Fund profile
Fund manager
Total assets
$579.37 mm
Liabilities
$3.04 mm
Net assets
$576.33 mm
Number of holdings
124.00
124 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Note/Bond | 43.76 mm | 45.09 mm principal | 7.59 | Debt | Long | USA |
Korea Treasury Bond | 39.03 mm | 50.37 bn principal | 6.77 | Debt | Long | Korea, Republic of |
Indonesia Treasury Bond | 38.66 mm | 575.33 bn principal | 6.71 | Debt | Long | Indonesia |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
37.48 mm | 37.48 mm principal | 6.50 | Repurchase agreement | Long | USA |
Mexican Bonos | 30.21 mm | 550.28 mm principal | 5.24 | Debt | Long | Mexico |
Norway Government Bond | 19.26 mm | 196.35 mm principal | 3.34 | Debt | Long | Norway |
Brazil Notas do Tesouro Nacional Serie F | 18.82 mm | 91.06 mm principal | 3.26 | Debt | Long | Brazil |
Japan Treasury Discount Bill | 18.74 mm | 2.64 bn principal | 3.25 | Short-term investment vehicle | Long | Japan |
Malaysia Government Bond | 17.93 mm | 81.57 mm principal | 3.11 | Debt | Long | Malaysia |
New South Wales Treasury Corp | 16.83 mm | 30.42 mm principal | 2.92 | Debt | Long | Australia |
India Government Bond | 16.06 mm | 1.35 bn principal | 2.79 | Debt | Long | India |
Singapore Government Bond | 14.98 mm | 19.92 mm principal | 2.60 | Debt | Long | Singapore |
Mexican Bonos | 14.23 mm | 266.74 mm principal | 2.47 | Debt | Long | Mexico |
Colombian TES | 12.84 mm | 54.69 bn principal | 2.23 | Debt | Long | Colombia |
Treasury Corp of Victoria | 11.23 mm | 20.30 mm principal | 1.95 | Debt | Long | Australia |
German Treasury Bill | 10.98 mm | 10.03 mm principal | 1.91 | Short-term investment vehicle | Long | Germany |
Panama Government International Bond | 10.07 mm | 10.33 mm principal | 1.75 | Debt | Long | Panama |
Thailand Government Bond | 10.05 mm | 346.71 mm principal | 1.74 | Debt | Long | Thailand |
Singapore Government Bond | 9.97 mm | 12.46 mm principal | 1.73 | Debt | Long | Singapore |
Queensland Treasury Corp | 9.80 mm | 17.83 mm principal | 1.70 | Debt | Long | Australia |
Brazil Notas do Tesouro Nacional Serie F | 8.96 mm | 43.64 mm principal | 1.55 | Debt | Long | Brazil |
Bundesschatzanweisungen | 8.36 mm | 7.72 mm principal | 1.45 | Debt | Long | Germany |
Queensland Treasury Corp | 8.24 mm | 15.81 mm principal | 1.43 | Debt | Long | Australia |
India Government Bond | 7.90 mm | 658.30 mm principal | 1.37 | Debt | Long | India |
Brazil Notas do Tesouro Nacional Serie F | 7.14 mm | 35.11 mm principal | 1.24 | Debt | Long | Brazil |
Colombian TES | 7.04 mm | 23.00 bn principal | 1.22 | Debt | Long | Colombia |
Thailand Government Bond | 6.83 mm | 244.74 mm principal | 1.19 | Debt | Long | Thailand |
Malaysia Government Bond | 6.64 mm | 30.33 mm principal | 1.15 | Debt | Long | Malaysia |
Treasury Corp of Victoria | 5.79 mm | 10.82 mm principal | 1.00 | Debt | Long | Australia |
Korea Treasury Bond | 5.62 mm | 7.41 bn principal | 0.97 | Debt | Long | Korea, Republic of |
Brazil Notas do Tesouro Nacional Serie F | 5.54 mm | 27.35 mm principal | 0.96 | Debt | Long | Brazil |
Colombian TES | 4.38 mm | 18.69 bn principal | 0.76 | Debt | Long | Colombia |
Colombian TES | 4.23 mm | 19.60 bn principal | 0.73 | Debt | Long | Colombia |
Indonesia Treasury Bond | 4.13 mm | 56.93 bn principal | 0.72 | Debt | Long | Indonesia |
Malaysia Government Bond | 3.85 mm | 18.02 mm principal | 0.67 | Debt | Long | Malaysia |
Bundesobligation | 3.83 mm | 3.56 mm principal | 0.66 | Debt | Long | Germany |
Mexican Bonos | 3.65 mm | 70.40 mm principal | 0.63 | Debt | Long | Mexico |
Norway Government Bond | 3.63 mm | 38.49 mm principal | 0.63 | Debt | Long | Norway |
Malaysia Government Bond | 3.55 mm | 16.23 mm principal | 0.62 | Debt | Long | Malaysia |
New South Wales Treasury Corp | 3.36 mm | 6.42 mm principal | 0.58 | Debt | Long | Australia |
Norway Government Bond | 3.26 mm | 34.00 mm principal | 0.57 | Debt | Long | Norway |
Malaysia Government Bond | 3.14 mm | 14.36 mm principal | 0.54 | Debt | Long | Malaysia |
Mexican Bonos | 2.98 mm | 55.47 mm principal | 0.52 | Debt | Long | Mexico |
Colombian TES | 2.53 mm | 11.95 bn principal | 0.44 | Debt | Long | Colombia |
Malaysia Government Bond | 2.46 mm | 10.83 mm principal | 0.43 | Debt | Long | Malaysia |
Mexican Bonos | 2.38 mm | 41.40 mm principal | 0.41 | Debt | Long | Mexico |
Malaysia Government Bond | 2.24 mm | 10.20 mm principal | 0.39 | Debt | Long | Malaysia |
Bank of Thailand Bond | 2.14 mm | 73.24 mm principal | 0.37 | Debt | Long | Thailand |
Colombian TES | 2.01 mm | 9.04 bn principal | 0.35 | Debt | Long | Colombia |
Colombian TES | 2.00 mm | 8.10 bn principal | 0.35 | Debt | Long | Colombia |
Indonesia Treasury Bond | 1.97 mm | 29.77 bn principal | 0.34 | Debt | Long | Indonesia |
Bundesrepublik Deutschland Bundesanleihe | 1.94 mm | 1.76 mm principal | 0.34 | Debt | Long | Germany |
Malaysia Government Bond | 1.85 mm | 8.50 mm principal | 0.32 | Debt | Long | Malaysia |
Mexican Bonos | 1.84 mm | 32.71 mm principal | 0.32 | Debt | Long | Mexico |
Indonesia Treasury Bond | 1.70 mm | 26.52 bn principal | 0.30 | Debt | Long | Indonesia |
Malaysia Government Bond | 1.58 mm | 7.22 mm principal | 0.27 | Debt | Long | Malaysia |
India Government Bond | 1.58 mm | 131.60 mm principal | 0.27 | Debt | Long | India |
Colombian TES | 1.39 mm | 6.12 bn principal | 0.24 | Debt | Long | Colombia |
Mexican Bonos | 1.13 mm | 17.84 mm principal | 0.20 | Debt | Long | Mexico |
PURCHASED JPY / SOLD USD
BNP Paribas SA
|
1.10 mm | 1.00 contracts | 0.19 | DFE | N/A | Japan |
Singapore Government Bond | 839.74 k | 1.10 mm principal | 0.15 | Debt | Long | Singapore |
PURCHASED NZD / SOLD USD
JPMorgan Chase Bank N.A.
|
809.93 k | 1.00 contracts | 0.14 | DFE | N/A | New Zealand |
Colombian TES | 767.88 k | 4.08 bn principal | 0.13 | Debt | Long | Colombia |
Panama Government International Bond | 764.50 k | 1.05 mm principal | 0.13 | Debt | Long | Panama |
Malaysia Government Bond | 737.70 k | 3.40 mm principal | 0.13 | Debt | Long | Malaysia |
PURCHASED JPY / SOLD USD
Deutsche Bank AG
|
705.61 k | 1.00 contracts | 0.12 | DFE | N/A | Japan |
Malaysia Government Bond | 701.97 k | 3.20 mm principal | 0.12 | Debt | Long | Malaysia |
Indonesia Treasury Bond | 699.36 k | 10.81 bn principal | 0.12 | Debt | Long | Indonesia |
Indonesia Treasury Bond | 692.17 k | 10.81 bn principal | 0.12 | Debt | Long | Indonesia |
Indonesia Treasury Bond | 610.06 k | 9.45 bn principal | 0.11 | Debt | Long | Indonesia |
PURCHASED MXN / SOLD USD
Barclays Bank PLC
|
552.93 k | 1.00 contracts | 0.10 | DFE | N/A | Mexico |
PURCHASED JPY / SOLD USD
Bank of America NA
|
532.67 k | 1.00 contracts | 0.09 | DFE | N/A | Japan |
PURCHASED JPY / SOLD USD
Goldman Sachs Bank USA
|
521.83 k | 1.00 contracts | 0.09 | DFE | N/A | Japan |
PURCHASED MXN / SOLD USD
Barclays Bank PLC
|
514.28 k | 1.00 contracts | 0.09 | DFE | N/A | Mexico |
DDD1317265 USD PUT MXN CALL MAR24 17.39 PUT | 463.86 k | 15.25 mm other units | 0.08 | DFE | N/A | USA |
Bank of Thailand Bond | 391.79 k | 13.44 mm principal | 0.07 | Debt | Long | Thailand |
PURCHASED KRW / SOLD USD
HSBC Bank PLC
|
372.40 k | 1.00 contracts | 0.06 | DFE | N/A | Korea, Republic of |
Panama Government International Bond | 306.65 k | 310.00 k principal | 0.05 | Debt | Long | Panama |
Republic of Ghana Government Bonds | 303.67 k | 6.96 mm principal | 0.05 | Debt | Long | Ghana |
Japan Treasury Discount Bill | 289.42 k | 40.80 mm principal | 0.05 | Short-term investment vehicle | Long | Japan |
PURCHASED JPY / SOLD USD
JPMorgan Chase Bank NA
|
282.74 k | 1.00 contracts | 0.05 | DFE | N/A | Japan |
DDD1317263 USD CALL MXN PUT MAR24 18.545 CALL | 263.64 k | 61.00 mm other units | 0.05 | DFE | N/A | USA |
Republic of Ghana Government Bonds | 259.05 k | 6.96 mm principal | 0.04 | Debt | Long | Ghana |
PURCHASED JPY / SOLD USD
Bank of America N.A.
|
252.36 k | 1.00 contracts | 0.04 | DFE | N/A | Japan |
PURCHASED AUD / SOLD USD
Deutsche Bank AG
|
231.30 k | 1.00 contracts | 0.04 | DFE | N/A | Australia |
PURCHASED AUD / SOLD USD
JPMorgan Chase Bank NA
|
220.91 k | 1.00 contracts | 0.04 | DFE | N/A | Australia |
Republic of Ghana Government Bonds | 216.56 k | 6.64 mm principal | 0.04 | Debt | Long | Ghana |
PURCHASED NZD / SOLD USD
Citibank N.A.
|
206.38 k | 1.00 contracts | 0.04 | DFE | N/A | New Zealand |
Panama Government International Bond | 199.43 k | 200.00 k principal | 0.03 | Debt | Long | Panama |
Republic of Ghana Government Bonds | 195.36 k | 6.65 mm principal | 0.03 | Debt | Long | Ghana |
PURCHASED NZD / SOLD USD
Bank of America N.A.
|
176.18 k | 1.00 contracts | 0.03 | DFE | N/A | New Zealand |
Republic of Ghana Government Bonds | 173.66 k | 6.42 mm principal | 0.03 | Debt | Long | Ghana |
Republic of Ghana Government Bonds | 163.86 k | 6.42 mm principal | 0.03 | Debt | Long | Ghana |
PURCHASED JPY / SOLD USD
HSBC Bank PLC
|
157.76 k | 1.00 contracts | 0.03 | DFE | N/A | Japan |
Republic of Ghana Government Bonds | 157.09 k | 6.43 mm principal | 0.03 | Debt | Long | Ghana |
PURCHASED JPY / SOLD USD
Morgan Stanley Capital Services LLC
|
151.11 k | 1.00 contracts | 0.03 | DFE | N/A | Japan |
PURCHASED AUD / SOLD USD
Deutsche Bank AG
|
141.05 k | 1.00 contracts | 0.02 | DFE | N/A | Australia |
PURCHASED AUD / SOLD USD
Citibank NA
|
138.33 k | 1.00 contracts | 0.02 | DFE | N/A | Australia |
PURCHASED KRW / SOLD USD
Deutsche Bank AG
|
57.97 k | 1.00 contracts | 0.01 | DFE | N/A | Korea, Republic of |
Republic of Ghana Government Bonds | 44.14 k | 1.86 mm principal | 0.01 | Debt | Long | Ghana |
Republic of Ghana Government Bonds | 43.40 k | 1.86 mm principal | 0.01 | Debt | Long | Ghana |
Republic of Ghana Government Bonds | 43.03 k | 1.86 mm principal | 0.01 | Debt | Long | Ghana |
Republic of Ghana Government Bonds | 43.03 k | 1.86 mm principal | 0.01 | Debt | Long | Ghana |
Republic of Ghana Government Bonds | 42.93 k | 1.86 mm principal | 0.01 | Debt | Long | Ghana |
PURCHASED USD / SOLD CLP
HSBC Bank PLC
|
38.27 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
PURCHASED INR / SOLD USD
HSBC Bank PLC
|
24.76 k | 1.00 contracts | 0.00 | DFE | N/A | India |
PURCHASED INR / SOLD USD
JPMorgan Chase Bank NA
|
11.84 k | 1.00 contracts | 0.00 | DFE | N/A | India |
PURCHASED INR / SOLD USD
JPMorgan Chase Bank NA
|
7.65 k | 1.00 contracts | 0.00 | DFE | N/A | India |
PURCHASED INR / SOLD USD
Citibank N.A.
|
6.23 k | 1.00 contracts | 0.00 | DFE | N/A | India |
PURCHASED INR / SOLD USD
HSBC Bank PLC
|
3.16 k | 1.00 contracts | 0.00 | DFE | N/A | India |
DDD1288455 USD PUT/MXN CALL FEB24 16.0390 PUT | 3.05 k | 15.25 mm other units | 0.00 | DFE | N/A | USA |
PURCHASED KRW / SOLD USD
HSBC Bank PLC
|
681.47 | 1.00 contracts | 0.00 | DFE | N/A | Korea, Republic of |
PURCHASED CLP / SOLD USD
HSBC Bank PLC
|
-4.13 k | 1.00 contracts | -0.00 | DFE | N/A | Chile |
PURCHASED CLP / SOLD USD
HSBC Bank PLC
|
-18.08 k | 1.00 contracts | -0.00 | DFE | N/A | Chile |
PURCHASED USD / SOLD JPY
Bank of America NA
|
-22.43 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED CLP / SOLD USD
HSBC Bank PLC
|
-26.67 k | 1.00 contracts | -0.00 | DFE | N/A | Chile |
PURCHASED CLP / SOLD USD
JPMorgan Chase Bank NA
|
-27.11 k | 1.00 contracts | -0.00 | DFE | N/A | Chile |
PURCHASED CLP / SOLD USD
JPMorgan Chase Bank NA
|
-28.71 k | 1.00 contracts | -0.00 | DFE | N/A | Chile |
DDD1317264 USD CALL MXN PUT MAR24 19.1825 CALL | -34.51 k | -15.25 mm other units | -0.01 | DFE | N/A | USA |
PURCHASED CLP / SOLD USD
HSBC Bank PLC
|
-37.81 k | 1.00 contracts | -0.01 | DFE | N/A | Chile |
PURCHASED USD / SOLD NZD
Citibank NA
|
-43.79 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
DDD1317262 USD CALL MXN PUT MAR24 18.135 CALL | -84.33 k | -15.25 mm other units | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD MXN
Barclays Bank PLC
|
-429.09 k | 1.00 contracts | -0.07 | DFE | N/A | USA |
DDD1317266 USD PUT MXN CALL MAR24 17.1425 PUT | -648.80 k | -30.50 mm other units | -0.11 | DFE | N/A | USA |