| 1. Citi Triparty Repo WisdomTree |
US |
6.88 % |
| 2. Brazil Nota Do Tesouro Nacional 10.00% 01/01/2021 |
BR |
3.28 % |
| 3. Brazil Nota Do Tesouro Nacional 10% 1/1/2027 |
BR |
2.00 % |
| 4. Brazil Nota Do Tesouro Nacional 10.00% 01/01/2023 |
BR |
1.90 % |
| 5. Indonesia Govt 8.75% 05/15/2031 |
ID |
1.88 % |
| 6. Brazil Nota Do Tesouro Nacional 10% 1/1/2025 |
BR |
1.76 % |
| 7. Indonesia Govt 8.25% 02/15/2028 |
ID |
1.71 % |
| 8. Colombia Govt 10.00% 07/24/2024 |
CO |
1.70 % |
| 9. Indonesia Govt 8.375% 09/15/2026 |
ID |
1.63 % |
| 10. Bonos Tesoreria Pesos 4.5% 03/01/26 |
CL |
1.47 % |
| 11. European Bk Recon & Dev 6.45% 12/13/2022 |
GB |
1.38 % |
| 12. Indonesia Govt 8.375% 3/15/2024 |
ID |
1.36 % |
| 13. Poland Govt 2.5% 7/25/2026 |
PL |
1.30 % |
| 14. Letra Tesouro Nacional 1/1/2022 |
BR |
1.27 % |
| 15. Poland Govt Bond 2.5% 07/25/27 |
PL |
1.23 % |
| 16. Peru Govt 6.95% 08/12/2031 |
PE |
1.20 % |
| 17. Colombia Govt 6.00% 04/28/2028 |
CO |
1.14 % |
| 18. Indonesia Govt 8.25% 5/15/2036 |
ID |
1.14 % |
| 19. South Africa Govt 9% 1/31/2040 |
ZA |
1.14 % |
| 20. Mexico Govt 10.00% 11/20/2036 |
MX |
1.14 % |
| 21. Titulos De Tesoreria B 7.75% 9/18/2030 |
CO |
1.13 % |
| 22. Thailand Govt Bond 3.4% 06/17/36 |
TH |
1.13 % |
| 23. Bonos Tesoreria Pesos 5% 03/01/35 |
CL |
1.12 % |
| 24. Mexico Govt 7.50% 06/03/2027 |
MX |
1.11 % |
| 25. South Africa Govt 8.75% 02/28/2048 |
ZA |
1.09 % |
| 26. Peru Govt 6.90% 08/12/2037 |
PE |
1.08 % |
| 27. India Govt Bond 8.4% 7/28/2024 |
IN |
1.06 % |
| 28. Poland Govt 4.00% 10/25/2023 |
PL |
1.06 % |
| 29. European Investment Bank 7.625% 1/12/2022 |
LU |
1.06 % |
| 30. Russia Govt Bond - Ofz 7.75% 9/16/2026 |
RU |
1.06 % |
| 31. Thailand Govt 3.65% 6/20/2031 |
TH |
1.06 % |
| 32. Mexico Govt 7.75% 11/13/2042 |
MX |
1.02 % |
| 33. Russia Govt Bond - Ofz 7% 1/25/2023 |
RU |
0.99 % |
| 34. Poland Govt 3.25% 07/25/2025 |
PL |
0.98 % |
| 35. Indonesia Govt 9% 3/15/2029 |
ID |
0.97 % |
| 36. Thailand Govt 3.85% 12/12/2025 |
TH |
0.97 % |
| 37. Intl Finance Corp 7.5% 1/18/2028 |
MX |
0.96 % |
| 38. Colombia Govt 7.00% 05/04/2022 |
CO |
0.96 % |
| 39. Russia Govt 7.05% 01/19/2028 |
RU |
0.95 % |
| 40. South Africa Govt 7% 2/28/2031 |
ZA |
0.94 % |
| 41. European Invest Bk (EIB) 8.125% 12/21/2026 |
RU |
0.93 % |
| 42. Intl Finance Corp 5.5% 2/28/2028 |
US |
0.92 % |
| 43. Turkey Govt 9.4% 7/8/2020 |
TR |
0.92 % |
| 44. Philippines Govt 6.25% 01/14/2036 |
PH |
0.91 % |
| 45. Titulos De Tesoreria B 7% 6/30/2032 |
CO |
0.90 % |
| 46. Titulos De Tesoreria B 7.5% 8/26/2026 |
CO |
0.89 % |
| 47. Russia Govt Bond - OFZ 8.5% 9/17/2031 |
RU |
0.86 % |
| 48. Russia Govt Bond - Ofz 6.5% 2/28/2024 |
RU |
0.86 % |
| 49. India Govt Bond 7.88% 3/19/2030 |
IN |
0.80 % |
| 50. India Govt Bond 9.2% 9/30/2030 |
IN |
0.79 % |
| 51. Thailand Govt 4.875% 06/22/2029 |
TH |
0.78 % |
| 52. India Govt Bond 7.59% 3/20/2029 |
IN |
0.78 % |
| 53. Russia Govt Bond - OFZ 7% 8/16/2023 |
RU |
0.76 % |
| 54. Peru Govt 8.20% 08/12/2026 |
PE |
0.76 % |
| 55. Mexico Govt 10.00% 12/05/2024 |
MX |
0.75 % |
| 56. China Govt 3.25% 7/4/2021 |
CN |
0.74 % |
| 57. Russia Govt Bond - Ofz 7.7% 03/23/33 |
RU |
0.69 % |
| 58. Poland Govt 2.5% 1/25/2023 |
PL |
0.68 % |
| 59. Mexico Govt 7.75% 05/29/2031 |
MX |
0.67 % |
| 60. Poland Govt Bond 2.25% 04/25/22 |
PL |
0.67 % |
| 61. Turkey Govt Bond 11% 3/2/2022 |
TR |
0.67 % |
| 62. China Govt (HK Series) 3.16% 06/27/2023 |
CN |
0.66 % |
| 63. Bonos Tesoreria Pesos 4.5% 03/01/21 |
CL |
0.66 % |
| 64. Indonesia Govt 7.00% 05/15/2022 |
ID |
0.63 % |
| 65. Indonesia Government 8.375% 3/15/2034 |
ID |
0.63 % |
| 66. South Africa Govt 8.75% 1/31/2044 |
ZA |
0.62 % |
| 67. South Africa Govt 6.25% 03/31/2036 |
ZA |
0.61 % |
| 68. Turkey Govt 8% 3/12/2025 |
TR |
0.61 % |
| 69. Hungary Govt 3% 10/27/2027 |
HU |
0.61 % |
| 70. Letra Tesouro Nacional 7/1/2021 |
BR |
0.60 % |
| 71. Thailand Govt 2.125% 12/17/2026 |
TH |
0.60 % |
| 72. Hungary Govt 3% 6/26/2024 |
HU |
0.60 % |
| 73. China Govt (HK Series) 2.36% 08/18/2021 |
CN |
0.58 % |
| 74. Mexico Govt 6.50% 06/09/2022 |
MX |
0.57 % |
| 75. China Govt (HK Series) 3.10% 06/29/2022 |
CN |
0.55 % |
| 76. Mex Bonos Desarr Fix Rt 8% 11/7/2047 |
MX |
0.54 % |
| 77. Intl Bk Recon & Develop 8.25% 12/21/2026 |
US |
0.52 % |
| 78. Philippines Govt 4.95% 01/15/2021 |
PH |
0.52 % |
| 79. European Investment Bank (EIB) 8% 5/5/2027 |
LU |
0.52 % |
| 80. Malaysia Govt 3.899% 11/16/2027 |
MY |
0.52 % |
| 81. Peru Govt 5.7% 8/12/2024 |
PE |
0.51 % |
| 82. Poland Govt 5.75% 09/23/2022 |
PL |
0.44 % |
| 83. Malaysia Govt 4.181% 7/15/2024 |
MY |
0.43 % |
| 84. KFW 9.25% 5/22/2020 |
DE |
0.43 % |
| 85. Turkey Government Bond 11% 2/24/2027 |
TR |
0.42 % |
| 86. Argentina Govt 18.2% 10/3/2021 |
AR |
0.42 % |
| 87. Romania Govt 5.85% 04/26/2023 |
RO |
0.41 % |
| 88. Romania Govt 4.75% 02/24/2025 |
RO |
0.41 % |
| 89. Philippines Govt 3.90% 11/26/2022 |
PH |
0.38 % |
| 90. Romania Govt 5.8% 7/26/2027 |
RO |
0.38 % |
| 91. Colombia Govt 7.75% 04/14/2021 |
CO |
0.37 % |
| 92. Letra Tesouro Nacional 7/1/2020 |
BR |
0.35 % |
| 93. Turkey Government Bond 10.5% 8/11/2027 |
TR |
0.34 % |
| 94. Romania Govt 5.95% 06/11/2021 |
RO |
0.32 % |
| 95. Nota Do Tesouro Nacional 10% 1/1/2029 |
BR |
0.32 % |
| 96. Poland Govt 1.75% 7/25/2021 |
PL |
0.31 % |
| 97. Mexico Govt 7.75% 11/23/2034 |
MX |
0.30 % |
| 98. Argentina Govt 15.5% 10/17/2026 |
AR |
0.28 % |
| 99. European Invest Bk (EIB) 8.375% 7/29/2022 |
ZA |
0.27 % |
| 100. Indonesia Govt 8.75% 02/15/2044 |
ID |
0.27 % |
| 101. Hungary Govt 1.75% 10/26/2022 |
HU |
0.27 % |
| 102. South Africa Govt 8.5% 1/31/2037 |
ZA |
0.27 % |
| 103. Bonos Tesoreria Pesos 6% 1/1/2043 |
CL |
0.27 % |
| 104. Malaysia Govt 4.16% 07/15/2021 |
MY |
0.26 % |
| 105. Malaysia Govt 4.762% 4/7/2037 |
MY |
0.26 % |
| 106. Indonesia Govt 8.25% 07/15/2021 |
ID |
0.25 % |
| 107. Hungary Govt 7% 6/24/2022 |
HU |
0.25 % |
| 108. India Govt Bond 7.68% 12/15/2023 |
IN |
0.23 % |
| 109. Romania Govt 3.25% 3/22/2021 |
RO |
0.23 % |
| 110. Thailand Govt Bond 2.875% 12/17/2028 |
TH |
0.22 % |
| 111. China Govt (HK Series) 3.09% 06/29/2020 |
CN |
0.22 % |
| 112. China Govt (HK Series) 2.48% 12/01/2020 |
CN |
0.22 % |
| 113. Malaysia Govt 3.418% 08/15/2022 |
MY |
0.21 % |
| 114. Argentina Govt 16% 10/17/2023 |
AR |
0.21 % |
| 115. Thailand Government Bond 2.875% 6/17/2046 |
TH |
0.20 % |
| 116. China Government Bond 3.38% 7/4/2026 |
CN |
0.19 % |
| 117. Hungary Govt 7.50% 11/12/2020 |
HU |
0.16 % |
| 118. China Govt (HK Series) 3.48% 06/29/2027 |
CN |
0.15 % |
| 119. Brazil Govt 12.50% 01/05/2022 |
BR |
0.14 % |
| 120. Mexico Govt 8 1/2% 11/18/2038 |
MX |
0.14 % |
| 121. Romania Govt 5.75% 4/29/2020 |
RO |
0.11 % |
| 122. China Government Bond 3.85% 12/12/2026 |
CN |
0.11 % |
| 123. Malaysia Investment Issue 3.948% 4/14/2022 |
MY |
0.11 % |
| 124. South Africa Govt 10.50% 12/21/2026 |
ZA |
0.11 % |
| 125. Malaysia Govt 4.378% 11/29/2019 |
MY |
0.11 % |
| 126. Poland Govt 5.75% 10/25/2021 |
PL |
0.10 % |
| 127. Poland Govt Bond 2% 4/25/2021 |
PL |
0.06 % |
| 128. Republic of Philippines 4.95% 1/15/2021 |
PH |
0.05 % |
| 129. Bonos De Tesoreria 6.15% 8/12/2032 |
PE |
0.00 % |
| 130. SHORT TRY190918 @ -758688.50 |
|
0.00 % |
| 131. LONG TRY190918 @ 1608710.41 |
|
0.00 % |
| 132. LONG THB190918 @ 4406158.45 |
|
0.00 % |
| 133. SHORT THB190918 @ -227198.96 |
|
0.00 % |
| 134. LONG MXN190918 @ 6302119.55 |
|
0.00 % |
| 135. SHORT INR190918 @ -98577.52 |
|
0.00 % |
| 136. SHORT INR190918 @ -241134.75 |
|
0.00 % |
| 137. SHORT INR190918 @ -98577.52 |
|
0.00 % |
| 138. SHORT INR190918 @ -241134.75 |
|
0.00 % |
| 139. SHORT INR190918 @ -98577.52 |
|
0.00 % |
| 140. SHORT INR190918 @ -241134.75 |
|
0.00 % |
| 141. SHORT INR190918 @ -98577.52 |
|
0.00 % |