Invesco Oppenheimer International Bond Fund

as of 03/31/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
EUR/USD FWD 20200617 06/17/2020 45.36
USD/EUR FWD 20200617 06/17/2020 25.85
USD/INR FWD 20200617 000004334 USD 06/17/2020 14.61
JPY/USD FWD 20200617 06/17/2020 14.45
USD/MXN FWD 20200617 000000908 USD 06/17/2020 13.12
USD/GBP FWD 20200617 06/17/2020 11.80
USD/EUR FWD 20200617 06/17/2020 11.19
STIT - Government & Agency Portfoli 11.14
MXN/USD FWD 20200617 000004334 USD 06/17/2020 10.72
USD/ZAR FWD 20200617 000004334 USD 06/17/2020 8.86
USD/IDR FWD 20200617 000004334 USD 06/17/2020 8.79
USD/EUR FWD 20200617 06/17/2020 8.61
GBP/USD FWD 20200617 06/17/2020 8.12
JPY/USD FWD 20200617 06/17/2020 8.10
EUR/USD FWD 20200617 06/17/2020 7.91
United States Treasury Bill 0.00 04/09/2020 7.21
EUR/USD FWD 20200617 06/17/2020 6.94
USD/BRL FWD 20200402 000004334 USD 04/02/2020 6.45
JPY/USD FWD 20200617 06/17/2020 6.28
USD/EUR FWD 20200617 06/17/2020 5.61
USD/JPY FWD 20210204 000006038 USD 02/04/2021 5.08
USD/JPY FWD 20200617 000006038 USD 06/17/2020 5.00
USD/RUB FWD 20200617 000004334 USD 06/17/2020 4.87
CASH & EQUIVALENTS 0.00 4.57
JPY/USD FWD 20200617 06/17/2020 4.54
USD/BRL FWD 20200505 000004334 USD 05/05/2020 4.52
BRL/USD FWD 20200402 000004334 USD 04/02/2020 4.02
PLN/USD FWD 20200617 000006038 USD 06/17/2020 3.49
RUB/USD FWD 20200617 000004334 USD 06/17/2020 3.41
Goldman Sachs International 12/21/2020 3.27
JPMorgan Chase Bank NA 12/21/2020 3.27
EUR/USD FWD 20200617 06/17/2020 3.14
USD/NOK FWD 20201221 12/21/2020 3.05
USD/JPY FWD 20200609 000011091 USD 06/09/2020 3.03
Goldman Sachs International 12/21/2020 3.01
ZAR/USD FWD 20200617 000004334 USD 06/17/2020 2.81
USD/COP FWD 20200617 000000908 USD 06/17/2020 2.81
USD/JPY FWD 20200617 000000908 USD 06/17/2020 2.77
USD/CAD FWD 20200617 06/17/2020 2.76
JPMorgan Chase Bank NA 12/21/2020 2.66
CAD/USD FWD 20200617 06/17/2020 2.58
India Government Bond 8.24 02/15/2027 2.58
RUB/USD FWD 20210129 000004334 USD 01/29/2021 2.51
USD/BRL FWD 20200402 000006038 USD 04/02/2020 2.50
USD/THB FWD 20200617 000004334 USD 06/17/2020 2.49
USD/NZD FWD 20200617 06/17/2020 2.42
IDR/USD FWD 20201102 000004334 USD 11/02/2020 2.41
BRL/USD FWD 20200402 000006038 USD 04/02/2020 2.39
Colombian TES 6.25 11/26/2025 2.32
USD/BRL FWD 20200401 000004334 USD 04/01/2020 2.31
USD/SEK FWD 20200617 06/17/2020 2.30
COP/USD FWD 20200617 000000908 USD 06/17/2020 2.25
USD/NOK FWD 20210830 08/30/2021 2.17
USD/MXN FWD 20200617 000004334 USD 06/17/2020 2.14
EUR/USD FWD 20200617 06/17/2020 2.10
India Government Bond 8.40 07/28/2024 2.09
EUR/USD FWD 20210830 08/30/2021 2.09
NOK/USD FWD 20200617 06/17/2020 2.08
THB/USD FWD 20200505 000004334 USD 05/05/2020 2.06
Russian Federal Bond - OFZ 7.00 01/25/2023 1.96
USD/RUB FWD 20200617 000010098 USD 06/17/2020 1.95
THB/USD FWD 20200617 000004334 USD 06/17/2020 1.93
GBP/USD FWD 20200617 06/17/2020 1.93
India Government Bond 8.20 09/24/2025 1.93
NZD/USD FWD 20200617 06/17/2020 1.91
USD/PEN FWD 20200617 000000908 USD 06/17/2020 1.90
Goldman Sachs International 04/01/2020 1.89
USD/AUD FWD 20200617 06/17/2020 1.85
Mexican Bonos 8.50 05/31/2029 1.82
NOK/USD FWD 20200617 06/17/2020 1.81
USD/TRY FWD 20200617 000004334 USD 06/17/2020 1.81
JPMorgan Chase Bank NA 08/07/2020 1.76
Goldman Sachs International 08/07/2020 1.76
USD/INR FWD 20200420 000006038 USD 04/20/2020 1.74
United Kingdom Gilt 1.75 01/22/2049 1.73
Oppenheimer International Bond Fund 1.72
EUR/USD FWD 20200807 08/07/2020 1.70
JPMorgan Chase Bank NA 08/07/2020 1.68
AUD/USD FWD 20200617 06/17/2020 1.66
India Government Bond 7.17 01/08/2028 1.65
BRL/USD FWD 20200505 000004334 USD 05/05/2020 1.65
NOK/USD FWD 20200617 06/17/2020 1.63
Hellenic Republic Government Bond 1.88 02/04/2035 1.63
USD/BRL FWD 20200831 08/31/2020 1.56
Republic of South Africa Government 10.50 12/21/2026 1.52
JPMorgan Chase Bank NA 04/01/2020 1.49
USD/ZAR FWD 20200617 06/17/2020 1.47
MXN/USD FWD 20200706 000004334 USD 07/06/2020 1.46
USD/IDR FWD 20200617 000000908 USD 06/17/2020 1.43
BRL/USD FWD 20200402 000010098 USD 04/02/2020 1.42
BRL/USD FWD 20200417 000011091 USD 04/17/2020 1.41
MXN/USD FWD 20200617 000011091 USD 06/17/2020 1.37
SEK/USD FWD 20200617 06/17/2020 1.32
USD/CLP FWD 20200617 000004334 USD 06/17/2020 1.32
ZAR/USD FWD 20200617 000006038 USD 06/17/2020 1.32
USD/IDR FWD 20201026 10/26/2020 1.32
RUB/USD FWD 20210225 000011091 USD 02/25/2021 1.30
CLP/USD FWD 20200617 000004334 USD 06/17/2020 1.29
Hellenic Republic Government Bond 3.90 01/30/2033 1.28
Indonesia Treasury Bond 8.75 05/15/2031 1.26
USD/PLN FWD 20200617 000004334 USD 06/17/2020 1.25
RUB/USD FWD 20210111 000011091 USD 01/11/2021 1.25
Indonesia Treasury Bond 8.12 05/15/2024 1.23
Goldman Sachs International 03/08/2021 1.22
PLN/USD FWD 20200617 000004334 USD 06/17/2020 1.21
JPMorgan Chase Bank NA 02/08/2021 1.20
Peruvian Government International B 6.35 08/12/2028 1.17
USD/NOK FWD 20200617 000004334 USD 06/17/2020 1.17
Mexican Bonos 8.00 12/07/2023 1.16
IDR/USD FWD 20201026 10/26/2020 1.14
Indonesia Treasury Bond 8.38 09/15/2026 1.11
Republic of South Africa Government 8.75 02/28/2048 1.11
TDA 27 FTA 0.00 12/28/2050 1.08
USD/RUB FWD 20210225 000011091 USD 02/25/2021 1.05
PLN/USD FWD 20200617 000000908 USD 06/17/2020 1.02
Indonesia Treasury Bond 7.00 05/15/2027 1.01
Goldman Sachs International 02/08/2021 1.00
CASH & EQUIVALENTS 0.98
USD/MXN FWD 20220110 01/10/2022 0.97
RUB/USD FWD 20200617 06/17/2020 0.97
TRY/USD FWD 20200617 000004334 USD 06/17/2020 0.96
Mexican Bonos 5.75 03/05/2026 0.95
Goldman Sachs International 03/08/2021 0.94
Malaysia Government Bond 4.64 11/07/2033 0.91
Brazil Notas do Tesouro Nacional Se 6.00 05/15/2045 0.90
Indonesia Treasury Bond 8.25 05/15/2029 0.90
SEK/USD FWD 20200617 06/17/2020 0.89
Goldman Sachs International 05/11/2020 0.86
Indonesia Treasury Bond 9.00 03/15/2029 0.84
USD/MXN FWD 20200617 000006038 USD 06/17/2020 0.83
MXN/USD FWD 20200617 000006038 USD 06/17/2020 0.83
Goldman Sachs International 05/11/2020 0.81
Goldman Sachs International 05/13/2020 0.80
USD/ZAR FWD 20200617 000000908 USD 06/17/2020 0.79
Brazil Notas do Tesouro Nacional Se 10.00 01/01/2029 0.79
Morgan Stanley 7.50 04/02/2032 0.79
BRL/USD FWD 20200401 000010098 USD 04/01/2020 0.79
USD/RUB FWD 20200526 000010098 USD 05/26/2020 0.77
Hellenic Republic Government Bond 4.00 01/30/2037 0.74
USD/ZAR FWD 20200709 07/09/2020 0.71
Credit Suisse Group AG REGS 7.50 12/31/2059 0.70
USD/IDR FWD 20200617 000003731 USD 06/17/2020 0.69
USD/MYR FWD 20200617 000010098 USD 06/17/2020 0.68
Russian Federal Bond - OFZ 7.25 05/10/2034 0.67
Republic of South Africa Government 8.50 01/31/2037 0.64
Argentina Treasury Bill 0.00 10/29/2020 0.64
Mexican Bonos 6.50 06/10/2021 0.61
Grifonas Finance PLC 0.00 08/28/2039 0.59
CASH & EQUIVALENTS 0.53
MXN/USD FWD 20220110 01/10/2022 0.52
USD/EUR FWD 20200617 06/17/2020 0.51
USD/MXN FWD 20200529 000004334 USD 05/29/2020 0.50
USD/ZAR FWD 20200617 000006038 USD 06/17/2020 0.50
Russian Federal Bond - OFZ 7.65 04/10/2030 0.49
Thailand Government Bond 2.88 12/17/2028 0.48
Hellenic Republic Government Bond 3.88 03/12/2029 0.48
IM Pastor 4 FTA 0.00 03/22/2044 0.46
Indonesia Treasury Bond 7.00 09/15/2030 0.46
Argentina Treasury Bill 0.00 07/29/2020 0.44
Egypt Government International Bond 4.75 04/16/2026 0.44
BBVA Consumer Auto 2018-1 FTA 2.30 07/20/2031 0.44
BRL/USD FWD 20210218 000011091 USD 02/18/2021 0.44
Egypt Government International Bond 8.70 03/01/2049 0.43
EUR/RUB FWD 20201105 11/05/2020 0.43
Malaysia Government Bond 3.84 04/15/2033 0.43
Towd Point Mortgage Funding 2019 - 2.10 10/20/2051 0.42
Egypt Government Bond 18.15 12/11/2021 0.41
Turkey Government Bond 12.40 03/08/2028 0.41
HSBC Holdings PLC REGS 6.00 12/31/2059 0.40
Deutsche Bank AG 2.62 02/12/2026 0.39
KazTransGas JSC 4.38 09/26/2027 0.39
Peruvian Government International B 6.90 08/12/2037 0.38
Eurohome UK Mortgages 2007-2 plc 0.86 09/15/2044 0.38
NZD/USD FWD 20200617 06/17/2020 0.38
India Government Bond 7.72 05/25/2025 0.37
Societe Generale SA 144A 7.38 12/29/2049 0.37
Ludgate Funding PLC 0.00 01/01/2061 0.36
CaixaBank SA 6.75 12/31/2099 0.36
KRW/USD FWD 20200617 000010098 USD 06/17/2020 0.36
Turkey Government Bond 8.50 09/14/2022 0.36
Argentine Republic Government Inter 7.50 04/22/2026 0.36
USD/EUR FWD 20200511 05/11/2020 0.34
Dominican Republic International Bo 5.88 01/30/2060 0.34
Caisse Nationale de Reassurance Mut 6.38 12/31/2049 0.33
Ivory Coast Government Internationa 5.25 03/22/2030 0.33
Goldman Sachs International 05/11/2020 0.33
Ivory Coast Government Internationa 6.88 10/17/2040 0.33
USD/TRY FWD 20200617 000011091 USD 06/17/2020 0.33
Ukraine Government International Bo 8.99 02/01/2024 0.32
Republic of South Africa Government 8.00 01/31/2030 0.32
Petrobras Global Finance BV 6.85 06/05/2115 0.32
IDR/USD FWD 20200622 06/22/2020 0.32
USD/COP FWD 20200420 000000908 USD 04/20/2020 0.31
USD/COP FWD 20200420 000010098 USD 04/20/2020 0.30
Cyprus Government International Bon 2.75 05/03/2049 0.30
El Salvador Government Internationa 7.12 01/20/2050 0.29
Malaysia Government Bond 4.50 04/15/2030 0.28
Citibank NA 05/13/2020 0.28
Caixa Geral de Depositos SA 10.75 12/31/2099 0.28
UBS Group AG REGS 7.00 12/31/2099 0.28
Egypt Government Bond 16.00 06/11/2022 0.28
Petroleos Mexicanos REGS 3.75 04/16/2026 0.27
CASH & EQUIVALENTS 0.00 0.27
LCH.Clearnet LLC 03/02/2025 0.27
Great Hall Mortgages No 1 PLC 1.31 03/18/2039 0.27
UBS Group AG REGS 6.88 12/31/2049 0.27
Banco Bilbao Vizcaya Argentaria SA 8.88 12/31/2099 0.26
State of Tamil Nadu India 8.53 03/09/2026 0.26
India Government Bond 8.15 11/24/2026 0.26
Standard Life Aberdeen PLC 4.25 06/30/2028 0.26
LCH.Clearnet LLC 03/02/2025 0.26
State of Maharashtra India 7.99 10/28/2025 0.26
BNP Paribas SA 144A 7.62 12/31/2049 0.25
Cooperatieve Rabobank UA 4.62 12/31/2099 0.25
State of Gujarat India 7.52 05/24/2027 0.25
Russian Federal Bond - OFZ 7.70 03/23/2033 0.25
IDR/USD FWD 20200617 000004334 USD 06/17/2020 0.25
BRL/USD FWD 20200402 04/02/2020 0.24
Reliance Industries Ltd 6.78 09/16/2020 0.24
Peru Government Bond 5.94 02/12/2029 0.24
LCH.Clearnet LLC 03/03/2025 0.24
Nigeria Government International Bo 7.70 02/23/2038 0.23
Senegal Government International Bo 6.75 03/13/2048 0.22
Eurosail-UK 2007-4bl PLC 2.26 06/13/2045 0.22
Malaysia Government Bond 4.13 04/15/2032 0.22
Petrobras Global Finance BV 5.75 02/01/2029 0.21
Capital Mortgage Srl 0.00 01/30/2047 0.21
Ukraine Government International Bo 7.75 09/01/2026 0.20
Power Finance Corp Ltd 7.99 12/20/2022 0.20
USD/GBP FWD 20200617 06/17/2020 0.20
Argentina Treasury Bill 0.00 08/27/2020 0.20
Mexican Bonos 10.00 12/05/2024 0.20
GBP/USD FWD 20200617 06/17/2020 0.19
HSBC Holdings PLC REGS 5.25 12/29/2049 0.19
CASH & EQUIVALENTS 0.19
Cyprus Government International Bon 1.25 01/21/2040 0.19
Inkia Energy Ltd 5.88 11/09/2027 0.19
Eurohome UK Mortgages 2007 -1 PLC 0.81 06/15/2044 0.19
Argentine Republic Government Inter 6.88 01/26/2027 0.18
USD/EGP FWD 20200810 000011091 USD 08/10/2020 0.18
Danske Bank A/S REGS 6.12 12/31/2049 0.18
Standard Chartered Bank 5.38 12/31/2059 0.18
Indonesia Treasury Bond 7.50 04/15/2040 0.17
Cosan Ltd 5.50 09/20/2029 0.17
Itau Unibanco Holding SA/Cayman Isl 4.62 12/31/2049 0.17
Power Finance Corp Ltd 7.42 06/26/2020 0.17
Reliance Industries Ltd 8.32 07/08/2021 0.16
Sestante Finance Srl 0.38 07/15/2045 0.16
Sri Lanka Government International 6.25 10/04/2020 0.16
Eurohome UK Mortgages 2007 -1 PLC 1.41 06/15/2044 0.16
TRY/USD FWD 20200617 000006038 USD 06/17/2020 0.16
Dominican Republic International Bo 6.40 06/05/2049 0.16
Power Finance Corp Ltd 8.53 07/24/2020 0.16
Azure Power Solar Energy Pvt Ltd 5.65 12/24/2024 0.15
Southern Copper Corp 7.50 07/27/2035 0.15
CSN Resources SA 7.62 02/13/2023 0.15
Credit Suisse Group AG 6.38 12/31/2049 0.15
National Bank for Agriculture and R 8.39 07/19/2021 0.15
Grifonas Finance PLC 0.15 08/28/2039 0.14
Morgan Stanley Capital Services LLC 05/13/2020 0.14
JPMorgan Chase Bank NA 05/13/2020 0.14
Eurohome UK Mortgages 2007-2 plc 1.91 09/15/2044 0.14
Global Bank Corp 5.25 04/16/2029 0.13
European Bank for Reconstruction & 6.85 06/21/2021 0.13
Standard Chartered PLC REGS 7.75 12/31/2049 0.13
CASH & EQUIVALENTS 0.00 0.13
Ghana Government International Bond 8.95 03/26/2051 0.13
Swiss Insured Brazil Power Finance 9.85 07/16/2032 0.13
Eurohome UK Mortgages 2007 -1 PLC 1.01 06/15/2044 0.13
Indian Railway Finance Corp Ltd 8.83 03/25/2023 0.13
LCH.Clearnet LLC 01/30/2022 0.13
Ukraine Government International Bo 7.75 09/01/2025 0.12
LCH.Clearnet LLC 02/03/2022 0.12
Centrais Eletricas Brasileiras SA 4.62 02/04/2030 0.12
Bayan Resources Tbk PT 6.12 01/24/2023 0.12
USD/GBP FWD 20200617 06/17/2020 0.12
ZAR/USD FWD 20200617 06/17/2020 0.12
Egypt Government Bond 14.35 09/10/2024 0.12
CSN Islands XI Corp 6.75 01/28/2028 0.12
Societe Generale SA 144A 8.00 12/31/2049 0.12
Times China Holdings Ltd 7.85 06/04/2021 0.11
Puma International Financing SA 5.00 01/24/2026 0.11
AES Andres BV / Dominican Power Par 7.95 05/11/2026 0.11
Eterna Capital Pte Ltd 7.50 12/11/2022 0.11
LCH.Clearnet LLC 05/18/2030 0.11
Banco Bilbao Vizcaya Argentaria SA 5.88 12/31/2099 0.11
HTA Group Ltd/Mauritius 9.12 03/08/2022 0.11
Chicago Mercantile Exchange Inc 03/25/2024 0.11
Banco Mercantil del Norte SA/Grand 7.50 12/31/2099 0.11
Banco BTG Pactual SA/Cayman Islands 4.50 01/10/2025 0.10
Argentine Republic Government Inter 5.62 01/26/2022 0.10
GEMS MENASA Cayman Ltd / GEMS Educa 7.12 07/31/2026 0.10
Credit Agricole SA REGS 7.50 12/31/2099 0.10
Novo Banco SA/Luxembourg 3.50 02/19/2043 0.10
Credit Agricole SA 144A 8.12 12/31/2049 0.10
AT&T Inc 2.88 12/31/2059 0.10
Metinvest BV 7.75 10/17/2029 0.09
InterCement Financial Operations BV 5.75 07/17/2024 0.09
LCH.Clearnet LLC 03/03/2025 0.09
Coriolanus DAC 0.00 04/30/2025 0.09
Future Retail Ltd 5.60 01/22/2025 0.09
Eterna Capital Pte Ltd 8.00 12/11/2022 0.09
Newgate Funding PLC 0.00 12/15/2050 0.09
Barclays PLC 6.38 12/31/2059 0.09
Grupo Aval Ltd 4.38 02/04/2030 0.09
Ghana Government International Bond 7.88 02/11/2035 0.09
Barclays Bank PLC 05/13/2020 0.09
IM Pastor 4 FTA 0.00 03/22/2044 0.08
Bank Leumi Le-Israel BM 3.27 01/29/2031 0.08
Melco Resorts Finance Ltd 144A 4.88 06/06/2025 0.08
Intesa Sanpaolo SpA REGS 6.25 12/31/2099 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
USD/CHF FWD 20200617 000004334 USD 06/17/2020 0.08
Societe Generale SA REGS 8.00 12/31/2049 0.08
Lloyds Bank PLC 1.69 12/31/2059 0.08
Skandinaviska Enskilda Banken AB 5.12 12/31/2099 0.08
China SCE Group Holdings Ltd 5.88 03/10/2022 0.08
MARB BondCo PLC 144A 7.00 03/15/2024 0.08
Coriolanus DAC 0.00 04/30/2025 0.08
MGM China Holdings Ltd 5.88 05/15/2026 0.08
Argentina Treasury Bill 0.00 05/28/2020 0.08
Barclays PLC 5.88 12/31/2049 0.08
USD/COP FWD 20200427 000010098 USD 04/27/2020 0.08
Logan Property Holdings Co Ltd 7.50 08/25/2022 0.08
Petroleos Mexicanos 5.95 01/28/2031 0.08
Banco Santander SA 4.38 12/31/2059 0.08
ADES International Holding PLC 8.62 04/24/2024 0.08
Angolan Government International Bo 9.38 05/08/2048 0.08
Danske Bank A/S 7.00 12/31/2099 0.08
Egypt Government International Bond 8.50 01/31/2047 0.07
Cemex SAB de CV 5.45 11/19/2029 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Argentum Netherlands BV for Swiss R 5.62 08/15/2052 0.07
LCH.Clearnet LLC 02/06/2025 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Fideicomiso PA Concesion Ruta al Ma 6.75 02/15/2044 0.07
LCH.Clearnet LLC 10/01/2021 0.07
Banco do Brasil SA/Cayman 6.25 12/31/2049 0.07
NAK Naftogaz Ukraine via Kondor Fin 7.62 11/08/2026 0.07
Sociedad Quimica y Minera de Chile 4.25 01/22/2050 0.07
Banco de Sabadell SA REGS 6.50 12/31/2099 0.07
AES Gener SA 6.35 10/07/2079 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Novo Banco SA/Luxembourg 3.50 03/18/2043 0.07
Angolan Government International Bo 8.00 11/26/2029 0.07
Eskom Holdings SOC Ltd 6.75 08/06/2023 0.07
Sri Lanka Government International 6.75 04/18/2028 0.07
Alba 2007-1 PLC 3.74 03/17/2039 0.07
Coriolanus DAC 0.00 04/30/2025 0.07
Ghana Government International Bond 7.62 05/16/2029 0.07
Eskom Holdings SOC Ltd 7.12 02/11/2025 0.06
ReNew Power Pvt Ltd 5.88 03/05/2027 0.06
CASH & EQUIVALENTS 0.06
National Bank of Greece SA 8.25 07/18/2029 0.06
Coriolanus DAC 0.00 04/30/2025 0.06
Banco Comercial Portugues SA 4.50 12/07/2027 0.06
Banca Monte dei Paschi di Siena SpA 5.38 01/18/2028 0.06
Chicago Mercantile Exchange Inc 01/15/2024 0.06
UniCredit SpA REGS 6.62 12/31/2099 0.06
Housing Development Finance Corp Lt 8.95 10/19/2020 0.06
Alpha Holding SA de CV 9.00 02/10/2025 0.06
Argentine Bonos del Tesoro 18.20 10/03/2021 0.06
Industrias Penoles SAB de CV 5.65 09/12/2049 0.06
Sri Lanka Government International 5.88 07/25/2022 0.06
Chicago Mercantile Exchange Inc 04/13/2029 0.06
Fideicomiso PA Costera 6.25 01/15/2034 0.05
Medco Bell Pte Ltd 6.38 01/30/2027 0.05
Barclays Bank PLC 1.00 12/20/2024 0.05
LCH.Clearnet LLC 06/17/2030 0.05
NOK/EUR FWD 20200617 000004334 USD 06/17/2020 0.05
CME Group Inc 11/10/2022 0.05
YPF SA 44.44 07/07/2020 0.04
Mexarrend SAPI de CV 10.25 07/24/2024 0.04
Chicago Mercantile Exchange Inc 12/26/2028 0.04
Italy Buoni Poliennali Del Tesoro 1 2.80 03/01/2067 0.04
Rede D'or Finance Sarl 4.50 01/22/2030 0.04
Chicago Mercantile Exchange Inc 07/17/2024 0.04
China Evergrande Group 10.00 04/11/2023 0.04
Operadora de Servicios Mega SA de C 8.25 02/11/2025 0.04
Banco Hipotecario SA 46.70 02/15/2021 0.04
USD/HUF FWD 20200617 000004334 USD 06/17/2020 0.04
CME Group Inc 12/07/2023 0.04
LCH.Clearnet LLC 02/22/2023 0.04
HSBC Bank PLC 1.43 12/31/2059 0.04
LCH.Clearnet LLC 02/26/2026 0.04
CME Group Inc 02/25/2022 0.03
Geopark Ltd 5.50 01/17/2027 0.03
Provincia de Buenos Aires/Governmen 37.46 04/12/2025 0.03
Argentine Republic Government Inter 5.88 01/11/2028 0.03
Cooperatieve Rabobank UA 3.25 12/31/2059 0.03
Unigel Luxembourg SA 8.75 10/01/2026 0.03
LCH.Clearnet LLC 03/11/2022 0.03
CME Group Inc 11/04/2022 0.03
Angolan Government International Bo 9.12 11/26/2049 0.03
LCH.Clearnet LLC 08/18/2025 0.03
Sri Lanka Government International 6.20 05/11/2027 0.03
Peru Government Bond 5.40 08/12/2034 0.03
Banco Bilbao Vizcaya Argentaria SA 6.50 12/31/2099 0.03
USD/CAD FWD 20200617 06/17/2020 0.03
Piraeus Bank SA 9.75 06/26/2029 0.03
Argentine Bonos del Tesoro 15.50 10/17/2026 0.03
RUB/EUR FWD 20200617 000011553 USD 06/17/2020 0.03
UniCredit SpA 4.88 02/20/2029 0.03
CAD/USD FWD 20200617 06/17/2020 0.03
Egypt Government Bond 16.30 01/01/2023 0.02
INR/USD FWD 20200617 000004334 USD 06/17/2020 0.02
CME Group Inc 03/06/2025 0.02
Citibank NA 01/31/2030 0.02
LCH.Clearnet LLC 12/12/2029 0.02
CME Group Inc 02/25/2022 0.02
ASG Finance Designated Activity Co 7.88 12/03/2024 0.02
Intercontinental Exchange Inc 1.00 12/20/2024 0.02
CME Group Inc 12/05/2024 0.02
CME Group Inc 01/02/2024 0.02
LCH.Clearnet LLC 03/08/2028 0.02
LCH.Clearnet LLC 12/07/2023 0.02
LCH.Clearnet LLC 07/27/2030 0.02
LCH.Clearnet LLC 09/29/2022 0.02
LCH.Clearnet LLC 02/21/2022 0.02
CASH & EQUIVALENTS 0.02
CASH & EQUIVALENTS 0.02
Citibank NA 1.00 12/20/2024 0.02
LCH.Clearnet LLC 11/15/2029 0.01
Hellenic Republic Government Bond 0.00 10/15/2042 0.01
LCH.Clearnet LLC 08/29/2028 0.01
Goldman Sachs International 06/24/2029 0.01
JPMorgan Chase Bank NA 01/31/2030 0.01
CME Group Inc 02/28/2023 0.01
Intercontinental Exchange Inc 1.00 12/20/2024 0.01
Chicago Mercantile Exchange Inc 07/24/2029 0.01
CME Group Inc 12/07/2023 0.01
CME Group Inc 03/02/2022 0.01
CME Group Inc 10/21/2024 0.01
CME Group Inc 01/02/2025 0.01
CME Group Inc 01/01/2025 0.01
CME Group Inc 03/02/2022 0.01
Chicago Mercantile Exchange Inc 07/01/2022 0.01
CME Group Inc 03/02/2022 0.01
JP Morgan / Hipotecaria su Casita 6.47 08/26/2035 0.01
CME Group Inc 12/12/2024 0.00
Brazil Notas do Tesouro Nacional Se 6.00 08/15/2022 0.00
CASH & EQUIVALENTS 0.00
JPMorgan Chase Bank NA 1.00 12/20/2021 0.00
LCH.Clearnet LLC 03/06/2030 0.00
LCH.Clearnet LLC 06/17/2025 0.00
LCH.Clearnet LLC 03/06/2030 0.00
Goldman Sachs International 03/27/2021 0.00
JPMorgan Chase Bank NA 05/02/2020 0.00
CASH & EQUIVALENTS 0.00
LCH.Clearnet LLC 03/25/2025 0.00
CASH & EQUIVALENTS 0.00 0.00
USD/CNY FWD 20200617 000006219 USD 06/17/2020 0.00
CASH & EQUIVALENTS 0.00 0.00
CASH & EQUIVALENTS 0.00
CASH & EQUIVALENTS 0.00
Bank of America NA 1.00 12/20/2021 -0.00
USD/CNY FWD 20200617 000006219 USD 06/17/2020 -0.00
Chicago Mercantile Exchange Inc 05/02/2020 -0.00
Goldman Sachs International 11/01/2021 -0.00
CME Group Inc 01/04/2027 -0.00
CME Group Inc 01/02/2029 -0.00
Goldman Sachs International 03/27/2022 -0.01
Chicago Mercantile Exchange Inc 01/04/2027 -0.01
CME Group Inc 01/02/2023 -0.01
LCH.Clearnet LLC 03/25/2025 -0.01
Citibank NA 1.00 12/20/2024 -0.01
Chicago Mercantile Exchange Inc 11/24/2026 -0.01
Chicago Mercantile Exchange Inc 08/01/2029 -0.01
Intercontinental Exchange Inc 1.00 06/20/2022 -0.01
LCH.Clearnet LLC 01/31/2030 -0.01
LCH.Clearnet LLC 01/31/2030 -0.02
LCH.Clearnet LLC 03/10/2030 -0.02
LCH.Clearnet LLC 02/21/2030 -0.02
Goldman Sachs International 02/28/2025 -0.02
Intercontinental Exchange Inc 1.00 12/20/2024 -0.02
CME Group Inc 01/02/2025 -0.02
LCH.Clearnet LLC 02/27/2022 -0.02
Goldman Sachs International 03/05/2022 -0.02
CME Group Inc 01/02/2025 -0.02
Goldman Sachs International 10/25/2021 -0.02
CME Group Inc 01/04/2021 -0.03
USD/CAD FWD 20200617 06/17/2020 -0.03
INR/USD FWD 20200617 000004334 USD 06/17/2020 -0.03
LCH.Clearnet LLC 12/16/2026 -0.03
RUB/EUR FWD 20200617 000011553 USD 06/17/2020 -0.03
CAD/USD FWD 20200617 06/17/2020 -0.03
CME Group Inc 01/04/2027 -0.03
CME Group Inc 01/04/2021 -0.03
LCH.Clearnet LLC 03/08/2028 -0.03
CME Group Inc 01/03/2022 -0.03
CME Group Inc 01/04/2027 -0.03
LCH.Clearnet LLC 08/07/2029 -0.03
USD/HUF FWD 20200617 000004334 USD 06/17/2020 -0.04
LCH.Clearnet LLC 02/28/2022 -0.04
CME Group Inc 01/04/2027 -0.04
CME Group Inc 01/04/2021 -0.04
CME Group Inc 01/04/2021 -0.04
LCH.Clearnet LLC 06/08/2027 -0.05
JPMorgan Chase Bank NA 5.00 12/20/2021 -0.05
CME Group Inc 01/03/2022 -0.05
LCH.Clearnet LLC 10/01/2029 -0.05
NOK/EUR FWD 20200617 000004334 USD 06/17/2020 -0.05
Standard Chartered Bank/New York 01/10/2024 -0.06
JPMorgan Chase Bank NA 5.00 12/20/2022 -0.07
CME Group Inc 01/04/2027 -0.07
USD/COP FWD 20200427 000010098 USD 04/27/2020 -0.08
USD/CHF FWD 20200617 000004334 USD 06/17/2020 -0.08
LCH.Clearnet LLC 03/26/2030 -0.09
LCH.Clearnet LLC 02/03/2025 -0.09
LCH.Clearnet LLC 01/30/2025 -0.09
LCH.Clearnet LLC 04/29/2029 -0.10
Barclays Bank PLC 05/13/2020 -0.11
USD/GBP FWD 20200617 06/17/2020 -0.11
LCH.Clearnet LLC 02/19/2025 -0.12
LCH.Clearnet LLC 04/02/2024 -0.14
ZAR/USD FWD 20200617 06/17/2020 -0.14
Intercontinental Exchange Inc 5.00 12/20/2024 -0.16
TRY/USD FWD 20200617 000006038 USD 06/17/2020 -0.17
Morgan Stanley Capital Services LLC 05/13/2020 -0.17
JPMorgan Chase Bank NA 05/13/2020 -0.17
Intercontinental Exchange Inc 5.00 12/20/2024 -0.17
LCH.Clearnet LLC 08/19/2050 -0.17
USD/EGP FWD 20200810 000011091 USD 08/10/2020 -0.18
USD/GBP FWD 20200617 06/17/2020 -0.19
CASH & EQUIVALENTS -0.19
GBP/USD FWD 20200617 06/17/2020 -0.20
LCH.Clearnet LLC 07/19/2024 -0.23
IDR/USD FWD 20200617 000004334 USD 06/17/2020 -0.27
BRL/USD FWD 20200402 04/02/2020 -0.28
USD/COP FWD 20200420 000010098 USD 04/20/2020 -0.30
USD/TRY FWD 20200617 000011091 USD 06/17/2020 -0.30
USD/COP FWD 20200420 000000908 USD 04/20/2020 -0.31
USD/EUR FWD 20200511 05/11/2020 -0.33
Goldman Sachs International 05/11/2020 -0.34
Citibank NA 05/13/2020 -0.35
EUR/RUB FWD 20201105 11/05/2020 -0.35
LCH.Clearnet LLC 07/30/2024 -0.36
IDR/USD FWD 20200622 06/22/2020 -0.36
KRW/USD FWD 20200617 000010098 USD 06/17/2020 -0.37
USD/MXN FWD 20200529 000004334 USD 05/29/2020 -0.41
NZD/USD FWD 20200617 06/17/2020 -0.42
BRL/USD FWD 20210218 000011091 USD 02/18/2021 -0.46
USD/ZAR FWD 20200617 000006038 USD 06/17/2020 -0.50
USD/EUR FWD 20200617 06/17/2020 -0.51
USD/ZAR FWD 20200709 07/09/2020 -0.57
USD/IDR FWD 20200617 000003731 USD 06/17/2020 -0.60
Goldman Sachs International 05/13/2020 -0.64
MXN/USD FWD 20220110 01/10/2022 -0.65
USD/RUB FWD 20200526 000010098 USD 05/26/2020 -0.65
USD/MYR FWD 20200617 000010098 USD 06/17/2020 -0.67
LCH.Clearnet LLC 05/18/2030 -0.68
USD/ZAR FWD 20200617 000000908 USD 06/17/2020 -0.72
USD/MXN FWD 20200617 000006038 USD 06/17/2020 -0.74
USD/MXN FWD 20220110 01/10/2022 -0.78
Goldman Sachs International 05/11/2020 -0.81
Goldman Sachs International 05/11/2020 -0.86
USD/RUB FWD 20210225 000011091 USD 02/25/2021 -0.86
MXN/USD FWD 20200617 000006038 USD 06/17/2020 -0.90
SEK/USD FWD 20200617 06/17/2020 -0.92
Goldman Sachs International 03/08/2021 -0.94
BRL/USD FWD 20200401 000010098 USD 04/01/2020 -0.94
RUB/USD FWD 20200617 06/17/2020 -0.97
JPMorgan Chase Bank NA 02/08/2021 -1.00
TRY/USD FWD 20200617 000004334 USD 06/17/2020 -1.03
USD/NOK FWD 20200617 000004334 USD 06/17/2020 -1.08
PLN/USD FWD 20200617 000000908 USD 06/17/2020 -1.11
USD/IDR FWD 20201026 10/26/2020 -1.14
USD/PLN FWD 20200617 000004334 USD 06/17/2020 -1.15
Goldman Sachs International 03/08/2021 -1.21
Goldman Sachs International 02/08/2021 -1.21
RUB/USD FWD 20210111 000011091 USD 01/11/2021 -1.24
USD/IDR FWD 20200617 000000908 USD 06/17/2020 -1.24
RUB/USD FWD 20210225 000011091 USD 02/25/2021 -1.26
USD/BRL FWD 20200831 08/31/2020 -1.27
USD/CLP FWD 20200617 000004334 USD 06/17/2020 -1.29
PLN/USD FWD 20200617 000004334 USD 06/17/2020 -1.31
USD/ZAR FWD 20200617 06/17/2020 -1.32
CLP/USD FWD 20200617 000004334 USD 06/17/2020 -1.32
IDR/USD FWD 20201026 10/26/2020 -1.32
MXN/USD FWD 20200706 000004334 USD 07/06/2020 -1.37
SEK/USD FWD 20200617 06/17/2020 -1.38
ZAR/USD FWD 20200617 000006038 USD 06/17/2020 -1.46
Goldman Sachs International 04/01/2020 -1.49
MXN/USD FWD 20200617 000011091 USD 06/17/2020 -1.53
BRL/USD FWD 20200417 000011091 USD 04/17/2020 -1.58
BRL/USD FWD 20200402 000010098 USD 04/02/2020 -1.59
USD/AUD FWD 20200617 06/17/2020 -1.66
Goldman Sachs International 08/07/2020 -1.68
BRL/USD FWD 20200505 000004334 USD 05/05/2020 -1.69
USD/TRY FWD 20200617 000004334 USD 06/17/2020 -1.69
JPMorgan Chase Bank NA 08/07/2020 -1.70
USD/INR FWD 20200420 000006038 USD 04/20/2020 -1.72
EUR/USD FWD 20200807 08/07/2020 -1.76
JPMorgan Chase Bank NA 08/07/2020 -1.76
AUD/USD FWD 20200617 06/17/2020 -1.85
USD/NOK FWD 20210830 08/30/2021 -1.88
NOK/USD FWD 20200617 06/17/2020 -1.88
JPMorgan Chase Bank NA 04/01/2020 -1.90
USD/MXN FWD 20200617 000004334 USD 06/17/2020 -1.92
USD/PEN FWD 20200617 000000908 USD 06/17/2020 -1.94
USD/RUB FWD 20200617 000010098 USD 06/17/2020 -1.95
THB/USD FWD 20200617 000004334 USD 06/17/2020 -2.02
GBP/USD FWD 20200617 06/17/2020 -2.04
NOK/USD FWD 20200617 06/17/2020 -2.09
NZD/USD FWD 20200617 06/17/2020 -2.11
EUR/USD FWD 20200617 06/17/2020 -2.12
USD/BRL FWD 20200402 000006038 USD 04/02/2020 -2.14
THB/USD FWD 20200505 000004334 USD 05/05/2020 -2.16
EUR/USD FWD 20210830 08/30/2021 -2.17
USD/NZD FWD 20200617 06/17/2020 -2.18
USD/SEK FWD 20200617 06/17/2020 -2.21
USD/BRL FWD 20200401 000004334 USD 04/01/2020 -2.28
USD/THB FWD 20200617 000004334 USD 06/17/2020 -2.38
NOK/USD FWD 20200617 06/17/2020 -2.40
RUB/USD FWD 20210129 000004334 USD 01/29/2021 -2.45
COP/USD FWD 20200617 000000908 USD 06/17/2020 -2.57
USD/CAD FWD 20200617 06/17/2020 -2.58
USD/COP FWD 20200617 000000908 USD 06/17/2020 -2.65
USD/NOK FWD 20201221 12/21/2020 -2.66
Goldman Sachs International 12/21/2020 -2.66
CAD/USD FWD 20200617 06/17/2020 -2.76
BRL/USD FWD 20200402 000006038 USD 04/02/2020 -2.79
USD/JPY FWD 20200617 000000908 USD 06/17/2020 -2.79
IDR/USD FWD 20201102 000004334 USD 11/02/2020 -2.88
USD/JPY FWD 20200609 000011091 USD 06/09/2020 -2.99
JPMorgan Chase Bank NA 12/21/2020 -3.01
ZAR/USD FWD 20200617 000004334 USD 06/17/2020 -3.05
EUR/USD FWD 20200617 06/17/2020 -3.16
JPMorgan Chase Bank NA 12/21/2020 -3.27
Goldman Sachs International 12/21/2020 -3.27
RUB/USD FWD 20200617 000004334 USD 06/17/2020 -3.70
PLN/USD FWD 20200617 000006038 USD 06/17/2020 -3.79
BRL/USD FWD 20200402 000004334 USD 04/02/2020 -4.12
USD/BRL FWD 20200505 000004334 USD 05/05/2020 -4.42
JPY/USD FWD 20200617 06/17/2020 -4.48
USD/RUB FWD 20200617 000004334 USD 06/17/2020 -4.49
USD/JPY FWD 20200617 000006038 USD 06/17/2020 -5.04
USD/JPY FWD 20210204 000006038 USD 02/04/2021 -5.08
USD/EUR FWD 20200617 06/17/2020 -5.57
USD/BRL FWD 20200402 000004334 USD 04/02/2020 -5.92
JPY/USD FWD 20200617 06/17/2020 -6.24
EUR/USD FWD 20200617 06/17/2020 -7.00
USD/IDR FWD 20200617 000004334 USD 06/17/2020 -7.80
EUR/USD FWD 20200617 06/17/2020 -7.97
JPY/USD FWD 20200617 06/17/2020 -7.99
USD/ZAR FWD 20200617 000004334 USD 06/17/2020 -8.12
USD/EUR FWD 20200617 06/17/2020 -8.54
GBP/USD FWD 20200617 06/17/2020 -8.57
USD/EUR FWD 20200617 06/17/2020 -11.16
USD/GBP FWD 20200617 06/17/2020 -11.19
MXN/USD FWD 20200617 000004334 USD 06/17/2020 -11.28
USD/MXN FWD 20200617 000000908 USD 06/17/2020 -11.74
USD/INR FWD 20200617 000004334 USD 06/17/2020 -14.29
JPY/USD FWD 20200617 06/17/2020 -14.45
USD/EUR FWD 20200617 06/17/2020 -25.63
EUR/USD FWD 20200617 06/17/2020 -45.75