Estatísticas Básicas
| Valor do Portfólio | $ 4,036,596,754 |
| Posições Atuais | 1,055 |
Últimas Participações, Desempenho, AUM (de 13F, 13D)
Global Macro Absolute Return Advantage Portfolio - Global Macro Absolute Return Advantage Portfolio divulgou 1,055 participações totais em seus últimos arquivamentos da SEC. O valor mais recente da carteira é calculado como $ 4,036,596,754 USD. O Ativo Total Sob Gestão (AUM) é esse valor mais o caixa (que não é divulgado). As principais posições de Global Macro Absolute Return Advantage Portfolio - Global Macro Absolute Return Advantage Portfolio são Mexican Bonos (MX:MX0MGO0000U2) , Ukraine Government International Bond (UA:XS1303929894) , Mexican Udibonos (MX:MX0SGO0000K0) , Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class (US:US61747C7074) , and Ethiopia International Bond (ET:XS1151974877) . As novas posições de Global Macro Absolute Return Advantage Portfolio - Global Macro Absolute Return Advantage Portfolio incluem Mexican Bonos (MX:MX0MGO0000U2) , Ukraine Government International Bond (UA:XS1303929894) , Mexican Udibonos (MX:MX0SGO0000K0) , Ethiopia International Bond (ET:XS1151974877) , and TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033 (TR:TRT051033T12) .
Maiores Aumentos Este Trimestre
Usamos a mudança na alocação do portfólio porque esta é a métrica mais significativa. As mudanças podem ser devido a operações ou mudanças nos preços das ações.
| Ativo | Ações (MM) |
Valor (MM$) |
% do Portfólio | Δ% do Portfólio |
|---|---|---|---|---|
| 141.79 | 3.0993 | 3.0993 | ||
| 132.40 | 2.8942 | 2.8942 | ||
| 98.00 | 2.1421 | 2.1421 | ||
| 96.74 | 2.1147 | 2.1147 | ||
| 76.18 | 1.6652 | 1.6652 | ||
| 76.06 | 1.6625 | 1.6625 | ||
| 66.01 | 1.4430 | 1.4430 | ||
| 51.54 | 1.1267 | 1.1267 | ||
| 50.06 | 1.0941 | 1.0941 | ||
| 44.48 | 0.9724 | 0.9724 |
Maiores Diminuições Este Trimestre
Usamos a mudança na alocação do portfólio porque esta é a métrica mais significativa. As mudanças podem ser devido a operações ou mudanças nos preços das ações.
| Ativo | Ações (MM) |
Valor (MM$) |
% do Portfólio | Δ% do Portfólio |
|---|---|---|---|---|
| 13.36 | 0.2920 | -1.8007 | ||
| -79.02 | -1.7272 | -1.7272 | ||
| -76.63 | -1.6751 | -1.6751 | ||
| 5.59 | 0.1222 | -1.2797 | ||
| -54.76 | -1.1970 | -1.1970 | ||
| -54.76 | -1.1970 | -1.1970 | ||
| -50.79 | -1.1102 | -1.1102 | ||
| 4.17 | 0.0911 | -1.0977 | ||
| -44.50 | -0.9726 | -0.9726 | ||
| -44.47 | -0.9720 | -0.9720 |
Arquivamentos 13F e Fundo
Este formulário foi arquivado em 2025-09-26 para o período de relatório 2025-07-31. Clique no ícone de link para ver o histórico completo da transação.
Atualize para desbloquear dados premium e exportar para Excel 
.
2022-07-28: Nota Importante - Mudamos o tratamento da coluna Δ % do Portfólio nesta tabela. Anteriormente, estávamos relatando como a mudança percentual na alocação do portfólio. Agora estamos relatando como a mudança bruta na alocação do portfólio (ainda relatada como um percentual). Em termos de fórmula, antes relatávamos como 100 * (alocação atual - alocação anterior) / alocação anterior. Agora estamos relatando como (alocação atual - alocação anterior).
| Ativo | Tipo | Preço Médio por Ação | Ações (MM) |
ΔAções (%) |
Valor ($MM) |
ΔAções (%) |
Portfólio (%) |
ΔPortfólio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| Republic of Poland Government Bond / DBT (PL0000117024) | 149.74 | 0.51 | 3.2730 | -0.4386 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 142.32 | -6.69 | 3.1109 | -0.6890 | |||||
| MX0MGO0000U2 / Mexican Bonos | 141.79 | 3.0993 | 3.0993 | ||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 132.40 | 2.8942 | 2.8942 | ||||||
| XS1303929894 / Ukraine Government International Bond | 107.74 | 29.74 | 2.3550 | 0.2861 | |||||
| Staatsolie Maatschappij Suriname NV 2025 Revolver / LON (000000000) | 98.00 | 2.1421 | 2.1421 | ||||||
| MX0SGO0000K0 / Mexican Udibonos | 96.74 | 2.1147 | 2.1147 | ||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 85.28 | 13.85 | 1.8641 | -0.0021 | |||||
| 15M / Meridian Energy Limited - Depositary Receipt (Common Stock) | 79.90 | -1.42 | 1.7465 | -0.2728 | |||||
| Philippine Government Bond / DBT (PH0000060345) | 76.18 | 1.6652 | 1.6652 | ||||||
| 5831 / Shizuoka Financial Group,Inc. | 76.06 | 1.6625 | 1.6625 | ||||||
| US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class | 74.10 | -4.27 | 74.10 | -4.27 | 1.6198 | -0.3087 | |||
| XS1151974877 / Ethiopia International Bond | 71.99 | 13.45 | 1.5736 | -0.0074 | |||||
| XS2170852847 / Synlab Bondco PLC | 67.84 | -16.38 | 1.4828 | -0.5383 | |||||
| Tanzania 10 Year Term Loan / LON (000000000) | 66.01 | 1.4430 | 1.4430 | ||||||
| TRT051033T12 / TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033 | 55.42 | 335.47 | 1.2114 | 0.8552 | |||||
| NZGOVDT534C4 / New Zealand Government Bond | 55.39 | -1.37 | 1.2106 | -0.1883 | |||||
| PHY6972HJJ69 / Philippine Government Bond | 51.54 | 1.1267 | 1.1267 | ||||||
| 15M / Meridian Energy Limited - Depositary Receipt (Common Stock) | 51.36 | -1.41 | 1.1227 | -0.1752 | |||||
| Montenegro Government International Bond / DBT (XS3037625319) | 51.12 | 2.75 | 1.1175 | -0.1221 | |||||
| TRT061124T11 / Turkey Government Bond | 50.17 | 267.27 | 1.0965 | 0.7142 | |||||
| U.S. Treasury Bills / STIV (US912797PP64) | 50.06 | 1.0941 | 1.0941 | ||||||
| NZIIBDT005C5 / New Zealand Government Inflation Linked Bond | 48.96 | -1.63 | 1.0701 | -0.1698 | |||||
| 318 / Bank of Cyprus Holdings Public Limited Company | 6.08 | 0.00 | 45.68 | 15.96 | 0.9985 | 0.0171 | |||
| US86886PAC68 / Suriname Government International Bond | 44.50 | 4.08 | 0.9727 | -0.0925 | |||||
| DGZ / DB Gold Short ETN | 44.48 | 0.9724 | 0.9724 | ||||||
| DGZ / DB Gold Short ETN | 44.46 | 0.9719 | 0.9719 | ||||||
| BMIET5NT1 EATON VANCE / DFE (000000000) | 44.46 | 0.9719 | 0.9719 | ||||||
| ZAG000096173 / Republic of South Africa Government Bond | 43.24 | 0.9453 | 0.9453 | ||||||
| BB PANAMA REPUBLIC REPO / RA (000000000) | 40.92 | 0.8944 | 0.8944 | ||||||
| Honduras Government International Bond / DBT (USP5178RAE82) | 40.57 | 6.04 | 0.8867 | -0.0664 | |||||
| XS1953916290 / Republic of Uzbekistan Bond | 40.52 | 0.8858 | 0.8858 | ||||||
| BRSTNCNTB3B8 / Brazil Notas do Tesouro Nacional Serie B | 40.14 | 0.8775 | 0.8775 | ||||||
| US90919VAA08 / Unison Trust 2021-1 | 39.84 | -2.92 | 0.8709 | -0.1516 | |||||
| R2044 / South Africa - Sovereign or Government Agency Debt | 37.39 | 0.8174 | 0.8174 | ||||||
| AMGB1129A332 / Republic of Armenia Treasury Bonds | 36.92 | 0.75 | 0.8069 | -0.1060 | |||||
| KSPI / Joint Stock Company Kaspi.kz | 36.36 | 4.14 | 0.7947 | -0.0750 | |||||
| VMOS SA TERM LOAN / LON (000000000) | 34.47 | 0.7535 | 0.7535 | ||||||
| PEP01000C5H2 / Peru Government Bond | 33.81 | 4.49 | 0.7389 | -0.0671 | |||||
| Albania Government International Bond / DBT (XS3004338557) | 33.11 | 6.34 | 0.7238 | -0.0520 | |||||
| Suriname Government International Bond / DBT (US86886PAD42) | 31.77 | 10.06 | 0.6945 | -0.0247 | |||||
| SWISS RE CORE NAT CAT FUND / STIV (000000000) | 26.35 | 30.51 | 0.6668 | 0.6668 | |||||
| XS2701167442 / Republic of Uzbekistan International Bond | 29.60 | 2.50 | 0.6470 | -0.0724 | |||||
| Jscb Agrobank / DBT (XS2891726296) | 29.41 | 3.36 | 0.6428 | -0.0660 | |||||
| Albanian Government Bond / DBT (AL000A3L0YB0) | 29.18 | 1.25 | 0.6379 | -0.0802 | |||||
| XS2366832496 / Benin Government International Bond | 28.47 | 3.21 | 0.6224 | -0.0649 | |||||
| Paraguay Government International Bond / DBT (US699149BX76) | 28.27 | 4.65 | 0.6179 | -0.0551 | |||||
| Commonwealth of The Bahamas 2024 EUR Term Loan / LON (000000000) | 27.77 | 0.6070 | 0.6070 | ||||||
| USP06518AH06 / Bahamas Government International Bond | 24.24 | 5.47 | 0.5298 | -0.0427 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 24.19 | 0.5286 | 0.5286 | ||||||
| Uruguay Monetary Regulation Bill / STIV (UYLR13741UY8) | 23.49 | 0.5134 | 0.5134 | ||||||
| Republic of Uganda Government Bonds / DBT (UG12K2306393) | 22.45 | 0.4906 | 0.4906 | ||||||
| RSMFRSD86176 / Serbia Treasury Bonds | 22.44 | -27.52 | 0.4905 | -0.2808 | |||||
| Porteast Investment Pvt Ltd / DBT (INE0U9A07012) | 21.60 | 0.4721 | 0.4721 | ||||||
| Paraguay Government International Bond / DBT (US699149AP51) | 21.46 | 4.64 | 0.4690 | -0.0419 | |||||
| US486661AF87 / Kazakhstan Government International Bond | 21.41 | 0.4680 | 0.4680 | ||||||
| SB12AGO34 / Peru - Corporate Bond/Note | 20.86 | 4.66 | 0.4559 | -0.0406 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 20.47 | 2.39 | 0.4473 | -0.0507 | |||||
| Sri Lanka Government Bonds / DBT (LKB02033K013) | 20.09 | 7.61 | 0.4391 | -0.0260 | |||||
| U.S. Treasury Bills / STIV (US912797PN17) | 19.97 | 0.4365 | 0.4365 | ||||||
| Suriname Government International Bond / DBT (USP68788AC53) | 19.77 | 38.45 | 0.4322 | 0.0764 | |||||
| XS2360598630 / Republic of Cameroon International Bond | 19.55 | -57.77 | 0.4273 | -0.7259 | |||||
| Bahamas Government International Bond / DBT (US056732AP57) | 19.16 | 0.4189 | 0.4189 | ||||||
| XS2264968665 / Ivory Coast Government International Bond | 19.05 | -514.22 | 0.4165 | 0.5453 | |||||
| US486661AF87 / Kazakhstan Government International Bond | 18.98 | 0.4148 | 0.4148 | ||||||
| Ipoteka-Bank ATIB / DBT (XS2808393370) | 18.97 | 1.37 | 0.4148 | -0.0516 | |||||
| Republic of Armenia Treasury Bonds / DBT (AMGB1129A357) | 18.94 | 0.4141 | 0.4141 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 18.88 | 684.42 | 0.4127 | 0.3527 | |||||
| Mongolia Government International Bond / DBT (USY6142NAJ73) | 18.81 | 3.69 | 0.4111 | -0.0408 | |||||
| XS2286298711 / Benin Government International Bond | 18.67 | -23.70 | 0.4081 | -0.2015 | |||||
| National Bank of Uzbekistan / DBT (XS2853544802) | 18.62 | 3.73 | 0.4069 | -0.0402 | |||||
| Development Bank of Kazakhstan JSC / DBT (US48129VAC00) | 17.98 | -3.57 | 0.3930 | -0.0715 | |||||
| ForteBank JSC / DBT (US34955XAB73) | 17.76 | 4.05 | 0.3883 | -0.0370 | |||||
| Eden Re II Ltd / DBT (US27954JAA51) | 17.46 | 2.89 | 0.3816 | -0.0411 | |||||
| Uzbek Industrial and Construction Bank ATB / DBT (XS3025929269) | 17.01 | -4.41 | 0.3718 | -0.0715 | |||||
| BB PANAMA REPUBLIC REPO / RA (000000000) | 16.95 | 0.3705 | 0.3705 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 16.89 | 0.3692 | 0.3692 | ||||||
| XS1968706876 / Romanian Government International Bond | 16.61 | 2.57 | 0.3631 | -0.2916 | |||||
| BB POLAND (REPUBLIC OF) / STIV (000000000) | 16.42 | 0.3588 | 0.3588 | ||||||
| Sri Lanka Government International Bond / DBT (XS2966241791) | 16.38 | 17.40 | 0.3580 | 0.0104 | |||||
| BB ARES CAPITAL CORP REPO / RA (000000000) | 16.33 | 0.3570 | 0.3570 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 16.21 | 0.3544 | 0.3544 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 16.21 | 0.3544 | 0.3544 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 16.21 | 0.3544 | 0.3544 | ||||||
| Tanzania 2024 Term Loan A2 / LON (000000000) | 16.04 | 0.3506 | 0.3506 | ||||||
| Sri Lanka Government International Bond / DBT (XS2966242252) | 15.73 | 19.01 | 0.3439 | 0.0145 | |||||
| Provincia de Cordoba / DBT (US74408DAF15) | 15.68 | 0.3427 | 0.3427 | ||||||
| XS2264968665 / Ivory Coast Government International Bond | 15.51 | 0.3391 | 0.3391 | ||||||
| 2IX / Georgia Capital PLC | 0.55 | -30.70 | 15.51 | -10.30 | 0.3390 | -0.0917 | |||
| Albanian Government Bond / DBT (AL000A3LTAW4) | 15.46 | 1.36 | 0.3379 | -0.0421 | |||||
| PARTNERRE ILS FUND SAC LTD. / STIV (000000000) | 13.00 | 15.38 | 0.3362 | 0.3362 | |||||
| BB BAHRAIN GOV REPO / RA (000000000) | 14.99 | 0.3277 | 0.3277 | ||||||
| BB SENEGAL REPUBLIC REPO / RA (000000000) | 14.76 | 0.3225 | 0.3225 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 14.71 | 0.3215 | 0.3215 | ||||||
| XS2051203862 / Mozambique International Bond | 14.69 | 59.28 | 0.3212 | -0.0929 | |||||
| MBH Bank Nyrt / DBT (XS2978001324) | 14.63 | 11.79 | 0.3199 | -0.0465 | |||||
| Dominican Republic International Bond / DBT (US25714PFA12) | 14.51 | -24.36 | 0.3171 | -0.1607 | |||||
| Suriname Government International Bond / DBT (USP68788AD37) | 14.49 | 10.06 | 0.3166 | -0.0113 | |||||
| BB KAZAKHSTAN REPO / RA (000000000) | 14.24 | 0.3112 | 0.3112 | ||||||
| BB AFRICAN EXIM BANK REPO / RA (000000000) | 14.05 | 0.3071 | 0.3071 | ||||||
| Iceland Rikisbref / DBT (IS0000033884) | 13.99 | -57.02 | 0.3058 | -0.5051 | |||||
| Bank of Georgia JSC / DBT (XS2801343414) | 13.98 | 1.70 | 0.3056 | -0.0369 | |||||
| BB REPUBLIC AZERBAIJAN REPO / RA (000000000) | 13.92 | 0.3042 | 0.3042 | ||||||
| BB AFRICAN EXIM BANK REPO / RA (000000000) | 13.77 | 0.3011 | 0.3011 | ||||||
| NLB / Nova Ljubljanska Banka d.d. - Depositary Receipt (Common Stock) | 0.37 | 0.00 | 13.54 | 25.00 | 0.2959 | 0.0261 | |||
| Republic of Cameroon International Bond / DBT (XS2869469333) | 13.36 | -82.14 | 0.2920 | -1.8007 | |||||
| BB BAHRAIN(KINGDOM OF) REPO / RA (000000000) | 13.26 | 0.2898 | 0.2898 | ||||||
| Bono Del Tesoro Nacional Capitalizable en Pesos / DBT (AR0071678673) | 13.09 | 357.43 | 0.2861 | 0.2148 | |||||
| XS2655862014 / EUROPE ASIA INVESTMENT FINANCE | 13.08 | -48.72 | 0.2859 | -0.3496 | |||||
| TBCG / TBC Bank Group PLC | 12.91 | 0.2822 | 0.2822 | ||||||
| Paraguay Government International Bond / DBT (USP75744AP07) | 12.55 | 4.65 | 0.2742 | -0.0245 | |||||
| XS1268475727 / Synlab Unsecured Bondco PLC | 12.52 | 498.23 | 0.2737 | 0.2215 | |||||
| BB PANAMA GOVERNMENT REPO / RA (000000000) | 12.52 | 0.2736 | 0.2736 | ||||||
| BB PANAMA GOVERNMENT REPO / RA (000000000) | 12.52 | 0.2736 | 0.2736 | ||||||
| VALE / Vale S.A. - Depositary Receipt (Common Stock) | 1.31 | 11.62 | 12.50 | 14.27 | 0.2733 | 0.0007 | |||
| Itau BBA International PLC / SN (XS2742662955) | 12.41 | 5.15 | 0.2712 | -0.0228 | |||||
| Sri Lanka Government International Bond / DBT (XS2966241528) | 12.22 | 9.61 | 0.2671 | -0.0106 | |||||
| BG1100114062 / Eurohold Bulgaria AD | 10.95 | 0.00 | 11.77 | -0.36 | 0.2573 | -0.0370 | |||
| Iceland Rikisbref / DBT (IS0000035574) | 11.57 | -29.49 | 0.2529 | -0.1559 | |||||
| Sri Lanka Government International Bond / DBT (XS2966242419) | 11.29 | -20.57 | 0.2469 | -0.1511 | |||||
| AMGN60294284 / Republic of Armenia Treasury Bonds | 11.13 | 1.71 | 0.2434 | -0.0294 | |||||
| BB BAHRAIN REPO / RA (000000000) | 11.13 | 0.2432 | 0.2432 | ||||||
| BB BAHRAIN REPO / RA (000000000) | 11.13 | 0.2432 | 0.2432 | ||||||
| Sri Lanka Government Bonds / DBT (LKB00428J159) | 10.97 | 1.74 | 0.2397 | -0.0288 | |||||
| U.S. Treasury Bills / STIV (US912797QE09) | 10.94 | 0.2391 | 0.2391 | ||||||
| Federation of Bosnia & Herzegovina Eurobond / DBT (XS3123478730) | 10.53 | 0.2302 | 0.2302 | ||||||
| ARION / Arion banki hf. | 7.00 | 0.00 | 9.99 | 18.81 | 0.2183 | 0.0089 | |||
| LILA.K / Liberty Latin America Ltd. | 1.36 | 9.72 | 0.2124 | 0.2124 | |||||
| Albanian Government Bond / DBT (AL000A3L0PN3) | 9.63 | 1.17 | 0.2105 | -0.0267 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 9.58 | 0.2093 | 0.2093 | ||||||
| Nigeria OMO Bill / STIV (NGO8A0710250) | 9.41 | -43.19 | 0.2056 | -0.2070 | |||||
| Uruguay Monetary Regulation Bill / STIV (UYLR13686UY5) | 9.38 | 0.2051 | 0.2051 | ||||||
| 88WE / Angolan Government International Bond | 9.25 | -48.03 | 0.2022 | -0.2413 | |||||
| NZGOVDT437C0 / New Zealand Government Bond | 9.21 | -64.50 | 0.2014 | -0.5251 | |||||
| Sri Lanka Government International Bond / DBT (XS2966242765) | 9.13 | 0.00 | 0.1996 | -0.0279 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 9.11 | 0.1991 | 0.1991 | ||||||
| USP7807HAT25 / Petroleos de Venezuela SA | 9.04 | 64.75 | 0.1977 | 0.0609 | |||||
| Sri Lanka Government Bonds / DBT (LKB01534I155) | 9.02 | 43.77 | 0.1971 | 0.0408 | |||||
| Philippine Government Bond / DBT (PH0000057218) | 8.93 | 0.1953 | 0.1953 | ||||||
| VMOS SA 1st LIEN TERM LOAN / LON (000000000) | 8.89 | 0.1943 | 0.1943 | ||||||
| FPT / FPT Corporation | 2.24 | 87.93 | 8.86 | 75.92 | 0.1936 | 0.0682 | |||
| MT LOGAN RE DIVERSIFED OPTI / STIV (000000000) | 0.01 | 8.85 | 0.1935 | 0.1935 | |||||
| Albanian Government Bond / DBT (AL000A4D54G1) | 8.83 | 2.06 | 0.1931 | -0.0226 | |||||
| European Bank for Reconstruction & Development / DBT (XS2800009578) | 8.79 | 2.58 | 0.1921 | -0.0214 | |||||
| US486661AF87 / Kazakhstan Government International Bond | 8.78 | 0.1920 | 0.1920 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 8.64 | 0.1890 | 0.1890 | ||||||
| BB PANAMA REPUBLIC REPO / RA (000000000) | 8.63 | 0.1887 | 0.1887 | ||||||
| BB PANAMA REPUBLIC REPO / RA (000000000) | 8.63 | 0.1887 | 0.1887 | ||||||
| TRT061124T11 / Turkey Government Bond | 8.55 | 85.12 | 0.1869 | 0.0576 | |||||
| MWG / Mobile World Investment Corporation | 3.42 | 198.71 | 8.50 | 215.02 | 0.1857 | 0.1185 | |||
| XS1419879686 / Lebanon Government International Bond | 8.44 | 4.39 | 0.1845 | -0.0170 | |||||
| PHY6972FPV67 / Philippine Government Bond | 8.24 | 0.1802 | 0.1802 | ||||||
| Republic of Uganda Government Bonds / DBT (UG12L1806433) | 8.21 | 0.1795 | 0.1795 | ||||||
| Ukraine Government International Bonds / DBT (XS2895057177) | 8.20 | -8.06 | 0.1791 | -0.0429 | |||||
| JP578801A785 / BNQ CEN TUNISIA INT BOND SR UNSECURED 08/27 3.28 | 8.13 | -0.89 | 0.1777 | -0.0267 | |||||
| Sri Lanka Government Bonds / DBT (LKB00529L150) | 8.09 | 0.1769 | 0.1769 | ||||||
| BB PANAMA REPUBLIC REPO / RA (000000000) | 7.92 | 0.1732 | 0.1732 | ||||||
| Ukraine Government International Bonds / DBT (XS2895057334) | 7.90 | -9.37 | 0.1728 | -0.0445 | |||||
| Sri Lanka Government International Bond / DBT (XS2966241874) | 7.88 | 20.06 | 0.1722 | 0.0087 | |||||
| Ukraine Government International Bonds / DBT (XS2895056013) | 7.87 | -0.53 | 0.1720 | -0.0251 | |||||
| XS2490821126 / Dominican Republic International Bond | 7.78 | -4.28 | 0.1701 | -0.0324 | |||||
| Uruguay Monetary Regulation Bill / STIV (UYLR13744UY2) | 7.66 | 0.1674 | 0.1674 | ||||||
| Bono Del Tesoro Nacional Capitalizable en Pesos / DBT (AR0350916307) | 7.57 | 0.1654 | 0.1654 | ||||||
| XS1313004928 / Romanian Government International Bond | 7.52 | 0.1645 | 0.1645 | ||||||
| Argentina Treasury Bond BONTE / DBT (AR0193433734) | 7.50 | 0.1638 | 0.1638 | ||||||
| ETE / Ekotechnika AG | 0.53 | 0.00 | 7.43 | 31.42 | 0.1625 | 0.0216 | |||
| BB REPUBLIC ARMENIA REPO / RA (000000000) | 7.18 | 0.1570 | 0.1570 | ||||||
| XS0294364954 / Petroleos de Venezuela SA | 7.15 | 30.43 | 0.1563 | 0.0197 | |||||
| VENZ / Venezuela Government International Bond | 7.06 | 47.69 | 0.1542 | 0.0352 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 6.98 | -159.39 | 0.1526 | 0.4816 | |||||
| EGFEY / Eurobank S.A. - Depositary Receipt (Common Stock) | 1.88 | 0.00 | 6.91 | 29.34 | 0.1511 | 0.0179 | |||
| ISB / Íslandsbanki hf. | 6.79 | 0.00 | 6.91 | 21.76 | 0.1511 | 0.0096 | |||
| BB BAHRAIN GOVERNMENT REPO / RA (000000000) | 6.91 | 0.1510 | 0.1510 | ||||||
| Uruguay Monetary Regulation Bill / DBT (UYLR13567UY7) | 6.85 | 0.1497 | 0.1497 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 6.83 | -9.38 | 0.1493 | -0.0385 | |||||
| BB KAZAKHSTAN GOV REPO / RA (000000000) | 6.77 | 0.1481 | 0.1481 | ||||||
| BB KAZAKHSTAN GOV REPO / RA (000000000) | 6.77 | 0.1481 | 0.1481 | ||||||
| XS1126891685 / Petroleos de Venezuela SA | 6.60 | 67.54 | 0.1443 | 0.0461 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 6.53 | 0.1427 | 0.1427 | ||||||
| GHGGOG069915 / Ghana Government Bond | 6.43 | 168.27 | 0.1405 | 0.0808 | |||||
| Bahamas Government International Bond / DBT (USP06518AC19) | 6.28 | 3.49 | 0.1374 | -0.0139 | |||||
| Alpha Bank SA / EC (GRS830003000) | 1.68 | 6.28 | 0.1373 | 0.1373 | |||||
| BKP / Piraeus Financial Holdings S.A. | 0.81 | 0.00 | 6.20 | 36.93 | 0.1354 | 0.0227 | |||
| MBH Bank Nyrt / DBT (XS3061479435) | 6.13 | 4.50 | 0.1339 | -0.0121 | |||||
| Provincia de Cordoba / DBT (USP79171AG28) | 6.02 | 0.1316 | 0.1316 | ||||||
| BMA / Banco Macro S.A. - Depositary Receipt (Common Stock) | 0.08 | 124.05 | 5.90 | 76.93 | 0.1290 | 0.0459 | |||
| GGAL / Grupo Financiero Galicia S.A. - Depositary Receipt (Common Stock) | 0.12 | 70.46 | 5.85 | 42.43 | 0.1280 | 0.0256 | |||
| XS2264968665 / Ivory Coast Government International Bond | 5.85 | -127.62 | 0.1278 | 0.7204 | |||||
| XS2443892281 / Dominican Republic International Bond | 5.79 | -40.05 | 0.1266 | -0.1438 | |||||
| XS2278994418 / BENIN INTL GOV BOND 4.875000% 01/19/2032 | 5.74 | -3.87 | 0.1255 | -0.0233 | |||||
| KR7028260008 / Samsung C&T Corp | 0.05 | 0.00 | 5.66 | 40.21 | 0.1238 | 0.0231 | |||
| 0Q52 / Hagar hf | 6.53 | 0.00 | 5.59 | 2.66 | 0.1223 | -0.0135 | |||
| Ghana Government International Bonds / DBT (XS2893151287) | 5.59 | -90.07 | 0.1222 | -1.2797 | |||||
| XS1052421150 / LEBANESE REP MED TERM NTS 144A 5.8% 04/14/2020 REGS | 5.54 | -33.82 | 0.1212 | -0.0875 | |||||
| 12330 / Hyundai Mobis Co Ltd | 0.03 | 0.00 | 5.47 | 12.41 | 0.1196 | -0.0017 | |||
| ALVO / Alvotech | 0.59 | 22.64 | 5.46 | 45.74 | 0.1192 | 0.0260 | |||
| Montenegro Government International Bond / DBT (XS2779850630) | 5.42 | -62.85 | 0.1185 | -0.2450 | |||||
| PDVSA / Petroleos de Venezuela SA | 5.34 | 20.53 | 0.1166 | 0.0063 | |||||
| XS2258400162 / Romanian Government International Bond | 5.28 | -305.41 | 0.1154 | 0.1874 | |||||
| Republic of Armenia Treasury Bonds / DBT (AMGB2029A374) | 5.28 | 168.28 | 0.1154 | 0.0663 | |||||
| Asian Development Bank / DBT (XS3105509494) | 5.26 | 0.1150 | 0.1150 | ||||||
| USP17625AC16 / Venezuela Government International Bond | 5.14 | 55.69 | 0.1124 | 0.0301 | |||||
| GHGGOG069923 / Ghana Government Bond | 5.14 | 201.76 | 0.1123 | 0.0699 | |||||
| SSI / SSI Securities Corporation | 3.87 | 317.21 | 5.03 | 511.56 | 0.1099 | 0.0894 | |||
| XS2264968665 / Ivory Coast Government International Bond | 4.94 | 0.1080 | 0.1080 | ||||||
| USP7807HAP03 / Petroleos de Venezuela SA | 4.86 | 29.67 | 0.1061 | 0.0128 | |||||
| XS0559237796 / Lebanon Government International Bond | 4.85 | -43.39 | 0.1061 | -0.1075 | |||||
| USP97475AN08 / Venezuela Government International Bond | 4.85 | 58.52 | 0.1059 | 0.0298 | |||||
| XS1953916290 / Republic of Uzbekistan Bond | 4.84 | 1.77 | 0.1058 | -0.0127 | |||||
| US922646AS37 / Venezuela Government International Bond | 4.73 | 24.71 | 0.1035 | 0.0089 | |||||
| BBAR / Banco BBVA Argentina S.A. - Depositary Receipt (Common Stock) | 0.30 | 102.92 | 4.73 | 59.29 | 0.1033 | 0.0294 | |||
| SVTMF / SM Investments Corporation | 0.34 | 17.65 | 4.70 | 5.64 | 0.1028 | -0.0081 | |||
| U.S. Treasury Bills / STIV (US912797MH75) | 4.68 | 0.1023 | 0.1023 | ||||||
| Benin Government International Bond / DBT (XS2976334222) | 4.66 | -50.75 | 0.1019 | -0.1339 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 4.61 | 0.1008 | 0.1008 | ||||||
| Sri Lanka Government Bonds / DBT (LKB00832L158) | 4.58 | 1.89 | 0.1002 | -0.0119 | |||||
| TCB / Vietnam Technological and Commercial Joint Stock Bank | 3.30 | 0.00 | 4.56 | 29.85 | 0.0998 | 0.0122 | |||
| A105560 / KB Financial Group Inc. | 0.06 | 0.00 | 4.56 | 25.72 | 0.0997 | 0.0093 | |||
| XS2270576700 / Montenegro Government International Bond | 4.52 | 1.14 | 0.0987 | -0.0125 | |||||
| ICTEF / International Container Terminal Services, Inc. | 0.58 | 17.64 | 4.43 | 47.70 | 0.0969 | 0.0221 | |||
| AMGB3029A522 / Republic of Armenia Treasury Bonds | 4.40 | 0.11 | 0.0963 | -0.0133 | |||||
| CENCOSUD / Cencosud S.A. | 1.46 | 4.40 | 0.0961 | 0.0961 | |||||
| CRUDE OIL OPT IPE JUN26P 60 / DCO (000000000) | 4.39 | 0.0960 | 0.0960 | ||||||
| Albanian Government Bond / DBT (AL000A3L71M8) | 4.39 | 2.16 | 0.0960 | -0.0111 | |||||
| BB REPUBLIC AZERBAIJAN REPO / RA (000000000) | 4.38 | 0.0957 | 0.0957 | ||||||
| BB BAHRAIN CASH/BB REPO / RA (000000000) | 4.28 | 0.0935 | 0.0935 | ||||||
| BB BAHRAIN CASH/BB REPO / RA (000000000) | 4.28 | 0.0935 | 0.0935 | ||||||
| XS2571924070 / ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 01/17/2053 | 4.26 | 0.0931 | 0.0931 | ||||||
| XS0162198351 / Banque Centrale de Tunisie International Bond | 4.26 | 0.81 | 0.0931 | -0.0122 | |||||
| USP7807HAR68 / Petroleos de Venezuela SA | 4.25 | 48.91 | 0.0929 | 0.0218 | |||||
| BB BLUE OWL CREDIT REPO / RA (000000000) | 4.24 | 0.0927 | 0.0927 | ||||||
| FRT / FPT Digital Retail Joint Stock Company | 0.72 | 121.57 | 4.21 | 100.38 | 0.0921 | 0.0397 | |||
| Bono Del Tesoro Nacional Capitalizable en Pesos / DBT (AR0398003852) | 4.20 | 0.0918 | 0.0918 | ||||||
| XS2364199757 / Romanian Government International Bond | 4.17 | -85.83 | 0.0911 | -1.0977 | |||||
| USP7807HAQ85 / Petroleos de Venezuela SA | 4.16 | 33.77 | 0.0908 | 0.0134 | |||||
| BB BLUE OWL CREDIT REPO / RA (000000000) | 4.13 | 0.0903 | 0.0903 | ||||||
| Sri Lanka Government Bonds / DBT (LKB00730J158) | 4.08 | 2.54 | 0.0893 | -0.0100 | |||||
| SBAIO 2018-3 Trust / ABS-O (US78415BAA89) | 4.07 | -4.03 | 0.0891 | -0.0167 | |||||
| AMGB3129A504 / Republic of Armenia Treasury Bonds | 4.07 | -0.07 | 0.0889 | -0.0125 | |||||
| GHGGOG069949 / Ghana Government Bond | 4.04 | 80.45 | 0.0884 | 0.0325 | |||||
| US486661AF87 / Kazakhstan Government International Bond | 4.03 | 0.0880 | 0.0880 | ||||||
| USP17625AD98 / Venezuela Government International Bond | 3.99 | 159.32 | 0.0872 | 0.0489 | |||||
| NLG / Nam Long Investment Corporation | 2.53 | 224.54 | 3.99 | 380.02 | 0.0872 | 0.0665 | |||
| Nigeria OMO Bill / STIV (NGO7A3009256) | 3.91 | 11.64 | 0.0856 | -0.0018 | |||||
| BB KAZAKHSTAN GOV REPO / RA (000000000) | 3.84 | 0.0840 | 0.0840 | ||||||
| XS1419879769 / Lebanon Government International Bond | 3.81 | 6.28 | 0.0832 | -0.0060 | |||||
| USP17625AB33 / Venezuela Government International Bond | 3.81 | 21.26 | 0.0832 | 0.0050 | |||||
| Albanian Government Bond / DBT (AL000A3L7VG0) | 3.81 | 1.55 | 0.0832 | -0.0102 | |||||
| Ukraine Government International Bonds / DBT (XS2895056526) | 3.78 | 1.97 | 0.0825 | -0.0097 | |||||
| A055550 / Shinhan Financial Group Co., Ltd. | 0.08 | 0.00 | 3.77 | 34.74 | 0.0825 | 0.0127 | |||
| SPHXF / SM Prime Holdings, Inc. | 9.46 | 17.66 | 3.75 | 7.01 | 0.0821 | -0.0054 | |||
| SQM/B / Sociedad Quimica y Minera de Chile SA | 0.10 | 3.75 | 0.0820 | 0.0820 | |||||
| BDOUF / BDO Unibank, Inc. | 1.54 | 18.51 | 3.75 | 0.78 | 0.0820 | -0.0107 | |||
| MYTIL / Metlen Energy & Metals PLC | 0.07 | 0.00 | 3.73 | 16.21 | 0.0815 | 0.0016 | |||
| XS1819680528 / Angolan Government International Bond | 3.57 | -74.57 | 0.0781 | -0.2719 | |||||
| REPO BB POLAND (REPUBLIC OF) / RA (000000000) | 3.52 | 0.0770 | 0.0770 | ||||||
| IS0000020469 / Kvika banki hf | 24.18 | 0.00 | 3.51 | 39.09 | 0.0766 | 0.0138 | |||
| VIC / Vingroup Joint Stock Company | 0.88 | 70.49 | 3.50 | 159.67 | 0.0766 | 0.0429 | |||
| LTM / LATAM Airlines Group S.A. | 155.46 | 3.40 | 0.0743 | 0.0743 | |||||
| REPO BB REPUBLIC OF POLAND GOV / RA (000000000) | 3.35 | 0.0733 | 0.0733 | ||||||
| REPO BB REPUBLIC OF POLAND GOV / RA (000000000) | 3.35 | 0.0733 | 0.0733 | ||||||
| REPO BB REPUBLIC OF POLAND GOV / RA (000000000) | 3.35 | 0.0733 | 0.0733 | ||||||
| XS1577950311 / Jordan Government International Bond | 3.29 | -47.03 | 0.0718 | -0.0827 | |||||
| Ivory Coast EUR 7 Year Term Loan / LON (000000000) | 3.28 | 0.0716 | 0.0716 | ||||||
| Philippine Government Bond / DBT (PH0000058281) | 3.27 | 0.0715 | 0.0715 | ||||||
| Provincia De Neuquen Tranche B Term Loan / LON (000000000) | 3.24 | 0.0709 | 0.0709 | ||||||
| Albanian Treasury Bill / STIV (AL000A4D7SN1) | 3.23 | 2.48 | 0.0706 | -0.0079 | |||||
| KBC / KinhBac City Development Holding Corporation | 2.64 | 186.37 | 3.17 | 448.79 | 0.0694 | 0.0520 | |||
| 033780 / KT&G Corporation | 0.03 | 0.00 | 3.16 | 16.09 | 0.0691 | 0.0013 | |||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 3.14 | 0.0687 | 0.0687 | ||||||
| GHGGOG069972 / Ghana Government Bond | 3.14 | 118.04 | 0.0687 | 0.0328 | |||||
| Provincia De Neuquen Tranche C Term Loan / LON (000000000) | 3.12 | 0.0681 | 0.0681 | ||||||
| STB / Saigon Thuong Tin Commercial Joint Stock Bank | 1.61 | -25.60 | 3.06 | 204.48 | 0.0669 | 0.0367 | |||
| A035720 / Kakao Corp. | 0.07 | 0.00 | 3.05 | 54.38 | 0.0667 | 0.0175 | |||
| USP17625AA59 / Venezuela Government International Bond | 3.04 | 75.43 | 0.0664 | 0.0233 | |||||
| BSAN / Banco Santander Chile | 52.51 | 3.03 | 0.0663 | 0.0663 | |||||
| XS2330503694 / Romanian Government International Bond | 3.01 | -17.99 | 0.0657 | -0.0824 | |||||
| HPG / Hoa Phat Group Joint Stock Company | 3.15 | 39.85 | 2.99 | 35.28 | 0.0654 | 0.0103 | |||
| 0R6P / Reitir fasteignafélag hf. | 3.22 | 0.00 | 2.97 | 13.27 | 0.0650 | -0.0004 | |||
| JUMSY / Jumbo S.A. - Depositary Receipt (Common Stock) | 0.09 | 0.00 | 2.93 | 6.82 | 0.0641 | -0.0043 | |||
| REGINN / Reginn hf. | 9.47 | 0.00 | 2.92 | 10.33 | 0.0637 | -0.0021 | |||
| Albanian Government Bond / DBT (AL000A4D6JW3) | 2.91 | 2.32 | 0.0636 | -0.0072 | |||||
| VEZM / REPUBLIC OF VENEZUELA SR UNSECURED REGS 12/20 6 | 2.89 | 34.29 | 0.0633 | 0.0096 | |||||
| REE / Refrigeration Electrical Engineering Corporation | 1.14 | 15.00 | 2.89 | 10.39 | 0.0632 | -0.0021 | |||
| BCI / Banco de Crédito e Inversiones | 0.07 | 2.88 | 0.0629 | 0.0629 | |||||
| SUPV / Grupo Supervielle S.A. - Depositary Receipt (Common Stock) | 0.28 | 113.21 | 2.87 | 47.01 | 0.0628 | 0.0141 | |||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 2.87 | 0.0628 | 0.0628 | ||||||
| XS0294367205 / Petroleos de Venezuela SA | 2.87 | 48.55 | 0.0627 | 0.0146 | |||||
| BPHLF / Bank of the Philippine Islands | 1.41 | 17.65 | 2.86 | -4.95 | 0.0626 | -0.0125 | |||
| BB PANAMA REPUBLIC REPO / RA (000000000) | 2.81 | 0.0614 | 0.0614 | ||||||
| Provincia De Neuquen Tranche A Term Loan / LON (000000000) | 2.76 | 0.0603 | 0.0603 | ||||||
| A032830 / Samsung Life Insurance Co., Ltd. | 0.03 | 0.00 | 2.75 | 48.70 | 0.0601 | 0.0140 | |||
| 086790 / Hana Financial Group Inc. | 0.04 | 0.00 | 2.68 | 34.86 | 0.0586 | 0.0091 | |||
| XS2364200514 / Romanian Government International Bond | 2.64 | 0.0577 | 0.0577 | ||||||
| OPAP / Organization of Football Prognostics S.A. | 0.12 | 0.00 | 2.61 | 0.81 | 0.0570 | -0.0075 | |||
| GHGGOG069956 / Ghana Government Bond | 2.59 | 62.61 | 0.0567 | 0.0169 | |||||
| NHNCF / NAVER Corporation | 0.02 | 0.00 | 2.58 | 19.64 | 0.0563 | 0.0027 | |||
| European Bank for Reconstruction & Development / DBT (XS2778917190) | 2.57 | 2.76 | 0.0562 | -0.0061 | |||||
| PPC / Public Power Corporation S.A. | 0.16 | 0.00 | 2.56 | 8.19 | 0.0561 | -0.0030 | |||
| Sri Lanka Government Bonds / DBT (LKB00528L152) | 2.56 | 1.87 | 0.0559 | -0.0066 | |||||
| Sri Lanka Government Bonds / DBT (LKB00629I154) | 2.51 | 2.24 | 0.0550 | -0.0063 | |||||
| XS2330514899 / Romanian Government International Bond | 2.49 | -14.56 | 0.0545 | -0.0802 | |||||
| GRS533003000 / Optima bank SA | 0.30 | 200.00 | 2.47 | 36.03 | 0.0541 | 0.0087 | |||
| Uruguay Monetary Regulation Bill / STIV (UYLR13673UY3) | 2.47 | 0.0540 | 0.0540 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 2.45 | -87.04 | 0.0535 | -0.4172 | |||||
| XS0217249126 / Venezuela Government International Bond | 2.40 | 25.50 | 0.0525 | 0.0048 | |||||
| Mongolia Government International Bond / DBT (US60937LAJ44) | 2.40 | 3.67 | 0.0525 | -0.0052 | |||||
| EIM / Eimskipafélag Íslands hf. | 0.81 | 0.00 | 2.40 | 4.90 | 0.0525 | -0.0045 | |||
| SKMTF / SK Telecom Co., Ltd. | 0.06 | 0.00 | 2.39 | 5.70 | 0.0523 | -0.0041 | |||
| Long: SMIEWMY43 IRS ZAR R F 8.72200 BMIEWMY50 CCPVANILLA / Short: SMIEWMY43 IRS ZAR P V 03MJIBAR BMIEWMY68 CCPVANILLA / DIR (000000000) | 2.39 | 0.0522 | 0.0522 | ||||||
| GHGGOG070004 / Ghana Government Bond | 2.39 | 179.30 | 0.0522 | 0.0309 | |||||
| A13804 / Meritz Financial Group Inc | 0.03 | 0.00 | 2.39 | -4.94 | 0.0522 | -0.0104 | |||
| CHILE / Banco de Chile | 17.18 | 2.37 | 0.0517 | 0.0517 | |||||
| AYAAF / Ayala Land, Inc. | 5.52 | 17.66 | 2.36 | 12.06 | 0.0516 | -0.0009 | |||
| 15M / Meridian Energy Limited - Depositary Receipt (Common Stock) | 2.36 | -1.91 | 0.0516 | -0.0083 | |||||
| Albanian Government Bond / DBT (AL000A3LUHP1) | 2.36 | 1.12 | 0.0515 | -0.0066 | |||||
| VCB / Joint Stock Commercial Bank for Foreign Trade of Vietnam | 1.02 | 3.00 | 2.35 | 6.88 | 0.0513 | -0.0034 | |||
| Letra Del Tesoro Nacional Capitalizable En Pesos / STIV (AR0716680340) | 2.34 | 0.0511 | 0.0511 | ||||||
| FALAB / Falabella SA | 0.46 | 2.32 | 0.0507 | 0.0507 | |||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 2.32 | 0.0506 | 0.0506 | ||||||
| VN000000GMD0 / Gemadept Corp | 1.08 | 16.38 | 2.30 | 22.19 | 0.0503 | 0.0034 | |||
| XS1566179039 / Nigeria Government International Bond | 2.29 | -36.85 | 0.0500 | -0.0402 | |||||
| Uruguay Monetary Regulation Bill / STIV (UYLR13677UY4) | 2.28 | 0.0499 | 0.0499 | ||||||
| Sri Lanka Government Bonds / DBT (LKB02032J017) | 2.26 | 2.08 | 0.0494 | -0.0058 | |||||
| HLTOY / Hellenic Telecommunications Organization S.A. - Depositary Receipt (Common Stock) | 0.12 | 0.00 | 2.24 | -4.51 | 0.0491 | -0.0095 | |||
| Uruguay Monetary Regulation Bill / STIV (UYLR13714UY5) | 2.22 | 0.0486 | 0.0486 | ||||||
| 000810 / Samsung Fire & Marine Insurance Co., Ltd. | 0.01 | 0.00 | 2.22 | 19.67 | 0.0484 | 0.0023 | |||
| BB KAZAKHSTAN GOV REPO / RA (000000000) | 2.21 | 0.0482 | 0.0482 | ||||||
| Ukraine Government International Bonds / DBT (XS2895056369) | 2.20 | -53.30 | 0.0482 | -0.1007 | |||||
| IS0000020584 / FESTI HF | 0.90 | 0.00 | 2.17 | 3.73 | 0.0474 | -0.0047 | |||
| S+P500 EMINI OPTN DEC25P 5450 / DE (000000000) | 2.11 | 0.0460 | 0.0460 | ||||||
| GHGGOG069998 / Ghana Government Bond | 2.10 | 290.71 | 0.0460 | 0.0325 | |||||
| US25714WBR34 / Dominican Republic International Bond | 2.10 | -3.71 | 0.0459 | -0.0084 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 2.10 | 0.0458 | 0.0458 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 2.09 | 0.0457 | 0.0457 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 2.09 | 0.0456 | 0.0456 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 2.08 | 0.0455 | 0.0455 | ||||||
| DGZ / DB Gold Short ETN | 2.05 | 0.0447 | 0.0447 | ||||||
| US25714RCZ55 / Dominican Republic International Bond | 2.04 | -77.56 | 0.0446 | -0.1818 | |||||
| XS2436896273 / Dominican Republic International Bond | 2.02 | -1.41 | 0.0442 | -0.0069 | |||||
| 316140 / Woori Financial Group Inc. | 0.11 | 0.00 | 2.00 | 42.50 | 0.0436 | 0.0087 | |||
| XS2485249523 / Romanian Government Bond | 1.98 | -234.51 | 0.0433 | 0.0845 | |||||
| Benin Government International Bond / DBT (XS2759982064) | 1.91 | -59.11 | 0.0417 | -0.0890 | |||||
| GHGGOG069931 / Ghana Government Bond | 1.91 | 125.00 | 0.0417 | 0.0206 | |||||
| MBB / Military Commercial Joint Stock Bank | 1.70 | 2.75 | 1.90 | 26.10 | 0.0415 | 0.0040 | |||
| GHGGOG070020 / Ghana Government Bond | 1.90 | 114.37 | 0.0414 | 0.0194 | |||||
| MSN / Masan Group Corporation | 0.69 | 16.75 | 1.89 | 33.71 | 0.0414 | 0.0061 | |||
| COPEC / Empresas Copec S.A. | 0.28 | 1.87 | 0.0410 | 0.0410 | |||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 1.86 | 0.0406 | 0.0406 | ||||||
| TITC / Titan S.A. | 0.04 | 0.00 | 1.82 | -11.22 | 0.0398 | -0.0113 | |||
| Sri Lanka Government Bonds / DBT (LKB00530G018) | 1.78 | 0.0389 | 0.0389 | ||||||
| Ukraine Government International Bonds / DBT (XS2895055981) | 1.78 | -3.69 | 0.0388 | -0.0071 | |||||
| VPB / Vietnam Prosperity Joint Stock Commercial Bank | 1.78 | 2.87 | 1.74 | 57.83 | 0.0381 | 0.0106 | |||
| Long: SMIEW2VT5 IRS ZAR R F 8.71200 BMIEW2VU2 CCPVANILLA / Short: SMIEW2VT5 IRS ZAR P V 03MJIBAR BMIEW2VV0 CCPVANILLA / DIR (000000000) | 1.74 | 0.0381 | 0.0381 | ||||||
| AYYLF / Ayala Corporation | 0.17 | 17.63 | 1.74 | 10.70 | 0.0380 | -0.0011 | |||
| Sri Lanka Government Bonds / DBT (LKB00529J154) | 1.72 | 0.0377 | 0.0377 | ||||||
| IS0000028678 / OLGERDIN EGILL S | 12.19 | 0.00 | 1.70 | -1.79 | 0.0371 | -0.0059 | |||
| 024110 / Industrial Bank of Korea | 0.12 | 0.00 | 1.68 | 29.34 | 0.0368 | 0.0044 | |||
| XS0859367194 / Lebanon Government International Bond | 1.67 | -34.25 | 0.0366 | -0.0268 | |||||
| PNJ / Phu Nhuan Jewelry Joint Stock Company | 0.50 | 15.69 | 1.62 | 35.34 | 0.0354 | 0.0056 | |||
| XS1837994794 / Romanian Government International Bond | 1.60 | -110.67 | 0.0350 | 0.4545 | |||||
| 021240 / COWAY Co., Ltd. | 0.02 | 0.00 | 1.58 | 26.69 | 0.0345 | 0.0035 | |||
| IS0000020386 / Iceland Rikisbref | 1.57 | -83.80 | 0.0343 | -0.2069 | |||||
| VN000000CTG7 / Vietnam Joint Stock Commercial Bank for Industry and Trade | 0.89 | 3.08 | 1.56 | 25.50 | 0.0341 | 0.0031 | |||
| AMGN36294269 / Republic of Armenia Treasury Bonds | 1.55 | 1.31 | 0.0339 | -0.0042 | |||||
| XS1396347566 / Lebanon Government International Bond | 1.53 | -34.04 | 0.0334 | -0.0243 | |||||
| XS1396347723 / Lebanon Government International Bond | 1.51 | -33.86 | 0.0331 | -0.0239 | |||||
| XS2109813142 / Romanian Government International Bond | 1.51 | -677.48 | 0.0331 | 0.0404 | |||||
| USP17625AE71 / Venezuela Government International Bond | 1.50 | 20.35 | 0.0328 | 0.0017 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.50 | 0.0328 | 0.0328 | ||||||
| Ghana Government International Bonds / DBT (XS2893165584) | 1.49 | -22.98 | 0.0325 | -0.0156 | |||||
| USY6142NAH18 / MONGOLIA INTL BOND 7.875000% 06/05/2029 | 1.48 | 4.16 | 0.0323 | -0.0031 | |||||
| IS0000007078 / VATRYGGINGAFILAG | 9.15 | 0.00 | 1.45 | 10.00 | 0.0317 | -0.0011 | |||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.42 | 0.0310 | 0.0310 | ||||||
| USP97475AJ95 / Venezuela Government International Bond | 1.41 | 29.12 | 0.0308 | 0.0036 | |||||
| CENER / Cenergy Holdings SA | 0.12 | 0.00 | 1.35 | 17.17 | 0.0295 | 0.0008 | |||
| EIK / Eik fasteignafélag hf. | 11.97 | 0.00 | 1.35 | 15.67 | 0.0295 | 0.0004 | |||
| EURO-BUND FUTURE SEP25 / DIR (000000000) | 1.35 | 0.0294 | 0.0294 | ||||||
| ENERSIC / Enel Chile SA | 20.93 | 1.34 | 0.0293 | 0.0293 | |||||
| USP37878AC26 / Bolivian Government International Bond | 1.34 | 0.0292 | 0.0292 | ||||||
| 32640 / COMMON STOCK KRW5000.0 | 0.13 | 0.00 | 1.33 | 24.63 | 0.0291 | 0.0025 | |||
| QLCO / Qualco Group S.A. | 0.21 | 1.31 | 0.0287 | 0.0287 | |||||
| PHY6972HMW34 / Philippine Government Bond | 1.30 | 0.0285 | 0.0285 | ||||||
| DGZ / DB Gold Short ETN | 1.29 | 0.0281 | 0.0281 | ||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 1.28 | 0.0281 | 0.0281 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.28 | 0.0280 | 0.0280 | ||||||
| VN000000DGC1 / Duc Giang Chemicals JSC | 0.32 | 16.69 | 1.25 | 30.08 | 0.0274 | 0.0034 | |||
| USP97475AD26 / Venezuela Government International Bond | 1.24 | 76.31 | 0.0272 | 0.0096 | |||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 1.24 | 0.0271 | 0.0271 | ||||||
| VNM / Vietnam Dairy Products Joint Stock Company | 0.53 | 17.25 | 1.23 | 23.34 | 0.0268 | 0.0020 | |||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 1.22 | 0.0268 | 0.0268 | ||||||
| Hampidjan HF / EC (IS0000000305) | 1.33 | 0.00 | 1.21 | 10.63 | 0.0264 | -0.0008 | |||
| XS1450864779 / China Government Bond - JPMorgan Chase | 1.21 | 0.0264 | 0.0264 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 1.18 | 0.0258 | 0.0258 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 1.18 | 0.0258 | 0.0258 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 1.17 | 0.0256 | 0.0256 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 1.17 | 0.0256 | 0.0256 | ||||||
| IS0000013464 / Icelandair Group HF | 138.34 | 0.00 | 1.17 | 7.34 | 0.0256 | -0.0016 | |||
| MOH / LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.04 | 0.00 | 1.17 | 18.32 | 0.0256 | 0.0009 | |||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 1.17 | 0.0255 | 0.0255 | ||||||
| Ghana Government International Bonds / DBT (XS2893147251) | 1.16 | -66.97 | 0.0253 | -0.0620 | |||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 1.15 | 0.0251 | 0.0251 | ||||||
| Ghana Cocoa Bond / DBT (GHGCMB071656) | 1.14 | 56.93 | 0.0250 | 0.0069 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.14 | 0.0249 | 0.0249 | ||||||
| Long: BEV557SG8 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV557SG8 IRS EUR P F .82450 2 CCPOIS / DIR (000000000) | 1.13 | 0.0247 | 0.0247 | ||||||
| CMPC / Empresas CMPC S.A. | 0.80 | 1.13 | 0.0246 | 0.0246 | |||||
| Amaroq Ltd / EC (IS0000034569) | 1.10 | 1.12 | 0.0245 | 0.0245 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.11 | 0.0244 | 0.0244 | ||||||
| Long: BEV559SL3 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV559SL3 IRS EUR P F .85600 2 CCPOIS / DIR (000000000) | 1.11 | 0.0243 | 0.0243 | ||||||
| Albanian Government Bond / DBT (AL000A3L7AH2) | 1.11 | 1.37 | 0.0243 | -0.0030 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 1.08 | 0.0235 | 0.0235 | ||||||
| Albanian Government Bond / DBT (AL000A3L1EF1) | 1.07 | 0.19 | 0.0233 | -0.0032 | |||||
| SAB / Saigon Beer - Alcohol - Beverage Corporation | 0.57 | 1.03 | 0.0226 | 0.0226 | |||||
| Uruguay Monetary Regulation Bill / DBT (UYLR13589UY1) | 1.03 | 0.0226 | 0.0226 | ||||||
| ACB / Asia Commercial Joint Stock Bank | 1.14 | 1.03 | 0.0225 | 0.0225 | |||||
| SIMINN / Síminn hf. | 9.36 | 0.00 | 1.03 | 1.79 | 0.0224 | -0.0027 | |||
| XS1720803326 / Lebanon Government International Bond | 1.03 | 268.71 | 0.0224 | 0.0155 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.01 | 0.0222 | 0.0222 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.00 | 0.0219 | 0.0219 | ||||||
| JPN 10Y BOND(OSE) SEP25 / DIR (000000000) | 0.99 | 0.0217 | 0.0217 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.96 | 0.0210 | 0.0210 | ||||||
| VN000000IDC7 / IDICO Corp JSC | 0.55 | 0.95 | 0.0208 | 0.0208 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.95 | 0.0207 | 0.0207 | ||||||
| FED FUND 30DAY AUG25 / DIR (000000000) | 0.94 | 0.0206 | 0.0206 | ||||||
| 078930 / GS Holdings Corp. | 0.03 | 0.00 | 0.92 | 30.13 | 0.0201 | 0.0025 | |||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.91 | 0.0200 | 0.0200 | ||||||
| US922646BL74 / Venezuela Government International Bond | 0.90 | 20.62 | 0.0197 | 0.0011 | |||||
| Sri Lanka Government Bonds / DBT (LKB00529F152) | 0.90 | 1.93 | 0.0196 | -0.0023 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.89 | 0.0195 | 0.0195 | ||||||
| Long: BMIESLRQ9 CDS USD R F 1.00000 BMIESLRR7 SOVEREIGN / Short: BMIESLRQ9 CDS USD P V 03MEVENT BMIESLRS5 SOVEREIGN / DCR (000000000) | 0.89 | 0.0195 | 0.0195 | ||||||
| LKB01530E152 / Sri Lanka Government Bonds | 0.89 | 0.0195 | 0.0195 | ||||||
| VHC / Vinh Hoan Corporation | 0.41 | 0.89 | 0.0194 | 0.0194 | |||||
| CTD / Coteccons Construction Joint Stock Company | 0.28 | 17.44 | 0.87 | 15.80 | 0.0189 | 0.0003 | |||
| Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F 4.33500 BMIESFFA0 CCPVANILLA / DIR (000000000) | 0.85 | 0.0186 | 0.0186 | ||||||
| USP06518AJ61 / Bahamas Government International Bond | 0.83 | 0.0182 | 0.0182 | ||||||
| A035250 / Kangwon Land, Inc. | 0.06 | 0.00 | 0.83 | 17.56 | 0.0182 | 0.0006 | |||
| XS1910828182 / Nigeria Government International Bond | 0.82 | 13.40 | 0.0180 | -0.0001 | |||||
| Long: SMIF18SE0 IRS ZAR R F 8.75500 BMIF18SF7 CCPVANILLA / Short: SMIF18SE0 IRS ZAR P V 03MJIBAR BMIF18SG5 CCPVANILLA / DIR (000000000) | 0.82 | 0.0179 | 0.0179 | ||||||
| XS1419879504 / Lebanon Government International Bond | 0.82 | -16.68 | 0.0179 | -0.0066 | |||||
| PURCHASED USD / SOLD PHP / DFE (000000000) | 0.82 | 0.0179 | 0.0179 | ||||||
| Uzbek Industrial and Construction Bank ATB / DBT (XS2855478496) | 0.82 | 3.55 | 0.0179 | -0.0018 | |||||
| BMP / Binh Minh Plastics Joint Stock Company | 0.15 | 0.78 | 0.0170 | 0.0170 | |||||
| EDEN REII LTD 0.000 17MAR2028 / STIV (000000000) | 0.14 | 0.78 | 0.0170 | 0.0170 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.78 | 0.0170 | 0.0170 | ||||||
| Ghana Government International Bonds / DBT (XS2893147681) | 0.77 | -78.86 | 0.0169 | -0.0985 | |||||
| Republic of Ghana Government Bonds / DBT (GHGGOG069873) | 0.77 | 0.0169 | 0.0169 | ||||||
| Long: BMID0RX99 CDS USD R V 03MEVENT / Short: BMID0RX99 CDS USD P F 1.00000 / DCR (000000000) | 0.77 | 0.0168 | 0.0168 | ||||||
| 097950 / CJ Cheiljedang Corporation | 0.00 | 0.00 | 0.75 | 7.01 | 0.0164 | -0.0011 | |||
| US922646AT10 / Venezuela Government International Bond | 0.74 | 0.0162 | 0.0162 | ||||||
| XS2490786113 / Dominican Republic Central Bank Notes | 0.73 | -2.79 | 0.0160 | -0.0028 | |||||
| Sri Lanka Government Bonds / DBT (LKB01231C151) | 0.73 | 0.0159 | 0.0159 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.73 | 0.0159 | 0.0159 | ||||||
| Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F 4.30978 BMIEUBRD7 CCPVANILLA / DIR (000000000) | 0.71 | 0.0156 | 0.0156 | ||||||
| Long: SMIF1T723 IRS ZAR R F 8.64600 BMIF1T731 CCPVANILLA / Short: SMIF1T723 IRS ZAR P V 03MJIBAR BMIF1T749 CCPVANILLA / DIR (000000000) | 0.71 | 0.0155 | 0.0155 | ||||||
| TAJIKI / Republic of Tajikistan International Bond | 0.69 | 1.02 | 0.0152 | -0.0019 | |||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | 0.68 | 0.0148 | 0.0148 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.68 | 0.0148 | 0.0148 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.67 | 0.0146 | 0.0146 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.67 | 0.0146 | 0.0146 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.67 | 0.0146 | 0.0146 | ||||||
| S+P500 EMINI OPTN DEC25P 5400 / DE (000000000) | 0.67 | 0.0145 | 0.0145 | ||||||
| VN000000PDR0 / Phat Dat Real Estate Development Corp | 0.85 | 17.51 | 0.67 | 54.65 | 0.0145 | 0.0038 | |||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.65 | 0.0142 | 0.0142 | ||||||
| DGZ / DB Gold Short ETN | 0.64 | 0.0141 | 0.0141 | ||||||
| DGZ / DB Gold Short ETN | 0.64 | 0.0140 | 0.0140 | ||||||
| S+P500 EMINI OPTN DEC25P 5350 / DE (000000000) | 0.64 | 0.0140 | 0.0140 | ||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.63 | 0.0137 | 0.0137 | ||||||
| GHGGOG070012 / Ghana Government Bond | 0.62 | 74.93 | 0.0136 | 0.0047 | |||||
| Nigeria OMO Bill / STIV (NGO4C2402265) | 0.62 | 12.00 | 0.0135 | -0.0002 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.62 | 0.0135 | 0.0135 | ||||||
| Ghana Cocoa Bond / DBT (GHGCMB071664) | 0.62 | -23.41 | 0.0134 | -0.0066 | |||||
| DGZ / DB Gold Short ETN | 0.61 | 0.0133 | 0.0133 | ||||||
| GRS148003015 / Ideal Holdings SA | 0.09 | 17.55 | 0.60 | 12.69 | 0.0132 | -0.0001 | |||
| Sri Lanka Government Bonds / DBT (LKB02033F013) | 0.60 | 1.86 | 0.0132 | -0.0016 | |||||
| XS1586230309 / Lebanon Government International Bond | 0.60 | 16.96 | 0.0131 | -0.0012 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.58 | 0.0127 | 0.0127 | ||||||
| PURCHASED USD / SOLD PHP / DFE (000000000) | 0.58 | 0.0127 | 0.0127 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.58 | 0.0126 | 0.0126 | ||||||
| BMIF802A6 EATON VANCE / DE (000000000) | 0.57 | 0.0125 | 0.0125 | ||||||
| CR5 / Oculis Holding AG | 0.03 | 0.57 | 0.0124 | 0.0124 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.57 | 0.0124 | 0.0124 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.56 | 0.0122 | 0.0122 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.56 | 0.0122 | 0.0122 | ||||||
| EURO-BOBL FUTURE SEP25 / DIR (000000000) | 0.56 | 0.0122 | 0.0122 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.55 | 0.0120 | 0.0120 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.55 | 0.0119 | 0.0119 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.54 | 0.0118 | 0.0118 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.53 | 0.0115 | 0.0115 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.53 | 0.0115 | 0.0115 | ||||||
| XS1196417569 / Lebanon Government International Bond | 0.51 | -34.10 | 0.0113 | -0.0082 | |||||
| KDH / Khang Dien House Trading and Investment Joint Stock Company | 0.49 | 29.20 | 0.51 | 32.64 | 0.0112 | 0.0016 | |||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.51 | 0.0111 | 0.0111 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.50 | 0.0109 | 0.0109 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.50 | 0.0109 | 0.0109 | ||||||
| PURCHASED USD / SOLD PHP / DFE (000000000) | 0.48 | 0.0105 | 0.0105 | ||||||
| ENELAM / Enel Américas S.A. | 4.81 | 0.48 | 0.0105 | 0.0105 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.47 | 0.0104 | 0.0104 | ||||||
| XS2025575114 / Shimao Group Holdings Ltd | 0.47 | 6.85 | 0.0102 | -0.0007 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.46 | 0.0101 | 0.0101 | ||||||
| DGZ / DB Gold Short ETN | 0.46 | 0.0100 | 0.0100 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.45 | 0.0099 | 0.0099 | ||||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | 0.44 | 0.0097 | 0.0097 | ||||||
| DGZ / DB Gold Short ETN | 0.44 | 0.0097 | 0.0097 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.44 | 0.0096 | 0.0096 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.44 | 0.0096 | 0.0096 | ||||||
| PURCHASED ISK / SOLD EUR / DFE (000000000) | 0.44 | 0.0096 | 0.0096 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.44 | 0.0095 | 0.0095 | ||||||
| PURCHASED USD / SOLD RUB / DFE (000000000) | 0.43 | 0.0093 | 0.0093 | ||||||
| DGZ / DB Gold Short ETN | 0.43 | 0.0093 | 0.0093 | ||||||
| BMIF8DBZ3 EATON VANCE / DFE (000000000) | 0.40 | 0.0088 | 0.0088 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.39 | 0.0086 | 0.0086 | ||||||
| XS1313675974 / Lebanon Government International Bond | 0.39 | 219.51 | 0.0086 | 0.0039 | |||||
| PURCHASED USD / SOLD PHP / DFE (000000000) | 0.39 | 0.0086 | 0.0086 | ||||||
| XS0793155911 / Lebanon Government International Bond | 0.39 | -33.95 | 0.0086 | -0.0062 | |||||
| DGZ / DB Gold Short ETN | 0.39 | 0.0085 | 0.0085 | ||||||
| Long: BMIF6FHB7 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIF6FHB7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | 0.39 | 0.0085 | 0.0085 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.38 | 0.0083 | 0.0083 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.38 | 0.0082 | 0.0082 | ||||||
| PURCHASED USD / SOLD KZT / DFE (000000000) | 0.37 | 0.0080 | 0.0080 | ||||||
| DGZ / DB Gold Short ETN | 0.37 | 0.0080 | 0.0080 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.36 | 0.0080 | 0.0080 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.36 | 0.0079 | 0.0079 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.36 | 0.0078 | 0.0078 | ||||||
| XS0126471233 / Banque Centrale de Tunisie International Bond | 0.35 | 2.33 | 0.0077 | -0.0009 | |||||
| XS0114831273 / Banque Centrale de Tunisie | 0.35 | 2.33 | 0.0077 | -0.0009 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.35 | 0.0076 | 0.0076 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.33 | 0.0073 | 0.0073 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.33 | 0.0072 | 0.0072 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.33 | 0.0072 | 0.0072 | ||||||
| XS1586230051 / Lebanon Government International Bond | 0.33 | 99.39 | 0.0071 | 0.0030 | |||||
| Long: BMIETUKV4 CDS USD R F 1.00000 BMIETUKW2 CORPORATE / Short: BMIETUKV4 CDS USD P V 03MEVENT BMIETUKX0 CORPORATE / DCR (000000000) | 0.32 | 0.0071 | 0.0071 | ||||||
| Long: SMIEZCMN3 IRS GBP R F 3.81200 BMIEZCMP8 CCPOIS / Short: SMIEZCMN3 IRS GBP P V 12MSONIA BMIEZCMQ6 CCPOIS / DIR (000000000) | 0.32 | 0.0070 | 0.0070 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.32 | 0.0070 | 0.0070 | ||||||
| BMIF7XQP6 EATON VANCE / DFE (000000000) | 0.32 | 0.0070 | 0.0070 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.32 | 0.0070 | 0.0070 | ||||||
| BMID0PTL1 EATON VANCE / DFE (000000000) | 0.31 | 0.0069 | 0.0069 | ||||||
| XS1953150197 / Sunac China Holdings Ltd | 0.31 | 10.18 | 0.0069 | -0.0002 | |||||
| XS1953150197 / Sunac China Holdings Ltd | 0.31 | 10.21 | 0.0069 | -0.0002 | |||||
| US486661AF87 / Kazakhstan Government International Bond | 0.31 | -10.32 | 0.0068 | -0.0019 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.31 | 0.0068 | 0.0068 | ||||||
| XS1313647841 / Lebanon Government International Bond | 0.31 | 8.01 | 0.0068 | -0.0004 | |||||
| Long: BEV56T8Q9 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV56T8Q9 IRS EUR P F 1.28850 2 CCPOIS / DIR (000000000) | 0.31 | 0.0067 | 0.0067 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.31 | 0.0067 | 0.0067 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.30 | 0.0065 | 0.0065 | ||||||
| Long: BMIF4P900 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIF4P900 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | 0.29 | 0.0064 | 0.0064 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.29 | 0.0064 | 0.0064 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.29 | 0.0063 | 0.0063 | ||||||
| XS0493540297 / Lebanon Government International Bond | 0.28 | -93.41 | 0.0061 | -0.0998 | |||||
| Bono Del Tesoro Nacional Capitalizable en Pesos / DBT (AR0647336129) | 0.28 | -94.37 | 0.0061 | -0.1170 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.27 | 0.0059 | 0.0059 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.27 | 0.0059 | 0.0059 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.27 | 0.0059 | 0.0059 | ||||||
| Long: SMIF3FFK2 IRS ZAR R F 8.48000 BMIF3FFL0 CCPVANILLA / Short: SMIF3FFK2 IRS ZAR P V 03MJIBAR BMIF3FFM8 CCPVANILLA / DIR (000000000) | 0.27 | 0.0058 | 0.0058 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.27 | 0.0058 | 0.0058 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.27 | 0.0058 | 0.0058 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.27 | 0.0058 | 0.0058 | ||||||
| XS0944226637 / Lebanon Government International Bond | 0.26 | -91.68 | 0.0057 | -0.0724 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.26 | 0.0057 | 0.0057 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.26 | 0.0057 | 0.0057 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.26 | 0.0057 | 0.0057 | ||||||
| DGZ / DB Gold Short ETN | 0.26 | 0.0056 | 0.0056 | ||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.25 | 0.0055 | 0.0055 | ||||||
| XS0294364954 / Petroleos de Venezuela SA | 0.25 | 0.0055 | 0.0055 | ||||||
| XS0294364954 / Petroleos de Venezuela SA | 0.25 | 0.0055 | 0.0055 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.25 | 0.0054 | 0.0054 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.25 | 0.0054 | 0.0054 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | 0.24 | 0.0053 | 0.0053 | ||||||
| XS2348280962 / Times China Holdings Ltd | 0.24 | -3.29 | 0.0052 | -0.0017 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.23 | 0.0051 | 0.0051 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.23 | 0.0051 | 0.0051 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.22 | 0.0049 | 0.0049 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.22 | 0.0047 | 0.0047 | ||||||
| Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F 4.26550 BMIEUGCR1 CCPVANILLA / DIR (000000000) | 0.21 | 0.0047 | 0.0047 | ||||||
| Long: SMIEZLCM6 IRS GBP R F 3.84080 BMIEZLCN4 CCPOIS / Short: SMIEZLCM6 IRS GBP P V 12MSONIA BMIEZLCP9 CCPOIS / DIR (000000000) | 0.21 | 0.0047 | 0.0047 | ||||||
| XS1953150197 / Sunac China Holdings Ltd | 0.21 | 0.00 | 0.0046 | -0.0006 | |||||
| AIA / Athens International Airport S.A. | 0.02 | 3.57 | 0.21 | 14.59 | 0.0046 | 0.0000 | |||
| US486661AF87 / Kazakhstan Government International Bond | 0.21 | -10.55 | 0.0046 | -0.0013 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.20 | 0.0044 | 0.0044 | ||||||
| Long: SMIF3F3T6 IRS ZAR R F 8.49000 BMIF3F3U3 CCPVANILLA / Short: SMIF3F3T6 IRS ZAR P V 03MJIBAR BMIF3F3V1 CCPVANILLA / DIR (000000000) | 0.20 | 0.0043 | 0.0043 | ||||||
| Long: SMIEZCMK9 IRS GBP R F 3.83300 BMIEZCML7 CCPOIS / Short: SMIEZCMK9 IRS GBP P V 12MSONIA BMIEZCMM5 CCPOIS / DIR (000000000) | 0.20 | 0.0043 | 0.0043 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.20 | 0.0043 | 0.0043 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.20 | 0.0043 | 0.0043 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.20 | 0.0043 | 0.0043 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.19 | 0.0043 | 0.0043 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.19 | 0.0043 | 0.0043 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.19 | 0.0042 | 0.0042 | ||||||
| PURCHASED USD / SOLD KWD / DFE (000000000) | 0.19 | 0.0041 | 0.0041 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.19 | 0.0041 | 0.0041 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.18 | 0.0040 | 0.0040 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.18 | 0.0039 | 0.0039 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.18 | 0.0039 | 0.0039 | ||||||
| Long: SMIBAAR05 IRS EUR R F 3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.18 | 0.0039 | 0.0039 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.17 | 0.0038 | 0.0038 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.17 | 0.0038 | 0.0038 | ||||||
| BMID0VS88 EATON VANCE / DFE (000000000) | 0.17 | 0.0037 | 0.0037 | ||||||
| BMIF7RHH7 EATON VANCE / DFE (000000000) | 0.17 | 0.0036 | 0.0036 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.16 | 0.0036 | 0.0036 | ||||||
| BMID18J62 EATON VANCE / DFE (000000000) | 0.16 | 0.0036 | 0.0036 | ||||||
| XS2027426027 / Times China Holdings Ltd | 0.16 | -8.57 | 0.0035 | -0.0009 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.16 | 0.0035 | 0.0035 | ||||||
| Long: BMIF4H9G3 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIF4H9G3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | 0.15 | 0.0034 | 0.0034 | ||||||
| XS1953150197 / Sunac China Holdings Ltd | 0.15 | 13.43 | 0.0033 | -0.0000 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.15 | 0.0033 | 0.0033 | ||||||
| Long: BEV54UYY2 IRS USD R V 12MSOFR 1 CCPOIS / Short: BEV54UYY2 IRS USD P F 1.59500 2 CCPOIS / DIR (000000000) | 0.15 | 0.0032 | 0.0032 | ||||||
| XS2530437339 / KWG Group Holdings Ltd | 0.15 | -5.81 | 0.0032 | -0.0007 | |||||
| XS1586230481 / Lebanon Government International Bond | 0.15 | 9.85 | 0.0032 | -0.0001 | |||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.14 | 0.0032 | 0.0032 | ||||||
| DGZ / DB Gold Short ETN | 0.14 | 0.0030 | 0.0030 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.13 | 0.0029 | 0.0029 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.13 | 0.0029 | 0.0029 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.13 | 0.0029 | 0.0029 | ||||||
| XS0707820659 / Lebanon Government International Bond | 0.13 | 0.0029 | 0.0029 | ||||||
| STOXX EUROPE 600 SEP25 / DE (000000000) | 0.13 | 0.0029 | 0.0029 | ||||||
| KDC / KIDO Group Corporation | 0.06 | 18.46 | 0.13 | 12.17 | 0.0028 | -0.0001 | |||
| EURO-BUXL 30Y BND SEP25 / DIR (000000000) | 0.13 | 0.0028 | 0.0028 | ||||||
| Long: BMIF414Z1 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIF414Z1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | 0.12 | 0.0026 | 0.0026 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 0.12 | -13.53 | 0.0025 | -0.0012 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.12 | 0.0025 | 0.0025 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.11 | 0.0025 | 0.0025 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.11 | 0.0025 | 0.0025 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | 0.11 | 0.0024 | 0.0024 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.11 | 0.0024 | 0.0024 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.11 | 0.0024 | 0.0024 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.11 | 0.0023 | 0.0023 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.11 | 0.0023 | 0.0023 | ||||||
| XS1953150197 / Sunac China Holdings Ltd | 0.11 | 0.00 | 0.0023 | -0.0003 | |||||
| XS1953150197 / Sunac China Holdings Ltd | 0.11 | 11.70 | 0.0023 | -0.0000 | |||||
| PURCHASED USD / SOLD KZT / DFE (000000000) | 0.10 | 0.0023 | 0.0023 | ||||||
| PURCHASED USD / SOLD KZT / DFE (000000000) | 0.10 | 0.0023 | 0.0023 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | 0.10 | 0.0023 | 0.0023 | ||||||
| XS1953150197 / Sunac China Holdings Ltd | 0.10 | 4.00 | 0.0023 | -0.0002 | |||||
| Long: BMIF41093 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIF41093 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | 0.10 | 0.0022 | 0.0022 | ||||||
| Long: BMIEYMUF0 IRS TWD R V 03MCPTW BMIEYMUH6 CCPNDF / Short: BMIEYMUF0 IRS TWD P F 1.49250 BMIEYMUG8 CCPNDF / DIR (000000000) | 0.10 | 0.0021 | 0.0021 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.10 | 0.0021 | 0.0021 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.10 | 0.0021 | 0.0021 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | 0.09 | 0.0020 | 0.0020 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.09 | 0.0020 | 0.0020 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.09 | 0.0020 | 0.0020 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.09 | 0.0020 | 0.0020 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.09 | 0.0020 | 0.0020 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.09 | 0.0020 | 0.0020 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.09 | 0.0020 | 0.0020 | ||||||
| Long: SMIF8WNG0 IRS GBP R F 3.76570 BMIF8WNH8 CCPOIS / Short: SMIF8WNG0 IRS GBP P V 12MSONIA BMIF8WNJ4 CCPOIS / DIR (000000000) | 0.09 | 0.0019 | 0.0019 | ||||||
| Long: SMIBBV3W4 IRS EUR R F 3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.09 | 0.0019 | 0.0019 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.08 | 0.0018 | 0.0018 | ||||||
| Long: BMIEYMUZ6 IRS TWD R V 03MCPTW BMIEYMV10 CCPNDF / Short: BMIEYMUZ6 IRS TWD P F 1.49000 BMIEYMV02 CCPNDF / DIR (000000000) | 0.08 | 0.0018 | 0.0018 | ||||||
| PURCHASED NGN / SOLD USD / DFE (000000000) | 0.08 | 0.0018 | 0.0018 | ||||||
| Long: SMIF93YW6 IRS GBP R F 3.76080 BMIF93YX4 CCPOIS / Short: SMIF93YW6 IRS GBP P V 12MSONIA BMIF93YY2 CCPOIS / DIR (000000000) | 0.08 | 0.0017 | 0.0017 | ||||||
| PURCHASED ISK / SOLD EUR / DFE (000000000) | 0.07 | 0.0016 | 0.0016 | ||||||
| US31398NTF14 / Fannie Mae REMICS | 0.07 | -13.25 | 0.0016 | -0.0005 | |||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.07 | 0.0016 | 0.0016 | ||||||
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US / DBT (USG27753AA36) | 0.07 | 1.43 | 0.0016 | -0.0002 | |||||
| Long: SMIBAZFX1 IRS EUR R F 3.31230 2 CCPVANILLA / Short: SMIBAZFX1 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.07 | 0.0016 | 0.0016 | ||||||
| Long: SMIBAVNT0 IRS EUR R F 3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.07 | 0.0015 | 0.0015 | ||||||
| Long: BMIF7HQ71 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIF7HQ71 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | 0.07 | 0.0015 | 0.0015 | ||||||
| Long: SMIBB2Z03 IRS EUR R F 3.20380 2 CCPVANILLA / Short: SMIBB2Z03 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.06 | 0.0013 | 0.0013 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.06 | 0.0013 | 0.0013 | ||||||
| Long: BMIEYMWD3 IRS TWD R V 03MCPTW BMIEYMWF8 CCPNDF / Short: BMIEYMWD3 IRS TWD P F 1.55000 BMIEYMWE1 CCPNDF / DIR (000000000) | 0.06 | 0.0013 | 0.0013 | ||||||
| PURCHASED UYU / SOLD USD / DFE (000000000) | 0.06 | 0.0013 | 0.0013 | ||||||
| Long: BMIF6GDF0 IRS TWD R V 03MCPTW BMIF6GDH6 CCPNDF / Short: BMIF6GDF0 IRS TWD P F 1.59750 BMIF6GDG8 CCPNDF / DIR (000000000) | 0.05 | 0.0012 | 0.0012 | ||||||
| Long: BMIEZNR46 IRS COP R V 03MCPIBR BMIEZNR61 CCPNDFOIS / Short: BMIEZNR46 IRS COP P F 8.23500 BMIEZNR53 CCPNDFOIS / DIR (000000000) | 0.05 | 0.0011 | 0.0011 | ||||||
| Long: BMIEYN7M9 IRS TWD R V 03MCPTW BMIEYN7P2 CCPNDF / Short: BMIEYN7M9 IRS TWD P F 1.57500 BMIEYN7N7 CCPNDF / DIR (000000000) | 0.05 | 0.0011 | 0.0011 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.05 | 0.0010 | 0.0010 | ||||||
| EDEN RE II LTD SERIES 2022 1 C / STIV (000000000) | 0.02 | 0.04 | 0.0010 | 0.0010 | |||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.04 | 0.0010 | 0.0010 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.04 | 0.0010 | 0.0010 | ||||||
| Long: BMIF7Z3N1 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIF7Z3N1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | 0.04 | 0.0009 | 0.0009 | ||||||
| USP1000TAB37 / Alpha Holding SA de CV | 0.04 | 0.00 | 0.0009 | -0.0001 | |||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.04 | 0.0009 | 0.0009 | ||||||
| Long: BMIF6GDZ6 IRS TWD R V 03MCPTW BMIF6GE10 CCPNDF / Short: BMIF6GDZ6 IRS TWD P F 1.54300 BMIF6GE02 CCPNDF / DIR (000000000) | 0.04 | 0.0009 | 0.0009 | ||||||
| US31394W3D80 / Freddie Mac REMICS | 0.04 | -13.64 | 0.0008 | -0.0003 | |||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.04 | 0.0008 | 0.0008 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.03 | 0.0007 | 0.0007 | ||||||
| Long: SMIBAVNW3 IRS EUR R F 3.25680 2 CCPVANILLA / Short: SMIBAVNW3 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.03 | 0.0007 | 0.0007 | ||||||
| EDEN RE II LTD UNSECURED 144A / STIV (000000000) | 0.02 | 0.03 | 0.0006 | 0.0006 | |||||
| EURO-SCHATZ FUT SEP25 / DIR (000000000) | 0.03 | 0.0006 | 0.0006 | ||||||
| Long: BMIEYKGT0 IRS COP R V 03MCPIBR BMIEYKGV5 CCPNDFOIS / Short: BMIEYKGT0 IRS COP P F 8.28000 BMIEYKGU7 CCPNDFOIS / DIR (000000000) | 0.03 | 0.0006 | 0.0006 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | 0.03 | 0.0006 | 0.0006 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.02 | 0.0005 | 0.0005 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.02 | 0.0005 | 0.0005 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.02 | 0.0005 | 0.0005 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.02 | 0.0005 | 0.0005 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.02 | 0.0005 | 0.0005 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.02 | 0.0005 | 0.0005 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.02 | 0.0005 | 0.0005 | ||||||
| ALPHSA / Alpha Holding SA de CV | 0.02 | -39.39 | 0.0004 | -0.0004 | |||||
| Long: BMIEZWQ47 IRS COP R V 03MCPIBR BMIEZWQ62 CCPNDFOIS / Short: BMIEZWQ47 IRS COP P F 8.29000 BMIEZWQ54 CCPNDFOIS / DIR (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.02 | 0.0004 | 0.0004 | ||||||
| Long: BMIEXMF35 IRS COP R V 03MCPIBR BMIEXMF50 CCPNDFOIS / Short: BMIEXMF35 IRS COP P F 8.27500 BMIEXMF43 CCPNDFOIS / DIR (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| BMIF93KW1 EATON VANCE / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.02 | 0.0004 | 0.0004 | ||||||
| Long: BMIEYSY48 IRS COP R V 03MCPIBR BMIEYSY63 CCPNDFOIS / Short: BMIEYSY48 IRS COP P F 8.26000 BMIEYSY55 CCPNDFOIS / DIR (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.01 | 0.0003 | 0.0003 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.01 | 0.0003 | 0.0003 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0002 | 0.0002 | ||||||
| PURCHASED UYU / SOLD USD / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.01 | 0.0002 | 0.0002 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.01 | 0.0002 | 0.0002 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.01 | 0.0002 | 0.0002 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.01 | 0.0002 | 0.0002 | ||||||
| PURCHASED ISK / SOLD EUR / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.01 | 0.0001 | 0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0001 | 0.0001 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.01 | 0.0001 | 0.0001 | ||||||
| BNP / BNP Paribas SA - Depositary Receipt (Common Stock) | 0.01 | 0.0001 | 0.0001 | ||||||
| PURCHASED UYU / SOLD USD / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.01 | 0.0001 | 0.0001 | ||||||
| Long: SMIF7HU27 IRS CAD R F 2.66500 BMIF7HU35 CCPOIS / Short: SMIF7HU27 IRS CAD P V 06MCORRA BMIF7HU43 CCPOIS / DIR (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| Long: BMIEY28G7 IRS COP R V 03MCPIBR BMIEY28J1 CCPNDFOIS / Short: BMIEY28G7 IRS COP P F 8.33000 BMIEY28H5 CCPNDFOIS / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.00 | 0.0001 | 0.0001 | ||||||
| Long: BMIEZWWF5 IRS COP R V 03MCPIBR BMIEZWWH1 CCPNDFOIS / Short: BMIEZWWF5 IRS COP P F 8.32000 BMIEZWWG3 CCPNDFOIS / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.00 | 0.0001 | 0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0001 | 0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD ARS / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.00 | 0.0000 | 0.0000 | ||||||
| Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F 2.63000 BMIEGHUF1 CCPNDF / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| JSW / Jastrzebska Spólka Weglowa S.A. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0030 | ||||
| P9O / Powszechna Kasa Oszczednosci Bank Polski Spólka Akcyjna | 0.00 | -100.00 | 0.00 | -100.00 | -0.1562 | ||||
| NO0011110421 / WOW AIR HF ZCP | 0.00 | 0.0000 | 0.0000 | ||||||
| BMIEUDAJ8 EATON VANCE / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| LR6 / TBC Bank Group PLC | 0.00 | -100.00 | 0.00 | -100.00 | -0.1087 | ||||
| ALBKY / Alpha Bank S.A. - Depositary Receipt (Common Stock) | 0.00 | -100.00 | 0.00 | -100.00 | -0.1020 | ||||
| NO0010848666 / Wow Air hf | 0.00 | 0.0000 | 0.0000 | ||||||
| BMIEXSFR9 EATON VANCE / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BZI / Santander Bank Polska S.A. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0636 | ||||
| Long: BMIF0GQA3 IRS KRW R V 03MKSDA BMIF0GQC9 CCPNDF / Short: BMIF0GQA3 IRS KRW P F 2.64450 BMIF0GQB1 CCPNDF / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| Long: BMIF0FJ70 IRS KRW R V 03MKSDA BMIF0FJ96 CCPNDF / Short: BMIF0FJ70 IRS KRW P F 2.64500 BMIF0FJ88 CCPNDF / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED UYU / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.00 | -0.0001 | -0.0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0001 | -0.0001 | ||||||
| Long: BMIEXVQH2 IRS COP R V 03MCPIBR BMIEXVQK5 CCPNDFOIS / Short: BMIEXVQH2 IRS COP P F 8.35000 BMIEXVQJ8 CCPNDFOIS / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD SAR / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD OMR / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| Long: SMIF7JP78 IRS CAD R F 2.66000 BMIF7JP86 CCPOIS / Short: SMIF7JP78 IRS CAD P V 06MCORRA BMIF7JP94 CCPOIS / DIR (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| Long: BMIF0GZH8 IRS KRW R V 03MKSDA BMIF0GZK1 CCPNDF / Short: BMIF0GZH8 IRS KRW P F 2.64700 BMIF0GZJ4 CCPNDF / DIR (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| PURCHASED EUR / SOLD ISK / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.01 | -0.0002 | -0.0002 | ||||||
| PURCHASED UYU / SOLD USD / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| PURCHASED UYU / SOLD USD / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| Long: BMIF6E200 IRS COP R V 03MCPIBR BMIF6E226 CCPNDFOIS / Short: BMIF6E200 IRS COP P F 8.69500 BMIF6E218 CCPNDFOIS / DIR (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| Long: BMIF3G2Z1 IRS COP R V 03MCPIBR BMIF3G315 CCPNDFOIS / Short: BMIF3G2Z1 IRS COP P F 8.51500 BMIF3G307 CCPNDFOIS / DIR (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0003 | -0.0003 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0003 | -0.0003 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0003 | -0.0003 | ||||||
| Long: BMIF8GNN0 IRS COP R V 03MCPIBR BMIF8GNQ3 CCPNDFOIS / Short: BMIF8GNN0 IRS COP P F 8.67000 BMIF8GNP5 CCPNDFOIS / DIR (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD NGN / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| Long: BMIF4H9D0 IRS COP R V 03MCPIBR BMIF4H9F5 CCPNDFOIS / Short: BMIF4H9D0 IRS COP P F 8.38000 BMIF4H9E8 CCPNDFOIS / DIR (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| Long: BMIDYQ199 IRS TWD R V 03MCPTW BMIDYQ1B4 CCPNDF / Short: BMIDYQ199 IRS TWD P F 1.62500 BMIDYQ1A6 CCPNDF / DIR (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.02 | -0.0003 | -0.0003 | ||||||
| Long: BMIF816F9 IRS COP R V 03MCPIBR BMIF816H5 CCPNDFOIS / Short: BMIF816F9 IRS COP P F 8.69000 BMIF816G7 CCPNDFOIS / DIR (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | ||||||
| Long: BMIF41051 IRS COP R V 03MCPIBR BMIF41077 CCPNDFOIS / Short: BMIF41051 IRS COP P F 8.44000 BMIF41069 CCPNDFOIS / DIR (000000000) | -0.02 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD BHD / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD NGN / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD BHD / DFE (000000000) | -0.02 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD BHD / DFE (000000000) | -0.02 | -0.0005 | -0.0005 | ||||||
| Long: SMIF7HZY2 IRS CAD R F 2.65300 BMIF7HZZ9 CCPOIS / Short: SMIF7HZY2 IRS CAD P V 06MCORRA BMIF7J000 CCPOIS / DIR (000000000) | -0.02 | -0.0005 | -0.0005 | ||||||
| Long: BMIF3SHJ5 IRS COP R V 03MCPIBR BMIF3SHL0 CCPNDFOIS / Short: BMIF3SHJ5 IRS COP P F 8.40000 BMIF3SHK2 CCPNDFOIS / DIR (000000000) | -0.02 | -0.0005 | -0.0005 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | -0.02 | -0.0005 | -0.0005 | ||||||
| PURCHASED EUR / SOLD PLN / DFE (000000000) | -0.02 | -0.0005 | -0.0005 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0005 | -0.0005 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0005 | -0.0005 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0005 | -0.0005 | ||||||
| Long: BMIF85WN4 IRS TWD R V 03MCPTW BMIF85WQ7 CCPNDF / Short: BMIF85WN4 IRS TWD P F 1.63700 BMIF85WP9 CCPNDF / DIR (000000000) | -0.03 | -0.0006 | -0.0006 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.03 | -0.0006 | -0.0006 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.03 | -0.0006 | -0.0006 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0006 | -0.0006 | ||||||
| Long: BMIEQ3866 CDS USD R V 03MEVENT BMIEQ3882 SOVEREIGN / Short: BMIEQ3866 CDS USD P F 1.00000 BMIEQ3874 SOVEREIGN / DCR (000000000) | -0.03 | -0.0007 | -0.0007 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.03 | -0.0007 | -0.0007 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.03 | -0.0007 | -0.0007 | ||||||
| Long: BMIF893C2 IRS COP R V 03MCPIBR BMIF893E8 CCPNDFOIS / Short: BMIF893C2 IRS COP P F 8.71500 BMIF893D0 CCPNDFOIS / DIR (000000000) | -0.03 | -0.0007 | -0.0007 | ||||||
| Long: SMIF4J5N8 IRS INR R F 5.69000 BMIF4J5P3 CCPNDFOIS / Short: SMIF4J5N8 IRS INR P V 06MMIBOR BMIF4J5Q1 CCPNDFOIS / DIR (000000000) | -0.03 | -0.0008 | -0.0008 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.03 | -0.0008 | -0.0008 | ||||||
| Long: BMIF6ML27 IRS COP R V 03MCPIBR BMIF6ML43 CCPNDFOIS / Short: BMIF6ML27 IRS COP P F 8.43000 BMIF6ML35 CCPNDFOIS / DIR (000000000) | -0.03 | -0.0008 | -0.0008 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.04 | -0.0008 | -0.0008 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.04 | -0.0008 | -0.0008 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.04 | -0.0008 | -0.0008 | ||||||
| DGZ / DB Gold Short ETN | -0.04 | -0.0008 | -0.0008 | ||||||
| Long: SMIF7JV89 IRS CAD R F 2.64500 BMIF7JV97 CCPOIS / Short: SMIF7JV89 IRS CAD P V 06MCORRA BMIF7JVA4 CCPOIS / DIR (000000000) | -0.04 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD ARS / DFE (000000000) | -0.04 | -0.0008 | -0.0008 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.04 | -0.0009 | -0.0009 | ||||||
| Long: BMIF8QPV8 CDS USD R F 1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE / DCR (000000000) | -0.04 | -0.0010 | -0.0010 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.04 | -0.0010 | -0.0010 | ||||||
| Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F 2.68500 BMIEEULN7 CCPNDF / DIR (000000000) | -0.05 | -0.0010 | -0.0010 | ||||||
| Long: BMIF5RXK4 IRS COP R V 03MCPIBR BMIF5RXM0 CCPNDFOIS / Short: BMIF5RXK4 IRS COP P F 8.42000 BMIF5RXL2 CCPNDFOIS / DIR (000000000) | -0.05 | -0.0010 | -0.0010 | ||||||
| Long: BMIEPESP9 IRS NZD R V 03MNZDBB BMIEPESR5 CCPVANILLA / Short: BMIEPESP9 IRS NZD P F 4.20500 BMIEPESQ7 CCPVANILLA / DIR (000000000) | -0.05 | -0.0011 | -0.0011 | ||||||
| Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F 2.70000 BMIED1UD4 CCPNDF / DIR (000000000) | -0.05 | -0.0011 | -0.0011 | ||||||
| Long: SMIF0FJ47 IRS KRW R F 2.33250 BMIF0FJ54 CCPNDF / Short: SMIF0FJ47 IRS KRW P V 03MKSDA BMIF0FJ62 CCPNDF / DIR (000000000) | -0.05 | -0.0011 | -0.0011 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.05 | -0.0012 | -0.0012 | ||||||
| Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F 2.59620 2 CCPOIS / DIR (000000000) | -0.05 | -0.0012 | -0.0012 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0012 | -0.0012 | ||||||
| Long: SMIF4LJY4 IRS INR R F 5.67750 BMIF4LJZ1 CCPNDFOIS / Short: SMIF4LJY4 IRS INR P V 06MMIBOR BMIF4LK06 CCPNDFOIS / DIR (000000000) | -0.06 | -0.0013 | -0.0013 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.06 | -0.0014 | -0.0014 | ||||||
| Long: SMIF4LJ16 IRS INR R F 5.68300 BMIF4LJ24 CCPNDFOIS / Short: SMIF4LJ16 IRS INR P V 06MMIBOR BMIF4LJ32 CCPNDFOIS / DIR (000000000) | -0.07 | -0.0014 | -0.0014 | ||||||
| Long: SMIF4LJS7 IRS INR R F 5.67700 BMIF4LJT5 CCPNDFOIS / Short: SMIF4LJS7 IRS INR P V 06MMIBOR BMIF4LJU2 CCPNDFOIS / DIR (000000000) | -0.07 | -0.0015 | -0.0015 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.07 | -0.0015 | -0.0015 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0.07 | -0.0015 | -0.0015 | ||||||
| Long: BMIERU1J4 CDS USD R F 1.00000 BMIERU1K1 CORPORATE / Short: BMIERU1J4 CDS USD P V 03MEVENT BMIERU1L9 CORPORATE / DCR (000000000) | -0.08 | -0.0017 | -0.0017 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.08 | -0.0017 | -0.0017 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.08 | -0.0017 | -0.0017 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.08 | -0.0018 | -0.0018 | ||||||
| Long: SMIF4SM41 IRS INR R F 5.66800 BMIF4SM58 CCPNDFOIS / Short: SMIF4SM41 IRS INR P V 06MMIBOR BMIF4SM66 CCPNDFOIS / DIR (000000000) | -0.08 | -0.0018 | -0.0018 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.08 | -0.0018 | -0.0018 | ||||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | -0.08 | -0.0018 | -0.0018 | ||||||
| Long: SMIF0FCT9 IRS KRW R F 2.32450 BMIF0FCU6 CCPNDF / Short: SMIF0FCT9 IRS KRW P V 03MKSDA BMIF0FCV4 CCPNDF / DIR (000000000) | -0.08 | -0.0019 | -0.0019 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.09 | -0.0019 | -0.0019 | ||||||
| BMIF7RHL8 EATON VANCE / DFE (000000000) | -0.09 | -0.0019 | -0.0019 | ||||||
| PURCHASED USD / SOLD NGN / DFE (000000000) | -0.09 | -0.0019 | -0.0019 | ||||||
| Long: SMIF4TPM6 IRS INR R F 5.66200 BMIF4TPN4 CCPNDFOIS / Short: SMIF4TPM6 IRS INR P V 06MMIBOR BMIF4TPP9 CCPNDFOIS / DIR (000000000) | -0.09 | -0.0020 | -0.0020 | ||||||
| Long: SMIEZHFS9 IRS KRW R F 2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF / DIR (000000000) | -0.09 | -0.0020 | -0.0020 | ||||||
| Long: BMIF7JV55 IRS CAD R V 06MCORRA BMIF7JV71 CCPOIS / Short: BMIF7JV55 IRS CAD P F 3.21370 BMIF7JV63 CCPOIS / DIR (000000000) | -0.09 | -0.0020 | -0.0020 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.09 | -0.0020 | -0.0020 | ||||||
| Long: BMIF8YCP8 CDS USD R F 1.00000 BMIF8YCQ6 CORPORATE / Short: BMIF8YCP8 CDS USD P V 03MEVENT BMIF8YCR4 CORPORATE / DCR (000000000) | -0.09 | -0.0020 | -0.0020 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.10 | -0.0022 | -0.0022 | ||||||
| Long: SMIEZH5L5 IRS KRW R F 2.33750 BMIEZH5M3 CCPNDF / Short: SMIEZH5L5 IRS KRW P V 03MKSDA BMIEZH5N1 CCPNDF / DIR (000000000) | -0.10 | -0.0022 | -0.0022 | ||||||
| Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F 2.69000 BMIED1R30 CCPNDF / DIR (000000000) | -0.10 | -0.0023 | -0.0023 | ||||||
| Long: BMIF05FN1 IRS COP R V 03MCPIBR BMIF05FQ4 CCPNDFOIS / Short: BMIF05FN1 IRS COP P F 8.48000 BMIF05FP6 CCPNDFOIS / DIR (000000000) | -0.10 | -0.0023 | -0.0023 | ||||||
| Long: SMIEZJER8 IRS KRW R F 2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF / DIR (000000000) | -0.11 | -0.0023 | -0.0023 | ||||||
| Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F 2.79200 BMIED9T23 CCPNDF / DIR (000000000) | -0.11 | -0.0024 | -0.0024 | ||||||
| Long: BMIF7J018 IRS CAD R V 06MCORRA BMIF7J034 CCPOIS / Short: BMIF7J018 IRS CAD P F 3.22320 BMIF7J026 CCPOIS / DIR (000000000) | -0.11 | -0.0024 | -0.0024 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.11 | -0.0025 | -0.0025 | ||||||
| Long: SMIF4THG8 IRS INR R F 5.67100 BMIF4THH6 CCPNDFOIS / Short: SMIF4THG8 IRS INR P V 06MMIBOR BMIF4THJ2 CCPNDFOIS / DIR (000000000) | -0.11 | -0.0025 | -0.0025 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.11 | -0.0025 | -0.0025 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.11 | -0.0025 | -0.0025 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.12 | -0.0025 | -0.0025 | ||||||
| Long: BMIF95B55 CDS USD R F 1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE / DCR (000000000) | -0.12 | -0.0026 | -0.0026 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.12 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.12 | -0.0026 | -0.0026 | ||||||
| Long: BMIES8NP4 CDS USD R F 1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE / DCR (000000000) | -0.12 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.12 | -0.0026 | -0.0026 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.12 | -0.0027 | -0.0027 | ||||||
| Long: BMIEQCAY2 IRS TWD R V 03MCPTW BMIEQCB05 CCPNDF / Short: BMIEQCAY2 IRS TWD P F 1.78900 BMIEQCAZ9 CCPNDF / DIR (000000000) | -0.13 | -0.0028 | -0.0028 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.13 | -0.0028 | -0.0028 | ||||||
| Long: BMIF7JP45 IRS CAD R V 06MCORRA BMIF7JP60 CCPOIS / Short: BMIF7JP45 IRS CAD P F 3.22770 BMIF7JP52 CCPOIS / DIR (000000000) | -0.13 | -0.0028 | -0.0028 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.13 | -0.0028 | -0.0028 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.13 | -0.0028 | -0.0028 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.13 | -0.0028 | -0.0028 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.13 | -0.0029 | -0.0029 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.13 | -0.0029 | -0.0029 | ||||||
| Long: SMIF0DWQ8 IRS KRW R F 2.32700 BMIF0DWR6 CCPNDF / Short: SMIF0DWQ8 IRS KRW P V 03MKSDA BMIF0DWS4 CCPNDF / DIR (000000000) | -0.14 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.14 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD KWD / DFE (000000000) | -0.14 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD KWD / DFE (000000000) | -0.14 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD KWD / DFE (000000000) | -0.14 | -0.0031 | -0.0031 | ||||||
| Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F 2.79250 BMIEDFPX5 CCPNDF / DIR (000000000) | -0.14 | -0.0032 | -0.0032 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0.15 | -0.0032 | -0.0032 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0.15 | -0.0032 | -0.0032 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0.15 | -0.0032 | -0.0032 | ||||||
| Long: SMIEZJHY0 IRS KRW R F 2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF / DIR (000000000) | -0.15 | -0.0032 | -0.0032 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.15 | -0.0032 | -0.0032 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.16 | -0.0034 | -0.0034 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.16 | -0.0035 | -0.0035 | ||||||
| Long: SMIEZ0GU0 IRS EUR R F 2.33180 BMIEZ0GV8 CCPVANILLA / Short: SMIEZ0GU0 IRS EUR P V 06MEURIB BMIEZ0GW6 CCPVANILLA / DIR (000000000) | -0.16 | -0.0035 | -0.0035 | ||||||
| Long: BMIEQG2M8 IRS TWD R V 03MCPTW BMIEQG2P1 CCPNDF / Short: BMIEQG2M8 IRS TWD P F 1.79250 BMIEQG2N6 CCPNDF / DIR (000000000) | -0.17 | -0.0037 | -0.0037 | ||||||
| Long: BMIF7HU50 IRS CAD R V 06MCORRA BMIF7HU76 CCPOIS / Short: BMIF7HU50 IRS CAD P F 3.24920 BMIF7HU68 CCPOIS / DIR (000000000) | -0.18 | -0.0038 | -0.0038 | ||||||
| Long: BMIF8GX74 CDS USD R F 1.00000 BMIF8GX82 CORPORATE / Short: BMIF8GX74 CDS USD P V 03MEVENT BMIF8GX90 CORPORATE / DCR (000000000) | -0.18 | -0.0039 | -0.0039 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.18 | -0.0039 | -0.0039 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.18 | -0.0040 | -0.0040 | ||||||
| BMIF84RW3 EATON VANCE / DFE (000000000) | -0.18 | -0.0040 | -0.0040 | ||||||
| Long: SEV54UZ13 IRS USD R F 1.59500 2 CCPOIS / Short: SEV54UZ13 IRS USD P V 12MSOFR 1 CCPOIS / DIR (000000000) | -0.19 | -0.0041 | -0.0041 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.19 | -0.0042 | -0.0042 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.19 | -0.0042 | -0.0042 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.20 | -0.0044 | -0.0044 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.21 | -0.0046 | -0.0046 | ||||||
| Long: BMIEC9FW3 IRS TWD R V 03MCPTW BMIEC9FY9 CCPNDF / Short: BMIEC9FW3 IRS TWD P F 1.90500 BMIEC9FX1 CCPNDF / DIR (000000000) | -0.21 | -0.0046 | -0.0046 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.21 | -0.0046 | -0.0046 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.21 | -0.0046 | -0.0046 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.21 | -0.0047 | -0.0047 | ||||||
| Long: BMIEQC254 IRS TWD R V 03MCPTW BMIEQC270 CCPNDF / Short: BMIEQC254 IRS TWD P F 1.77700 BMIEQC262 CCPNDF / DIR (000000000) | -0.22 | -0.0047 | -0.0047 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.24 | -0.0052 | -0.0052 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.24 | -0.0052 | -0.0052 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.24 | -0.0052 | -0.0052 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.24 | -0.0052 | -0.0052 | ||||||
| BMIF7XQM3 EATON VANCE / DFE (000000000) | -0.24 | -0.0053 | -0.0053 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.24 | -0.0053 | -0.0053 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.24 | -0.0053 | -0.0053 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.25 | -0.0054 | -0.0054 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.25 | -0.0054 | -0.0054 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.25 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD GHS / DFE (000000000) | -0.25 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD GHS / DFE (000000000) | -0.25 | -0.0055 | -0.0055 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.28 | -0.0061 | -0.0061 | ||||||
| PURCHASED NOK / SOLD EUR / DFE (000000000) | -0.28 | -0.0061 | -0.0061 | ||||||
| PURCHASED NOK / SOLD EUR / DFE (000000000) | -0.28 | -0.0061 | -0.0061 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.28 | -0.0062 | -0.0062 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.29 | -0.0063 | -0.0063 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.30 | -0.0066 | -0.0066 | ||||||
| Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F 2.80500 BMIED9UX3 CCPNDF / DIR (000000000) | -0.31 | -0.0068 | -0.0068 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.32 | -0.0069 | -0.0069 | ||||||
| Long: BMIF8GUW2 CDS USD R F 1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE / DCR (000000000) | -0.32 | -0.0069 | -0.0069 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.32 | -0.0069 | -0.0069 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | -0.32 | -0.0071 | -0.0071 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | -0.33 | -0.0073 | -0.0073 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.34 | -0.0074 | -0.0074 | ||||||
| DGZ / DB Gold Short ETN | -0.36 | -0.0079 | -0.0079 | ||||||
| PURCHASED NOK / SOLD EUR / DFE (000000000) | -0.37 | -0.0080 | -0.0080 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.37 | -0.0081 | -0.0081 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.38 | -0.0082 | -0.0082 | ||||||
| PURCHASED SEK / SOLD EUR / DFE (000000000) | -0.38 | -0.0082 | -0.0082 | ||||||
| PURCHASED SEK / SOLD EUR / DFE (000000000) | -0.38 | -0.0082 | -0.0082 | ||||||
| PURCHASED USD / SOLD GHS / DFE (000000000) | -0.38 | -0.0082 | -0.0082 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.39 | -0.0085 | -0.0085 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.39 | -0.0085 | -0.0085 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.39 | -0.0085 | -0.0085 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.39 | -0.0085 | -0.0085 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.40 | -0.0087 | -0.0087 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.40 | -0.0088 | -0.0088 | ||||||
| DGZ / DB Gold Short ETN | -0.40 | -0.0088 | -0.0088 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.41 | -0.0089 | -0.0089 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.41 | -0.0089 | -0.0089 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.41 | -0.0089 | -0.0089 | ||||||
| Long: BMIEC9H50 IRS TWD R V 03MCPTW BMIEC9H76 CCPNDF / Short: BMIEC9H50 IRS TWD P F 1.91250 BMIEC9H68 CCPNDF / DIR (000000000) | -0.41 | -0.0090 | -0.0090 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.42 | -0.0092 | -0.0092 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.43 | -0.0095 | -0.0095 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.44 | -0.0095 | -0.0095 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -0.44 | -0.0097 | -0.0097 | ||||||
| Long: BMIEC9E20 IRS TWD R V 03MCPTW BMIEC9E46 CCPNDF / Short: BMIEC9E20 IRS TWD P F 1.91050 BMIEC9E38 CCPNDF / DIR (000000000) | -0.45 | -0.0098 | -0.0098 | ||||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | -0.45 | -0.0099 | -0.0099 | ||||||
| PURCHASED SEK / SOLD EUR / DFE (000000000) | -0.46 | -0.0100 | -0.0100 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.47 | -0.0102 | -0.0102 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.47 | -0.0102 | -0.0102 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.48 | -0.0105 | -0.0105 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.48 | -0.0105 | -0.0105 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.50 | -0.0109 | -0.0109 | ||||||
| Long: BMIEPESK0 IRS NZD R V 03MNZDBB BMIEPESM6 CCPVANILLA / Short: BMIEPESK0 IRS NZD P F 4.20400 BMIEPESL8 CCPVANILLA / DIR (000000000) | -0.50 | -0.0109 | -0.0109 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.52 | -0.0113 | -0.0113 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.53 | -0.0115 | -0.0115 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.53 | -0.0115 | -0.0115 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.53 | -0.0115 | -0.0115 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.54 | -0.0119 | -0.0119 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -0.57 | -0.0124 | -0.0124 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.57 | -0.0125 | -0.0125 | ||||||
| PURCHASED USD / SOLD GHS / DFE (000000000) | -0.57 | -0.0125 | -0.0125 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.58 | -0.0127 | -0.0127 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.59 | -0.0129 | -0.0129 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.59 | -0.0129 | -0.0129 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.59 | -0.0129 | -0.0129 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.61 | -0.0133 | -0.0133 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.62 | -0.0135 | -0.0135 | ||||||
| Long: BMIDR5JU7 IRS TWD R V 03MCPTW BMIDR5JW3 CCPNDF / Short: BMIDR5JU7 IRS TWD P F 1.89500 BMIDR5JV5 CCPNDF / DIR (000000000) | -0.63 | -0.0137 | -0.0137 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -0.65 | -0.0141 | -0.0141 | ||||||
| Long: BMIEDNDV5 CDS USD R F 1.00000 BMIEDNDW3 CORPORATE / Short: BMIEDNDV5 CDS USD P V 03MEVENT BMIEDNDX1 CORPORATE / DCR (000000000) | -0.65 | -0.0143 | -0.0143 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.70 | -0.0153 | -0.0153 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.70 | -0.0153 | -0.0153 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.71 | -0.0156 | -0.0156 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | -0.72 | -0.0157 | -0.0157 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | -0.72 | -0.0157 | -0.0157 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.72 | -0.0157 | -0.0157 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -0.75 | -0.0163 | -0.0163 | ||||||
| PURCHASED USD / SOLD NGN / DFE (000000000) | -0.77 | -0.0168 | -0.0168 | ||||||
| PURCHASED USD / SOLD NGN / DFE (000000000) | -0.77 | -0.0168 | -0.0168 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.80 | -0.0176 | -0.0176 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.80 | -0.0176 | -0.0176 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.80 | -0.0176 | -0.0176 | ||||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | -0.83 | -0.0180 | -0.0180 | ||||||
| AIZ / Air New Zealand Limited | Short | -2.55 | -0.87 | -0.0191 | -0.0191 | ||||
| FRE / Freightways Ltd | Short | -0.13 | -0.88 | -0.0193 | -0.0193 | ||||
| KPG / Kiwi Property Group Limited | Short | -1.55 | 10,229.71 | -0.89 | 12,557.14 | -0.0194 | -0.0192 | ||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.90 | -0.0197 | -0.0197 | ||||||
| Long: BMIEPUHL4 IRS NZD R V 03MNZDBB BMIEPUHN0 CCPVANILLA / Short: BMIEPUHL4 IRS NZD P F 4.25000 BMIEPUHM2 CCPVANILLA / DIR (000000000) | -0.90 | -0.0198 | -0.0198 | ||||||
| ANZ / ANZ Group Holdings Limited | -0.98 | -0.0213 | -0.0213 | ||||||
| ANZ / ANZ Group Holdings Limited | -0.98 | -0.0213 | -0.0213 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -0.98 | -0.0215 | -0.0215 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -1.07 | -0.0235 | -0.0235 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -1.07 | -0.0235 | -0.0235 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -1.08 | -0.0236 | -0.0236 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -1.11 | -0.0242 | -0.0242 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -1.16 | -0.0253 | -0.0253 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -1.18 | -0.0257 | -0.0257 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -1.25 | -0.0274 | -0.0274 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -1.27 | -0.0278 | -0.0278 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -1.27 | -0.0278 | -0.0278 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -1.36 | -0.0297 | -0.0297 | ||||||
| SOCG / Société Générale Société anonyme - Depositary Receipt (Common Stock) | -1.36 | -0.0297 | -0.0297 | ||||||
| PCT / Precinct Properties NZ Ltd & Precinct Properties Investments Ltd | Short | -1.84 | -1.36 | -0.0298 | -0.0298 | ||||
| PURCHASED COP / SOLD USD / DFE (000000000) | -1.52 | -0.0333 | -0.0333 | ||||||
| PURCHASED COP / SOLD USD / DFE (000000000) | -1.52 | -0.0333 | -0.0333 | ||||||
| GMT / Goodman Property Trust | Short | -1.48 | -1.75 | -0.0382 | -0.0382 | ||||
| CNU / Chorus Limited | Short | -0.34 | -1.77 | -0.0386 | -0.0386 | ||||
| EJG / EBOS Group Limited | Short | -0.08 | -1.83 | -0.0399 | -0.0399 | ||||
| RHCGF / Ryman Healthcare Limited | Short | -1.27 | 772.20 | -1.87 | 877.49 | -0.0408 | -0.0361 | ||
| PURCHASED ARS / SOLD USD / DFE (000000000) | -2.01 | -0.0439 | -0.0439 | ||||||
| MRY / Mercury NZ Limited | Short | -0.55 | -2.02 | -0.0441 | -0.0441 | ||||
| BMIF6CSE6 EATON VANCE / DFE (000000000) | -2.03 | -0.0443 | -0.0443 | ||||||
| CEN / Contact Energy Limited | Short | -0.41 | -2.22 | -0.0485 | -0.0485 | ||||
| MFT / Mainfreight Limited | Short | -0.07 | -2.40 | -0.0524 | -0.0524 | ||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -2.53 | -0.0552 | -0.0552 | ||||||
| BMIF5XQR4 EATON VANCE / DFE (000000000) | -2.53 | -0.0553 | -0.0553 | ||||||
| MDDNF / Meridian Energy Limited | Short | -0.79 | 24,876.70 | -2.67 | 26,560.00 | -0.0583 | -0.0580 | ||
| FBU / Fletcher Building Limited | Short | -1.53 | -2.72 | -0.0595 | -0.0595 | ||||
| RRP SURINAME REPUBLIC OF RE / RA (000000000) | -3.23 | -0.0706 | -0.0706 | ||||||
| RRP MONTENEGRO (REPUBLIC / RA (000000000) | -3.36 | -0.0733 | -0.0733 | ||||||
| RRP BENIN GOVERNMENT REPO / RA (000000000) | -3.49 | -0.0763 | -0.0763 | ||||||
| RRP BENIN (REPUBLIC OF) REPO / RA (000000000) | -3.54 | -0.0774 | -0.0774 | ||||||
| RRP BENIN (REPUBLIC OF) REPO / RA (000000000) | -3.54 | -0.0774 | -0.0774 | ||||||
| IFT / Infratil Limited | Short | -0.52 | -3.56 | -0.0779 | -0.0779 | ||||
| FSPKF / Fisher & Paykel Healthcare Corporation Limited | Short | -0.16 | -3.57 | -0.0781 | -0.0781 | ||||
| NZT / Spark New Zealand Limited | Short | -2.53 | -3.62 | -0.0792 | -0.0792 | ||||
| RRP SURINAME REPUBLIC OF RE / RA (000000000) | -3.70 | -0.0809 | -0.0809 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -3.80 | -0.0831 | -0.0831 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -3.80 | -0.0831 | -0.0831 | ||||||
| 14L / The a2 Milk Company Limited | Short | -0.76 | -3.95 | -0.0863 | -0.0863 | ||||
| EURO STOXX BANK SEP25 / DE (000000000) | -4.09 | -0.0893 | -0.0893 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -4.87 | -0.1065 | -0.1065 | ||||||
| Long: BMIENB8H7 CDS USD R F 1.00000 BMIENB8J3 CORPORATE / Short: BMIENB8H7 CDS USD P V 03MEVENT BMIENB8K0 CORPORATE / DCR (000000000) | -5.20 | -0.1137 | -0.1137 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -5.32 | -0.1162 | -0.1162 | ||||||
| BZTA / Auckland International Airport Limited | Short | -1.23 | -5.46 | -0.1193 | -0.1193 | ||||
| Bahrain Government International Bonds / DBT (XS2764424813) | -6.61 | -44.32 | -0.1444 | 0.1512 | |||||
| XS1110833123 / Bahrain Government International Bond | -6.67 | 1.63 | -0.1458 | 0.0379 | |||||
| XS2611617700 / Bahrain Government International Bond | -6.92 | -43.25 | -0.1512 | 0.1524 | |||||
| XS2010028939 / Republic of Armenia International Bond | -6.99 | 2.75 | -0.1528 | 0.0167 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -7.15 | -0.1563 | -0.1563 | ||||||
| RRP CAMEROON REPO / RA (000000000) | -7.85 | -0.1716 | -0.1716 | ||||||
| US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 | -8.20 | 104.59 | -0.1792 | -0.0794 | |||||
| XS1675862103 / Bahrain Government International Bond | -8.76 | -35.55 | -0.1915 | 0.1472 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -8.88 | -0.1942 | -0.1942 | ||||||
| RRP NEW ZEALAND CASH/RRP REPO / RA (000000000) | -9.11 | -0.1992 | -0.1992 | ||||||
| XS2408003064 / Bahrain Government International Bond | -9.38 | -38.18 | -0.2050 | 0.1730 | |||||
| XS2343007170 / African Export-Import Bank/The | -10.48 | -0.2290 | -0.2290 | ||||||
| XS1958534528 / Republic of Poland Government International Bond | -11.77 | 1.20 | -0.2573 | 0.0325 | |||||
| PANAMA / Panama Government International Bond | -12.90 | -10.05 | -0.2820 | 0.0754 | |||||
| Bahamas Government International Bonds / STIV (000000000) | -13.82 | -0.3022 | -0.3022 | ||||||
| 37YY / Kazakhstan Government International Bond | -13.95 | 1.62 | -0.3050 | 0.0371 | |||||
| RRP CAMERRON CASH/RRP REPO / RA (000000000) | -13.96 | -0.3051 | -0.3051 | ||||||
| RRP ROMANIA (REPUBLIC OF) REPO / RA (000000000) | -14.04 | -0.3069 | -0.3069 | ||||||
| US698299BH68 / Panama Government International Bond | -14.40 | 3.03 | -0.3148 | 0.0335 | |||||
| XS1263139856 / Kazakhstan Government International Bond | -15.16 | 3.05 | -0.3314 | 0.0351 | |||||
| Senegal Government International Bond / DBT (XS2838363476) | -15.17 | -0.3316 | -0.3316 | ||||||
| RRP MONTENEGRO(REPUBLICOF) / RA (000000000) | -15.77 | -0.3448 | -0.3448 | ||||||
| ARCC / Ares Capital Corporation | -15.84 | 2.17 | -0.3462 | 0.0400 | |||||
| RRP ROMANIA(REPUBLICOF) / RA (000000000) | -16.27 | -0.3557 | -0.3557 | ||||||
| XS1678623734 / Republic of Azerbaijan International Bond | -17.58 | 4.03 | -0.3843 | 0.0368 | |||||
| XS2447602793 / Republic of Poland Government International Bond | -18.60 | 454.98 | -0.4067 | -0.3231 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -19.34 | -0.4228 | -0.4228 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -19.34 | -0.4228 | -0.4228 | ||||||
| RRP BAHAMAS COMMONWEALTH / RA (000000000) | -19.88 | -0.4346 | -0.4346 | ||||||
| RRP HONDURAS REPUBLIC OF / RA (000000000) | -26.21 | -0.5730 | -0.5730 | ||||||
| DGZ / DB Gold Short ETN | -44.46 | -0.9718 | -0.9718 | ||||||
| BMIET5NT1 EATON VANCE / DFE (000000000) | -44.47 | -0.9720 | -0.9720 | ||||||
| DGZ / DB Gold Short ETN | -44.50 | -0.9726 | -0.9726 | ||||||
| RRP NEW ZEALAND REPO / RA (000000000) | -50.79 | -1.1102 | -1.1102 | ||||||
| RRP NEW ZEALAND CASH/RRP REPO / RA (000000000) | -54.76 | -1.1970 | -1.1970 | ||||||
| RRP NEW ZEALAND CASH/RRP REPO / RA (000000000) | -54.76 | -1.1970 | -1.1970 | ||||||
| US698299BV52 / Panama Government International Bond | -63.56 | 1.51 | -1.3894 | 0.1706 | |||||
| EMB / iShares Trust - iShares J.P. Morgan USD Emerging Markets Bond ETF | Short | -0.74 | -12.71 | -69.14 | -9.89 | -1.5114 | 0.4003 | ||
| RRP JAPAN GOVT 30YR REPO / RA (000000000) | -76.63 | -1.6751 | -1.6751 | ||||||
| RRP NEW ZEALAND GOVERNMENT OF / RA (000000000) | -79.02 | -1.7272 | -1.7272 | ||||||
| USHY / iShares Trust - iShares Broad USD High Yield Corporate Bond ETF | Short | -2.35 | -10.07 | -87.89 | -8.13 | -1.9212 | 0.4624 |
