Invesco International Bond Fund
as of 09/30/2023
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
CASH & EQUIVALENTS
0.00
12.52
Republic of South Africa Government
10.50
12/21/2026
5.16
Brazil Notas do Tesouro Nacional Se
10.00
01/01/2027
3.91
United States Treasury Bill
0.00
01/18/2024
3.86
Peru Government Bond
6.15
08/12/2032
3.85
French Republic Government Bond OAT
0.00
05/25/2032
2.90
Mexican Bonos
7.75
05/29/2031
2.90
Colombian TES
7.75
09/18/2030
2.81
Republic of Poland Government Bond
1.75
04/25/2032
2.62
2.07
2.07
Brazil Notas do Tesouro Nacional Se
6.00
05/15/2055
1.88
Colombian TES
7.25
10/26/2050
1.83
Republic of South Africa Government
8.25
03/31/2032
1.80
Invesco Treasury Portfolio
1.64
1.63
1.62
Hellenic Republic Government Bond
4.38
07/18/2038
1.61
Republic of South Africa Government
8.00
01/31/2030
1.45
Invesco Government & Agency Portfol
1.44
Malaysia Government Bond
3.48
06/14/2024
1.34
YPF SA
1.31
India Government Bond
7.26
08/22/2032
1.23
Spain Government Bond
4.40
10/31/2023
1.16
Indonesia Treasury Bond
6.38
08/15/2028
1.01
Japan Government Forty Year Bond
1.00
03/20/2062
1.00
Invesco Liquid Assets Portfolio
1.00
Morgan Stanley Capital Services LLC
05/05/2038
0.96
India Government Bond
6.54
01/17/2032
0.90
Oppenheimer International Bond Fund
0.89
Corp Andina de Fomento
10.35
03/15/2033
0.85
FIDEICOMISO DORREGO Y LIBERTADOR
2.00
12/31/2043
0.81
Colombian TES
7.50
08/26/2026
0.80
Indonesia Treasury Bond
7.00
02/15/2033
0.77
Morgan Stanley Capital Services LLC
08/09/2039
0.75
New South Wales Treasury Corp
3.00
02/20/2030
0.68
KBC Group NV
4.75
12/31/2079
0.65
Mexican Bonos
8.50
11/18/2038
0.63
Peru Government Bond
7.30
08/12/2033
0.63
Thailand Government Bond
3.45
06/17/2043
0.59
Morgan Stanley Capital Services LLC
04/06/2038
0.58
French Republic Government Bond OAT
0.75
05/25/2052
0.56
RMAC Securities No 1 PLC
4.65
06/12/2044
0.55
Japan Government Thirty Year Bond
1.60
12/20/2052
0.55
Grupo Financiero Galicia SA
0.54
NatWest Group PLC
6.00
12/31/2059
0.54
Sestante Finance Srl
4.46
07/15/2045
0.49
India Government Bond
8.15
11/24/2026
0.48
State of Tamil Nadu India
8.53
03/09/2026
0.48
Newday Funding Master Issuer PLC -
9.25
03/15/2029
0.48
Gatwick Airport Finance PLC
4.38
04/07/2026
0.48
State of Maharashtra India
7.99
10/28/2025
0.48
State of Gujarat India
7.52
05/24/2027
0.47
Sitios Latinoamerica SAB de CV
5.38
04/04/2032
0.46
Eurohome UK Mortgages 2007 -1 PLC
6.48
06/15/2044
0.43
HSBC Holdings PLC
5.88
12/31/2079
0.43
Malaysia Government Bond
3.96
09/15/2025
0.42
Egypt Government International Bond
4.75
04/16/2026
0.40
Pampa Energia SA
0.39
Banco Bilbao Vizcaya Argentaria SA
6.00
12/31/2099
0.39
Bayer AG
2.38
11/12/2079
0.39
Lusitano Mortgages No 5 PLC
4.62
07/15/2059
0.38
Swedbank AB
5.62
12/31/2059
0.38
UBS Group AG
6.88
12/31/2099
0.37
Lloyds Banking Group PLC
7.50
12/31/2099
0.37
Cooperatieve Rabobank UA
4.38
12/31/2099
0.37
Telefonica Europe BV
2.88
12/31/2099
0.36
Oman Government International Bond
6.75
01/17/2048
0.36
Mercury Chile Holdco LLC
6.50
01/24/2027
0.36
PA Autopista Rio Magdalena
6.05
06/15/2036
0.36
Grifonas Finance No 1 PLC
4.45
08/28/2039
0.36
Eurosail-UK 2007-4bl PLC
7.09
06/13/2045
0.36
International Finance Corp
0.00
03/23/2038
0.35
Vodafone Group PLC
3.25
06/04/2081
0.35
British Telecommunications PLC
4.25
11/23/2081
0.34
Eurohome UK Mortgages 2007 -1 PLC
6.08
06/15/2044
0.34
Mansard Mortgages 2006-1 PLC
8.77
10/15/2048
0.34
Cloverie PLC for Swiss Reinsurance
4.50
09/11/2044
0.34
Newday Funding Master Issuer PLC -
7.55
11/15/2029
0.34
Eurohome UK Mortgages 2007-2 plc
9.34
09/15/2044
0.33
CaixaBank SA
5.25
12/31/2099
0.33
Morgan Stanley Capital Services LLC
03/31/2025
0.33
KBC Group NV
4.25
12/31/2079
0.31
Banco Macro SA
0.31
Eurohome UK Mortgages 2007-2 plc
6.74
09/15/2044
0.31
Alba 2007-1 PLC
8.59
03/17/2039
0.30
MGM China Holdings Ltd
5.88
05/15/2026
0.30
Lloyds Banking Group PLC
8.50
12/31/2099
0.29
Uruguay Government International Bo
9.75
07/20/2033
0.29
Intesa Sanpaolo SpA
5.50
12/31/2099
0.28
Fideicomiso Financiero Invernea Pro
0.00
08/25/2032
0.28
Electricite de France SA
9.12
12/31/2049
0.27
Resloc UK 2007-1 PLC
5.04
12/15/2043
0.27
Republic of Austria Government Bond
2.10
09/20/2117
0.27
LCH.Clearnet LLC
09/27/2032
0.27
African Development Bank
0.00
04/05/2046
0.26
United Kingdom Gilt
0.50
10/22/2061
0.26
Cemex SAB de CV
5.12
12/31/2079
0.25
Nemak SAB de CV
3.62
06/28/2031
0.25
Ivory Coast Government Internationa
4.88
01/30/2032
0.25
Colombian TES
9.25
05/28/2042
0.25
Braskem Idesa SAPI
7.45
11/15/2029
0.24
Colombia Government International B
4.12
02/22/2042
0.24
Ivory Coast Government Internationa
5.38
07/23/2024
0.23
Ludgate Funding PLC
0.00
01/01/2061
0.22
Eurosail 2006-1 PLC
4.64
06/10/2044
0.21
Morgan Stanley Capital Services LLC
05/19/2033
0.21
CME Group Inc
02/08/2031
0.21
LCH.Clearnet LLC
05/30/2033
0.21
Erste Group Bank AG
5.12
12/31/2099
0.21
Nationwide Building Society
5.75
12/31/2099
0.20
Eurosail-UK 2007-1nc PLC
6.23
03/13/2045
0.20
BNP Paribas SA
9.25
12/31/2059
0.20
Romanian Government International B
7.12
01/17/2033
0.20
USD/COP CFWD20231220
12/20/2023
0.20
Mansard Mortgages 2007-1 PLC
8.27
04/15/2049
0.20
Societe Generale SA
7.38
12/31/2099
0.20
Repsol International Finance BV
3.75
12/31/2099
0.19
Societe Generale SA
7.88
12/12/2049
0.19
Ecuador Government International Bo
2.50
07/31/2040
0.19
Deutsche Lufthansa AG
4.38
08/12/2075
0.19
IM Pastor 4 FTA
4.12
03/22/2044
0.19
Indonesia Asahan Aluminium PT / Min
6.76
11/15/2048
0.19
French Republic Government Bond OAT
0.50
05/25/2072
0.19
Embraer Netherlands Finance BV
7.00
07/28/2030
0.19
Barclays PLC
7.12
12/31/2099
0.19
European Bank for Reconstruction &
6.40
08/27/2025
0.19
ABN AMRO Bank NV
4.38
12/31/2059
0.19
HTA Group Ltd/Mauritius
7.00
12/18/2025
0.19
BNP Paribas SA
7.75
12/31/2079
0.19
Banco Mercantil del Norte SA/Grand
8.38
12/31/2079
0.19
Melco Resorts Finance Ltd
4.88
06/06/2025
0.19
International Consolidated Airlines
1.50
07/04/2027
0.19
AES Andes SA
6.35
10/07/2079
0.19
Minerva Luxembourg SA
8.88
09/13/2033
0.18
Swiss Insured Brazil Power Finance
9.85
07/16/2032
0.18
Intesa Sanpaolo SpA
6.38
12/31/2059
0.18
CT Trust
5.12
02/03/2032
0.17
Melco Resorts Finance Ltd
5.75
07/21/2028
0.17
USD/EUR CFWD20231220
12/20/2023
0.17
abrdn plc
4.25
06/30/2028
0.17
Banco Mercantil del Norte SA/Grand
5.88
12/31/2079
0.17
Nigeria Government International Bo
6.50
11/28/2027
0.16
Telecomunicaciones Digitales SA
4.50
01/30/2030
0.16
BNP Paribas SA
6.62
12/31/2099
0.16
Lloyds Banking Group PLC
7.50
12/31/2079
0.15
Banco Santander SA
4.38
12/31/2099
0.15
Egypt Government International Bond
8.50
01/31/2047
0.15
Morgan Stanley Capital Services LLC
05/19/2033
0.15
Ukraine Government International Bo
7.75
08/01/2041
0.14
Pertamina Persero PT
4.17
01/21/2050
0.14
YPF SA ADR
0.13
Newgate Funding PLC
4.29
12/15/2050
0.13
Prosus NV
4.99
01/19/2052
0.13
Petroleos Mexicanos
6.95
01/28/2060
0.13
Petroleos Mexicanos
7.69
01/23/2050
0.13
Banco Santander SA
4.12
12/31/2079
0.12
USD/BRL CFWD2023103
10/03/2023
0.12
USD/GBP CFWD20231220
12/20/2023
0.12
BP Capital Markets PLC
4.88
12/31/2049
0.12
NatWest Group PLC
5.12
12/31/2059
0.12
African Development Bank
0.00
01/17/2050
0.12
Banco BBVA Argentina SA
0.12
United States International Develop
3.13
04/15/2028
0.12
Dominican Republic International Bo
4.88
09/23/2032
0.11
Newgate Funding PLC
4.02
12/01/2050
0.11
Fideicomiso PA Concesion Ruta al Ma
6.75
02/15/2044
0.10
Iraq International Bond
5.80
01/15/2028
0.10
Morgan Stanley Capital Services LLC
10/27/2023
0.10
Heimstaden Bostad AB
3.38
12/31/2079
0.10
M&G PLC
6.50
10/20/2048
0.10
USD/JPY CFWD2024213
02/13/2024
0.10
LCH.Clearnet LLC
05/12/2028
0.10
Fideicomiso PA Costera
6.25
01/15/2034
0.10
Alba 2006-2 PLC
8.59
12/15/2038
0.10
Braskem Idesa SAPI
6.99
02/20/2032
0.10
CSN Resources SA
5.88
04/08/2032
0.10
JPMorgan Chase Bank NA
12/07/2023
0.10
JPMorgan Chase Bank NA
03/07/2024
0.09
Ghana Government International Bond
7.88
02/11/2035
0.09
USD/EUR CFWD20231220
12/20/2023
0.09
COP/USD CFWD2023102
10/02/2023
0.08
Credit Suisse Group AG
6.25
12/31/2079
0.08
Newgate Funding PLC
4.18
12/01/2050
0.08
LCH.Clearnet LLC
10/11/2026
0.07
USD/JPY CFWD20231010
10/10/2023
0.07
USD/JPY CFWD2023104
10/04/2023
0.07
LCH.Clearnet LLC
10/19/2026
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
USD/EUR CFWD202435
03/05/2024
0.07
USD/PEN CFWD20231220
12/20/2023
0.07
Dominican Republic International Bo
4.50
01/30/2030
0.06
USD/JPY CFWD2024214
02/14/2024
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Goldman Sachs International
05/02/2024
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
USD/BRL CFWD2023113
11/03/2023
0.06
USD/EUR CFWD2023125
12/05/2023
0.06
LCH.Clearnet LLC
05/05/2027
0.06
Coriolanus DAC
0.00
04/30/2025
0.06
Coriolanus DAC
0.00
04/30/2025
0.05
LCH.Clearnet LLC
12/05/2025
0.05
Coriolanus DAC
0.00
04/30/2025
0.05
Morgan Stanley Capital Services LLC
01/08/2024
0.05
USD/BRL CFWD2023103
10/03/2023
0.05
Coriolanus DAC
0.00
04/30/2025
0.05
Coriolanus DAC
0.00
04/30/2025
0.05
Goldman Sachs International
11/14/2023
0.04
LCH.Clearnet LLC
08/09/2033
0.04
Goldman Sachs International
05/16/2024
0.04
USD/GBP CFWD20231220
12/20/2023
0.04
USD/KRW CFWD20231221
12/21/2023
0.04
Goldman Sachs International
02/12/2024
0.04
USD/BRL CFWD20231220
12/20/2023
0.04
USD/THB CFWD2024122
01/22/2024
0.04
USD/HUF CFWD20231220
12/20/2023
0.04
Bank of America NA
11/16/2023
0.03
CSN Inova Ventures
6.75
01/28/2028
0.03
USD/COP CFWD20231127
11/27/2023
0.03
Hellenic Republic Government Bond
0.00
10/15/2042
0.03
USD/THB CFWD2024228
02/28/2024
0.03
LCH.Clearnet LLC
06/07/2033
0.03
USD/KRW CFWD20231220
12/20/2023
0.03
JPMorgan Chase Bank NA
03/04/2024
0.03
MXN/USD CFWD2023113
11/03/2023
0.03
USD/EUR CFWD20231213
12/13/2023
0.03
USD/JPY CFWD20231220
12/20/2023
0.03
Goldman Sachs International
03/01/2024
0.03
Provincia de Buenos Aires/Governmen
105.74
04/12/2025
0.03
Goldman Sachs International
05/14/2024
0.03
USD/INR CFWD2024129
01/29/2024
0.03
FIDEICOMISO DORREGO Y LIBERTADOR
0.00
12/31/2043
0.02
Goldman Sachs International
12/18/2023
0.02
CME Group Inc
01/02/2026
0.02
USD/AUD CFWD2024520
05/20/2024
0.02
USD/TWD CFWD20231220
12/20/2023
0.02
NZD/USD CFWD20231220
12/20/2023
0.02
USD/HUF CFWD20231016
10/16/2023
0.02
USD/BRL CFWD2023103
10/03/2023
0.02
Morgan Stanley Capital Services LLC
11/30/2023
0.02
LCH.Clearnet LLC
08/25/2033
0.02
USD/KRW CFWD20231220
12/20/2023
0.02
Morgan Stanley Capital Services LLC
11/22/2023
0.02
Morgan Stanley Capital Services LLC
11/10/2023
0.02
LCH.Clearnet LLC
05/11/2028
0.02
USD/BRL CFWD2023103
10/03/2023
0.02
USD/IDR CFWD20231220
12/20/2023
0.02
USD/GBP CFWD20231220
12/20/2023
0.01
USD/NOK CFWD20231220
12/20/2023
0.01
USD/EUR CFWD20231220
12/20/2023
0.01
USD/SGD CFWD20231220
12/20/2023
0.01
JPMorgan Chase Bank NA
10/11/2023
0.01
USD/MXN CFWD20231220
12/20/2023
0.01
CNY/USD CFWD20231220
12/20/2023
0.01
USD/THB CFWD20231220
12/20/2023
0.01
Goldman Sachs International
5.00
12/20/2024
0.01
USD/PLN CFWD20231220
12/20/2023
0.01
USD/AUD CFWD20231220
12/20/2023
0.01
LCH.Clearnet LLC
06/15/2028
0.01
USD/JPY CFWD20231220
12/20/2023
0.01
JPMorgan Chase Bank NA
12/01/2023
0.01
Morgan Stanley Capital Services LLC
10/31/2023
0.01
CME Group Inc
05/27/2032
0.01
Argentine Bonos del Tesoro
15.50
10/17/2026
0.01
Intercontinental Exchange Inc
1.00
06/20/2027
0.01
Bank of America NA
11/16/2023
0.01
USD/CAD CFWD2023111
11/01/2023
0.01
Bank of America NA
06/03/2024
0.01
Goldman Sachs International
06/10/2024
0.01
Intercontinental Exchange Inc
5.00
06/20/2028
0.01
Goldman Sachs International
05/30/2024
0.01
Bank of America NA
11/27/2023
0.01
Goldman Sachs International
11/10/2023
0.01
Goldman Sachs International
11/15/2023
0.01
USD/GBP CFWD20231220
12/20/2023
0.01
USD P INR C @81.4000 EO
01/24/2024
0.01
Argentina Treasury Dual Bond
0.00
04/30/2024
0.01
USD/INR CFWD20231220
12/20/2023
0.01
Goldman Sachs International
12/01/2023
0.01
CNY/USD CFWD20231220
12/20/2023
0.00
Goldman Sachs International
05/07/2024
0.00
USD/ZAR CFWD20231220
12/20/2023
0.00
USD/AUD CFWD20231220
12/20/2023
0.00
USD/CLP CFWD20231220
12/20/2023
0.00
USD/MXN CFWD20231010
10/10/2023
0.00
Goldman Sachs International
02/08/2024
0.00
Goldman Sachs International
11/16/2023
0.00
SEK/USD CFWD20231220
12/20/2023
0.00
LCH.Clearnet LLC
02/10/2024
0.00
ZAR/USD CFWD20231220
12/20/2023
0.00
Morgan Stanley Capital Services LLC
12/11/2023
0.00
Deutsche Bank AG
12/12/2023
0.00
CME Group Inc
05/24/2032
0.00
COP/USD CFWD2023102
10/02/2023
0.00
Morgan Stanley Capital Services LLC
11/16/2023
0.00
USD/JPY CFWD20231220
12/20/2023
0.00
Goldman Sachs International
10/30/2023
0.00
Morgan Stanley Capital Services LLC
11/30/2023
0.00
COP/USD CFWD20231220
12/20/2023
0.00
USD/JPY CFWD20231220
12/20/2023
0.00
Deutsche Bank AG
11/01/2023
0.00
USD/COP CFWD2023102
10/02/2023
0.00
USD/BRL CFWD2023103
10/03/2023
0.00
Bank of America NA
10/13/2023
0.00
USD P THB C @30.6500 EO
02/23/2024
0.00
Morgan Stanley Capital Services LLC
10/05/2023
0.00
Goldman Sachs International
01/18/2024
0.00
USD/JPY CFWD20231220
12/20/2023
0.00
Goldman Sachs International
02/08/2024
0.00
Goldman Sachs International
12/19/2023
0.00
Goldman Sachs International
11/08/2023
0.00
USD/BRL CFWD2023103
10/03/2023
0.00
CNY/USD CFWD20231220
12/20/2023
0.00
Deutsche Bank AG
12/11/2023
0.00
Goldman Sachs International
10/27/2023
0.00
USD/BRL CFWD2023113
11/03/2023
0.00
Bank of America NA
10/24/2023
0.00
USD/BRL CFWD2023103
10/03/2023
0.00
JPMorgan Chase Bank NA
10/26/2023
0.00
SEK/USD CFWD20231220
12/20/2023
0.00
Morgan Stanley Capital Services LLC
11/14/2023
0.00
JPMorgan Chase Bank NA
11/07/2023
0.00
COP/USD CFWD20231220
12/20/2023
0.00
Morgan Stanley Capital Services LLC
11/14/2023
0.00
Goldman Sachs International
10/23/2023
0.00
Goldman Sachs International
10/04/2023
0.00
JPMorgan Chase Bank NA
11/22/2023
0.00
Bank of America NA
10/23/2023
0.00
Goldman Sachs International
10/12/2023
0.00
Goldman Sachs International
10/12/2023
0.00
USD P THB C @30.0000 EO
10/04/2023
0.00
INR/USD CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
10/27/2023
-0.00
THB/USD CFWD20231220
12/20/2023
-0.00
BRL/USD CFWD2023103
10/03/2023
-0.00
CLP/USD CFWD20231220
12/20/2023
-0.00
BRL/USD CFWD2023103
10/03/2023
-0.00
CZK/USD CFWD20231220
12/20/2023
-0.00
EUR/USD CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
10/30/2023
-0.00
Goldman Sachs International
10/04/2023
-0.00
LCH.Clearnet LLC
06/15/2033
-0.00
Morgan Stanley Capital Services LLC
11/30/2023
-0.00
Bank of America NA
11/16/2023
-0.00
USD/EUR CFWD20231220
12/20/2023
-0.00
PLN/USD CFWD20231220
12/20/2023
-0.00
USD/NZD CFWD20231220
12/20/2023
-0.00
USD P INR C @79.5000 EO
01/24/2024
-0.00
PEN/USD CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
11/15/2023
-0.00
USD/ZAR CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
12/18/2023
-0.00
MXN/USD CFWD20231220
12/20/2023
-0.00
CAD/USD CFWD20231220
12/20/2023
-0.00
USD/SEK CFWD20231220
12/20/2023
-0.00
USD/COP CFWD2023102
10/02/2023
-0.00
JPY/USD CFWD2023104
10/04/2023
-0.00
Morgan Stanley Capital Services LLC
11/22/2023
-0.00
EUR/USD CFWD20231220
12/20/2023
-0.00
Goldman Sachs International
11/15/2023
-0.00
INR/USD CFWD20231220
12/20/2023
-0.00
LCH.Clearnet LLC
07/14/2028
-0.01
Morgan Stanley Capital Services LLC
10/18/2023
-0.01
Morgan Stanley Capital Services LLC
11/10/2023
-0.01
IDR/USD CFWD20231220
12/20/2023
-0.01
BRL/USD CFWD2023103
10/03/2023
-0.01
JPMorgan Chase Bank NA
5.00
12/20/2027
-0.01
JPMorgan Chase Bank NA
03/04/2024
-0.01
CLP/USD CFWD20231220
12/20/2023
-0.01
CAD/USD CFWD20231220
12/20/2023
-0.01
Goldman Sachs International
5.00
12/20/2026
-0.01
USD/CNY CFWD20231220
12/20/2023
-0.01
CME Group Inc
11/01/2024
-0.01
BNP Paribas Securities Corp
12/11/2023
-0.01
USD/AUD CFWD20231016
10/16/2023
-0.01
JPMorgan Chase Bank NA
1.00
06/20/2027
-0.01
JPMorgan Chase Bank NA
11/15/2023
-0.01
Goldman Sachs International
05/16/2024
-0.01
Intercontinental Exchange Inc
1.00
12/20/2027
-0.01
JPMorgan Chase Bank NA
01/08/2024
-0.01
Goldman Sachs International
02/12/2024
-0.01
CME Group Inc
07/21/2032
-0.01
AUD/USD CFWD20231220
12/20/2023
-0.01
NOK/USD CFWD20231220
12/20/2023
-0.01
LCH.Clearnet LLC
06/07/2028
-0.01
JPMorgan Chase Bank NA
03/04/2024
-0.01
LCH.Clearnet LLC
06/15/2033
-0.01
LCH.Clearnet LLC
09/20/2024
-0.01
IDR/USD CFWD20231220
12/20/2023
-0.02
COP/USD CFWD20231220
12/20/2023
-0.02
CME Group Inc
07/21/2032
-0.02
USD/MXN CFWD2024517
05/17/2024
-0.02
BRL/USD CFWD2023103
10/03/2023
-0.02
USD/ZAR CFWD20231220
12/20/2023
-0.02
Goldman Sachs International
05/02/2024
-0.02
Goldman Sachs International
12/20/2023
-0.02
BRL/USD CFWD2023103
10/03/2023
-0.02
Bank of America NA
11/16/2023
-0.02
CME Group Inc
02/11/2028
-0.02
EUR/USD CFWD20231220
12/20/2023
-0.02
JPMorgan Chase Bank NA
12/20/2023
-0.02
HUF/USD CFWD20231220
12/20/2023
-0.02
HUF/USD CFWD20231220
12/20/2023
-0.02
JPMorgan Chase Bank NA
09/16/2024
-0.02
CME Group Inc
01/02/2026
-0.03
GBP/USD CFWD20231220
12/20/2023
-0.03
USD/ZAR CFWD2024516
05/16/2024
-0.03
USD C INR P @84.0000 EO
01/24/2024
-0.03
JPMorgan Chase Bank NA
02/21/2024
-0.03
USD/MXN CFWD202456
05/06/2024
-0.03
CME Group Inc
01/17/2028
-0.03
Bank of America NA
12/18/2023
-0.03
Morgan Stanley Capital Services LLC
03/14/2024
-0.03
Morgan Stanley Capital Services LLC
03/28/2024
-0.03
Goldman Sachs International
05/15/2024
-0.03
LCH.Clearnet LLC
08/30/2033
-0.03
CME Group Inc
09/09/2032
-0.03
Goldman Sachs International
06/30/2025
-0.03
JPMorgan Chase Bank NA
12/13/2023
-0.04
Goldman Sachs International
03/08/2024
-0.04
Morgan Stanley Capital Services LLC
01/08/2024
-0.04
EUR/USD CFWD20231016
10/16/2023
-0.04
Goldman Sachs International
12/18/2023
-0.05
Morgan Stanley Capital Services LLC
11/22/2023
-0.05
Goldman Sachs International
10/27/2023
-0.05
Goldman Sachs International
02/12/2024
-0.05
BRL/USD CFWD2023113
11/03/2023
-0.05
USD/MXN CFWD20231116
11/16/2023
-0.05
JPMorgan Chase Bank NA
03/07/2024
-0.05
Goldman Sachs International
03/07/2024
-0.05
KRW/USD CFWD20231220
12/20/2023
-0.06
BRL/USD CFWD2023103
10/03/2023
-0.06
Morgan Stanley Capital Services LLC
01/08/2024
-0.06
Morgan Stanley Capital Services LLC
03/14/2024
-0.06
Morgan Stanley Capital Services LLC
10/20/2023
-0.07
CME Group Inc
02/10/2025
-0.07
USD/NZD CFWD20231016
10/16/2023
-0.07
THB/USD CFWD20231220
12/20/2023
-0.07
CME Group Inc
02/10/2025
-0.07
Goldman Sachs International
05/16/2024
-0.08
Goldman Sachs International
05/23/2024
-0.08
Goldman Sachs International
12/01/2023
-0.08
EUR/USD CFWD20231220
12/20/2023
-0.08
GBP/USD CFWD20231220
12/20/2023
-0.08
Morgan Stanley Capital Services LLC
09/29/2025
-0.09
Goldman Sachs International
06/30/2025
-0.09
Goldman Sachs International
05/02/2024
-0.09
EUR/USD CFWD20231213
12/13/2023
-0.09
JPMorgan Chase Bank NA
04/14/2025
-0.09
Morgan Stanley Capital Services LLC
05/19/2027
-0.10
LCH.Clearnet LLC
09/01/2025
-0.10
BRL/USD CFWD2023103
10/03/2023
-0.10
Goldman Sachs International
11/16/2023
-0.10
Deutsche Bank AG
02/12/2024
-0.10
Bank of America NA
10/24/2023
-0.10
LCH.Clearnet LLC
05/20/2025
-0.10
Goldman Sachs International
10/30/2023
-0.11
USD/BRL CFWD20231013
10/13/2023
-0.11
Morgan Stanley Capital Services LLC
10/27/2023
-0.12
Morgan Stanley Capital Services LLC
09/16/2024
-0.12
Morgan Stanley Capital Services LLC
11/30/2023
-0.13
Deutsche Bank AG
11/01/2023
-0.14
Bank of America NA
10/02/2023
-0.14
USD/BRL CFWD20231120
11/20/2023
-0.14
JPMorgan Chase Bank NA
10/05/2023
-0.14
Morgan Stanley Capital Services LLC
05/19/2027
-0.15
Morgan Stanley Capital Services LLC
09/29/2025
-0.16
LCH.Clearnet LLC
03/16/2033
-0.17
Morgan Stanley Capital Services LLC
03/28/2024
-0.17
JPY/USD CFWD20231220
12/20/2023
-0.18
Morgan Stanley Capital Services LLC
09/29/2025
-0.19
LCH.Clearnet LLC
05/11/2028
-0.20
LCH.Clearnet LLC
05/30/2025
-0.26
JPMorgan Chase Bank NA
09/29/2025
-0.29
LCH.Clearnet LLC
04/24/2034
-0.30
Morgan Stanley Capital Services LLC
03/31/2025
-0.31
EUR/USD CFWD20231220
12/20/2023
-0.32
Goldman Sachs International
09/29/2025
-0.62
LCH.Clearnet LLC
05/12/2028
-0.70
LCH.Clearnet LLC
08/09/2039
-0.74
-1.62
-1.63
-2.07
-2.07
as of 09/30/2023
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
CASH & EQUIVALENTS | 0.00 | 12.52 | |
Republic of South Africa Government | 10.50 | 12/21/2026 | 5.16 |
Brazil Notas do Tesouro Nacional Se | 10.00 | 01/01/2027 | 3.91 |
United States Treasury Bill | 0.00 | 01/18/2024 | 3.86 |
Peru Government Bond | 6.15 | 08/12/2032 | 3.85 |
French Republic Government Bond OAT | 0.00 | 05/25/2032 | 2.90 |
Mexican Bonos | 7.75 | 05/29/2031 | 2.90 |
Colombian TES | 7.75 | 09/18/2030 | 2.81 |
Republic of Poland Government Bond | 1.75 | 04/25/2032 | 2.62 |
2.07 | |||
2.07 | |||
Brazil Notas do Tesouro Nacional Se | 6.00 | 05/15/2055 | 1.88 |
Colombian TES | 7.25 | 10/26/2050 | 1.83 |
Republic of South Africa Government | 8.25 | 03/31/2032 | 1.80 |
Invesco Treasury Portfolio | 1.64 | ||
1.63 | |||
1.62 | |||
Hellenic Republic Government Bond | 4.38 | 07/18/2038 | 1.61 |
Republic of South Africa Government | 8.00 | 01/31/2030 | 1.45 |
Invesco Government & Agency Portfol | 1.44 | ||
Malaysia Government Bond | 3.48 | 06/14/2024 | 1.34 |
YPF SA | 1.31 | ||
India Government Bond | 7.26 | 08/22/2032 | 1.23 |
Spain Government Bond | 4.40 | 10/31/2023 | 1.16 |
Indonesia Treasury Bond | 6.38 | 08/15/2028 | 1.01 |
Japan Government Forty Year Bond | 1.00 | 03/20/2062 | 1.00 |
Invesco Liquid Assets Portfolio | 1.00 | ||
Morgan Stanley Capital Services LLC | 05/05/2038 | 0.96 | |
India Government Bond | 6.54 | 01/17/2032 | 0.90 |
Oppenheimer International Bond Fund | 0.89 | ||
Corp Andina de Fomento | 10.35 | 03/15/2033 | 0.85 |
FIDEICOMISO DORREGO Y LIBERTADOR | 2.00 | 12/31/2043 | 0.81 |
Colombian TES | 7.50 | 08/26/2026 | 0.80 |
Indonesia Treasury Bond | 7.00 | 02/15/2033 | 0.77 |
Morgan Stanley Capital Services LLC | 08/09/2039 | 0.75 | |
New South Wales Treasury Corp | 3.00 | 02/20/2030 | 0.68 |
KBC Group NV | 4.75 | 12/31/2079 | 0.65 |
Mexican Bonos | 8.50 | 11/18/2038 | 0.63 |
Peru Government Bond | 7.30 | 08/12/2033 | 0.63 |
Thailand Government Bond | 3.45 | 06/17/2043 | 0.59 |
Morgan Stanley Capital Services LLC | 04/06/2038 | 0.58 | |
French Republic Government Bond OAT | 0.75 | 05/25/2052 | 0.56 |
RMAC Securities No 1 PLC | 4.65 | 06/12/2044 | 0.55 |
Japan Government Thirty Year Bond | 1.60 | 12/20/2052 | 0.55 |
Grupo Financiero Galicia SA | 0.54 | ||
NatWest Group PLC | 6.00 | 12/31/2059 | 0.54 |
Sestante Finance Srl | 4.46 | 07/15/2045 | 0.49 |
India Government Bond | 8.15 | 11/24/2026 | 0.48 |
State of Tamil Nadu India | 8.53 | 03/09/2026 | 0.48 |
Newday Funding Master Issuer PLC - | 9.25 | 03/15/2029 | 0.48 |
Gatwick Airport Finance PLC | 4.38 | 04/07/2026 | 0.48 |
State of Maharashtra India | 7.99 | 10/28/2025 | 0.48 |
State of Gujarat India | 7.52 | 05/24/2027 | 0.47 |
Sitios Latinoamerica SAB de CV | 5.38 | 04/04/2032 | 0.46 |
Eurohome UK Mortgages 2007 -1 PLC | 6.48 | 06/15/2044 | 0.43 |
HSBC Holdings PLC | 5.88 | 12/31/2079 | 0.43 |
Malaysia Government Bond | 3.96 | 09/15/2025 | 0.42 |
Egypt Government International Bond | 4.75 | 04/16/2026 | 0.40 |
Pampa Energia SA | 0.39 | ||
Banco Bilbao Vizcaya Argentaria SA | 6.00 | 12/31/2099 | 0.39 |
Bayer AG | 2.38 | 11/12/2079 | 0.39 |
Lusitano Mortgages No 5 PLC | 4.62 | 07/15/2059 | 0.38 |
Swedbank AB | 5.62 | 12/31/2059 | 0.38 |
UBS Group AG | 6.88 | 12/31/2099 | 0.37 |
Lloyds Banking Group PLC | 7.50 | 12/31/2099 | 0.37 |
Cooperatieve Rabobank UA | 4.38 | 12/31/2099 | 0.37 |
Telefonica Europe BV | 2.88 | 12/31/2099 | 0.36 |
Oman Government International Bond | 6.75 | 01/17/2048 | 0.36 |
Mercury Chile Holdco LLC | 6.50 | 01/24/2027 | 0.36 |
PA Autopista Rio Magdalena | 6.05 | 06/15/2036 | 0.36 |
Grifonas Finance No 1 PLC | 4.45 | 08/28/2039 | 0.36 |
Eurosail-UK 2007-4bl PLC | 7.09 | 06/13/2045 | 0.36 |
International Finance Corp | 0.00 | 03/23/2038 | 0.35 |
Vodafone Group PLC | 3.25 | 06/04/2081 | 0.35 |
British Telecommunications PLC | 4.25 | 11/23/2081 | 0.34 |
Eurohome UK Mortgages 2007 -1 PLC | 6.08 | 06/15/2044 | 0.34 |
Mansard Mortgages 2006-1 PLC | 8.77 | 10/15/2048 | 0.34 |
Cloverie PLC for Swiss Reinsurance | 4.50 | 09/11/2044 | 0.34 |
Newday Funding Master Issuer PLC - | 7.55 | 11/15/2029 | 0.34 |
Eurohome UK Mortgages 2007-2 plc | 9.34 | 09/15/2044 | 0.33 |
CaixaBank SA | 5.25 | 12/31/2099 | 0.33 |
Morgan Stanley Capital Services LLC | 03/31/2025 | 0.33 | |
KBC Group NV | 4.25 | 12/31/2079 | 0.31 |
Banco Macro SA | 0.31 | ||
Eurohome UK Mortgages 2007-2 plc | 6.74 | 09/15/2044 | 0.31 |
Alba 2007-1 PLC | 8.59 | 03/17/2039 | 0.30 |
MGM China Holdings Ltd | 5.88 | 05/15/2026 | 0.30 |
Lloyds Banking Group PLC | 8.50 | 12/31/2099 | 0.29 |
Uruguay Government International Bo | 9.75 | 07/20/2033 | 0.29 |
Intesa Sanpaolo SpA | 5.50 | 12/31/2099 | 0.28 |
Fideicomiso Financiero Invernea Pro | 0.00 | 08/25/2032 | 0.28 |
Electricite de France SA | 9.12 | 12/31/2049 | 0.27 |
Resloc UK 2007-1 PLC | 5.04 | 12/15/2043 | 0.27 |
Republic of Austria Government Bond | 2.10 | 09/20/2117 | 0.27 |
LCH.Clearnet LLC | 09/27/2032 | 0.27 | |
African Development Bank | 0.00 | 04/05/2046 | 0.26 |
United Kingdom Gilt | 0.50 | 10/22/2061 | 0.26 |
Cemex SAB de CV | 5.12 | 12/31/2079 | 0.25 |
Nemak SAB de CV | 3.62 | 06/28/2031 | 0.25 |
Ivory Coast Government Internationa | 4.88 | 01/30/2032 | 0.25 |
Colombian TES | 9.25 | 05/28/2042 | 0.25 |
Braskem Idesa SAPI | 7.45 | 11/15/2029 | 0.24 |
Colombia Government International B | 4.12 | 02/22/2042 | 0.24 |
Ivory Coast Government Internationa | 5.38 | 07/23/2024 | 0.23 |
Ludgate Funding PLC | 0.00 | 01/01/2061 | 0.22 |
Eurosail 2006-1 PLC | 4.64 | 06/10/2044 | 0.21 |
Morgan Stanley Capital Services LLC | 05/19/2033 | 0.21 | |
CME Group Inc | 02/08/2031 | 0.21 | |
LCH.Clearnet LLC | 05/30/2033 | 0.21 | |
Erste Group Bank AG | 5.12 | 12/31/2099 | 0.21 |
Nationwide Building Society | 5.75 | 12/31/2099 | 0.20 |
Eurosail-UK 2007-1nc PLC | 6.23 | 03/13/2045 | 0.20 |
BNP Paribas SA | 9.25 | 12/31/2059 | 0.20 |
Romanian Government International B | 7.12 | 01/17/2033 | 0.20 |
USD/COP CFWD20231220 | 12/20/2023 | 0.20 | |
Mansard Mortgages 2007-1 PLC | 8.27 | 04/15/2049 | 0.20 |
Societe Generale SA | 7.38 | 12/31/2099 | 0.20 |
Repsol International Finance BV | 3.75 | 12/31/2099 | 0.19 |
Societe Generale SA | 7.88 | 12/12/2049 | 0.19 |
Ecuador Government International Bo | 2.50 | 07/31/2040 | 0.19 |
Deutsche Lufthansa AG | 4.38 | 08/12/2075 | 0.19 |
IM Pastor 4 FTA | 4.12 | 03/22/2044 | 0.19 |
Indonesia Asahan Aluminium PT / Min | 6.76 | 11/15/2048 | 0.19 |
French Republic Government Bond OAT | 0.50 | 05/25/2072 | 0.19 |
Embraer Netherlands Finance BV | 7.00 | 07/28/2030 | 0.19 |
Barclays PLC | 7.12 | 12/31/2099 | 0.19 |
European Bank for Reconstruction & | 6.40 | 08/27/2025 | 0.19 |
ABN AMRO Bank NV | 4.38 | 12/31/2059 | 0.19 |
HTA Group Ltd/Mauritius | 7.00 | 12/18/2025 | 0.19 |
BNP Paribas SA | 7.75 | 12/31/2079 | 0.19 |
Banco Mercantil del Norte SA/Grand | 8.38 | 12/31/2079 | 0.19 |
Melco Resorts Finance Ltd | 4.88 | 06/06/2025 | 0.19 |
International Consolidated Airlines | 1.50 | 07/04/2027 | 0.19 |
AES Andes SA | 6.35 | 10/07/2079 | 0.19 |
Minerva Luxembourg SA | 8.88 | 09/13/2033 | 0.18 |
Swiss Insured Brazil Power Finance | 9.85 | 07/16/2032 | 0.18 |
Intesa Sanpaolo SpA | 6.38 | 12/31/2059 | 0.18 |
CT Trust | 5.12 | 02/03/2032 | 0.17 |
Melco Resorts Finance Ltd | 5.75 | 07/21/2028 | 0.17 |
USD/EUR CFWD20231220 | 12/20/2023 | 0.17 | |
abrdn plc | 4.25 | 06/30/2028 | 0.17 |
Banco Mercantil del Norte SA/Grand | 5.88 | 12/31/2079 | 0.17 |
Nigeria Government International Bo | 6.50 | 11/28/2027 | 0.16 |
Telecomunicaciones Digitales SA | 4.50 | 01/30/2030 | 0.16 |
BNP Paribas SA | 6.62 | 12/31/2099 | 0.16 |
Lloyds Banking Group PLC | 7.50 | 12/31/2079 | 0.15 |
Banco Santander SA | 4.38 | 12/31/2099 | 0.15 |
Egypt Government International Bond | 8.50 | 01/31/2047 | 0.15 |
Morgan Stanley Capital Services LLC | 05/19/2033 | 0.15 | |
Ukraine Government International Bo | 7.75 | 08/01/2041 | 0.14 |
Pertamina Persero PT | 4.17 | 01/21/2050 | 0.14 |
YPF SA ADR | 0.13 | ||
Newgate Funding PLC | 4.29 | 12/15/2050 | 0.13 |
Prosus NV | 4.99 | 01/19/2052 | 0.13 |
Petroleos Mexicanos | 6.95 | 01/28/2060 | 0.13 |
Petroleos Mexicanos | 7.69 | 01/23/2050 | 0.13 |
Banco Santander SA | 4.12 | 12/31/2079 | 0.12 |
USD/BRL CFWD2023103 | 10/03/2023 | 0.12 | |
USD/GBP CFWD20231220 | 12/20/2023 | 0.12 | |
BP Capital Markets PLC | 4.88 | 12/31/2049 | 0.12 |
NatWest Group PLC | 5.12 | 12/31/2059 | 0.12 |
African Development Bank | 0.00 | 01/17/2050 | 0.12 |
Banco BBVA Argentina SA | 0.12 | ||
United States International Develop | 3.13 | 04/15/2028 | 0.12 |
Dominican Republic International Bo | 4.88 | 09/23/2032 | 0.11 |
Newgate Funding PLC | 4.02 | 12/01/2050 | 0.11 |
Fideicomiso PA Concesion Ruta al Ma | 6.75 | 02/15/2044 | 0.10 |
Iraq International Bond | 5.80 | 01/15/2028 | 0.10 |
Morgan Stanley Capital Services LLC | 10/27/2023 | 0.10 | |
Heimstaden Bostad AB | 3.38 | 12/31/2079 | 0.10 |
M&G PLC | 6.50 | 10/20/2048 | 0.10 |
USD/JPY CFWD2024213 | 02/13/2024 | 0.10 | |
LCH.Clearnet LLC | 05/12/2028 | 0.10 | |
Fideicomiso PA Costera | 6.25 | 01/15/2034 | 0.10 |
Alba 2006-2 PLC | 8.59 | 12/15/2038 | 0.10 |
Braskem Idesa SAPI | 6.99 | 02/20/2032 | 0.10 |
CSN Resources SA | 5.88 | 04/08/2032 | 0.10 |
JPMorgan Chase Bank NA | 12/07/2023 | 0.10 | |
JPMorgan Chase Bank NA | 03/07/2024 | 0.09 | |
Ghana Government International Bond | 7.88 | 02/11/2035 | 0.09 |
USD/EUR CFWD20231220 | 12/20/2023 | 0.09 | |
COP/USD CFWD2023102 | 10/02/2023 | 0.08 | |
Credit Suisse Group AG | 6.25 | 12/31/2079 | 0.08 |
Newgate Funding PLC | 4.18 | 12/01/2050 | 0.08 |
LCH.Clearnet LLC | 10/11/2026 | 0.07 | |
USD/JPY CFWD20231010 | 10/10/2023 | 0.07 | |
USD/JPY CFWD2023104 | 10/04/2023 | 0.07 | |
LCH.Clearnet LLC | 10/19/2026 | 0.07 | |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
USD/EUR CFWD202435 | 03/05/2024 | 0.07 | |
USD/PEN CFWD20231220 | 12/20/2023 | 0.07 | |
Dominican Republic International Bo | 4.50 | 01/30/2030 | 0.06 |
USD/JPY CFWD2024214 | 02/14/2024 | 0.06 | |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
Goldman Sachs International | 05/02/2024 | 0.06 | |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
USD/BRL CFWD2023113 | 11/03/2023 | 0.06 | |
USD/EUR CFWD2023125 | 12/05/2023 | 0.06 | |
LCH.Clearnet LLC | 05/05/2027 | 0.06 | |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.06 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
LCH.Clearnet LLC | 12/05/2025 | 0.05 | |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
Morgan Stanley Capital Services LLC | 01/08/2024 | 0.05 | |
USD/BRL CFWD2023103 | 10/03/2023 | 0.05 | |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
Coriolanus DAC | 0.00 | 04/30/2025 | 0.05 |
Goldman Sachs International | 11/14/2023 | 0.04 | |
LCH.Clearnet LLC | 08/09/2033 | 0.04 | |
Goldman Sachs International | 05/16/2024 | 0.04 | |
USD/GBP CFWD20231220 | 12/20/2023 | 0.04 | |
USD/KRW CFWD20231221 | 12/21/2023 | 0.04 | |
Goldman Sachs International | 02/12/2024 | 0.04 | |
USD/BRL CFWD20231220 | 12/20/2023 | 0.04 | |
USD/THB CFWD2024122 | 01/22/2024 | 0.04 | |
USD/HUF CFWD20231220 | 12/20/2023 | 0.04 | |
Bank of America NA | 11/16/2023 | 0.03 | |
CSN Inova Ventures | 6.75 | 01/28/2028 | 0.03 |
USD/COP CFWD20231127 | 11/27/2023 | 0.03 | |
Hellenic Republic Government Bond | 0.00 | 10/15/2042 | 0.03 |
USD/THB CFWD2024228 | 02/28/2024 | 0.03 | |
LCH.Clearnet LLC | 06/07/2033 | 0.03 | |
USD/KRW CFWD20231220 | 12/20/2023 | 0.03 | |
JPMorgan Chase Bank NA | 03/04/2024 | 0.03 | |
MXN/USD CFWD2023113 | 11/03/2023 | 0.03 | |
USD/EUR CFWD20231213 | 12/13/2023 | 0.03 | |
USD/JPY CFWD20231220 | 12/20/2023 | 0.03 | |
Goldman Sachs International | 03/01/2024 | 0.03 | |
Provincia de Buenos Aires/Governmen | 105.74 | 04/12/2025 | 0.03 |
Goldman Sachs International | 05/14/2024 | 0.03 | |
USD/INR CFWD2024129 | 01/29/2024 | 0.03 | |
FIDEICOMISO DORREGO Y LIBERTADOR | 0.00 | 12/31/2043 | 0.02 |
Goldman Sachs International | 12/18/2023 | 0.02 | |
CME Group Inc | 01/02/2026 | 0.02 | |
USD/AUD CFWD2024520 | 05/20/2024 | 0.02 | |
USD/TWD CFWD20231220 | 12/20/2023 | 0.02 | |
NZD/USD CFWD20231220 | 12/20/2023 | 0.02 | |
USD/HUF CFWD20231016 | 10/16/2023 | 0.02 | |
USD/BRL CFWD2023103 | 10/03/2023 | 0.02 | |
Morgan Stanley Capital Services LLC | 11/30/2023 | 0.02 | |
LCH.Clearnet LLC | 08/25/2033 | 0.02 | |
USD/KRW CFWD20231220 | 12/20/2023 | 0.02 | |
Morgan Stanley Capital Services LLC | 11/22/2023 | 0.02 | |
Morgan Stanley Capital Services LLC | 11/10/2023 | 0.02 | |
LCH.Clearnet LLC | 05/11/2028 | 0.02 | |
USD/BRL CFWD2023103 | 10/03/2023 | 0.02 | |
USD/IDR CFWD20231220 | 12/20/2023 | 0.02 | |
USD/GBP CFWD20231220 | 12/20/2023 | 0.01 | |
USD/NOK CFWD20231220 | 12/20/2023 | 0.01 | |
USD/EUR CFWD20231220 | 12/20/2023 | 0.01 | |
USD/SGD CFWD20231220 | 12/20/2023 | 0.01 | |
JPMorgan Chase Bank NA | 10/11/2023 | 0.01 | |
USD/MXN CFWD20231220 | 12/20/2023 | 0.01 | |
CNY/USD CFWD20231220 | 12/20/2023 | 0.01 | |
USD/THB CFWD20231220 | 12/20/2023 | 0.01 | |
Goldman Sachs International | 5.00 | 12/20/2024 | 0.01 |
USD/PLN CFWD20231220 | 12/20/2023 | 0.01 | |
USD/AUD CFWD20231220 | 12/20/2023 | 0.01 | |
LCH.Clearnet LLC | 06/15/2028 | 0.01 | |
USD/JPY CFWD20231220 | 12/20/2023 | 0.01 | |
JPMorgan Chase Bank NA | 12/01/2023 | 0.01 | |
Morgan Stanley Capital Services LLC | 10/31/2023 | 0.01 | |
CME Group Inc | 05/27/2032 | 0.01 | |
Argentine Bonos del Tesoro | 15.50 | 10/17/2026 | 0.01 |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | 0.01 |
Bank of America NA | 11/16/2023 | 0.01 | |
USD/CAD CFWD2023111 | 11/01/2023 | 0.01 | |
Bank of America NA | 06/03/2024 | 0.01 | |
Goldman Sachs International | 06/10/2024 | 0.01 | |
Intercontinental Exchange Inc | 5.00 | 06/20/2028 | 0.01 |
Goldman Sachs International | 05/30/2024 | 0.01 | |
Bank of America NA | 11/27/2023 | 0.01 | |
Goldman Sachs International | 11/10/2023 | 0.01 | |
Goldman Sachs International | 11/15/2023 | 0.01 | |
USD/GBP CFWD20231220 | 12/20/2023 | 0.01 | |
USD P INR C @81.4000 EO | 01/24/2024 | 0.01 | |
Argentina Treasury Dual Bond | 0.00 | 04/30/2024 | 0.01 |
USD/INR CFWD20231220 | 12/20/2023 | 0.01 | |
Goldman Sachs International | 12/01/2023 | 0.01 | |
CNY/USD CFWD20231220 | 12/20/2023 | 0.00 | |
Goldman Sachs International | 05/07/2024 | 0.00 | |
USD/ZAR CFWD20231220 | 12/20/2023 | 0.00 | |
USD/AUD CFWD20231220 | 12/20/2023 | 0.00 | |
USD/CLP CFWD20231220 | 12/20/2023 | 0.00 | |
USD/MXN CFWD20231010 | 10/10/2023 | 0.00 | |
Goldman Sachs International | 02/08/2024 | 0.00 | |
Goldman Sachs International | 11/16/2023 | 0.00 | |
SEK/USD CFWD20231220 | 12/20/2023 | 0.00 | |
LCH.Clearnet LLC | 02/10/2024 | 0.00 | |
ZAR/USD CFWD20231220 | 12/20/2023 | 0.00 | |
Morgan Stanley Capital Services LLC | 12/11/2023 | 0.00 | |
Deutsche Bank AG | 12/12/2023 | 0.00 | |
CME Group Inc | 05/24/2032 | 0.00 | |
COP/USD CFWD2023102 | 10/02/2023 | 0.00 | |
Morgan Stanley Capital Services LLC | 11/16/2023 | 0.00 | |
USD/JPY CFWD20231220 | 12/20/2023 | 0.00 | |
Goldman Sachs International | 10/30/2023 | 0.00 | |
Morgan Stanley Capital Services LLC | 11/30/2023 | 0.00 | |
COP/USD CFWD20231220 | 12/20/2023 | 0.00 | |
USD/JPY CFWD20231220 | 12/20/2023 | 0.00 | |
Deutsche Bank AG | 11/01/2023 | 0.00 | |
USD/COP CFWD2023102 | 10/02/2023 | 0.00 | |
USD/BRL CFWD2023103 | 10/03/2023 | 0.00 | |
Bank of America NA | 10/13/2023 | 0.00 | |
USD P THB C @30.6500 EO | 02/23/2024 | 0.00 | |
Morgan Stanley Capital Services LLC | 10/05/2023 | 0.00 | |
Goldman Sachs International | 01/18/2024 | 0.00 | |
USD/JPY CFWD20231220 | 12/20/2023 | 0.00 | |
Goldman Sachs International | 02/08/2024 | 0.00 | |
Goldman Sachs International | 12/19/2023 | 0.00 | |
Goldman Sachs International | 11/08/2023 | 0.00 | |
USD/BRL CFWD2023103 | 10/03/2023 | 0.00 | |
CNY/USD CFWD20231220 | 12/20/2023 | 0.00 | |
Deutsche Bank AG | 12/11/2023 | 0.00 | |
Goldman Sachs International | 10/27/2023 | 0.00 | |
USD/BRL CFWD2023113 | 11/03/2023 | 0.00 | |
Bank of America NA | 10/24/2023 | 0.00 | |
USD/BRL CFWD2023103 | 10/03/2023 | 0.00 | |
JPMorgan Chase Bank NA | 10/26/2023 | 0.00 | |
SEK/USD CFWD20231220 | 12/20/2023 | 0.00 | |
Morgan Stanley Capital Services LLC | 11/14/2023 | 0.00 | |
JPMorgan Chase Bank NA | 11/07/2023 | 0.00 | |
COP/USD CFWD20231220 | 12/20/2023 | 0.00 | |
Morgan Stanley Capital Services LLC | 11/14/2023 | 0.00 | |
Goldman Sachs International | 10/23/2023 | 0.00 | |
Goldman Sachs International | 10/04/2023 | 0.00 | |
JPMorgan Chase Bank NA | 11/22/2023 | 0.00 | |
Bank of America NA | 10/23/2023 | 0.00 | |
Goldman Sachs International | 10/12/2023 | 0.00 | |
Goldman Sachs International | 10/12/2023 | 0.00 | |
USD P THB C @30.0000 EO | 10/04/2023 | 0.00 | |
INR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
Goldman Sachs International | 10/27/2023 | -0.00 | |
THB/USD CFWD20231220 | 12/20/2023 | -0.00 | |
BRL/USD CFWD2023103 | 10/03/2023 | -0.00 | |
CLP/USD CFWD20231220 | 12/20/2023 | -0.00 | |
BRL/USD CFWD2023103 | 10/03/2023 | -0.00 | |
CZK/USD CFWD20231220 | 12/20/2023 | -0.00 | |
EUR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
Goldman Sachs International | 10/30/2023 | -0.00 | |
Goldman Sachs International | 10/04/2023 | -0.00 | |
LCH.Clearnet LLC | 06/15/2033 | -0.00 | |
Morgan Stanley Capital Services LLC | 11/30/2023 | -0.00 | |
Bank of America NA | 11/16/2023 | -0.00 | |
USD/EUR CFWD20231220 | 12/20/2023 | -0.00 | |
PLN/USD CFWD20231220 | 12/20/2023 | -0.00 | |
USD/NZD CFWD20231220 | 12/20/2023 | -0.00 | |
USD P INR C @79.5000 EO | 01/24/2024 | -0.00 | |
PEN/USD CFWD20231220 | 12/20/2023 | -0.00 | |
Goldman Sachs International | 11/15/2023 | -0.00 | |
USD/ZAR CFWD20231220 | 12/20/2023 | -0.00 | |
Goldman Sachs International | 12/18/2023 | -0.00 | |
MXN/USD CFWD20231220 | 12/20/2023 | -0.00 | |
CAD/USD CFWD20231220 | 12/20/2023 | -0.00 | |
USD/SEK CFWD20231220 | 12/20/2023 | -0.00 | |
USD/COP CFWD2023102 | 10/02/2023 | -0.00 | |
JPY/USD CFWD2023104 | 10/04/2023 | -0.00 | |
Morgan Stanley Capital Services LLC | 11/22/2023 | -0.00 | |
EUR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
Goldman Sachs International | 11/15/2023 | -0.00 | |
INR/USD CFWD20231220 | 12/20/2023 | -0.00 | |
LCH.Clearnet LLC | 07/14/2028 | -0.01 | |
Morgan Stanley Capital Services LLC | 10/18/2023 | -0.01 | |
Morgan Stanley Capital Services LLC | 11/10/2023 | -0.01 | |
IDR/USD CFWD20231220 | 12/20/2023 | -0.01 | |
BRL/USD CFWD2023103 | 10/03/2023 | -0.01 | |
JPMorgan Chase Bank NA | 5.00 | 12/20/2027 | -0.01 |
JPMorgan Chase Bank NA | 03/04/2024 | -0.01 | |
CLP/USD CFWD20231220 | 12/20/2023 | -0.01 | |
CAD/USD CFWD20231220 | 12/20/2023 | -0.01 | |
Goldman Sachs International | 5.00 | 12/20/2026 | -0.01 |
USD/CNY CFWD20231220 | 12/20/2023 | -0.01 | |
CME Group Inc | 11/01/2024 | -0.01 | |
BNP Paribas Securities Corp | 12/11/2023 | -0.01 | |
USD/AUD CFWD20231016 | 10/16/2023 | -0.01 | |
JPMorgan Chase Bank NA | 1.00 | 06/20/2027 | -0.01 |
JPMorgan Chase Bank NA | 11/15/2023 | -0.01 | |
Goldman Sachs International | 05/16/2024 | -0.01 | |
Intercontinental Exchange Inc | 1.00 | 12/20/2027 | -0.01 |
JPMorgan Chase Bank NA | 01/08/2024 | -0.01 | |
Goldman Sachs International | 02/12/2024 | -0.01 | |
CME Group Inc | 07/21/2032 | -0.01 | |
AUD/USD CFWD20231220 | 12/20/2023 | -0.01 | |
NOK/USD CFWD20231220 | 12/20/2023 | -0.01 | |
LCH.Clearnet LLC | 06/07/2028 | -0.01 | |
JPMorgan Chase Bank NA | 03/04/2024 | -0.01 | |
LCH.Clearnet LLC | 06/15/2033 | -0.01 | |
LCH.Clearnet LLC | 09/20/2024 | -0.01 | |
IDR/USD CFWD20231220 | 12/20/2023 | -0.02 | |
COP/USD CFWD20231220 | 12/20/2023 | -0.02 | |
CME Group Inc | 07/21/2032 | -0.02 | |
USD/MXN CFWD2024517 | 05/17/2024 | -0.02 | |
BRL/USD CFWD2023103 | 10/03/2023 | -0.02 | |
USD/ZAR CFWD20231220 | 12/20/2023 | -0.02 | |
Goldman Sachs International | 05/02/2024 | -0.02 | |
Goldman Sachs International | 12/20/2023 | -0.02 | |
BRL/USD CFWD2023103 | 10/03/2023 | -0.02 | |
Bank of America NA | 11/16/2023 | -0.02 | |
CME Group Inc | 02/11/2028 | -0.02 | |
EUR/USD CFWD20231220 | 12/20/2023 | -0.02 | |
JPMorgan Chase Bank NA | 12/20/2023 | -0.02 | |
HUF/USD CFWD20231220 | 12/20/2023 | -0.02 | |
HUF/USD CFWD20231220 | 12/20/2023 | -0.02 | |
JPMorgan Chase Bank NA | 09/16/2024 | -0.02 | |
CME Group Inc | 01/02/2026 | -0.03 | |
GBP/USD CFWD20231220 | 12/20/2023 | -0.03 | |
USD/ZAR CFWD2024516 | 05/16/2024 | -0.03 | |
USD C INR P @84.0000 EO | 01/24/2024 | -0.03 | |
JPMorgan Chase Bank NA | 02/21/2024 | -0.03 | |
USD/MXN CFWD202456 | 05/06/2024 | -0.03 | |
CME Group Inc | 01/17/2028 | -0.03 | |
Bank of America NA | 12/18/2023 | -0.03 | |
Morgan Stanley Capital Services LLC | 03/14/2024 | -0.03 | |
Morgan Stanley Capital Services LLC | 03/28/2024 | -0.03 | |
Goldman Sachs International | 05/15/2024 | -0.03 | |
LCH.Clearnet LLC | 08/30/2033 | -0.03 | |
CME Group Inc | 09/09/2032 | -0.03 | |
Goldman Sachs International | 06/30/2025 | -0.03 | |
JPMorgan Chase Bank NA | 12/13/2023 | -0.04 | |
Goldman Sachs International | 03/08/2024 | -0.04 | |
Morgan Stanley Capital Services LLC | 01/08/2024 | -0.04 | |
EUR/USD CFWD20231016 | 10/16/2023 | -0.04 | |
Goldman Sachs International | 12/18/2023 | -0.05 | |
Morgan Stanley Capital Services LLC | 11/22/2023 | -0.05 | |
Goldman Sachs International | 10/27/2023 | -0.05 | |
Goldman Sachs International | 02/12/2024 | -0.05 | |
BRL/USD CFWD2023113 | 11/03/2023 | -0.05 | |
USD/MXN CFWD20231116 | 11/16/2023 | -0.05 | |
JPMorgan Chase Bank NA | 03/07/2024 | -0.05 | |
Goldman Sachs International | 03/07/2024 | -0.05 | |
KRW/USD CFWD20231220 | 12/20/2023 | -0.06 | |
BRL/USD CFWD2023103 | 10/03/2023 | -0.06 | |
Morgan Stanley Capital Services LLC | 01/08/2024 | -0.06 | |
Morgan Stanley Capital Services LLC | 03/14/2024 | -0.06 | |
Morgan Stanley Capital Services LLC | 10/20/2023 | -0.07 | |
CME Group Inc | 02/10/2025 | -0.07 | |
USD/NZD CFWD20231016 | 10/16/2023 | -0.07 | |
THB/USD CFWD20231220 | 12/20/2023 | -0.07 | |
CME Group Inc | 02/10/2025 | -0.07 | |
Goldman Sachs International | 05/16/2024 | -0.08 | |
Goldman Sachs International | 05/23/2024 | -0.08 | |
Goldman Sachs International | 12/01/2023 | -0.08 | |
EUR/USD CFWD20231220 | 12/20/2023 | -0.08 | |
GBP/USD CFWD20231220 | 12/20/2023 | -0.08 | |
Morgan Stanley Capital Services LLC | 09/29/2025 | -0.09 | |
Goldman Sachs International | 06/30/2025 | -0.09 | |
Goldman Sachs International | 05/02/2024 | -0.09 | |
EUR/USD CFWD20231213 | 12/13/2023 | -0.09 | |
JPMorgan Chase Bank NA | 04/14/2025 | -0.09 | |
Morgan Stanley Capital Services LLC | 05/19/2027 | -0.10 | |
LCH.Clearnet LLC | 09/01/2025 | -0.10 | |
BRL/USD CFWD2023103 | 10/03/2023 | -0.10 | |
Goldman Sachs International | 11/16/2023 | -0.10 | |
Deutsche Bank AG | 02/12/2024 | -0.10 | |
Bank of America NA | 10/24/2023 | -0.10 | |
LCH.Clearnet LLC | 05/20/2025 | -0.10 | |
Goldman Sachs International | 10/30/2023 | -0.11 | |
USD/BRL CFWD20231013 | 10/13/2023 | -0.11 | |
Morgan Stanley Capital Services LLC | 10/27/2023 | -0.12 | |
Morgan Stanley Capital Services LLC | 09/16/2024 | -0.12 | |
Morgan Stanley Capital Services LLC | 11/30/2023 | -0.13 | |
Deutsche Bank AG | 11/01/2023 | -0.14 | |
Bank of America NA | 10/02/2023 | -0.14 | |
USD/BRL CFWD20231120 | 11/20/2023 | -0.14 | |
JPMorgan Chase Bank NA | 10/05/2023 | -0.14 | |
Morgan Stanley Capital Services LLC | 05/19/2027 | -0.15 | |
Morgan Stanley Capital Services LLC | 09/29/2025 | -0.16 | |
LCH.Clearnet LLC | 03/16/2033 | -0.17 | |
Morgan Stanley Capital Services LLC | 03/28/2024 | -0.17 | |
JPY/USD CFWD20231220 | 12/20/2023 | -0.18 | |
Morgan Stanley Capital Services LLC | 09/29/2025 | -0.19 | |
LCH.Clearnet LLC | 05/11/2028 | -0.20 | |
LCH.Clearnet LLC | 05/30/2025 | -0.26 | |
JPMorgan Chase Bank NA | 09/29/2025 | -0.29 | |
LCH.Clearnet LLC | 04/24/2034 | -0.30 | |
Morgan Stanley Capital Services LLC | 03/31/2025 | -0.31 | |
EUR/USD CFWD20231220 | 12/20/2023 | -0.32 | |
Goldman Sachs International | 09/29/2025 | -0.62 | |
LCH.Clearnet LLC | 05/12/2028 | -0.70 | |
LCH.Clearnet LLC | 08/09/2039 | -0.74 | |
-1.62 | |||
-1.63 | |||
-2.07 | |||
-2.07 |