| 1. Citi Triparty Repo WisdomTree |
US |
6.76 % |
| 2. Colombia Govt 10.00% 07/24/2024 |
CO |
2.12 % |
| 3. Brazil Nota Do Tesouro Nacional 10.00% 01/01/2023 |
BR |
1.89 % |
| 4. Poland Govt 2.5% 7/25/2026 |
PL |
1.71 % |
| 5. Poland Govt Bond 2.5% 07/25/27 |
PL |
1.61 % |
| 6. Brazil Nota Do Tesouro Nacional 10% 1/1/2025 |
BR |
1.61 % |
| 7. Peru Govt 6.95% 08/12/2031 |
PE |
1.46 % |
| 8. Colombia Govt 6.00% 04/28/2028 |
CO |
1.35 % |
| 9. Letra Tesouro Nacional 1/1/2022 |
BR |
1.30 % |
| 10. Philippines Govt 6.25% 01/14/2036 |
PH |
1.28 % |
| 11. Brazil Nota Do Tesouro Nacional 10% 1/1/2027 |
BR |
1.27 % |
| 12. Russia Govt Bond - OFZ 7.4% 7/17/2024 |
RU |
1.27 % |
| 13. Letra Tesouro Nacional 7/1/2022 |
BR |
1.26 % |
| 14. India Govt Bond 8.4% 7/28/2024 |
IN |
1.26 % |
| 15. Intl Finance Corp 7.5% 1/18/2028 |
MX |
1.24 % |
| 16. European Investment Bank (EIB) 8% 5/5/2027 |
LU |
1.24 % |
| 17. Russia Govt Bond - Ofz 6.5% 2/28/2024 |
RU |
1.22 % |
| 18. Indonesia Govt 8.375% 3/15/2024 |
ID |
1.22 % |
| 19. China Government Bond 3.25% 6/6/2026 |
CN |
1.20 % |
| 20. Letra Tesouro Nacional 7/1/2023 |
BR |
1.17 % |
| 21. Peru Govt 6.90% 08/12/2037 |
PE |
1.16 % |
| 22. Indonesia Govt 8.375% 09/15/2026 |
ID |
1.16 % |
| 23. Titulos De Tesoreria B 7.75% 9/18/2030 |
CO |
1.11 % |
| 24. Russia Govt 7.05% 01/19/2028 |
RU |
1.07 % |
| 25. Russia Govt Bond - OFZ 7.1% 10/16/2024 |
RU |
1.05 % |
| 26. India Govt Bond 7.88% 3/19/2030 |
IN |
1.03 % |
| 27. Titulos De Tesoreria B 7% 6/30/2032 |
CO |
1.02 % |
| 28. China Government Bond 3.22% 12/6/2025 |
CN |
1.02 % |
| 29. India Govt Bond 9.2% 9/30/2030 |
IN |
1.01 % |
| 30. China Government Bond 3.12% 12/5/2026 |
CN |
1.01 % |
| 31. India Govt Bond 7.59% 3/20/2029 |
IN |
1.00 % |
| 32. South Africa Govt 9% 1/31/2040 |
ZA |
0.99 % |
| 33. Russia Govt Bond - OFZ 7% 8/16/2023 |
RU |
0.98 % |
| 34. Indonesia Govt 9% 3/15/2029 |
ID |
0.96 % |
| 35. Russia Govt Bond - Ofz 7.7% 03/23/33 |
RU |
0.96 % |
| 36. China Government Bond 3.19% 4/11/2024 |
CN |
0.92 % |
| 37. Russia Govt Bond - OFZ 8.5% 9/17/2031 |
RU |
0.92 % |
| 38. Turkey Govt Bond 11% 3/2/2022 |
TR |
0.88 % |
| 39. Turkey Govt 9.4% 7/8/2020 |
TR |
0.85 % |
| 40. Mexico Govt 7.75% 05/29/2031 |
MX |
0.85 % |
| 41. South Africa Govt 8.75% 02/28/2048 |
ZA |
0.82 % |
| 42. China Government Bond 3.29% 10/18/2023 |
CN |
0.82 % |
| 43. China Government Bond 3.29% 5/23/2029 |
CN |
0.81 % |
| 44. Peru Govt 8.20% 08/12/2026 |
PE |
0.81 % |
| 45. China Government Bond 3.25% 11/22/2028 |
CN |
0.81 % |
| 46. Intl Finance Corp 5.5% 2/28/2028 |
US |
0.79 % |
| 47. Indonesia Government 8.375% 3/15/2034 |
ID |
0.78 % |
| 48. Titulos De Tesoreria B 7.5% 8/26/2026 |
CO |
0.78 % |
| 49. Russia Govt Bond - Ofz 7% 12/15/2021 |
RU |
0.76 % |
| 50. Hungary Govt 3% 10/27/2027 |
HU |
0.76 % |
| 51. Malaysia Govt 3.899% 11/16/2027 |
MY |
0.75 % |
| 52. Indonesia Govt 8.25% 02/15/2028 |
ID |
0.75 % |
| 53. European Invest Bk (EIB) 8.125% 12/21/2026 |
RU |
0.74 % |
| 54. Bonos Tesoreria Pesos 5% 03/01/35 |
CL |
0.74 % |
| 55. Russia Govt Bond - OFZ 7.25% 5/10/2034 |
RU |
0.73 % |
| 56. Hungary Govt 3% 6/26/2024 |
HU |
0.73 % |
| 57. Brazil Nota Do Tesouro Nacional 10.00% 01/01/2021 |
BR |
0.73 % |
| 58. Mex Bonos Desarr Fix Rt 8.5% 11/18/2038 |
MX |
0.71 % |
| 59. Russia Govt Bond - Ofz 7% 1/25/2023 |
RU |
0.71 % |
| 60. Indonesia Govt 8.25% 5/15/2036 |
ID |
0.71 % |
| 61. China Government Bond 2.94% 10/17/2024 |
CN |
0.71 % |
| 62. Indonesia Govt 8.75% 05/15/2031 |
ID |
0.68 % |
| 63. Mex Bonos Desarr Fix Rt 8% 11/7/2047 |
MX |
0.67 % |
| 64. Poland Govt 3.25% 07/25/2025 |
PL |
0.66 % |
| 65. Thailand Govt Bond 3.4% 06/17/36 |
TH |
0.65 % |
| 66. Nota Do Tesouro Nacional 10% 1/1/2029 |
BR |
0.64 % |
| 67. Colombia Govt 7.00% 05/04/2022 |
CO |
0.63 % |
| 68. Turkey Govt 8% 3/12/2025 |
TR |
0.63 % |
| 69. Mexico Govt 7.75% 11/13/2042 |
MX |
0.62 % |
| 70. Malaysia Investmnt Issue 4.094% 11/30/2023 |
MY |
0.62 % |
| 71. South Africa Govt 7% 2/28/2031 |
ZA |
0.62 % |
| 72. South Africa Govt 8.75% 1/31/2044 |
ZA |
0.60 % |
| 73. European Bk Recon & Dev 6.45% 12/13/2022 |
GB |
0.60 % |
| 74. Malaysia Govt 3.955% 9/15/2025 |
MY |
0.59 % |
| 75. Russia Govt Bond - OFZ 6.9% 5/23/2029 |
RU |
0.59 % |
| 76. Romania Govt 5.85% 04/26/2023 |
RO |
0.58 % |
| 77. Malaysia Govt 4.181% 7/15/2024 |
MY |
0.57 % |
| 78. Turkey Government Bond 11% 2/24/2027 |
TR |
0.57 % |
| 79. European Investment Bank 7.625% 1/12/2022 |
LU |
0.57 % |
| 80. Mexico Govt 7.50% 06/03/2027 |
MX |
0.56 % |
| 81. Thailand Government Bond 2% 12/17/2022 |
TH |
0.56 % |
| 82. Russia Govt Bond - Ofz 7.75% 9/16/2026 |
RU |
0.55 % |
| 83. Bonos Tesoreria Pesos 6% 1/1/2043 |
CL |
0.55 % |
| 84. Philippines Govt 3.90% 11/26/2022 |
PH |
0.53 % |
| 85. Bonos Tesoreria Pesos 4.5% 03/01/26 |
CL |
0.52 % |
| 86. Thailand Govt 3.625% 06/16/2023 |
TH |
0.51 % |
| 87. Romania Govt 5.8% 7/26/2027 |
RO |
0.51 % |
| 88. Thailand Govt 4.875% 06/22/2029 |
TH |
0.50 % |
| 89. Thailand Govt 2.125% 12/17/2026 |
TH |
0.49 % |
| 90. Romania Govt 4.75% 02/24/2025 |
RO |
0.49 % |
| 91. Peru Govt 5.7% 8/12/2024 |
PE |
0.48 % |
| 92. Titulos De Tesoreria 6.25% 11/26/2025 |
CO |
0.48 % |
| 93. Turkey Government Bond 10.5% 8/11/2027 |
TR |
0.46 % |
| 94. South Africa Govt 6.25% 03/31/2036 |
ZA |
0.46 % |
| 95. Malaysia Government 3.885% 8/15/2029 |
MY |
0.43 % |
| 96. Indonesia Govt 7.00% 05/15/2022 |
ID |
0.41 % |
| 97. China Government Bond 3.13% 11/21/2029 |
CN |
0.40 % |
| 98. Intl Bk Recon & Develop 8.25% 12/21/2026 |
US |
0.40 % |
| 99. Mexico Govt 7.75% 11/23/2034 |
MX |
0.38 % |
| 100. Thailand Govt 3.65% 6/20/2031 |
TH |
0.38 % |
| 101. Mexico Govt 10.00% 11/20/2036 |
MX |
0.37 % |
| 102. Bonos Tesoreria Pesos 4% 3/1/2023 |
CL |
0.33 % |
| 103. Poland Government Bond 2.75% 10/25/2029 |
PL |
0.33 % |
| 104. Thailand Govt Bond 2.875% 12/17/2028 |
TH |
0.32 % |
| 105. Malaysia Govt 4.762% 4/7/2037 |
MY |
0.31 % |
| 106. Letra Tesouro Nacional 1/1/2024 |
BR |
0.31 % |
| 107. Poland Govt 4.00% 10/25/2023 |
PL |
0.30 % |
| 108. India Govt Bond 7.68% 12/15/2023 |
IN |
0.30 % |
| 109. Bonos Tesoreria Pesos 4.7% 9/1/2030 |
CL |
0.29 % |
| 110. Russia Govt Bond - Ofz 7.4% 12/7/2022 |
RU |
0.29 % |
| 111. Malaysia Govt 3.418% 08/15/2022 |
MY |
0.28 % |
| 112. Thailand Government Bond 2.875% 6/17/2046 |
TH |
0.28 % |
| 113. Republic of South Africa 8.25% 3/31/2032 |
ZA |
0.28 % |
| 114. Mexico Govt 8.5% 5/31/2029 |
MX |
0.26 % |
| 115. South Africa Govt 8.5% 1/31/2037 |
ZA |
0.26 % |
| 116. Hungary Govt 1.75% 10/26/2022 |
HU |
0.26 % |
| 117. Mex Bonos Desarr Fix Rt 10% 12/5/2024 |
MX |
0.26 % |
| 118. Hungary Govt 7% 6/24/2022 |
HU |
0.24 % |
| 119. Turkey Government Bond 16.2% 6/14/2023 |
TR |
0.23 % |
| 120. Romania Govt 5.95% 06/11/2021 |
RO |
0.22 % |
| 121. Titulos De Tesoreria 7.25% 10/18/2034 |
CO |
0.20 % |
| 122. Malaysia Govt 4.16% 07/15/2021 |
MY |
0.18 % |
| 123. Mexico Govt 8 1/2% 11/18/2038 |
MX |
0.17 % |
| 124. Thailand Government Bond 1.45% 12/17/2024 |
TH |
0.17 % |
| 125. South Africa Govt 8.00% 01/31/2030 |
ZA |
0.16 % |
| 126. Colombia Govt 7.75% 04/14/2021 |
CO |
0.14 % |
| 127. Thailand Govt 3.85% 12/12/2025 |
TH |
0.14 % |
| 128. Republic of Philippines 4.95% 1/15/2021 |
PH |
0.14 % |
| 129. Russia Govt Bond - Ofz 7.65% 4/10/2030 |
RU |
0.12 % |
| 130. Indonesia Govt 8.75% 02/15/2044 |
ID |
0.12 % |
| 131. Republic Of South Africa 6.5% 2/28/2041 |
ZA |
0.10 % |
| 132. Letra Tesouro Nacional 7/1/2021 |
BR |
0.10 % |
| 133. Philippines Govt 4.95% 01/15/2021 |
PH |
0.08 % |
| 134. Mexico Govt 10.00% 12/05/2024 |
MX |
0.08 % |
| 135. Romania Govt Bond 5% 2/12/2029 |
RO |
0.08 % |
| 136. Romania Govt 3.25% 3/22/2021 |
RO |
0.08 % |
| 137. Romania Govt Bond 4% 10/27/2021 |
RO |
0.06 % |
| 138. Bonos De Tesoreria 6.15% 8/12/2032 |
PE |
0.02 % |
| 139. Indonesia Government 7.5% 5/15/2038 |
ID |
0.01 % |
| 140. LONG RUB200617 @ 497879.91 |
|
0.00 % |
| 141. SHORT RUB200617 @ -247586.04 |
|
0.00 % |
| 142. LONG PLN200617 @ 5022538.28 |
|
0.00 % |
| 143. SHORT PLN200617 @ -237512.48 |
|
0.00 % |
| 144. SHORT MXN200617 @ -864549.75 |
|
0.00 % |
| 145. LONG MXN200617 @ 409506.41 |
|
0.00 % |
| 146. SHORT MXN200617 @ -864549.75 |
|
0.00 % |
| 147. LONG MXN200617 @ 409506.41 |
|
0.00 % |
| 148. SHORT INR200617 @ -434782.61 |
|
0.00 % |
| 149. SHORT INR200617 @ -351196.67 |
|
0.00 % |
| 150. SHORT INR200617 @ -434782.61 |
|
0.00 % |
| 151. China Govt 3.25% 7/4/2021 |
CN |
0.00 % |