Invesco 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
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 |