Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 000000000 | 000000000 | Vietnam Dairy Products JSC | 352996.0 | 1163128.76 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 982800000.0 | -22478.68 | CORP | N/A | |
| 000000000 | 000000000 | RMOF SD 03/07/2018 | 54729390.45 | 4995379.25 | CORP | Long | |
| 000000000 | 000000000 | SUSSEX CAPITAL LTD SER 14 NOV | 1081.02 | 632068.87 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | 282116.42 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 16350000.0 | -79523.13 | CORP | N/A | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 1350152.44 | 1350152.44 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 1210526.0 | -16968.32 | CORP | N/A | |
| 000000000 | 000000000 | Eurex Deutschland | -865.0 | 1037779.87 | CORP | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | 170340.78 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | 280473.85 | CORP | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | -88400000.0 | -220027.6 | CORP | N/A | |
| 000000000 | 000000000 | Republic of Ghana | 555000.0 | 249949.8 | NUSS | Long | |
| 000000000 | 000000000 | TIMES CHINA HLDG LTD | 6284000.0 | 338849.81 | CORP | Long | |
| 000000000 | 000000000 | ISLAMIC REP OF PAKISTAN | -22787000.0 | -12447330.39 | NUSS | Short | |
| 000000000 | 000000000 | BNP Paribas SA | 477000000.0 | -1832535.85 | NUSS | N/A | |
| 000000000 | 000000000 | KIDO Group Corp | 38090.0 | 104509.87 | CORP | Long | |
| 000000000 | 000000000 | Deutsche Bank AG | 1.0 | -763122.2 | CORP | N/A | |
| 000000000 | 000000000 | DOMINICAN REPUBLIC | 621240000.0 | 10417387.9 | NUSS | Long | |
| 000000000 | 000000000 | COOF 9886645005 | 1282409.96 | 87082.51 | CORP | Long | |
| 000000000 | 000000000 | ISLAMIC REP OF PAKISTAN | -6441000.0 | -3922569.0 | NUSS | Short | |
| 000000000 | 000000000 | UBS AG | 1.0 | -778816.52 | NUSS | N/A | |
| 000000000 | 000000000 | Titan Cement International SA | 7468.0 | 157042.57 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -180799.81 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 11000000.0 | 1858670.84 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -264501.53 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 14659900000.0 | 416237.6 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 7156000000.0 | 18659.55 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -339994.06 | CORP | N/A | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | -867731.04 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -9779.78 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 6120000000.0 | 17603.07 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SRI LANKA | 15118000.0 | 6984968.33 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -129994.99 | NUSS | N/A | |
| 000000000 | 000000000 | MT LOGAN RE DIVERSIFED OPTI | 8600.0 | 8269746.24 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -30118.23 | CORP | N/A | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | 51439.77 | CORP | N/A | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 2800000.0 | 322048.05 | CORP | Long | |
| 25714PES3 | 25714PES3 | DOMINICAN REPUBLIC | 827650000.0 | 18238904.1 | NUSS | Long | |
| 000000000 | 000000000 | Spark New Zealand Ltd | -927400.0 | -2985806.74 | CORP | Short | |
| 000000000 | 000000000 | REPUBLIC OF GHANA | 6734000.0 | 3089222.5 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 9217000000.0 | 2762.05 | NUSS | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 238000000.0 | 725578.36 | NUSS | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 441547967.0 | 23554093.71 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 1200079.0 | 14203.36 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 18700000.0 | -2716949.18 | NUSS | N/A | |
| 000000000 | 000000000 | New York Mercantile Exchange | -1685.0 | -12840766.6 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1471987007 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -77116.21 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 10710000.0 | 357885.9 | CORP | N/A | |
| 000000000 | 000000000 | Meridian Energy Ltd | -604800.0 | -2122774.01 | CORP | Short | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -1077067.11 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -62236.35 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 112240000000.0 | -1479930.63 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -181406.37 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 21848000000.0 | -631519.75 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 6538.68 | CORP | N/A | |
| 35565RBD4 | 35565RBD4 | Freddie Mac - STACR | 3295497.8 | 3586359.75 | USGSE | Long | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 2861250.0 | 3145945.48 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -46512.21 | CORP | N/A | |
| 020ESCAB5 | 020ESCAB5 | ALPHA HOLDING SA | 2864000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | COOF 1134817001 | 202986.19 | 27520.87 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -909031.73 | CORP | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 346000000.0 | 1058709.98 | NUSS | Long | |
| 000000000 | 000000000 | BofA Securities, Inc. | 31643733.8 | 31643733.8 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 12309000.0 | 2439.4 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 1164351.65 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 4030000000.0 | -74329.52 | CORP | N/A | |
| 000000000 | 000000000 | RIKISBREF | 1168840952.0 | 8871844.82 | NUSS | Long | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 1431675.0 | 1431675.0 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -2039.75 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 50000000.0 | -921780.0 | CORP | N/A | |
| 000000000 | 000000000 | Georgia Capital PLC | 323200.0 | 3856664.78 | CORP | Long | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | -175890.35 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF CYPRUS | 17969000.0 | 20589923.69 | NUSS | Long | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 674700.0 | 674700.0 | CORP | Long | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 369750.0 | 369750.0 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -109226.21 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 998.34 | CORP | N/A | |
| 000000000 | 000000000 | PETRA DIAMONDS US TREAS | 1020567.56 | 928716.48 | CORP | Long | |
| 000000000 | 000000000 | Barclays Bank PLC | 7890662080.0 | 278521.48 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -99327.19 | CORP | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -308570.45 | CORP | N/A | |
| 000000000 | 000000000 | EDEN RE II LTD UNSECURED 144A | 519292.22 | 236277.96 | CORP | Long | |
| 000000000 | 000000000 | GOVERNMENT OF UKRAINE | 57722000.0 | 1266310.36 | NUSS | Long | |
| 000000000 | 000000000 | ROMANIA | 439000.0 | 433175.13 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 694625.0 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 117.0 | 624710.78 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 1144354.38 | NUSS | N/A | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | 58628.4 | NUSS | N/A | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 115000000.0 | -2917939.85 | NUSS | N/A | |
| 912797FC6 | 912797FC6 | United States Treasury | 42000000.0 | 41472472.44 | UST | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -201321.6 | UST | N/A | |
| 000000000 | 000000000 | ZAMBIA GOVERNMENT BOND | 2500000.0 | 87879.81 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 3543000000.0 | -50519.54 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 18700000.0 | 747218.34 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 9896925010 | 0.0 | 0.0 | CORP | Long | |
| 31398NTF1 | 31398NTF1 | Fannie Mae | 1400835.15 | 102935.47 | USGSE | Long | |
| 000000000 | 000000000 | RMOF SD 2.27.2018 | 21822221.66 | 1646078.3 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -518625.23 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -730896.36 | CORP | N/A | |
| 000000000 | 000000000 | DOM REP CB NOTES | 46050000.0 | 764781.4 | NUSS | Long | |
| 000000000 | 000000000 | EDEN RE II LTD UNSECURED 144A | 387743.47 | 267310.35 | CORP | Long | |
| 000000000 | 000000000 | Bank of Georgia Group PLC | 100867.0 | 4217341.2 | CORP | Long | |
| 000000000 | 000000000 | Piraeus Financial Holdings SA | 2652700.0 | 10047657.16 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs & Co. LLC | 2698942950.0 | -382385.12 | CORP | N/A | |
| 000000000 | 000000000 | Eurex Deutschland | -971.0 | -1756190.17 | CORP | N/A | |
| 000000000 | 000000000 | Sunrisemezz PLC | 272828.0 | 76670.48 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | 297446.59 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 8950000.0 | 3490971.75 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 64000000.0 | -1266470.4 | CORP | N/A | |
| 22088DAA8 | 22088DAA8 | CORURIPE NETHERLANDS BV | 1194000.0 | 847381.8 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -45750.96 | CORP | N/A | |
| 000000000 | 000000000 | Auckland International Airport Ltd | -598200.0 | -3122752.86 | CORP | Short | |
| 000000000 | 000000000 | Barclays Bank PLC | 9572000.0 | -90439.03 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 89599.24 | CORP | N/A | |
| 000000000 | 000000000 | Lebanese Republic | 740000.0 | 55455.6 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 523756.18 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1620337005 | 894268.96 | 122640.86 | CORP | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 44014.61 | CORP | N/A | |
| 000000000 | 000000000 | BofA Securities, Inc. | 5265020.81 | 5265020.81 | CORP | Long | |
| 000000000 | 000000000 | SERBIA TREASURY BONDS | 5345300000.0 | 44891090.36 | NUSS | Long | |
| 000000000 | 000000000 | COOF 1597927006 | 1593133.74 | 224225.76 | CORP | Long | |
| 195325BR5 | 195325BR5 | Republic of Colombia | -6826000.0 | -5348676.4 | NUSS | Short | |
| 000000000 | 000000000 | BULGARIAN ENERGY HLD | 1742000.0 | 1619323.14 | CORP | Long | |
| 000000000 | 000000000 | NORTH MACEDONIA | 30696000.0 | 34917179.25 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 569000000.0 | 74972.24 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 45483733.0 | -179889.92 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 3776964000.0 | 658616.33 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1264397004 | 1302961.08 | 178689.26 | CORP | Long | |
| 000000000 | 000000000 | ICBC Standard Bank PLC | 1.0 | -63136.56 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -274330.75 | CORP | N/A | |
| 000000000 | 000000000 | Masan Group Corp | 167040.0 | 616115.2 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 5458000.0 | -470615.5 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 779493.39 | CORP | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 933000000.0 | 2779234.09 | NUSS | Long | |
| 000000000 | 000000000 | Republic of Iraq | 14892437.5 | 13868716.45 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 142365343.0 | -233260.01 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 35344000000.0 | 467980.34 | NUSS | N/A | |
| 000000000 | 000000000 | REPUBLIC OF POLAND | -3000000.0 | -3027090.59 | NUSS | Short | |
| 000000000 | 000000000 | COOF 1960337001 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 80.4 | CORP | N/A | |
| 000000000 | 000000000 | INDIA GOVERNMENT BOND | 3161740000.0 | 38784210.18 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 4747173000.0 | -92493.25 | NUSS | N/A | |
| 000000000 | 000000000 | Republic of Zambia | 4317000.0 | 2296579.25 | NUSS | Long | |
| 25714RDA9 | 25714RDA9 | DOM REP CB NOTES | 379500000.0 | 6976233.67 | NUSS | Long | |
| 000000000 | 000000000 | Ho Chi Minh City Infrastructure Investment JSC | 868000.0 | 759823.73 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 13827000000.0 | 63573.87 | CORP | N/A | |
| 000000000 | 000000000 | Binh Minh Plastics JSC | 45300.0 | 187453.91 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 50000000.0 | 451835.0 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | -43831.24 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1797557007 | 2132304.25 | 298231.3 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF UZBEKISTAN | 9040000000.0 | 781370.6 | NUSS | Long | |
| 000000000 | 000000000 | Societatea De Producere A Energiei Electrice in Hidrocentrale Hidroelectrica SA | 58267.0 | 1456869.77 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -107179.36 | CORP | N/A | |
| 000000000 | 000000000 | Reginn HF | 2864793.0 | 545533.07 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | -186108.27 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1556307001 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | BofA Securities, Inc. | 5012531.2 | 5012531.2 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 23823835.0 | 2054207.79 | CORP | N/A | |
| 000000000 | 000000000 | Mobile World Investment Corp | 1116000.0 | 2707092.09 | CORP | Long | |
| 000000000 | 000000000 | WOW AIR EHF | 121000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 18140000.0 | 812751.27 | CORP | N/A | |
| 000000000 | 000000000 | Nomura International PLC | 3102080.86 | 3102080.86 | CORP | Long | |
| 000000000 | 000000000 | UBS AG | 1.0 | 20143.35 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 10900000.0 | 1843161.16 | CORP | N/A | |
| 000000000 | 000000000 | DOMINICAN REPUBLIC | 128350000.0 | 2147891.6 | NUSS | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -63716.59 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 4900000.0 | -175026.53 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 6500000.0 | 2579532.42 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 4604000000.0 | -105303.06 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 13600.57 | NUSS | N/A | |
| 000000000 | 000000000 | Morgan Stanley | 5588000000.0 | 0.0 | NUSS | N/A | |
| 000000000 | 000000000 | KWG GROUP HOLDINGS | 2385000.0 | 184837.5 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -436627.01 | CORP | N/A | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | -118478.96 | CORP | N/A | |
| 000000000 | 000000000 | ICBC Standard Bank PLC | 1.0 | 190955.38 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 141012.49 | CORP | N/A | |
| 000000000 | 000000000 | INDONESIA GOVERNMENT | 101384000000.0 | 7103266.92 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 5288800000.0 | -117016.85 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 163380000.0 | 2728349.94 | NUSS | N/A | |
| 000000000 | 000000000 | Nomura International PLC | 6764328.75 | 6764328.75 | CORP | Long | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | -22129.31 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 642465593.0 | 45239.78 | CORP | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | -581857.08 | CORP | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 25467.33 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 6138000000.0 | -101853.58 | CORP | N/A | |
| 000000000 | 000000000 | BENIN INTL GOV BOND | 33995000.0 | 27378282.67 | NUSS | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 62500000.0 | -1799469.38 | NUSS | N/A | |
| 000000000 | 000000000 | Eimskipafelag Islands hf | 483446.0 | 1960109.04 | CORP | Long | |
| 000000000 | 000000000 | COOF 1595387006 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | COOF 1039197007 | 544242.28 | 50097.32 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -1152526.47 | CORP | N/A | |
| 000000000 | 000000000 | Contact Energy Ltd | -389600.0 | -2011714.68 | CORP | Short | |
| 000000000 | 000000000 | BNP Paribas SA | 1.0 | -387209.63 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 14100000.0 | 12355266.39 | NUSS | Long | |
| 000000000 | 000000000 | COOF 1051957002 | 1428408.62 | 123208.37 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF GHANA | 2929000.0 | 1313656.5 | NUSS | Long | |
| 25714PEU8 | 25714PEU8 | DOM REP CB NOTES | 342670000.0 | 6529799.6 | NUSS | Long | |
| 000000000 | 000000000 | REPUBLIC OF SURINAME INT | 2634000.0 | 2229681.0 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 5920391000.0 | 1225715.93 | NUSS | N/A | |
| 000000000 | 000000000 | ASX Clear (Futures) | -113.0 | -423338.01 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1603467007 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -257158.98 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -53760.15 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 100600000.0 | 3814639.33 | CORP | N/A | |
| 000000000 | 000000000 | Arab Republic of Egypt | 6386000.0 | 3748128.59 | NUSS | Long | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | -663455.39 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs & Co. LLC | 8224633060.0 | -1305375.82 | NUSS | N/A | |
| 000000000 | 000000000 | Nomura International PLC | 5841376.12 | 5841376.12 | CORP | Long | |
| 000000000 | 000000000 | COOF 1619327005 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF ECUADOR | 3485722.5 | 780801.84 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 2800000.0 | 52061.91 | NUSS | N/A | |
| 000000000 | 000000000 | ALPHA HOLDING SA | 2696899.69 | 40453.5 | CORP | Long | |
| 000000000 | 000000000 | SERBIA TREASURY BONDS | 3900890000.0 | 37793646.66 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 4723000000.0 | -58775.82 | NUSS | N/A | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | 80642.8 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 10205000.0 | -365712.5 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 54770000.0 | 913635.49 | NUSS | N/A | |
| 000000000 | 000000000 | FEDERAL REP OF ETHIOPIA | 32194000.0 | 22296276.64 | NUSS | Long | |
| 000000000 | 000000000 | a2 Milk Co Ltd/The | -457800.0 | -1570692.11 | CORP | Short | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -1168257.48 | CORP | N/A | |
| 000000000 | 000000000 | ICBC Standard Bank PLC | 1.0 | 67491.44 | CORP | N/A | |
| 000000000 | 000000000 | VTR COMUNICACIONES SPA | 2243000.0 | 1326542.63 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -134615.83 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 900000.0 | 314851.05 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 537000000.0 | -9335.45 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF GHANA | 1367000.0 | 628256.8 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 7533000000.0 | -58058.44 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -290607.13 | NUSS | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 85444000.0 | -449690.92 | NUSS | N/A | |
| 000000000 | 000000000 | OPAP SA | 233095.0 | 4099568.92 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 7664000.0 | -1518834.97 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -26576.24 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -47679.1 | CORP | N/A | |
| 000000000 | 000000000 | Mainfreight Ltd | -42300.0 | -1783995.48 | CORP | Short | |
| 000000000 | 000000000 | Eurex Deutschland | -652.0 | 1054125.61 | CORP | N/A | |
| 000000000 | 000000000 | Eik fasteignafelag hf | 6056328.0 | 567220.02 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 11000000.0 | -2488374.23 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 85600000.0 | 911817.96 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 433937849.0 | -610877.24 | CORP | N/A | |
| 000000000 | 000000000 | SHIMAO GROUP HOLDINGS LT | 7800000.0 | 594750.0 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF PARAGUAY | 9793000.0 | 8490757.71 | NUSS | Long | |
| 000000000 | 000000000 | Eurex Deutschland | -26.0 | -15192.96 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 12557000000.0 | -64948.94 | NUSS | N/A | |
| 000000000 | 000000000 | Republic of Sri Lanka | 8685000.0 | 3963925.8 | NUSS | Long | |
| 3137F4ZS4 | 3137F4ZS4 | Freddie Mac | 7466316.27 | 1511398.94 | USGSE | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -8690.27 | USGSE | N/A | |
| 000000000 | 000000000 | INDONESIA GOVERNMENT | 464841000000.0 | 32990148.0 | NUSS | Long | |
| 000000000 | 000000000 | BofA Securities, Inc. | 4997215.2 | 4997215.2 | CORP | Long | |
| 90919VAA0 | 90919VAA0 | Unison Trust | 47138674.2 | 40784098.09 | CORP | Long | |
| 000000000 | 000000000 | BENIN INTL GOV BOND | 12386000.0 | 10603567.79 | NUSS | Long | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 4223000.0 | 316725.0 | NUSS | Long | |
| 000000000 | 000000000 | Lebanese Republic | 7800000.0 | 585000.0 | NUSS | Long | |
| 020ESCAA7 | 020ESCAA7 | ALPHA HOLDING, SA | 2864000.0 | 0.0 | CORP | Long | |
| 917288BL5 | 917288BL5 | REPUBLICA ORIENT URUGUAY | 890338916.02 | 25660761.59 | NUSS | Long | |
| 000000000 | 000000000 | BONOS DE TESORERIA | 21339000.0 | 5310327.56 | NUSS | Long | |
| 000000000 | 000000000 | INDIA GOVERNMENT BOND | 6988000000.0 | 84621930.42 | NUSS | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -185963.43 | NUSS | N/A | |
| 000000000 | 000000000 | National Bank of Greece SA | 640500.0 | 4410939.67 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -87757.62 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | 364230.15 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 9131000.0 | 6929740.94 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 3957200000.0 | -90509.4 | NUSS | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SURINAME INT | 80695000.0 | 67501367.5 | NUSS | Long | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | 2085.06 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 75000000.0 | -1325940.0 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -664178.45 | NUSS | N/A | |
| 000000000 | 000000000 | RIKISBREF | 2319312891.0 | 16120673.72 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 21325000000.0 | -648467.63 | NUSS | N/A | |
| 000000000 | 000000000 | SUSSEX CAPITAL LTD | 7500.0 | 7487146.5 | CORP | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -161544.38 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1663777008 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | SUSSEX CAPITAL LTD SE 14 12 21 | 1113.97 | 178563.01 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 5022000.0 | 4010266.09 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 30000000.0 | 16227.59 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 310978940.0 | 66284.56 | NUSS | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 66000000.0 | -923613.9 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 35136.15 | NUSS | N/A | |
| 35564KTB5 | 35564KTB5 | Freddie Mac - STACR | 2521300.0 | 2603351.93 | USGSE | Long | |
| 86886PAA0 | 86886PAA0 | REPUBLIC OF SURINAME INT | 200000.0 | 167300.0 | NUSS | Long | |
| 000000000 | 000000000 | Bank Rakyat Indonesia Persero Tbk PT | 8500000.0 | 3182433.31 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | 792719.84 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -350291.75 | CORP | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -55851.18 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1598997007 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | COOF 1144147005 | 2029969.78 | 243390.26 | CORP | Long | |
| 000000000 | 000000000 | ZAMBIA GOVERNMENT BOND | 8247000.0 | 345149.63 | NUSS | Long | |
| 000000000 | 000000000 | IVORY COAST | 9913000.0 | 8245574.25 | NUSS | Long | |
| 000000000 | 000000000 | GOVERNMENT OF UKRAINE | 827453000.0 | 12250313.59 | NUSS | Long | |
| 000000000 | 000000000 | ICBC Standard Bank PLC | 1.0 | -30835.74 | NUSS | N/A | |
| 000000000 | 000000000 | JSW STEEL LTD | 2277000.0 | 1855823.47 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF SRI LANKA | 7203000.0 | 3270527.48 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 6138000000.0 | -116615.01 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1094947010 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Citibank N.A. | 7583824800.0 | -24428.12 | CORP | N/A | |
| 000000000 | 000000000 | COOF 9796515008 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | UBS AG | 1.0 | -779454.81 | CORP | N/A | |
| 000000000 | 000000000 | Lebanese Republic | 11020000.0 | 827381.6 | NUSS | Long | |
| 000000000 | 000000000 | BofA Securities, Inc. | 12687829.8 | 12687829.8 | CORP | Long | |
| 000000000 | 000000000 | COOF 1097207006 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 49990000.0 | 2323035.3 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 5699.25 | CORP | N/A | |
| 000000000 | 000000000 | ZAMBIA GOVERNMENT BOND | 27000000.0 | 959197.67 | NUSS | Long | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 11108000.0 | 830822.86 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 14313.46 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 166374600000.0 | 495586.87 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 1128100000.0 | -53557.89 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | -146433.87 | NUSS | N/A | |
| 25714WBR3 | 25714WBR3 | DOMINICAN REPUBLIC | 1010500000.0 | 20819467.25 | NUSS | Long | |
| 000000000 | 000000000 | State Street Bank & Trust Co. | 1.0 | 78204.78 | NUSS | N/A | |
| 000000000 | 000000000 | Republic of Sri Lanka | 11845000.0 | 5373447.29 | NUSS | Long | |
| 25714PER5 | 25714PER5 | DOM REP CB NOTES | 497230000.0 | 9431813.8 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 5306360000.0 | -69695.59 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 30388.84 | NUSS | N/A | |
| 000000000 | 000000000 | REPUBLIC OF GHANA | 1481000.0 | 683617.75 | NUSS | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 31496.75 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 34300000.0 | 1251395.03 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -125572.68 | NUSS | N/A | |
| 000000000 | 000000000 | Petroleos Mexicanos | 17248000.0 | 17118640.0 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 6116000.0 | 5963984.95 | NUSS | Long | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | -820009.3 | NUSS | N/A | |
| 000000000 | 000000000 | Nomura International PLC | 1831750.0 | 1831750.0 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 36065.48 | CORP | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -265398.96 | CORP | N/A | |
| 000000000 | 000000000 | Landsbankinn HF | 1020000000.0 | 7670984.46 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 42608.84 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1262037008 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | New York Mercantile Exchange | 1706.0 | 11499973.69 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 75488.49 | CORP | N/A | |
| 000000000 | 000000000 | BNP Paribas SA | 130000000.0 | 358799.84 | CORP | N/A | |
| 000000000 | 000000000 | Bank Central Asia Tbk PT | 6100000.0 | 3694351.13 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 85267000.0 | -2688421.61 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -56452.17 | CORP | N/A | |
| 000000000 | 000000000 | UBS AG | 1.0 | 11084.09 | CORP | N/A | |
| 000000000 | 000000000 | Fletcher Building Ltd | -388900.0 | -1348389.98 | CORP | Short | |
| 000000000 | 000000000 | Dominican Republic | 34550000.0 | 628153.95 | NUSS | Long | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 15362000.0 | 13448742.68 | NUSS | Long | |
| 000000000 | 000000000 | COOF 1577317003 | 2049872.66 | 258824.59 | CORP | Long | |
| 000000000 | 000000000 | IPOTEKA-BANK ATIB | 1336000.0 | 1241738.52 | CORP | Long | |
| 000000000 | 000000000 | COOF 1998837004 | 1512291.42 | 133637.68 | CORP | Long | |
| 000000000 | 000000000 | Republic of Sri Lanka | 27346000.0 | 12727534.75 | NUSS | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | 241717.42 | NUSS | N/A | |
| 000000000 | 000000000 | REPUBLIC OF ALBANIA | 200000.0 | 184753.45 | NUSS | Long | |
| 000000000 | 000000000 | Fisher & Paykel Healthcare Corp Ltd | -236200.0 | -3606076.47 | CORP | Short | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 830000000.0 | 2492128.52 | NUSS | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -171769.47 | NUSS | N/A | |
| 000000000 | 000000000 | Nomura International PLC | 4306598.77 | 4306598.77 | CORP | Long | |
| 000000000 | 000000000 | Galaxy Cosmos Mezz PLC | 48440.0 | 29447.87 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 107337.67 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF ZAMBIA | 9029000.0 | 4803292.58 | NUSS | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 4519121.62 | NUSS | N/A | |
| 000000000 | 000000000 | UBS AG | 1.0 | -317872.31 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | -406354.76 | NUSS | N/A | |
| 000000000 | 000000000 | MEXICAN UDIBONOS | 1119166192.96 | 62889240.72 | NUSS | Long | |
| 000000000 | 000000000 | Motor Oil Hellas Corinth Refineries SA | 109300.0 | 2762273.34 | CORP | Long | |
| 000000000 | 000000000 | NEW ZEALAND GVT ILB | 12357000.0 | 7551862.4 | NUSS | Long | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | 33091.78 | NUSS | N/A | |
| 000000000 | 000000000 | Republic of Cyprus | 2016000.0 | 2003622.55 | NUSS | Long | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 442000.0 | 33150.0 | NUSS | Long | |
| 000000000 | 000000000 | JPMorgan Securities PLC | 19840000.0 | -576438.11 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -72881.51 | NUSS | N/A | |
| 000000000 | 000000000 | Lebanese Republic | 9378000.0 | 702787.32 | NUSS | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -48457.8 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -127035.11 | NUSS | N/A | |
| 020ESCAC3 | 020ESCAC3 | ALPHA HOLDING SA | 5879000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 10218.78 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 51550000.0 | -2038460.21 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 42792.45 | CORP | N/A | |
| 000000000 | 000000000 | Republic of Poland | -10844000.0 | -10520624.88 | NUSS | Short | |
| 000000000 | 000000000 | COOF 1543087008 | 2627474.66 | 208612.33 | CORP | Long | |
| 000000000 | 000000000 | Arion Banki HF | 1970378.0 | 2233371.11 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 4350000.0 | -2461661.91 | CORP | N/A | |
| 000000000 | 000000000 | Bank Mandiri Persero Tbk PT | 6600000.0 | 2508959.08 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 10900000.0 | -2469851.95 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 32630000.0 | -738102.8 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -307637.45 | CORP | N/A | |
| 000000000 | 000000000 | Islandsbanki HF | 1104783.0 | 989894.66 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -459959.76 | CORP | N/A | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | -43476.56 | CORP | N/A | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 1865240.0 | 1865240.0 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 376667.4 | CORP | N/A | |
| 000000000 | 000000000 | Arion Banki HF | 1720000000.0 | 12843645.23 | CORP | Long | |
| 000000000 | 000000000 | Republic of Ghana | 1204000.0 | 541800.0 | NUSS | Long | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 4878000.0 | 366362.19 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -84957.95 | NUSS | N/A | |
| 000000000 | 000000000 | Coteccons Construction JSC | 148570.0 | 450969.64 | CORP | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 5428000000.0 | -105737.13 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 559000000.0 | -5691.18 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SRI LANKA | 5875000.0 | 2680001.16 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley | 559000000.0 | 0.0 | NUSS | N/A | |
| 000000000 | 000000000 | UBS AG | 1.0 | 497034.03 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 2285277007 | 2282347.6 | 204326.89 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 15770000.0 | -69555.16 | CORP | N/A | |
| 000000000 | 000000000 | Sunac China Holdings Ltd | 5201000.0 | 585201.75 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 363799.14 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 9464000.0 | 1164528.64 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 73949000.0 | -1031582.63 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 65000000.0 | -1445106.0 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -44617.56 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF ECUADOR | 2241798.0 | 502162.75 | NUSS | Long | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 12224000.0 | 915577.6 | NUSS | Long | |
| 000000000 | 000000000 | Lebanese Republic | 13568000.0 | 1015673.34 | NUSS | Long | |
| 000000000 | 000000000 | NORTH MACEDONIA | 3970000.0 | 4125150.15 | NUSS | Long | |
| 000000000 | 000000000 | RIKISBREF | 1273622050.0 | 9567207.39 | NUSS | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 1685746.98 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 1770000.0 | 525319.87 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 646777442.0 | 28494.92 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 15536000000.0 | 39466.18 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 478000000.0 | -11601.15 | NUSS | N/A | |
| 000000000 | 000000000 | SEPLAT ENERGY PL | 4892000.0 | 4381519.8 | CORP | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 33810.02 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 600040.0 | 9982.33 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 10900000.0 | -2465752.64 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 1252587.5 | CORP | N/A | |
| 000000000 | 000000000 | ICBC Standard Bank PLC | 1.0 | 69577.91 | CORP | N/A | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | -401164.82 | CORP | N/A | |
| 000000000 | 000000000 | BENIN INTL GOV BOND | 9220000.0 | 7415199.27 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -258335.39 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 467531589.0 | 112723.67 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 6138000000.0 | -107758.59 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 10900000.0 | 1843161.16 | NUSS | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SRI LANKA | 1200000.0 | 546000.0 | NUSS | Long | |
| 000000000 | 000000000 | Bank of Cyprus Holdings PLC | 6389418.0 | 20178279.46 | CORP | Long | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | -123091.72 | CORP | N/A | |
| 000000000 | 000000000 | Republic of El Salvador | 2121000.0 | 1943121.93 | NUSS | Long | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | -26017.34 | NUSS | N/A | |
| 000000000 | 000000000 | SSI Securities Corp | 280688.0 | 352138.23 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 3471356.0 | -39476.73 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 29320000000.0 | 802708.46 | CORP | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 1040000000.0 | 3134838.89 | NUSS | Long | |
| 000000000 | 000000000 | INDIABULLS HOUSING FIN | 4605000.0 | 3826824.08 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs & Co. LLC | 1531614475.0 | -164599.25 | CORP | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 398016.54 | CORP | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 200000000.0 | 564120.52 | NUSS | Long | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 840000000.0 | 2428835.24 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 58456.53 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 607981476.0 | 111669.18 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 11756.28 | NUSS | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 127300000.0 | -2895890.42 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 13412000000.0 | 14290.07 | NUSS | N/A | |
| 000000000 | 000000000 | GOVERNMENT OF UKRAINE | 462780000.0 | 8657660.83 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -215471.15 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -134743.24 | NUSS | N/A | |
| 000000000 | 000000000 | BONOS DE TESORERIA | 70974000.0 | 16829371.62 | NUSS | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 55903.62 | NUSS | N/A | |
| 000000000 | 000000000 | JPMorgan Securities PLC | 140000000.0 | 101640.0 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 4624000000.0 | -98971.66 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 6104000000.0 | -50289.94 | NUSS | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 857000000.0 | 2390684.88 | NUSS | Long | |
| 000000000 | 000000000 | ROMANIA | 797000.0 | 660151.46 | NUSS | Long | |
| 000000000 | 000000000 | COOF 2000317003 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Republic of Poland | -4206000.0 | -4337479.12 | NUSS | Short | |
| 000000000 | 000000000 | Citigroup Global Markets, Inc. | 1.0 | 10503.02 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 41185000.0 | -186043.76 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 2482000000.0 | -45090.1 | NUSS | N/A | |
| 000000000 | 000000000 | REPUBLIC OF UZBEKISTAN | 4180000000.0 | 354704.75 | NUSS | Long | |
| 000000000 | 000000000 | Nomura International PLC | 5278151.82 | 5278151.82 | CORP | Long | |
| 35565XBD1 | 35565XBD1 | Freddie Mac - STACR | 6523223.51 | 7312610.53 | USGSE | Long | |
| 000000000 | 000000000 | LCH Limited | 4050000.0 | 382424.08 | USGSE | N/A | |
| 000000000 | 000000000 | LCH Limited | 649365037.0 | -853561.68 | USGSE | N/A | |
| 000000000 | 000000000 | INTL FINANCE CORP | 25000000000.0 | 2160466.83 | NUSS | Long | |
| 000000000 | 000000000 | Hellenic Telecommunications Organization SA | 325212.0 | 5132483.94 | CORP | Long | |
| 000000000 | 000000000 | UBS AG | 1.0 | 40382.26 | CORP | N/A | |
| 000000000 | 000000000 | Ryman Healthcare Ltd | -238200.0 | -1008904.52 | CORP | Short | |
| 000000000 | 000000000 | GOVERNMENT OF UKRAINE | 108255000.0 | 2374907.81 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -45711.14 | NUSS | N/A | |
| 000000000 | 000000000 | ARMENIAN TREASURY BONDS | 1427165000.0 | 3485681.93 | NUSS | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 87573000.0 | -11362.6 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 26300000.0 | -907138.1 | NUSS | N/A | |
| 000000000 | 000000000 | JSC GEORGIA CAPITAL | 2988000.0 | 2969325.0 | CORP | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 13713620000.0 | 248692.13 | CORP | N/A | |
| 000000000 | 000000000 | Lebanese Republic | 2923000.0 | 217778.12 | NUSS | Long | |
| 000000000 | 000000000 | LIMAK ISKENDERUN | 6867714.29 | 6153472.0 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 18073.41 | CORP | N/A | |
| 000000000 | 000000000 | COOF 9684105009 | 956090.05 | 90910.03 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 36399000.0 | 31241610.55 | NUSS | Long | |
| 000000000 | 000000000 | Eurobank Ergasias Services and Holdings SA | 3074700.0 | 5371164.57 | CORP | Long | |
| 000000000 | 000000000 | ARMENIAN TREASURY BONDS | 1543990000.0 | 3763812.02 | NUSS | Long | |
| 000000000 | 000000000 | Republic of Albania | 3150000.0 | 3340768.98 | NUSS | Long | |
| 000000000 | 000000000 | Lebanese Republic | 1485000.0 | 100893.87 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 9217000000.0 | 13112.07 | NUSS | N/A | |
| 000000000 | 000000000 | ZAMBIA GOVERNMENT BOND | 220720000.0 | 9894208.05 | NUSS | Long | |
| 000000000 | 000000000 | REPUBLIC OF ALBANIA | 34124000.0 | 37026909.72 | NUSS | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -146014.99 | NUSS | N/A | |
| 000000000 | 000000000 | Hagar hf | 1926423.0 | 989851.18 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 28753581000.0 | -414174.28 | CORP | N/A | |
| 000000000 | 000000000 | ISLAMIC REP OF PAKISTAN | -3536000.0 | -1900600.0 | NUSS | Short | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 860000.0 | -4658.67 | NUSS | N/A | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | -430003.22 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 134686.69 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 328.06 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 829794.1 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1045897001 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 5505000.0 | 6052749.63 | CORP | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 131.0 | -40299.07 | CORP | N/A | |
| 000000000 | 000000000 | Infratil Ltd | -362200.0 | -2240300.66 | CORP | Short | |
| 000000000 | 000000000 | Hong Kong Futures Exchange Ltd. | 46.0 | 343459.66 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 5345000000.0 | -60914.51 | CORP | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 88400000.0 | 1580768.8 | CORP | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -186810.9 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 19438000.0 | 443373.59 | CORP | N/A | |
| 000000000 | 000000000 | UBS AG | 1.0 | -18237.79 | CORP | N/A | |
| 000000000 | 000000000 | Lebanese Republic | 2352000.0 | 174647.76 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 68231.69 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 139437490000.0 | 361547.39 | NUSS | N/A | |
| 000000000 | 000000000 | Bank Negara Indonesia Persero Tbk PT | 690000.0 | 406204.82 | CORP | Long | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | 601979.36 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 3456000000.0 | -49037.22 | CORP | N/A | |
| 000000000 | 000000000 | TESNIK CUATRO LTD | 584285.0 | 655976.77 | CORP | Long | |
| 000000000 | 000000000 | Arab Republic of Egypt | 5395000.0 | 3578598.39 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 94253.51 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 40832380000.0 | 517446.85 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -249859.71 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 2351647010 | 2340912.85 | 343638.21 | CORP | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 14525000000.0 | -111180.52 | CORP | N/A | |
| 000000000 | 000000000 | DIG INTL FIN/DIG INTL HL | 1633000.0 | 1484462.32 | CORP | Long | |
| 000000000 | 000000000 | BofA Securities, Inc. | 2563050.0 | 2563050.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 14189521000.0 | -106704.44 | CORP | N/A | |
| 25714RCZ5 | 25714RCZ5 | DOMINICAN REPUBLIC | 557110000.0 | 10230259.87 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -20185.04 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -645920.55 | NUSS | N/A | |
| 000000000 | 000000000 | ARAGVI FINANCE INTL | 8981000.0 | 6215750.1 | CORP | Long | |
| 000000000 | 000000000 | EUROPE ASIA INVESTMENT FINANCE | 331541810000.0 | 27216668.59 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 22065.15 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 1123900000.0 | -58331.57 | CORP | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 384641250.0 | 1124457.91 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 12716.48 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -1314.23 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1035947010 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 18801000.0 | -43708.38 | CORP | N/A | |
| 31394W3D8 | 31394W3D8 | Freddie Mac | 654348.8 | 70654.69 | USGSE | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -13099.63 | USGSE | N/A | |
| 000000000 | 000000000 | Republic of Zambia | 12917000.0 | 7536100.73 | NUSS | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 36708.5 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -273536.06 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 15771100000.0 | 407414.05 | NUSS | N/A | |
| 000000000 | 000000000 | HONDURAS GOVERNMENT | 9635000.0 | 8888287.5 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 12965000000.0 | -4615.79 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 1044000000.0 | 1545257.17 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 1651500.0 | 1815824.89 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -442794.62 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 2719424.0 | -19963.39 | CORP | N/A | |
| 000000000 | 000000000 | ROMANIA | 20631000.0 | 18621352.09 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 603658946.0 | 48880.05 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 85106600000.0 | -2336300.97 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 4900000.0 | 23664.55 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1746217010 | 1410904.71 | 176284.28 | CORP | Long | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | -231804.54 | CORP | N/A | |
| 000000000 | 000000000 | VTR COMUNICACIONES SPA | 2249000.0 | 1328754.18 | CORP | Long | |
| 000000000 | 000000000 | WOW AIR EHF | 5500000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -1082384.98 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 3019000.0 | 1168755.15 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 46790.6 | CORP | N/A | |
| 000000000 | 000000000 | IHS NETHERLANDS HOLDCO | 938000.0 | 858476.36 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 16515000.0 | 19086970.69 | NUSS | Long | |
| 000000000 | 000000000 | COOF 1141317002 | 803311.65 | 71351.18 | CORP | Long | |
| 000000000 | 000000000 | Government of The Republic of Kenya Acting through The National Treasury | 8274000.0 | 8286750.23 | NUSS | Long | |
| 000000000 | 000000000 | ARMENIAN TREASURY BONDS | 1257450000.0 | 3129410.75 | NUSS | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -27718.9 | NUSS | N/A | |
| 000000000 | 000000000 | Hellenic Republic | 218316500.0 | 928951.23 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 7690000000.0 | 157.1 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -19003.39 | NUSS | N/A | |
| 61747C707 | 61747C707 | Morgan Stanley & Co. LLC | 167112754.5 | 167112754.5 | RF | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 34316000000.0 | -1009109.19 | RF | N/A | |
| 000000000 | 000000000 | COOF 1666817002 | 518152.99 | 59454.89 | CORP | Long | |
| 195325DQ5 | 195325DQ5 | Republic of Colombia | -95747000.0 | -69878504.49 | NUSS | Short | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 245035.01 | NUSS | N/A | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | 272514.23 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 7250000000.0 | 35468.77 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 1200079.0 | 25750.33 | NUSS | N/A | |
| 000000000 | 000000000 | IRSA Inversiones y Representaciones SA | 383780.0 | 176538.8 | CORP | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 61940900000.0 | -1732419.52 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -53995.45 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1264967009 | 1552522.38 | 154392.2 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 20282000.0 | 2656633.71 | CORP | N/A | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | -566455.29 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America N.A. | 9812000.0 | 1362082.22 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 48710000.0 | -421692.06 | CORP | N/A | |
| 000000000 | 000000000 | ARAB REPUBLIC OF EGYPT | 2808000.0 | 1544343.84 | NUSS | Long | |
| 000000000 | 000000000 | Barclays Bank PLC | 19120000.0 | 581713.76 | NUSS | N/A | |
| 3136B2XJ6 | 3136B2XJ6 | Fannie Mae | 1373884.59 | 267882.35 | USGSE | Long | |
| 35564KTJ8 | 35564KTJ8 | Freddie Mac - STACR | 5042700.0 | 5384579.43 | USGSE | Long | |
| 000000000 | 000000000 | LCH Limited | 5823700.0 | 539134.68 | USGSE | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 18213000.0 | -686606.42 | USGSE | N/A | |
| 000000000 | 000000000 | ROMANIA | 3514000.0 | 2548416.36 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -200517.01 | NUSS | N/A | |
| 000000000 | 000000000 | NORTH MACEDONIA | 24292000.0 | 22035778.58 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | -475.0 | 380865.51 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 676098019.0 | -140283.61 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 25486000.0 | -477342.08 | NUSS | N/A | |
| 000000000 | 000000000 | PANAMA BONOS DEL TESORO | 2885000.0 | 2864805.0 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 155489471.0 | 24807.15 | NUSS | N/A | |
| 3136B1TS3 | 3136B1TS3 | Fannie Mae | 8372775.58 | 1483170.21 | USGSE | Long | |
| 000000000 | 000000000 | LCH Limited | 26500000.0 | 37752.16 | USGSE | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 7565000000.0 | -53211.41 | USGSE | N/A | |
| 000000000 | 000000000 | BNP Paribas SA | 1.0 | -43337.08 | USGSE | N/A | |
| 000000000 | 000000000 | LCH Limited | 7900000.0 | -554666.16 | USGSE | N/A | |
| 000000000 | 000000000 | Bank for Foreign Trade of Vietnam JSC | 438625.0 | 1697746.72 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 53995.45 | CORP | N/A | |
| 000000000 | 000000000 | INDONESIA GOVERNMENT | 36392000000.0 | 2577364.46 | NUSS | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 122000000.0 | -4337784.42 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 1800119.0 | 4974.2 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 648235.15 | NUSS | N/A | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 171450000.0 | -4350267.72 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -156740.73 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 6182000000.0 | -90689.77 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 76566300000.0 | 938328.7 | NUSS | N/A | |
| 000000000 | 000000000 | UBS AG | 1.0 | -48553.39 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 55790000.0 | -733651.07 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -32958.73 | NUSS | N/A | |
| 195325CU7 | 195325CU7 | Republic of Colombia | -6825000.0 | -4936721.18 | NUSS | Short | |
| 000000000 | 000000000 | REPUBLIC OF ALBANIA | 304000.0 | 312466.84 | NUSS | Long | |
| 000000000 | 000000000 | ARMENIAN TREASURY BONDS | 1195992000.0 | 2668497.57 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 293.0 | -814997.11 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1372847005 | 774200.72 | 106174.59 | CORP | Long | |
| 000000000 | 000000000 | Republic of Sri Lanka | 12476000.0 | 5676580.0 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -100897.06 | NUSS | N/A | |
| 000000000 | 000000000 | SRI LANKA T-BILL | 166000000.0 | 488146.7 | NUSS | Long | |
| 000000000 | 000000000 | Bank of America N.A. | 13827000000.0 | -15512.61 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 6351000000.0 | 175845.11 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 3325000000.0 | -65570.21 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 887765000.0 | -12360.31 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 10000000.0 | -348382.0 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -1193762.14 | NUSS | N/A | |
| 912797FA0 | 912797FA0 | United States Treasury | 55000000.0 | 54420575.0 | UST | Long | |
| 000000000 | 000000000 | Vingroup JSC | 458952.0 | 1068409.7 | CORP | Long | |
| 000000000 | 000000000 | ZAMBIA GOVERNMENT BOND | 13735000.0 | 456125.57 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 74916.63 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1617657006 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | CORURIPE NETHERLANDS BV | 2847000.0 | 2020515.9 | CORP | Long | |
| 000000000 | 000000000 | ARMENIAN TREASURY BONDS | 949560000.0 | 2331526.96 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 50233.25 | NUSS | N/A | |
| 760942BF8 | 760942BF8 | REPUBLICA ORIENT URUGUAY | 1393331000.0 | 39003017.44 | NUSS | Long | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 13884000.0 | 1039911.6 | NUSS | Long | |
| 000000000 | 000000000 | Lebanese Republic | 440000.0 | 32983.22 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 11410000.0 | 2033997.25 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1631537001 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Mytilineos SA | 145257.0 | 6044980.74 | CORP | Long | |
| 40054FAC1 | 40054FAC1 | GRUPO KALTEX SA DE CV | 2068000.0 | 1861200.0 | CORP | Long | |
| 000000000 | 000000000 | Barclays Capital, Inc. | 6348000.0 | -59977.74 | CORP | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 57200000.0 | -874380.94 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -114733.86 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF ECUADOR | -3624000.0 | -1051250.06 | NUSS | Short | |
| 000000000 | 000000000 | LCH Limited | 64000000.0 | 587511.68 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 20664.41 | NUSS | N/A | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | -1152778.51 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -151997.48 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -19003.39 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 78592200000.0 | 194882.08 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 26500000.0 | -34412.9 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -428756.06 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -6772.99 | NUSS | N/A | |
| 000000000 | 000000000 | State Street Bank & Trust Co. | 1.0 | -149070.45 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 2372867005 | 3398453.68 | 485558.44 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -378389.61 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 11410000.0 | -2804025.22 | CORP | N/A | |
| 000000000 | 000000000 | Republic of Sri Lanka | 1656000.0 | 751057.07 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -6017.83 | NUSS | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 24006.39 | NUSS | N/A | |
| 000000000 | 000000000 | Credit Agricole CIB | 1.0 | -12217.52 | NUSS | N/A | |
| 000000000 | 000000000 | RMOF SD 01/08/18 | 47409353.14 | 4011268.53 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 73516267.0 | -133498.92 | CORP | N/A | |
| 000000000 | 000000000 | Goldman Sachs International | 19880000.0 | 96258.56 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 265800000.0 | -6001910.19 | CORP | N/A | |
| 000000000 | 000000000 | Republic of Ghana | 4115000.0 | 1895924.53 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 20704100000.0 | -2151602.11 | NUSS | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 86100000.0 | -3596574.37 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 4170949.14 | 4585960.19 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -2974.36 | CORP | N/A | |
| 000000000 | 000000000 | IVORY COAST | 11282000.0 | 9985921.6 | NUSS | Long | |
| 000000000 | 000000000 | REPUBLIC OF KENYA | 9704000.0 | 8404731.44 | NUSS | Long | |
| 000000000 | 000000000 | Siminn HF | 3351976.0 | 257944.13 | CORP | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 47226.66 | CORP | N/A | |
| 000000000 | 000000000 | ICE Futures Europe - Financial Products Division | 453.0 | 129016.51 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -554051.72 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 11680000.0 | -66557.31 | CORP | N/A | |
| 000000000 | 000000000 | UBS AG | 5980000.0 | 256888.84 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -344854.0 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -291448.01 | CORP | N/A | |
| 000000000 | 000000000 | Desa, LLC | 1185517.97 | 632424.05 | CORP | Long | |
| 000000000 | 000000000 | BONO GAR PROV DEL CHUBUT | 2380331.89 | 2081124.17 | NUSS | Long | |
| 000000000 | 000000000 | ALPHA HOLDING SA | 5879000.0 | 88185.0 | CORP | Long | |
| 000000000 | 000000000 | Hoa Phat Group JSC | 1601821.0 | 1909327.03 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 12965000000.0 | 11509.97 | CORP | N/A | |
| 000000000 | 000000000 | FPT Corp | 1352975.0 | 5231522.37 | CORP | Long | |
| 000000000 | 000000000 | Lebanese Republic | 5684000.0 | 425958.96 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -2766.46 | NUSS | N/A | |
| 195325BM6 | 195325BM6 | Republic of Colombia | -6824000.0 | -5825455.41 | NUSS | Short | |
| 000000000 | 000000000 | Tanzania | 87416470.59 | 89431070.57 | CORP | Long | |
| 000000000 | 000000000 | Eurohold Bulgaria AD | 11352961.0 | 10829097.97 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -19504.72 | CORP | N/A | |
| 000000000 | 000000000 | BNP Paribas SA | 1.0 | 32522.25 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -379715.1 | CORP | N/A | |
| 000000000 | 000000000 | Credit Agricole CIB | 1.0 | -201407.54 | CORP | N/A | |
| 000000000 | 000000000 | VEDANTA RESOURCES | 2214000.0 | 1987974.29 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 1108385.04 | CORP | N/A | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 3507000.0 | 253906.8 | NUSS | Long | |
| 358648AA1 | 358648AA1 | FRIGORIFICO CONCEPCION | 3595000.0 | 3079908.4 | CORP | Long | |
| 000000000 | 000000000 | TBC Bank Group PLC | 109976.0 | 3515065.19 | CORP | Long | |
| 000000000 | 000000000 | TIMES CHINA HLDG LTD | 4471000.0 | 201195.0 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -2137823.47 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 275072560000.0 | 739137.93 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 41729700000.0 | -1124267.93 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 12525.12 | CORP | N/A | |
| 000000000 | 000000000 | ROMANIA | 2362000.0 | 2014988.8 | NUSS | Long | |
| 000000000 | 000000000 | National Stock Exchange Of India | -733.0 | -7667.18 | NUSS | N/A | |
| 000000000 | 000000000 | LEBANESE REPUBLIC | 332000.0 | 24880.08 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -10098.97 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -1103018.08 | NUSS | N/A | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | -28200.6 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -43826.12 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 510000000.0 | -17442.13 | NUSS | N/A | |
| 000000000 | 000000000 | ZAMBIA GOVERNMENT BOND | 8500000.0 | 293295.6 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 1888482000.0 | 322476.29 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 346883.83 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 1758497010 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 2626000.0 | 2389090.31 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 10000000.0 | 38542.5 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 4515000.0 | 1050543.3 | NUSS | N/A | |
| 000000000 | 000000000 | BONOS TESORERIA PESOS | 38300000000.0 | 45216346.94 | NUSS | Long | |
| 373143AA4 | 373143AA4 | JSC GEORGIA CAPITAL | 2580000.0 | 2563875.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 65000000.0 | 689159.25 | CORP | N/A | |
| 000000000 | 000000000 | ARDSHININVESTBK (DILIJAN | 5041000.0 | 4952782.5 | CORP | Long | |
| 000000000 | 000000000 | ARMENIAN TREASURY BONDS | 11708200000.0 | 28636634.88 | NUSS | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -37672.29 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | 110562.68 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 18160000.0 | -731821.12 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 2153127006 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | HONDURAS GOVERNMENT | 10013000.0 | 8260725.0 | NUSS | Long | |
| 000000000 | 000000000 | Government of The Republic of Kenya Acting through The National Treasury | 1491250.0 | 1493692.67 | NUSS | Long | |
| 000000000 | 000000000 | REPUBLIC OF KENYA | 4157000.0 | 3771791.6 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 5588000000.0 | -56891.43 | NUSS | N/A | |
| 000000000 | 000000000 | UBS AG | 38250000.0 | 1690688.25 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -108879.27 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 11010000000.0 | 157860.16 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -860880.13 | NUSS | N/A | |
| 000000000 | 000000000 | Osaka Exchange | -115.0 | 847697.07 | NUSS | N/A | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | -626236.82 | NUSS | N/A | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | 245652.76 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 27035200000.0 | -494613.15 | NUSS | N/A | |
| 000000000 | 000000000 | BNP Paribas SA | 347000000.0 | 963916.22 | NUSS | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -117055.05 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 75000000.0 | 707029.5 | NUSS | N/A | |
| 000000000 | 000000000 | COOF 2061847002 | 2218355.63 | 213192.97 | CORP | Long | |
| 000000000 | 000000000 | Barclays Capital Securities Ltd. | 4377644.25 | 4377644.25 | CORP | Long | |
| 000000000 | 000000000 | HTA GROUP LTD | 3569000.0 | 3415925.59 | CORP | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -309159.06 | CORP | N/A | |
| 000000000 | 000000000 | Refrigeration Electrical Engineering Corp | 576424.0 | 1631790.7 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 5444100.0 | -32238.87 | CORP | N/A | |
| 31397VD87 | 31397VD87 | Fanniemae Strip | 9485610.17 | 1706400.56 | USGSE | Long | |
| 000000000 | 000000000 | COOF 1077627006 | 693000.96 | 58505.01 | CORP | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 20326400000.0 | 552472.69 | CORP | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | 165697.93 | CORP | N/A | |
| 000000000 | 000000000 | URU MONETARY REG BILL | 210400000.0 | 5150240.77 | NUSS | Long | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | -678832.55 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -441013.73 | NUSS | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 86746200000.0 | 2321209.73 | NUSS | N/A | |
| 000000000 | 000000000 | Republic of Sri Lanka | 16051000.0 | 7277424.04 | NUSS | Long | |
| 000000000 | 000000000 | UBS AG | 1.0 | -745696.6 | NUSS | N/A | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | -2899.56 | NUSS | N/A | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | -397383.74 | NUSS | N/A | |
| 000000000 | 000000000 | EBOS Group Ltd | -32800.0 | -786027.57 | CORP | Short | |
| 000000000 | 000000000 | UBS AG | 1.0 | 15382.9 | CORP | N/A | |
| 000000000 | 000000000 | Ivory Coast | 5655000.0 | 6617931.28 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | 45780.11 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1708087007 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | UZBEK ICB (DARYO FNC) | 316179530000.0 | 27370185.66 | CORP | Long | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | 154871.6 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF GHANA | 4200000.0 | 1872360.0 | NUSS | Long | |
| 020ESCAD1 | 020ESCAD1 | ALPHA HOLDING SA | 5879000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | -33979.36 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1431467010 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | BNP Paribas SA | 1.0 | 33820.46 | CORP | N/A | |
| 000000000 | 000000000 | Standard Chartered Bank | 1.0 | 24684.41 | CORP | N/A | |
| 000000000 | 000000000 | DOMINICAN REPUBLIC | 402900000.0 | 8863094.87 | NUSS | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -20581.97 | NUSS | N/A | |
| 000000000 | 000000000 | Citibank N.A. | 16948526700.0 | 52346.37 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 4723600000.0 | -56244.06 | NUSS | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -205368.34 | NUSS | N/A | |
| 000000000 | 000000000 | BofA Securities, Inc. | 16720932.08 | 16720932.08 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 4881000000.0 | -74517.91 | CORP | N/A | |
| 000000000 | 000000000 | NATIONAL BANK OF UZBEKIS | 1236000.0 | 1180380.0 | NUSS | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank N.A. | 1.0 | -111125.57 | NUSS | N/A | |
| 000000000 | 000000000 | EDEN RE II LTD SERIES 2022 1 C | 812887.09 | 571622.2 | CORP | Long | |
| 000000000 | 000000000 | ICBC Standard Bank PLC | 1.0 | -39898.9 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 28570000.0 | -474095.89 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 1218600000.0 | -44912.56 | CORP | N/A | |
| 000000000 | 000000000 | Republic of Ghana | 3936000.0 | 1800720.0 | NUSS | Long | |
| 000000000 | 000000000 | HONDURAS GOVERNMENT | 78.77 | 78.51 | NUSS | Long | |
| 000000000 | 000000000 | Reitir fasteignafelag hf | 1754792.0 | 1144414.29 | CORP | Long | |
| 000000000 | 000000000 | Phu Nhuan Jewelry JSC | 477066.0 | 1672730.75 | CORP | Long | |
| 000000000 | 000000000 | JUMBO SA | 203438.0 | 6070418.27 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 58700000.0 | 4732071.15 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 40662300000.0 | -1148463.68 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 6192100000.0 | 164808.56 | CORP | N/A | |
| 000000000 | 000000000 | Societe Generale SA | 1.0 | -128891.6 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 17300000.0 | 623905.12 | CORP | N/A | |
| 000000000 | 000000000 | COOF 1622947004 | 0.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 9489000.0 | 154190.94 | CORP | N/A | |
| 000000000 | 000000000 | BARBADOS GOVT OF | 29803700.0 | 28089987.25 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 14600000.0 | -61563.82 | NUSS | N/A | |
| 000000000 | 000000000 | HSBC Bank USA N.A. | 1.0 | 35906.15 | NUSS | N/A | |
| 000000000 | 000000000 | Alpha Services and Holdings SA | 1820600.0 | 3278737.05 | CORP | Long | |
| 000000000 | 000000000 | UBS AG | 1.0 | 56342.99 | CORP | N/A | |
| 000000000 | 000000000 | Republic of Zambia | 3792000.0 | 2199739.2 | NUSS | Long | |
| 000000000 | 000000000 | REPUBLIC OF GHANA | 6908000.0 | 3177680.0 | NUSS | Long | |
| 000000000 | 000000000 | Lebanese Republic | 6504000.0 | 487409.76 | NUSS | Long | |
| 000000000 | 000000000 | BONOS DE TESORERIA | 136689000.0 | 39470746.11 | NUSS | Long | |
| 000000000 | 000000000 | Public Power Corp SA | 186100.0 | 2201927.77 | CORP | Long |