P47
SINOCHEM OFFSHORE CAPITA REGD REG S EMTN
000000000
200000.00000000
PA
USD
152368.00000000
0.126064169458
Long
DBT
NUSS
VG
N
2
2031-09-23
Fixed
2.37500000
N
N
N
N
N
N
NH Investment & Securities Co Ltd
549300LQ6NXDW1B8NT42
NH Investment & Securities Co Ltd
000000000
7111.00000000
NS
53825.90000000
0.044533743166
Long
EC
CORP
KR
N
2
N
N
N
Gulf Energy Development PCL
254900L46WX9IXF5VA41
Gulf Energy Development PCL
000000000
30200.00000000
NS
37737.04000000
0.031222360373
Long
EC
CORP
TH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FW2
1310000.00000000
PA
USD
1291854.01000000
1.068836650950
Long
STIV
UST
US
N
2
2024-01-04
None
0.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-26024.21000000
-0.02153155793
N/A
DFE
ID
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
898826.35000000
USD
13527066971.00000000
IDR
2023-10-12
-26024.21000000
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
1400.00000000
NS
18822.45000000
0.015573063415
Long
EC
CORP
BR
N
1
N
N
N
Remgro Ltd
N/A
Remgro Ltd
000000000
8984.00000000
NS
70462.75000000
0.058298514494
Long
EC
CORP
ZA
N
1
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
251000.00000000
PA
USD
215014.13000000
0.177895474904
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
Tata Motors Ltd
335800BO2LHWJJ8TZI32
Tata Motors Ltd
000000000
10377.00000000
NS
53273.47000000
0.044076681125
Long
EC
CORP
IN
N
2
N
N
N
OEC FINANCE LTD
N/A
OEC Finance Ltd
000000000
139014.00000000
PA
USD
9614.21000000
0.007954474683
Long
DBT
CORP
KY
N
2
2046-12-26
Fixed
7.12500000
N
N
Y
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
000000000
195000.00000000
PA
USD
183688.05000000
0.151977327671
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
Colgate-Palmolive India Ltd
335800YWKI47DGFKWB26
Colgate-Palmolive India Ltd
000000000
3130.00000000
NS
75250.51000000
0.062259746432
Long
EC
CORP
IN
N
2
N
N
N
TBEA Co Ltd
300300NIEBMOQ4DNLE36
TBEA Co Ltd
000000000
27450.00000000
NS
55962.17000000
0.046301221267
Long
EC
CORP
CN
N
2
N
N
N
China International Capital Corp Ltd
529900OS3SVVTT56QN67
China International Capital Corp Ltd
000000000
26400.00000000
NS
48187.52000000
0.039868736788
Long
EC
CORP
CN
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2OYZ1 CDS US900123AL40 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OYZ1 CDS US900123AL40 01.000 BP 12/20/2028 MORGAN FIXED
000000000
220000.00000000
OU
Notional Amount
USD
26955.87000000
0.022302382150
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Turkey Government International Bonds
Turkey Government International Bonds
Y
buy protection
2028-12-20
27538.32000000
USD
0.00000000
USD
220000.00000000
USD
-582.45000000
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
000000000
2084.00000000
NS
80284.18000000
0.066424436051
Long
EC
CORP
KR
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
000000000
153780.00000000
NS
USD
0.15000000
0.000000124104
Long
EC
CORP
RU
N
3
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2OYP1 CDS USY20721BG36 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OYP1 CDS USY20721BG36 01.000 BP 12/20/2028 MORGAN FIXED
000000000
220000.00000000
OU
Notional Amount
USD
-790.68000000
-0.00065418209
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Indonesia Government International Bonds
Indonesia Government International Bonds
Y
buy protection
2028-12-20
0.00000000
USD
-1243.70000000
USD
220000.00000000
USD
453.02000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
206000.00000000
PA
USD
16550.04000000
0.013692947647
Long
DBT
NUSS
LB
N
2
2025-02-26
Fixed
6.20000000
Y
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
2184000.00000000
PA
423882.72000000
0.350706336268
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
HLA Group Corp Ltd
N/A
HLA Group Corp Ltd
000000000
1005400.00000000
NS
1061126.18000000
0.877940188045
Long
EC
CORP
CN
N
2
N
N
N
Korea Investment Holdings Co Ltd
N/A
Korea Investment Holdings Co Ltd
000000000
1876.00000000
NS
73660.15000000
0.060943935944
Long
EC
CORP
KR
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-4609.49000000
-0.00381373732
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
86233852.00000000
HUF
227065.46000000
USD
2023-11-29
-4609.49000000
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
245000.00000000
PA
USD
240675.75000000
0.199127038042
Long
DBT
NUSS
HU
N
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
H World Group Ltd
549300Y5ML31FVN83730
H World Group Ltd
000000000
8600.00000000
NS
33819.19000000
0.027980862773
Long
EC
CORP
KY
N
2
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
1500.00000000
NS
7211.02000000
0.005966155933
Long
EC
CORP
MX
N
1
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
200000.00000000
PA
USD
191880.00000000
0.158755072165
Long
DBT
CORP
HK
N
2
2028-03-14
Fixed
5.12500000
N
N
N
N
N
N
Commercial International Bank Egypt SAE
213800FIIXJAMEVRIH48
Commercial International Bank Egypt SAE
000000000
44359.00000000
NS
86198.12000000
0.071317431525
Long
EC
CORP
EG
N
2
N
N
N
Bupa Arabia for Cooperative Insurance Co
558600B2WJHD5P31XS68
Bupa Arabia for Cooperative Insurance Co
000000000
1479.00000000
NS
82025.36000000
0.067865029946
Long
EC
CORP
SA
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
281000.00000000
PA
USD
73481.50000000
0.060796126929
Long
DBT
NUSS
UA
N
2
2034-09-25
Fixed
7.37500000
N
Y
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-75064.16000000
-0.06210556669
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
6231441.20000000
USD
30945337.00000000
BRL
2023-10-03
-75064.16000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
193975.00000000
PA
USD
171871.55000000
0.142200752154
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Adaro Energy Indonesia Tbk PT
529900P2WAH7XA87OI24
Adaro Energy Indonesia Tbk PT
000000000
474600.00000000
NS
87299.61000000
0.072228767383
Long
EC
CORP
ID
N
2
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
174000.00000000
PA
USD
139594.98000000
0.115496201395
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
291.11000000
0.000240854643
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
220987.58000000
USD
7105502.00000000
TWD
2023-11-29
291.11000000
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
41684.00000000
NS
1700161.20000000
1.406656316438
Long
EC
CORP
KR
N
2
N
N
N
China CITIC Bank Corp Ltd
300300C1030211000384
China CITIC Bank Corp Ltd
000000000
39300.00000000
NS
30913.94000000
0.025577156429
Long
EC
CORP
CN
N
2
N
N
N
Western Mining Co Ltd
300300QBV4A9N1NDK519
Western Mining Co Ltd
000000000
165300.00000000
NS
291915.31000000
0.241520930295
Long
EC
CORP
CN
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-14049.88000000
-0.01162439917
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2117405.50000000
USD
119008776.00000000
PHP
2023-10-26
-14049.88000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
10775700.00000000
PA
505955.52000000
0.418610616478
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
Globe Telecom Inc
000000000
443.00000000
NS
14027.15000000
0.011605593133
Long
EC
CORP
PH
N
2
N
N
N
Dr Reddy's Laboratories Ltd
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd
000000000
1055.00000000
NS
70915.22000000
0.058672872986
Long
EC
CORP
IN
N
2
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
273000.00000000
PA
USD
211689.66000000
0.175144920001
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.20000000
N
N
N
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
37500.00000000
NS
212686.77000000
0.175969895350
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF AZERBAIJAN
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
165000.00000000
PA
USD
133793.55000000
0.110696292919
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
ASE Technology Holding Co Ltd
300300GO8QHPMV87NZ73
ASE Technology Holding Co Ltd
000000000
21000.00000000
NS
71682.71000000
0.059307868454
Long
EC
CORP
TW
N
2
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
208000.00000000
PA
USD
236832.96000000
0.195947642567
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
320000.00000000
PA
USD
228662.40000000
0.189187595442
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
279000.00000000
PA
USD
117459.00000000
0.097181634466
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.62700000
Y
Y
N
N
N
N
PTT PCL
549300QOGMPTKB6W7G56
PTT PCL
000000000
37200.00000000
NS
34224.51000000
0.028316210938
Long
EC
CORP
TH
N
2
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
525200.00000000
NS
1389027.69000000
1.149234892460
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
203000.00000000
PA
USD
122579.52000000
0.101418180860
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-1122.64000000
-0.00092883465
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
317761.32000000
USD
1473777.00000000
MYR
2024-01-11
-1122.64000000
N
N
N
Tata Motors Ltd
335800BO2LHWJJ8TZI32
Tata Motors Ltd
000000000
10116.00000000
NS
76577.19000000
0.063357396938
Long
EC
CORP
IN
N
2
N
N
N
China Railway Signal & Communication Corp Ltd
529900GK68ZHDM38WD21
China Railway Signal & Communication Corp Ltd
000000000
245163.00000000
NS
177591.99000000
0.146933652222
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
207000.00000000
PA
USD
178785.90000000
0.147921453286
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Standard Bank Group Ltd
2549003PEZXUT7MDBU41
Standard Bank Group Ltd
000000000
7293.00000000
NS
70766.22000000
0.058549595387
Long
EC
CORP
ZA
N
1
N
N
N
Li Auto Inc
2549003R73Q70J5H4I65
Li Auto Inc
000000000
31500.00000000
NS
562137.90000000
0.465094032109
Long
EC
CORP
KY
N
2
N
N
N
DB Insurance Co Ltd
9884000ZF26VNJBWSJ91
DB Insurance Co Ltd
000000000
747.00000000
NS
49495.96000000
0.040951296131
Long
EC
CORP
KR
N
2
N
N
N
Hindustan Zinc Ltd
335800LB39TLJ8YTWM98
Hindustan Zinc Ltd
000000000
19409.00000000
NS
71967.04000000
0.059543113553
Long
EC
CORP
IN
N
2
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
363000.00000000
PA
USD
267574.56000000
0.221382210664
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAH4
200000.00000000
PA
USD
88826.00000000
0.073491651241
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
Y
Y
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
51052.34000000
0.042238992708
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
155921941.00000000
TWD
4906754.60000000
USD
2023-11-29
51052.34000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
210000.00000000
PA
USD
161301.00000000
0.133455033850
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
Zijin Mining Group Co Ltd
836800JRNL2393Z2I561
Zijin Mining Group Co Ltd
000000000
108000.00000000
NS
163727.85000000
0.135462928091
Long
EC
CORP
CN
N
2
N
N
N
Kalbe Farma Tbk PT
529900PRQI8S32HOE387
Kalbe Farma Tbk PT
000000000
251700.00000000
NS
28525.05000000
0.023600669018
Long
EC
CORP
ID
N
2
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
000000000
1123486.00000000
NS
68270.12000000
0.056484406021
Long
EC
CORP
CL
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
7134.23000000
0.005902622464
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
11956465.00000000
THB
335714.31000000
USD
2023-10-11
7134.23000000
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAH9
200000.00000000
PA
USD
191202.00000000
0.158194117719
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.15000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
000000000
4250.00000000
NS
71530.35000000
0.059181810903
Long
EC
CORP
KY
N
2
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
5269.00000000
NS
165069.85000000
0.136573253851
Long
EC
CORP
KR
N
2
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
240000.00000000
PA
USD
110606.40000000
0.091512023212
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
Y
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
172488.81000000
0.142711452361
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
6514505148.00000000
KRW
5002691.71000000
USD
2023-10-26
172488.81000000
N
N
N
Bharat Electronics Ltd
335800HS8AOTM9W1F335
Bharat Electronics Ltd
000000000
48693.00000000
NS
80696.01000000
0.066765170372
Long
EC
CORP
IN
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
236281.00000000
PA
USD
64769.35000000
0.053587986415
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
31650.00000000
NS
1905022.21000000
1.576151440612
Long
EC
CORP
KR
N
2
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
365000.00000000
PA
USD
241794.25000000
0.200052447403
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
27657.00000000
NS
95720.37000000
0.079195821591
Long
EC
CORP
IN
N
2
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
23800000.00000000
PA
428026.36000000
0.354134644936
Long
DBT
NUSS
DO
N
2
2035-09-15
Fixed
11.25000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
219000.00000000
PA
USD
131419.71000000
0.108732257374
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
3952000.00000000
NS
2221626.11000000
1.838098881680
Long
EC
CORP
CN
N
2
N
N
N
PhosAgro PJSC
25340053KRUNNYUWF472
PhosAgro PJSC
71922G308
4393.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Sahara International Petrochemical Co
N/A
Sahara International Petrochemical Co
000000000
905.00000000
NS
9138.76000000
0.007561103310
Long
EC
CORP
SA
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
000000000
138696.00000000
NS
USD
0.14000000
0.000000115831
Long
EC
CORP
RU
N
3
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
200000.00000000
PA
USD
158576.00000000
0.131200460306
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
Parex Resources Inc
549300U7LWRGTY6XWK67
Parex Resources Inc
69946Q104
34113.00000000
NS
640191.70000000
0.529673126605
Long
EC
CORP
CA
N
1
N
N
N
Motor Oil Hellas Corinth Refineries SA
213800U3Y9UL7Y4QVM11
Motor Oil Hellas Corinth Refineries SA
000000000
492.00000000
NS
12452.80000000
0.010303028781
Long
EC
CORP
GR
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-769.20000000
-0.00063641026
N/A
DFE
CZ
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
197077.11000000
USD
4539888.00000000
CZK
2023-11-29
-769.20000000
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
313000.00000000
PA
USD
308186.06000000
0.254982802770
Long
DBT
CORP
KY
N
2
2025-10-01
Fixed
6.00000000
N
N
N
N
N
N
Yadea Group Holdings Ltd
N/A
Yadea Group Holdings Ltd
000000000
8000.00000000
NS
14814.31000000
0.012256862899
Long
EC
CORP
KY
N
2
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
305000.00000000
PA
USD
162327.10000000
0.134303994553
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Kumba Iron Ore Ltd
3789006C753402643048
Kumba Iron Ore Ltd
000000000
2963.00000000
NS
71171.47000000
0.058884885636
Long
EC
CORP
ZA
N
1
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
238000.00000000
PA
USD
193058.46000000
0.159730090417
Long
DBT
NUSS
RO
N
2
2032-03-27
Fixed
3.62000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
395000.00000000
PA
USD
315877.55000000
0.261346483456
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
210000.00000000
PA
USD
133163.10000000
0.110174679748
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
GACI FIRST INVESTMENT
N/A
GACI FIRST INVESTMENT REGD REG S
000000000
200000.00000000
PA
USD
180841.21000000
0.149621947800
Long
DBT
NUSS
KY
N
2
2035-02-14
Fixed
4.87000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
325000.00000000
PA
USD
238465.50000000
0.197298351372
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-11823.27000000
-0.00978217678
N/A
DFE
ID
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
408352.76000000
USD
6145586547.00000000
IDR
2023-10-12
-11823.27000000
N
N
N
LG Uplus Corp
N/A
LG Uplus Corp
000000000
3128.00000000
NS
24019.68000000
0.019873077088
Long
EC
CORP
KR
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
173000.00000000
PA
47555.10000000
0.039345493706
Long
DBT
NUSS
UA
N
2
2028-06-20
Fixed
6.75000000
N
Y
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
15192.73000000
0.012569954906
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
22679929.00000000
CZK
995888.61000000
USD
2023-11-29
15192.73000000
N
N
N
G-bits Network Technology Xiamen Co Ltd
N/A
G-bits Network Technology Xiamen Co Ltd
000000000
5600.00000000
NS
280583.24000000
0.232145155902
Long
EC
CORP
CN
N
1
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
36000.00000000
PA
USD
2880.00000000
0.002382815342
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
210000.00000000
PA
USD
177561.30000000
0.146908260346
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
000000000
3351.00000000
NS
79170.69000000
0.065503171796
Long
EC
CORP
CA
N
1
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT'L REGD REG S
000000000
390000.00000000
PA
USD
253156.80000000
0.209453439926
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-6309.07000000
-0.00521991277
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
49076724.00000000
PHP
861070.69000000
USD
2023-10-26
-6309.07000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
464000.00000000
PA
USD
212790.40000000
0.176055635334
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
Fu Shou Yuan International Group Ltd
N/A
Fu Shou Yuan International Group Ltd
000000000
156000.00000000
NS
108444.32000000
0.089723190783
Long
EC
CORP
KY
N
2
N
N
N
Haier Smart Home Co Ltd
3003002BYTNGNJTWSH07
Haier Smart Home Co Ltd
000000000
24200.00000000
NS
75638.72000000
0.062580938357
Long
EC
CORP
CN
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-7187.14000000
-0.00594639842
N/A
DFE
ID
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
909413.36000000
USD
13983094296.00000000
IDR
2023-10-12
-7187.14000000
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
445000.00000000
PA
USD
324480.65000000
0.268464399660
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
196000.00000000
PA
USD
139730.36000000
0.115608210263
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
42457.00000000
PA
USD
39042.18000000
0.032302189406
Long
DBT
CORP
IL
N
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
14606.00000000
0.012084514196
N/A
DFE
IN
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5943646.20000000
USD
497043357.00000000
INR
2023-12-14
14606.00000000
N
N
N
Haidilao International Holding Ltd
3003009Q8GV4VNKZWI24
Haidilao International Holding Ltd
000000000
26000.00000000
NS
69324.70000000
0.057356930119
Long
EC
CORP
KY
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-20668.67000000
-0.01710056388
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1580776.12000000
USD
6445535581.00000000
COP
2023-11-16
-20668.67000000
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
95300.00000000
NS
1910884.28000000
1.581001520588
Long
EC
CORP
KY
N
2
N
N
N
New China Life Insurance Co Ltd
300300F2001111000095
New China Life Insurance Co Ltd
000000000
17700.00000000
NS
42453.27000000
0.035124410790
Long
EC
CORP
CN
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
41871.33000000
0.034642933165
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
102539558.00000000
CNY
14161553.16000000
USD
2024-01-11
41871.33000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
222000.00000000
PA
USD
184890.48000000
0.152972177897
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-2364.95000000
-0.00195668025
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
81925456.00000000
PHP
1445581.78000000
USD
2023-10-26
-2364.95000000
N
N
N
Synnex Technology International Corp
529900GMBJ3R4A2WBC71
Synnex Technology International Corp
000000000
41000.00000000
NS
81430.16000000
0.067372581442
Long
EC
CORP
TW
N
2
N
N
N
ZTE Corp
3003004FBGVVG1CW5U45
ZTE Corp
000000000
12800.00000000
NS
57526.46000000
0.047595462313
Long
EC
CORP
CN
N
2
N
N
N
True Corp PCL
894500HQD71STX0DQK07
True Corp PCL
000000000
259100.00000000
NS
50521.39000000
0.041799702498
Long
EC
CORP
TH
N
2
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
204000.00000000
PA
USD
194936.28000000
0.161283735662
Long
DBT
CORP
ZA
N
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
57000.00000000
PA
USD
4560.00000000
0.003772790958
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
Fibra Uno Administracion SA de CV
N/A
Fibra Uno Administracion SA de CV
000000000
49700.00000000
NS
83130.40000000
0.068779302955
Long
EC
MX
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-489.66000000
-0.00040512825
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
64334069.00000000
INR
770707.87000000
USD
2023-12-14
-489.66000000
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
000000000
215000.00000000
PA
USD
163991.25000000
0.135680856411
Long
DBT
CORP
NL
N
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2OXR6 CDS US105756BV13 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2OXR6 CDS US105756BV13 01.000 BP 12/20/2028 MSNYUS33XXX FIXED
000000000
140000.00000000
OU
Notional Amount
USD
5246.87000000
0.004341084143
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Brazil Government International Bonds
Brazil Government International Bonds
Y
buy protection
2028-12-20
5294.13000000
USD
0.00000000
USD
140000.00000000
USD
-47.26000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AT3
200000.00000000
PA
USD
189602.00000000
0.156870331418
Long
DBT
NUSS
HU
N
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
871386.00000000
PA
USD
216086.30000000
0.178782552378
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.62500000
N
N
N
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
82000.00000000
NS
115141.64000000
0.095264328577
Long
EC
CORP
TW
N
2
N
N
N
Hindustan Aeronautics Ltd
335800AKDC7T933T3I86
Hindustan Aeronautics Ltd
000000000
3126.00000000
NS
72574.04000000
0.060045324981
Long
EC
CORP
IN
N
2
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CQ8
225000.00000000
PA
USD
209560.50000000
0.173383324475
Long
DBT
NUSS
PH
N
2
2027-03-29
Fixed
3.22900000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
10631.74000000
0.008796344855
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2001146.00000000
PEN
537624.52000000
USD
2023-11-16
10631.74000000
N
N
N
Tube Investments of India Ltd
335800Z8CKZ11SGVKE64
Tube Investments of India Ltd
000000000
1215.00000000
NS
43580.39000000
0.036056952050
Long
EC
CORP
IN
N
2
N
N
N
Aluminum Corp of China Ltd
529900TKZUWQLIQN6T48
Aluminum Corp of China Ltd
000000000
722000.00000000
NS
401631.41000000
0.332296349167
Long
EC
CORP
CN
N
2
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
411000.00000000
NS
12333.75000000
0.010204530807
Long
EC
CORP
KY
N
1
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
5812.00000000
NS
31067.83000000
0.025704479850
Long
EC
CORP
TR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
98706.87000000
0.081666751459
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
23728691.00000000
BRL
4819378.30000000
USD
2023-10-03
98706.87000000
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
463700.00000000
NS
180484.53000000
0.149326842739
Long
EC
CORP
ID
N
2
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
185000.00000000
PA
USD
166124.45000000
0.137445794497
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Quinenco SA
2549000T5LJBJNWU8390
Quinenco SA
000000000
22642.00000000
NS
66982.85000000
0.055419362026
Long
EC
CORP
CL
N
2
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
000000000
200000.00000000
PA
USD
170500.00000000
0.141065977716
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC23
000000000
18.00000000
NC
USD
-18132.82000000
-0.01500248669
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
1914601.57000000
USD
-18132.82000000
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
737.00000000
NS
USD
612137.46000000
0.506461989979
Long
EC
CORP
US
N
1
N
N
N
Topsports International Holdings Ltd
N/A
Topsports International Holdings Ltd
000000000
70000.00000000
NS
52922.99000000
0.043786705736
Long
EC
CORP
KY
N
2
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
664000.00000000
PA
USD
539931.60000000
0.446721284772
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Shenzhen Mindray Bio-Medical Electronics Co Ltd
N/A
Shenzhen Mindray Bio-Medical Electronics Co Ltd
000000000
7600.00000000
NS
282667.09000000
0.233869263454
Long
EC
CORP
CN
N
2
N
N
N
Arca Continental SAB de CV
254900U2BSJCQHJCXN24
Arca Continental SAB de CV
000000000
2400.00000000
NS
21864.75000000
0.018090160330
Long
EC
CORP
MX
N
1
N
N
N
OPAP SA
213800M4NRGFJCI34834
OPAP SA
000000000
29918.00000000
NS
500877.46000000
0.414409200063
Long
EC
CORP
GR
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
323000.00000000
PA
USD
92142.21000000
0.076235372097
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.75000000
N
N
N
N
N
N
China Hongqiao Group Ltd
3003009Q4IBFSDE24571
China Hongqiao Group Ltd
000000000
32895.00000000
NS
32032.39000000
0.026502524421
Long
EC
CORP
KY
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-7344.44000000
-0.00607654316
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1014467858.00000000
CLP
1130389.28000000
USD
2023-11-16
-7344.44000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-25325.39000000
-0.02095337772
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2282249.48000000
USD
39634108.00000000
MXN
2023-11-16
-25325.39000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-9467.46000000
-0.00783305865
N/A
DFE
TH
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
156786.64000000
USD
5360692.00000000
THB
2023-10-11
-9467.46000000
N
N
N
Magnit PJSC
2534009KKPTVL99W2Y12
Magnit PJSC
000000000
1178.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
2611.64000000
0.002160783284
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2261618.00000000
THB
64764.02000000
USD
2023-10-11
2611.64000000
N
N
N
ODEBRECHT HOLDCO FIN LTD
N/A
Odebrecht Holdco Finance Ltd
000000000
132297.00000000
PA
USD
119.07000000
0.000098514521
Long
DBT
CORP
KY
N
2
2058-09-10
None
0.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
2538.39000000
0.002100178693
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3984668.00000000
PHP
72963.23000000
USD
2023-10-26
2538.39000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
262000.00000000
PA
USD
159922.18000000
0.132314244458
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
Far East Horizon Ltd
549300S9XRGO1ZPUHE62
Far East Horizon Ltd
000000000
63000.00000000
NS
45317.50000000
0.037494178563
Long
EC
CORP
HK
N
2
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
840000.00000000
PA
USD
490980.00000000
0.406220373835
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
GACI FIRST INVESTMENT REGD REG S
N/A
GACI FIRST INVESTMENT REGD REG S
000000000
536000.00000000
PA
USD
523312.49000000
0.432971190925
Long
DBT
NUSS
KY
N
2
2027-10-13
Fixed
5.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
52903.55000000
0.043770621732
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
83045886.00000000
PHP
1520652.71000000
USD
2023-10-26
52903.55000000
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
76681.00000000
NS
1405908.39000000
1.163201417093
Long
EC
CORP
IN
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
103100.00000000
NS
3996564.20000000
3.306623087259
Long
EC
CORP
KY
N
2
N
N
N
Minerva SA/Brazil
391200UHL6YHY0OA1P30
Minerva SA/Brazil
000000000
34900.00000000
NS
56169.94000000
0.046473123192
Long
EC
CORP
BR
N
1
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
300000.00000000
PA
USD
153174.00000000
0.126731026807
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
240494.00000000
NS
1165464.15000000
0.964265922655
Long
EC
CORP
AE
N
2
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
205000.00000000
PA
USD
168161.50000000
0.139131181300
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
564100.00000000
PA
USD
53589.50000000
0.044338153740
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2P175 CDX 2I65BZFE7 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2P175 CDX 2I65BZFE7 01.000 BP 12/20/2028 MSNYUS33XXX FIXED
000000000
15110000.00000000
OU
Notional Amount
USD
823581.68000000
0.681403841162
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.EM.S40
2I65BZFE7
Y
buy protection
2028-12-20
732835.00000000
USD
0.00000000
USD
15110000.00000000
USD
90746.68000000
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
29086.00000000
NS
88333.58000000
0.073084239459
Long
EC
CORP
IN
N
2
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
117785.00000000
NS
110308.47000000
0.091265525929
Long
EC
CORP
TR
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
522.00000000
NS
21029.54000000
0.017399135607
Long
EC
CORP
KR
N
2
N
N
N
NCSoft Corp
N/A
NCSoft Corp
000000000
39.00000000
NS
6412.02000000
0.005305090149
Long
EC
CORP
KR
N
2
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
342500.00000000
NS
1559504.23000000
1.290281460159
Long
EC
CORP
CN
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2OXJ8 CDS US195325BB02 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2OXJ8 CDS US195325BB02 01.000 BP 12/20/2028 MSNYUS33XXX FIXED
000000000
150000.00000000
OU
Notional Amount
USD
8850.11000000
0.007322283988
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Colombia Government International Bonds
Colombia Government International Bonds
Y
buy protection
2028-12-20
8651.05000000
USD
0.00000000
USD
150000.00000000
USD
199.06000000
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
88000.00000000
PA
USD
79427.04000000
0.065715267182
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
200000.00000000
PA
USD
162050.00000000
0.134074731313
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBE8
313000.00000000
PA
USD
259405.01000000
0.214622999179
Long
DBT
NUSS
SA
N
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
Muthoot Finance Ltd
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
000000000
1870.00000000
NS
28175.17000000
0.023311190049
Long
EC
CORP
IN
N
2
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
18600.00000000
NS
73476.18000000
0.060791725340
Long
EC
CORP
CN
N
2
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
245000.00000000
PA
USD
199417.75000000
0.164991553534
Long
DBT
CORP
HK
N
2
2030-11-02
Fixed
3.42100000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBF4
200000.00000000
PA
USD
184328.00000000
0.152506800823
Long
DBT
CORP
CL
N
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3843692.00000000
PA
177076.83000000
0.146507426127
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
200000.00000000
PA
USD
160160.00000000
0.132511008744
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
437000.00000000
PA
USD
321391.65000000
0.265908664733
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
307277.82000000
PA
USD
265767.66000000
0.219887242247
Long
DBT
CORP
KY
N
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
China Galaxy Securities Co Ltd
3003008KFQXO06OK8582
China Galaxy Securities Co Ltd
000000000
43300.00000000
NS
65686.29000000
0.054346631796
Long
EC
CORP
CN
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-242586.94000000
-0.20070829250
N/A
DFE
KR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4218805.55000000
USD
5362734678.00000000
KRW
2023-10-26
-242586.94000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
481000.00000000
PA
USD
38018.24000000
0.031455015816
Long
DBT
NUSS
LB
N
2
2027-03-23
Fixed
6.85000000
Y
N
N
N
N
N
Orient Overseas International Ltd
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
4000.00000000
NS
53277.44000000
0.044079965770
Long
EC
CORP
BM
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
209981.00000000
PA
USD
54047.01000000
0.044716682159
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
1833.00000000
NS
USD
64100.01000000
0.053034196963
Long
EC
CORP
KY
N
1
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DC1
330000.00000000
PA
USD
276381.60000000
0.228668859980
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.87500000
N
N
N
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
66000.00000000
NS
1012584.01000000
0.837778025749
Long
EC
CORP
TW
N
2
N
N
N
DIANJIAN HAIYU LTD
30030053J86AJARAGD28
Dianjian Haiyu Ltd
000000000
555000.00000000
PA
USD
524475.00000000
0.433933012683
Long
DBT
CORP
VG
N
2
2027-01-14
Fixed
4.25000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
189000.00000000
NS
3081880.15000000
2.549844202717
Long
EC
CORP
TW
N
2
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAL1
525000.00000000
PA
USD
406817.25000000
0.336586939137
Long
DBT
CORP
ID
N
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
22000.00000000
NS
63785.06000000
0.052773617903
Long
EC
CORP
CN
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-54352.86000000
-0.04496973218
N/A
DFE
PH
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1522102.02000000
USD
83045886.00000000
PHP
2023-10-26
-54352.86000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-470.42000000
-0.00038920971
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
70895.26000000
USD
3984668.00000000
PHP
2023-10-26
-470.42000000
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
153000.00000000
NS
45823.63000000
0.037912933539
Long
EC
CORP
CN
N
2
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
73000.00000000
NS
66821.33000000
0.055285725799
Long
EC
CORP
HK
N
2
N
N
N
Indian Hotels Co Ltd
33580076CH5SBY5HWA22
Indian Hotels Co Ltd
000000000
5044.00000000
NS
24957.36000000
0.020648882050
Long
EC
CORP
IN
N
2
N
N
N
COMETA ENERGIA SA
5493007L8UH7TYXKI505
Cometa Energia SA de CV
000000000
164200.00000000
PA
USD
152676.44000000
0.126319362362
Long
DBT
CORP
MX
N
2
2035-04-24
Fixed
6.37500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2OYV7 CDS US836205AR58 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OYV7 CDS US836205AR58 01.000 BP 12/20/2028 MORGAN FIXED
000000000
200000.00000000
OU
Notional Amount
USD
15270.21000000
0.012634059258
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Republic of South Africa Government International Bonds
Republic of South Africa Government International Bonds
Y
buy protection
2028-12-20
14151.82000000
USD
0.00000000
USD
200000.00000000
USD
1118.39000000
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
19000.00000000
NS
29637.06000000
0.024520708771
Long
EC
CORP
CN
N
2
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BA9
95000.00000000
PA
USD
110514.45000000
0.091435946868
Long
DBT
NUSS
UY
N
2
2033-01-15
Fixed
7.87500000
N
N
Y
N
N
N
TangShan Port Group Co Ltd
300300R1OCOESINHQW02
TangShan Port Group Co Ltd
000000000
150900.00000000
NS
76419.77000000
0.063227152914
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
252000.00000000
PA
USD
167227.20000000
0.138358172837
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Catcher Technology Co Ltd
5299006PRSCU66N5JF55
Catcher Technology Co Ltd
000000000
5000.00000000
NS
28297.03000000
0.023412012923
Long
EC
CORP
TW
N
2
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
200000.00000000
PA
USD
206344.00000000
0.170722100327
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
Jio Financial Services Ltd
3358003O268Q1OGBQR42
Jio Financial Services Ltd
000000000
2473.00000000
NS
6879.27000000
0.005691677117
Long
EC
CORP
IN
N
1
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
172052.00000000
0.142350050428
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
N/A
STANDARD CHARTERED PLC REGD V/R REG S
000000000
200000.00000000
PA
USD
178467.05000000
0.147657647497
Long
DBT
CORP
GB
N
2
2027-01-14
Fixed
1.45000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AT6
229000.00000000
PA
USD
229251.90000000
0.189675327957
Long
DBT
CORP
CO
N
2
2029-01-19
Fixed
8.62500000
N
N
N
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
Banco de Chile
000000000
488305.00000000
NS
49680.69000000
0.041104135533
Long
EC
CORP
CL
N
2
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
190000.00000000
PA
USD
127300.00000000
0.105323747585
Long
DBT
CORP
GB
N
2
2023-07-19
Fixed
7.37500000
N
Y
N
N
N
N
GS Holdings Corp
N/A
GS Holdings Corp
000000000
2604.00000000
NS
76830.54000000
0.063567010226
Long
EC
CORP
KR
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-10004.13000000
-0.00827708140
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
3512249005.00000000
COP
840116.98000000
USD
2023-11-16
-10004.13000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CP0
296000.00000000
PA
USD
194270.72000000
0.160733073656
Long
DBT
NUSS
PH
N
2
2046-07-06
Fixed
3.20000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
310000.00000000
PA
USD
301028.60000000
0.249060960583
Long
DBT
NUSS
RO
N
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
255000.00000000
PA
USD
235155.90000000
0.194560099408
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
128444.00000000
PA
USD
7257.09000000
0.006004272705
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
201000.00000000
PA
USD
174321.27000000
0.144227568265
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
BB Seguridade Participacoes SA
N/A
BB Seguridade Participacoes SA
000000000
217600.00000000
NS
1351084.94000000
1.117842334536
Long
EC
CORP
BR
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YJ2
420000.00000000
PA
USD
419814.15000000
0.347340137998
Long
STIV
UST
US
N
2
2023-10-05
None
0.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
625000.00000000
PA
USD
507306.25000000
0.419728165147
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Emaar Properties PJSC
254900YWYEXYXK1BMP81
Emaar Properties PJSC
000000000
678070.00000000
NS
1483912.64000000
1.227739515582
Long
EC
CORP
AE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
6676.11000000
0.005523589351
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
35342937.00000000
TWD
1107321.59000000
USD
2023-11-29
6676.11000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
716000.00000000
PA
USD
569033.84000000
0.470799501425
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
6789.00000000
NS
51266.31000000
0.042416024305
Long
EC
CORP
CO
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
2999.16000000
0.002481404326
N/A
DFE
ID
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1472577.24000000
USD
22869124610.00000000
IDR
2023-10-12
2999.16000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-2289.49000000
-0.00189424718
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
10056379.00000000
ZAR
527219.63000000
USD
2023-11-06
-2289.49000000
N
N
N
Yandex NV
549300GGZHJ5Q1B18P93
Yandex NV
000000000
11500.00000000
NS
USD
0.01000000
0.000000008273
Long
EC
CORP
NL
N
3
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-9316.76000000
-0.00770837453
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
537398.08000000
USD
712224421.00000000
KRW
2023-10-26
-9316.76000000
N
N
N
Bank of Baroda
549300CQ6M9Q0TJEZR23
Bank of Baroda
000000000
32551.00000000
NS
83601.12000000
0.069168760885
Long
EC
CORP
IN
N
2
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
000000000
1747.00000000
NS
14496.26000000
0.011993719003
Long
EC
CORP
KR
N
2
N
N
N
Cheil Worldwide Inc
N/A
Cheil Worldwide Inc
000000000
5249.00000000
NS
77935.61000000
0.064481308055
Long
EC
CORP
KR
N
2
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3885513.00000000
PA
161797.45000000
0.133865779919
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Doosan Bobcat Inc
9884007K6X0Q0112FX44
Doosan Bobcat Inc
000000000
1531.00000000
NS
57786.31000000
0.047810453482
Long
EC
CORP
KR
N
2
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAB1
249000.00000000
PA
USD
243180.87000000
0.201199690254
Long
DBT
NUSS
JO
N
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
216000.00000000
PA
USD
17280.00000000
0.014296892052
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
000000000
200000.00000000
PA
USD
198234.00000000
0.164012158513
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.37500000
N
N
N
N
N
N
Bangkok Dusit Medical Services PCL
N/A
Bangkok Dusit Medical Services PCL
000000000
13300.00000000
NS
9770.68000000
0.008083932710
Long
EC
CORP
TH
N
2
N
N
N
INDIA CLEAN ENERGY HLDG
254900XQFJ9593DCY022
India Clean Energy Holdings
45409MAA1
200000.00000000
PA
USD
165562.00000000
0.136980442244
Long
DBT
CORP
MU
N
2
2027-04-18
Fixed
4.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
14376.72000000
0.011894815619
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
6261566.00000000
BRL
1260075.26000000
USD
2023-10-03
14376.72000000
N
N
N
ITC Ltd
335800WLOU3OFWFTMP43
ITC Ltd
000000000
30497.00000000
NS
162542.97000000
0.134482598146
Long
EC
CORP
IN
N
2
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US 10YR ULTRA FUT DEC23
000000000
16.00000000
NC
USD
-28937.51000000
-0.02394192457
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYZ3 Comdty
2023-12-19
1813937.51000000
USD
-28937.51000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
75058.74000000
0.062101082370
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
30945337.00000000
BRL
6203932.02000000
USD
2023-11-03
75058.74000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
690359.00000000
PA
USD
254949.58000000
0.210936725929
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-17864.20000000
-0.01478023952
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4738535.63000000
USD
23728691.00000000
BRL
2023-10-03
-17864.20000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
52000.00000000
0.043023054787
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.87600000
N
Y
N
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
1876.00000000
NS
67637.12000000
0.055960683065
Long
EC
CORP
HU
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
6661.60000000
0.005511584264
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2294096.09000000
USD
856386072.00000000
HUF
2023-11-29
6661.60000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAN0
242000.00000000
PA
USD
234996.52000000
0.194428233745
Long
DBT
NUSS
RO
N
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
200000.00000000
PA
USD
160538.00000000
0.132823753258
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
28845.00000000
NS
85295.91000000
0.070570973251
Long
EC
CORP
IN
N
2
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863EA2
319000.00000000
PA
USD
283591.00000000
0.234633675580
Long
DBT
NUSS
CL
N
2
2054-01-05
Fixed
5.33000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
235000.00000000
PA
USD
213072.15000000
0.176288745828
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
Coal India Ltd
335800NLJQZNHM9LBB31
Coal India Ltd
000000000
3136.00000000
NS
11122.23000000
0.009202159820
Long
EC
CORP
IN
N
2
N
N
N
Cummins India Ltd
3358002PR6NKJRU4YS77
Cummins India Ltd
000000000
1446.00000000
NS
29551.27000000
0.024449729004
Long
EC
CORP
IN
N
2
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAD0
418000000.00000000
PA
82072.47000000
0.067904007179
Long
DBT
CORP
CO
N
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
51000.00000000
NS
1166006.28000000
0.964714462822
Long
EC
CORP
TW
N
2
N
N
N
TVS Motor Co Ltd
335800URVL13UQEWM152
TVS Motor Co Ltd
000000000
4606.00000000
NS
84287.30000000
0.069736483187
Long
EC
CORP
IN
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-5315.57000000
-0.00439792421
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
22003214.00000000
THB
599362.97000000
USD
2023-10-11
-5315.57000000
N
N
N
Central Retail Corp PCL
N/A
Central Retail Corp PCL
000000000
12900.00000000
NS
13728.12000000
0.011358185747
Long
EC
CORP
TH
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-64855.65000000
-0.05365938813
N/A
DFE
KR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
3197952.57000000
USD
4225614629.00000000
KRW
2023-10-26
-64855.65000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-3682.73000000
-0.00304696720
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2646135.00000000
PLN
601101.96000000
USD
2023-11-29
-3682.73000000
N
N
N
Tongcheng Travel Holdings Ltd
2549004WGGNOPL8NUL61
Tongcheng Travel Holdings Ltd
000000000
22000.00000000
NS
48120.32000000
0.039813137764
Long
EC
CORP
KY
N
2
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
140000.00000000
PA
126042.17000000
0.104283061258
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
74730DAD5
386000.00000000
PA
USD
249367.58000000
0.206318366471
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
International Container Terminal Services Inc
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
12050.00000000
NS
44021.72000000
0.036422093680
Long
EC
CORP
PH
N
2
N
N
N
XCMG Construction Machinery Co Ltd
300300QGG1VFJ0WTJE78
XCMG Construction Machinery Co Ltd
000000000
82700.00000000
NS
72375.28000000
0.059880877628
Long
EC
CORP
CN
N
2
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
522.00000000
NS
73812.88000000
0.061070299620
Long
EC
CORP
KR
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
343000.00000000
PA
USD
112332.50000000
0.092940140421
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
Focus Media Information Technology Co Ltd
300300V7WGZW0LZKTD06
Focus Media Information Technology Co Ltd
000000000
73000.00000000
NS
71669.36000000
0.059296823112
Long
EC
CORP
CN
N
2
N
N
N
People's Insurance Co Group of China Ltd/The
3003000P2JHYHQ524P66
People's Insurance Co Group of China Ltd/The
000000000
209000.00000000
NS
74766.38000000
0.061859193518
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
287000.00000000
PA
USD
155407.63000000
0.128579057304
Long
DBT
NUSS
US
N
2
2027-07-30
Fixed
8.97000000
Y
Y
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
23297.26000000
0.019275371026
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
30945337.00000000
BRL
6179674.30000000
USD
2023-10-03
23297.26000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-4714.03000000
-0.00390023021
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1250412.57000000
USD
6261566.00000000
BRL
2023-10-03
-4714.03000000
N
N
N
Shanxi Lu'an Environmental Energy Development Co Ltd
N/A
Shanxi Lu'an Environmental Energy Development Co Ltd
000000000
27200.00000000
NS
71024.01000000
0.058762882181
Long
EC
CORP
CN
N
2
N
N
N
Shriram Finance Ltd
335800TM2YO24B76XL26
Shriram Finance Ltd
000000000
985.00000000
NS
22738.84000000
0.018813353059
Long
EC
CORP
IN
N
2
N
N
N
Canara Bank
335800E4RH82Z8XC3C30
Canara Bank
000000000
18688.00000000
NS
84488.29000000
0.069902775568
Long
EC
CORP
IN
N
2
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
43000.00000000
NS
433092.56000000
0.358326248785
Long
EC
CORP
TW
N
2
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DX0
200000.00000000
PA
USD
103326.00000000
0.085488464595
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.87500000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
260000.00000000
PA
USD
196898.00000000
0.162906796952
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
197000.00000000
PA
USD
191418.99000000
0.158373647963
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-3097.81000000
-0.00256302402
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
22869124610.00000000
IDR
1470352.31000000
USD
2024-01-25
-3097.81000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2OZ36 CDS US712219AG90 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OZ36 CDS US712219AG90 01.000 BP 12/20/2028 MORGAN FIXED
000000000
190000.00000000
OU
Notional Amount
USD
-1614.30000000
-0.00133561764
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
China Government International Bonds
China Government International Bonds
Y
buy protection
2028-12-20
0.00000000
USD
-2104.15000000
USD
190000.00000000
USD
489.85000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
111000.00000000
PA
USD
65004.38000000
0.053782442349
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
220000.00000000
PA
USD
192196.40000000
0.159016850906
Long
DBT
CORP
VG
N
2
2026-06-03
Fixed
4.62500000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
211800.00000000
PA
USD
176853.00000000
0.146322236698
Long
DBT
CORP
MX
N
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
200000.00000000
PA
USD
100000.00000000
0.082736643821
Long
DBT
CORP
GB
N
2
2028-11-08
Fixed
7.62500000
Y
Y
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
338000.00000000
PA
USD
155770.68000000
0.128879432690
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
Y
N
N
N
N
Eva Airways Corp
254900S1P4XOXV67GC07
Eva Airways Corp
000000000
70000.00000000
NS
64578.27000000
0.053429893236
Long
EC
CORP
TW
N
2
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
570000.00000000
PA
USD
326895.00000000
0.270461951820
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AN6331648
200000.00000000
PA
USD
160112.00000000
0.132471295155
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
122000.00000000
PA
USD
99048.14000000
0.081949106803
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
STATE AGE ROADS
254900FGEO8P5USHG994
State Agency of Roads of Ukraine
857329AA4
360000.00000000
PA
USD
94860.00000000
0.078483980329
Long
DBT
NUSS
UA
N
2
2030-06-24
Fixed
6.25000000
N
Y
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
546.61000000
0.000452246768
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
206741.74000000
USD
964812.00000000
MYR
2024-01-11
546.61000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
304000.00000000
PA
USD
260281.76000000
0.215348392704
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
China Galaxy Securities Co Ltd
3003008KFQXO06OK8582
China Galaxy Securities Co Ltd
000000000
136000.00000000
NS
69947.46000000
0.057872180842
Long
EC
CORP
CN
N
2
N
N
N
InterGlobe Aviation Ltd
33580079R8SLLO23XD19
InterGlobe Aviation Ltd
000000000
607.00000000
NS
17361.58000000
0.014364388606
Long
EC
CORP
IN
N
2
N
N
N
Jarir Marketing Co
N/A
Jarir Marketing Co
000000000
18091.00000000
NS
69943.47000000
0.057868879650
Long
EC
CORP
SA
N
1
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CR6
361000.00000000
PA
USD
350599.59000000
0.290074334018
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AQ9
223000.00000000
PA
USD
203083.87000000
0.168024778181
Long
DBT
NUSS
HU
N
2
2034-06-16
Fixed
5.50000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
000000000
87000.00000000
PA
USD
49527.36000000
0.040977275437
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
People's Insurance Co Group of China Ltd/The
3003000P2JHYHQ524P66
People's Insurance Co Group of China Ltd/The
000000000
88600.00000000
NS
72004.67000000
0.059574247352
Long
EC
CORP
CN
N
2
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
285000.00000000
PA
USD
233523.30000000
0.193209340961
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
83.68000000
0.000069234023
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1685474.00000000
ZAR
88830.72000000
USD
2023-11-06
83.68000000
N
N
N
Hopson Development Holdings Ltd
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd
000000000
1134.00000000
NS
682.81000000
0.000564934077
Long
EC
CORP
BM
N
2
N
N
N
Asia Vital Components Co Ltd
N/A
Asia Vital Components Co Ltd
000000000
32000.00000000
NS
340493.88000000
0.281713208730
Long
EC
CORP
TW
N
2
N
N
N
Yutong Bus Co Ltd
300300OMPRVW0Q75F037
Yutong Bus Co Ltd
000000000
329600.00000000
NS
599607.86000000
0.496095419455
Long
EC
CORP
CN
N
2
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
577000.00000000
PA
USD
470231.92000000
0.389054108786
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
Yankuang Energy Group Co Ltd
3003005N7A6HYZ4Z0K39
Yankuang Energy Group Co Ltd
000000000
50000.00000000
NS
94322.85000000
0.078039560446
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
348898.00000000
PA
USD
177309.96000000
0.146700310065
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
32900.00000000
NS
65507.39000000
0.054198615941
Long
EC
CORP
MX
N
1
N
N
N
Wiwynn Corp
254900FV2R15PMKXFL69
Wiwynn Corp
000000000
19000.00000000
NS
885982.22000000
0.733031953685
Long
EC
CORP
TW
N
2
N
N
N
Union Bank of India Ltd
5493000P4HD6132SQ711
Union Bank of India Ltd
000000000
66637.00000000
NS
84995.47000000
0.070322399278
Long
EC
CORP
IN
N
2
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
350000.00000000
PA
USD
329927.50000000
0.272970940544
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CS3
315000.00000000
PA
USD
281988.00000000
0.233307407179
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.85000000
N
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
1239.00000000
NS
USD
1570903.32000000
1.299712684651
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2534.25000000
0.002096753396
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
955080.00000000
BRL
192541.31000000
USD
2023-10-03
2534.25000000
N
N
N
CHILE ELECTRICITY LUX
N/A
Chile Electricity Lux MPC Sarl
168829AA7
225000.00000000
PA
USD
223804.58000000
0.185168398211
Long
DBT
CORP
LU
N
2
2033-01-20
Fixed
6.01000000
N
N
N
N
N
N
Fuyao Glass Industry Group Co Ltd
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co Ltd
000000000
10400.00000000
NS
47572.74000000
0.039360088450
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
370000.00000000
PA
USD
314148.50000000
0.259915925516
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
CPFL Energia SA
529900GBWSBDXN8GGM28
CPFL Energia SA
000000000
7600.00000000
NS
50817.36000000
0.042044578142
Long
EC
CORP
BR
N
1
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
73181M117
284.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
INDO ASAHAN/MINERAL IND
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT
000000000
200000.00000000
PA
USD
186125.00000000
0.153993578313
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
210000.00000000
PA
USD
192311.70000000
0.159112246256
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
Salik Co PJSC
N/A
Salik Co PJSC
000000000
49961.00000000
NS
45040.27000000
0.037264807766
Long
EC
CORP
AE
N
2
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAL4
172000.00000000
PA
USD
139521.24000000
0.115435191394
Long
DBT
NUSS
RO
N
2
2032-03-27
Fixed
3.62500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
400.45000000
0.000331318890
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10613016.00000000
ZAR
559218.77000000
USD
2023-11-06
400.45000000
N
N
N
Old Mutual Ltd
213800MON84ZWWPQCN47
Old Mutual Ltd
000000000
105819.00000000
NS
67402.24000000
0.055766351236
Long
EC
CORP
ZA
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
166300.00000000
NS
1803055.61000000
1.491787697952
Long
EC
CORP
KY
N
2
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
295000.00000000
PA
USD
281530.30000000
0.232928721561
Long
DBT
NUSS
HU
N
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US ULTRA BOND CBT DEC23
000000000
7.00000000
NC
USD
-54187.50000000
-0.04483291887
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNZ3 Comdty
2023-12-19
885000.00000000
USD
-54187.50000000
N
N
N
Arabian Internet & Communications Services Co
N/A
Arabian Internet & Communications Services Co
000000000
332.00000000
NS
28329.11000000
0.023438554838
Long
EC
CORP
SA
N
2
N
N
N
Polycab India Ltd
335800ZAL1L11ERZVW68
Polycab India Ltd
000000000
12354.00000000
NS
793509.32000000
0.656522979780
Long
EC
CORP
IN
N
2
N
N
N
Astra International Tbk PT
529900L49TRJOMG4DK47
Astra International Tbk PT
000000000
47800.00000000
NS
19199.34000000
0.015884889551
Long
EC
CORP
ID
N
2
N
N
N
Komercni Banka AS
IYKCAVNFR8QGF00HV840
Komercni Banka AS
000000000
2294.00000000
NS
66697.85000000
0.055183562591
Long
EC
CORP
CZ
N
2
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
000000000
200000.00000000
PA
USD
154882.00000000
0.128144168683
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
2543.28000000
0.002104224514
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5022629.00000000
MYR
1081647.25000000
USD
2024-01-11
2543.28000000
N
N
N
Ooredoo QPSC
549300D3EIDZJB62TR20
Ooredoo QPSC
000000000
3114.00000000
NS
9145.24000000
0.007566464645
Long
EC
CORP
QA
N
1
N
N
N
Etihad Etisalat Co
2549007BA9ABDE3HVK79
Etihad Etisalat Co
000000000
47770.00000000
NS
567439.51000000
0.469480406292
Long
EC
CORP
SA
N
1
N
N
N
SinoPac Financial Holdings Co Ltd
N/A
SinoPac Financial Holdings Co Ltd
000000000
224.00000000
NS
120.83000000
0.000099970686
Long
EC
CORP
TW
N
2
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
74000.00000000
NS
75874.55000000
0.062776056184
Long
EC
CORP
HK
N
2
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
000000000
51305.00000000
NS
557723.84000000
0.461441987009
Long
EC
CORP
MX
N
1
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
184000.00000000
NS
1377076.37000000
1.139346771399
Long
EC
CORP
TW
N
2
N
N
N
China Feihe Ltd
N/A
China Feihe Ltd
000000000
129384.00000000
NS
76024.51000000
0.062900128055
Long
EC
CORP
KY
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
3153.31000000
0.002608942863
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
11717745.00000000
TRY
421184.00000000
USD
2023-10-20
3153.31000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-27680.25000000
-0.02290170985
N/A
DFE
ID
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1563214.62000000
USD
23798379344.00000000
IDR
2023-10-12
-27680.25000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
456000.00000000
PA
USD
192732.96000000
0.159460782642
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
Y
Y
N
N
N
N
Hanwha Aerospace Co Ltd
9884001NSUA8FQKQWR25
Hanwha Aerospace Co Ltd
000000000
867.00000000
NS
67095.26000000
0.055512366287
Long
EC
CORP
KR
N
2
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
200000.00000000
PA
USD
151286.00000000
0.125168958972
Long
DBT
CORP
LU
N
2
2031-06-10
Fixed
4.62500000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
000000000
200000.00000000
PA
USD
167910.00000000
0.138923098641
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
Sichuan Road and Bridge Group Co Ltd
3003007YDF25LKX9OI30
Sichuan Road and Bridge Group Co Ltd
000000000
54420.00000000
NS
64647.41000000
0.053487097351
Long
EC
CORP
CN
N
2
N
N
N
FALABELLA SA
5493004CKJQ7H391LM41
Falabella SA
000000000
200000.00000000
PA
USD
171750.00000000
0.142100185763
Long
DBT
CORP
CL
N
2
2027-10-30
Fixed
3.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
10964.93000000
0.009072015079
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6145586547.00000000
IDR
407494.43000000
USD
2023-10-12
10964.93000000
N
N
N
CP ALL PCL
894500LSBZLM09TY1A91
CP ALL PCL
000000000
13800.00000000
NS
22928.94000000
0.018970635419
Long
EC
CORP
TH
N
2
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
30800.00000000
NS
76675.97000000
0.063439124195
Long
EC
CORP
CN
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
1959.43000000
0.001621166620
N/A
DFE
CZ
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
733611.31000000
USD
17011076.00000000
CZK
2023-11-29
1959.43000000
N
N
N
COCA-COLA FEMSA SAB DE CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
000000000
9100.00000000
NS
71076.86000000
0.058806608497
Long
EC
CORP
MX
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: IS2OXF4 CDS US91087BAC46 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2OXF4 CDS US91087BAC46 01.000 BP 12/20/2028 MSNYUS33XXX FIXED
000000000
130000.00000000
OU
Notional Amount
USD
1499.11000000
0.001240313301
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Mexico Government International Bonds
Mexico Government International Bonds
Y
buy protection
2028-12-20
1235.78000000
USD
0.00000000
USD
130000.00000000
USD
263.33000000
N
N
N
KINGDOM OF BAHRAIN
N/A
KINGDOM OF BAHRAIN REGD REG S EMTN
000000000
340000.00000000
PA
USD
259052.80000000
0.214331592446
Long
DBT
NUSS
BH
N
2
2051-01-25
Fixed
6.25000000
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAA1
200000.00000000
PA
USD
188000.00000000
0.155544890384
Long
DBT
NUSS
PL
N
2
2033-05-22
Fixed
5.37500000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
187164.00000000
0.154853212042
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
270000.00000000
PA
USD
246253.50000000
0.203741881193
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
1858.00000000
NS
52266.77000000
0.043243771332
Long
EC
CORP
IN
N
2
N
N
N
Novatek Microelectronics Corp
N/A
Novatek Microelectronics Corp
000000000
116000.00000000
NS
1523265.71000000
1.260298924940
Long
EC
CORP
TW
N
2
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
207000.00000000
PA
USD
177096.78000000
0.146523932088
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
3598.47000000
0.002977253306
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
379764.96000000
USD
1935643.00000000
BRL
2023-11-03
3598.47000000
N
N
N
KT&G Corp
988400ZJV6ISYBLQX875
KT&G Corp
000000000
398.00000000
NS
25417.16000000
0.021029305138
Long
EC
CORP
KR
N
2
N
N
N
New Oriental Education & Technology Group Inc
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group Inc
000000000
11000.00000000
NS
65097.35000000
0.053859362606
Long
EC
CORP
KY
N
2
N
N
N
ADANI GREEN ENERGY LTD
335800ZBBU81OH211H17
Adani Green Energy Ltd
000000000
200000.00000000
PA
USD
186846.00000000
0.154590109515
Long
DBT
CORP
IN
N
2
2024-09-08
Fixed
4.37500000
N
N
N
N
N
N
2023-10-26
AB CAP FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer