| 1. Citi Triparty Repo WisdomTree |
US |
6.87 % |
| 2. Brazil Nota Do Tesouro Nacional 10% 1/1/2025 |
BR |
2.00 % |
| 3. Brazil Nota Do Tesouro Nacional 10% 1/1/2027 |
BR |
1.92 % |
| 4. Brazil Nota Do Tesouro Nacional 10.00% 01/01/2023 |
BR |
1.88 % |
| 5. Brazil Nota Do Tesouro Nacional 10.00% 01/01/2021 |
BR |
1.72 % |
| 6. Colombia Govt 10.00% 07/24/2024 |
CO |
1.69 % |
| 7. Letra Tesouro Nacional 1/1/2022 |
BR |
1.43 % |
| 8. Poland Govt Bond 2.5% 07/25/27 |
PL |
1.38 % |
| 9. Poland Govt 2.5% 7/25/2026 |
PL |
1.32 % |
| 10. Thailand Govt Bond 3.4% 06/17/36 |
TH |
1.25 % |
| 11. Mexico Govt 10.00% 11/20/2036 |
MX |
1.23 % |
| 12. Peru Govt 6.95% 08/12/2031 |
PE |
1.23 % |
| 13. Letra Tesouro Nacional 7/1/2022 |
BR |
1.19 % |
| 14. Mexico Govt 7.50% 06/03/2027 |
MX |
1.18 % |
| 15. Thailand Govt 3.65% 6/20/2031 |
TH |
1.14 % |
| 16. Mexico Govt 7.75% 11/13/2042 |
MX |
1.12 % |
| 17. Russia Govt Bond - Ofz 7.75% 9/16/2026 |
RU |
1.12 % |
| 18. Peru Govt 6.90% 08/12/2037 |
PE |
1.11 % |
| 19. Indonesia Govt 8.75% 05/15/2031 |
ID |
1.08 % |
| 20. Colombia Govt 6.00% 04/28/2028 |
CO |
1.07 % |
| 21. South Africa Govt 9% 1/31/2040 |
ZA |
1.07 % |
| 22. Poland Govt 4.00% 10/25/2023 |
PL |
1.06 % |
| 23. Titulos De Tesoreria B 7.5% 8/26/2026 |
CO |
1.06 % |
| 24. India Govt Bond 8.4% 7/28/2024 |
IN |
1.05 % |
| 25. Titulos De Tesoreria B 7.75% 9/18/2030 |
CO |
1.04 % |
| 26. Russia Govt Bond - Ofz 7% 1/25/2023 |
RU |
1.03 % |
| 27. Intl Finance Corp 7.5% 1/18/2028 |
MX |
1.03 % |
| 28. South Africa Govt 8.75% 02/28/2048 |
ZA |
1.02 % |
| 29. Russia Govt Bond - OFZ 7.4% 7/17/2024 |
RU |
1.02 % |
| 30. Russia Govt 7.05% 01/19/2028 |
RU |
1.01 % |
| 31. Poland Govt 3.25% 07/25/2025 |
PL |
0.99 % |
| 32. Russia Govt Bond - Ofz 6.5% 2/28/2024 |
RU |
0.98 % |
| 33. Indonesia Govt 9% 3/15/2029 |
ID |
0.98 % |
| 34. Intl Finance Corp 5.5% 2/28/2028 |
US |
0.98 % |
| 35. Philippines Govt 6.25% 01/14/2036 |
PH |
0.98 % |
| 36. Indonesia Govt 8.375% 3/15/2024 |
ID |
0.96 % |
| 37. Turkey Govt 9.4% 7/8/2020 |
TR |
0.94 % |
| 38. Russia Govt Bond - OFZ 8.5% 9/17/2031 |
RU |
0.92 % |
| 39. Indonesia Govt 8.375% 09/15/2026 |
ID |
0.92 % |
| 40. European Invest Bk (EIB) 8.125% 12/21/2026 |
RU |
0.90 % |
| 41. Colombia Govt 7.00% 05/04/2022 |
CO |
0.89 % |
| 42. South Africa Govt 7% 2/28/2031 |
ZA |
0.89 % |
| 43. Russia Govt Bond - OFZ 7.1% 10/16/2024 |
RU |
0.84 % |
| 44. Titulos De Tesoreria B 7% 6/30/2032 |
CO |
0.84 % |
| 45. Thailand Govt 4.875% 06/22/2029 |
TH |
0.83 % |
| 46. Letra Tesouro Nacional 7/1/2023 |
BR |
0.81 % |
| 47. Poland Govt Bond 2.25% 04/25/22 |
PL |
0.81 % |
| 48. Russia Govt Bond - OFZ 7% 8/16/2023 |
RU |
0.79 % |
| 49. Mexico Govt 10.00% 12/05/2024 |
MX |
0.77 % |
| 50. India Govt Bond 7.88% 3/19/2030 |
IN |
0.77 % |
| 51. Russia Govt Bond - OFZ 7.25% 5/10/2034 |
RU |
0.77 % |
| 52. India Govt Bond 9.2% 9/30/2030 |
IN |
0.76 % |
| 53. Peru Govt 8.20% 08/12/2026 |
PE |
0.76 % |
| 54. European Investment Bank (EIB) 8% 5/5/2027 |
LU |
0.76 % |
| 55. India Govt Bond 7.59% 3/20/2029 |
IN |
0.76 % |
| 56. Russia Govt Bond - Ofz 7.7% 03/23/33 |
RU |
0.74 % |
| 57. China Govt (HK Series) 3.16% 06/27/2023 |
CN |
0.74 % |
| 58. Indonesia Govt 8.25% 02/15/2028 |
ID |
0.74 % |
| 59. China Govt 3.25% 7/4/2021 |
CN |
0.73 % |
| 60. Turkey Govt 8% 3/12/2025 |
TR |
0.72 % |
| 61. South Africa Govt 8.75% 1/31/2044 |
ZA |
0.72 % |
| 62. Mexico Govt 7.75% 05/29/2031 |
MX |
0.72 % |
| 63. Turkey Govt Bond 11% 3/2/2022 |
TR |
0.69 % |
| 64. Poland Govt 2.5% 1/25/2023 |
PL |
0.69 % |
| 65. Bonos Tesoreria Pesos 5% 03/01/35 |
CL |
0.69 % |
| 66. Poland Govt 5.75% 09/23/2022 |
PL |
0.68 % |
| 67. Thailand Govt 2.125% 12/17/2026 |
TH |
0.64 % |
| 68. Malaysia Govt 3.955% 9/15/2025 |
MY |
0.63 % |
| 69. Malaysia Investmnt Issue 4.094% 11/30/2023 |
MY |
0.63 % |
| 70. Indonesia Government 8.375% 3/15/2034 |
ID |
0.63 % |
| 71. China Govt (HK Series) 3.10% 06/29/2022 |
CN |
0.62 % |
| 72. Hungary Govt 3% 10/27/2027 |
HU |
0.62 % |
| 73. Mex Bonos Desarr Fix Rt 8.5% 11/18/2038 |
MX |
0.61 % |
| 74. Bonos Tesoreria Pesos 4.5% 03/01/26 |
CL |
0.61 % |
| 75. Hungary Govt 3% 6/26/2024 |
HU |
0.61 % |
| 76. Peru Govt 5.7% 8/12/2024 |
PE |
0.59 % |
| 77. Mex Bonos Desarr Fix Rt 8% 11/7/2047 |
MX |
0.59 % |
| 78. China Govt (HK Series) 2.36% 08/18/2021 |
CN |
0.58 % |
| 79. Letra Tesouro Nacional 7/1/2021 |
BR |
0.58 % |
| 80. South Africa Govt 6.25% 03/31/2036 |
ZA |
0.57 % |
| 81. Russia Govt Bond - Ofz 7% 12/15/2021 |
RU |
0.56 % |
| 82. Malaysia Govt 3.899% 11/16/2027 |
MY |
0.56 % |
| 83. Indonesia Govt 8.25% 5/15/2036 |
ID |
0.56 % |
| 84. Philippines Govt 4.95% 01/15/2021 |
PH |
0.51 % |
| 85. Intl Bk Recon & Develop 8.25% 12/21/2026 |
US |
0.51 % |
| 86. European Investment Bank 7.625% 1/12/2022 |
LU |
0.49 % |
| 87. European Bk Recon & Dev 6.45% 12/13/2022 |
GB |
0.47 % |
| 88. Russia Govt Bond - OFZ 6.9% 5/23/2029 |
RU |
0.46 % |
| 89. Turkey Government Bond 11% 2/24/2027 |
TR |
0.45 % |
| 90. Romania Govt 5.85% 04/26/2023 |
RO |
0.45 % |
| 91. Malaysia Government 3.885% 8/15/2029 |
MY |
0.45 % |
| 92. Malaysia Govt 4.181% 7/15/2024 |
MY |
0.43 % |
| 93. Romania Govt 4.75% 02/24/2025 |
RO |
0.41 % |
| 94. Thailand Government Bond 2.875% 6/17/2046 |
TH |
0.40 % |
| 95. Philippines Govt 3.90% 11/26/2022 |
PH |
0.39 % |
| 96. Romania Govt 5.8% 7/26/2027 |
RO |
0.39 % |
| 97. Nota Do Tesouro Nacional 10% 1/1/2029 |
BR |
0.38 % |
| 98. Indonesia Govt 7.00% 05/15/2022 |
ID |
0.38 % |
| 99. Turkey Government Bond 10.5% 8/11/2027 |
TR |
0.36 % |
| 100. Colombia Govt 7.75% 04/14/2021 |
CO |
0.34 % |
| 101. Hungary Govt 1.75% 10/26/2022 |
HU |
0.34 % |
| 102. Bonos Tesoreria Pesos 6% 1/1/2043 |
CL |
0.33 % |
| 103. Mexico Govt 7.75% 11/23/2034 |
MX |
0.33 % |
| 104. Romania Govt 5.95% 06/11/2021 |
RO |
0.32 % |
| 105. China Government Bond 3.85% 12/12/2026 |
CN |
0.31 % |
| 106. Malaysia Govt 4.762% 4/7/2037 |
MY |
0.30 % |
| 107. Indonesia Govt 8.75% 02/15/2044 |
ID |
0.27 % |
| 108. Mexico Govt 6.50% 06/09/2022 |
MX |
0.27 % |
| 109. Malaysia Govt 4.16% 07/15/2021 |
MY |
0.26 % |
| 110. Republic of South Africa 8.25% 3/31/2032 |
ZA |
0.26 % |
| 111. Indonesia Govt 8.25% 07/15/2021 |
ID |
0.25 % |
| 112. South Africa Govt 8.5% 1/31/2037 |
ZA |
0.25 % |
| 113. Poland Government Bond 2.75% 10/25/2029 |
PL |
0.25 % |
| 114. Hungary Govt 7% 6/24/2022 |
HU |
0.25 % |
| 115. Thailand Govt Bond 2.875% 12/17/2028 |
TH |
0.24 % |
| 116. Romania Govt 3.25% 3/22/2021 |
RO |
0.23 % |
| 117. Bonos Tesoreria Pesos 4.5% 03/01/21 |
CL |
0.23 % |
| 118. India Govt Bond 7.68% 12/15/2023 |
IN |
0.23 % |
| 119. South Africa Govt 8.00% 01/31/2030 |
ZA |
0.23 % |
| 120. Mexico Govt 8.5% 5/31/2029 |
MX |
0.22 % |
| 121. Mex Bonos Desarr Fix Rt 10% 12/5/2024 |
MX |
0.22 % |
| 122. China Govt (HK Series) 2.48% 12/01/2020 |
CN |
0.22 % |
| 123. Malaysia Govt 3.418% 08/15/2022 |
MY |
0.22 % |
| 124. Poland Govt 1.75% 7/25/2021 |
PL |
0.20 % |
| 125. China Government Bond 3.38% 7/4/2026 |
CN |
0.19 % |
| 126. Titulos De Tesoreria 7.25% 10/18/2034 |
CO |
0.16 % |
| 127. China Govt (HK Series) 3.48% 06/29/2027 |
CN |
0.15 % |
| 128. Mexico Govt 8 1/2% 11/18/2038 |
MX |
0.15 % |
| 129. KFW 9.25% 5/22/2020 |
DE |
0.14 % |
| 130. Hungary Govt 7.50% 11/12/2020 |
HU |
0.12 % |
| 131. Romania Govt 5.75% 4/29/2020 |
RO |
0.11 % |
| 132. Malaysia Investment Issue 3.948% 4/14/2022 |
MY |
0.11 % |
| 133. Thailand Govt 3.85% 12/12/2025 |
TH |
0.11 % |
| 134. South Africa Govt 10.50% 12/21/2026 |
ZA |
0.10 % |
| 135. Republic of Philippines 4.95% 1/15/2021 |
PH |
0.10 % |
| 136. China Govt (HK Series) 3.09% 06/29/2020 |
CN |
0.07 % |
| 137. Bonos De Tesoreria 6.15% 8/12/2032 |
PE |
0.02 % |
| 138. SHORT TRY191218 @ -169661.27 |
|
0.00 % |
| 139. LONG TRY191218 @ 890570.85 |
|
0.00 % |
| 140. LONG THB191218 @ 5162697.96 |
|
0.00 % |
| 141. LONG RUB191218 @ 2148051.46 |
|
0.00 % |
| 142. LONG MXN191218 @ 6207963.08 |
|
0.00 % |
| 143. SHORT INR191218 @ -112642.68 |
|
0.00 % |
| 144. LONG INR191218 @ 111257.18 |
|
0.00 % |