Fund profile
Fund manager
Total assets
$1.29 bn
Liabilities
$226.91 mm
Net assets
$1.06 bn
Number of holdings
433.00
Top 200 of 433 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Bills | 64.59 mm | 65.00 mm principal | 6.07 | Debt | Long | USA |
U.S. Treasury Bills | 48.10 mm | 49.00 mm principal | 4.52 | Debt | Long | USA |
Peru Government Bond | 45.17 mm | 180.00 mm principal | 4.25 | Debt | Long | Peru |
Colombian TES, Series B | 39.67 mm | 175.00 bn principal | 3.73 | Debt | Long | Colombia |
Republic of South Africa Government Bond, Series R186 | 38.10 mm | 700.00 mm principal | 3.58 | Debt | Long | South Africa |
Republic of South Africa Government Bond, Series 2032 | 34.64 mm | 783.30 mm principal | 3.26 | Debt | Long | South Africa |
Republic of South Africa Government Bond | 31.77 mm | 800.00 mm principal | 2.99 | Debt | Long | South Africa |
Brazil Notas do Tesouro Nacional | 23.09 mm | 28.00 mm principal | 2.17 | Debt | Long | Brazil |
Hellenic Republic Government Bond | 22.67 mm | 21.25 mm principal | 2.13 | Debt | Long | Greece |
Hellenic Republic Government Bond | 22.53 mm | 20.00 mm principal | 2.12 | Debt | Long | Greece |
New Zealand Government Bond | 21.58 mm | 37.60 mm principal | 2.03 | Debt | Long | New Zealand |
Republic of Austria Government Bond | 20.27 mm | 25.83 mm principal | 1.91 | Debt | Long | Austria |
Colombian TES, Series B | 17.25 mm | 100.00 bn principal | 1.62 | Debt | Long | Colombia |
Malaysia Government Bond | 16.77 mm | 80.00 mm principal | 1.58 | Debt | Long | Malaysia |
Czech Republic Government Bond, Series 105 | 15.82 mm | 400.00 mm principal | 1.49 | Debt | Long | Czechia |
India Government Bond | 15.62 mm | 1.30 bn principal | 1.47 | Debt | Long | India |
YPF S.A., Class D
|
15.05 mm | 547.50 k shares | 1.42 | Common equity | Long | Argentina |
LCH.Clearnet LLC | 14.76 mm | 100.00 mm contracts | 1.39 | Interest rate derivative | N/A | N/A |
BCS Barclays PLC | 13.02 mm | 13.00 mm principal | 1.22 | Debt | Long | UK |
Indonesia Treasury Bond, Series FR95 | 11.97 mm | 200.00 bn principal | 1.13 | Debt | Long | Indonesia |
Morgan Stanley Capital Services LLC | 11.87 mm | 1.00 contracts | 1.12 | Interest rate derivative | N/A | N/A |
Corp. Andina de Fomento | 11.75 mm | 200.00 mm principal | 1.10 | Debt | Long | XX |
India Government Bond | 11.54 mm | 1.00 bn principal | 1.08 | Debt | Long | India |
Colombian TES, Series B | 11.46 mm | 51.50 bn principal | 1.08 | Debt | Long | Colombia |
Japan Government Bond, Series 15 | 11.14 mm | 2.41 bn principal | 1.05 | Debt | Long | Japan |
Colombian TES | 10.93 mm | 45.00 bn principal | 1.03 | Debt | Long | Colombia |
BNP Paribas | 10.52 mm | 10.50 mm principal | 0.99 | Debt | Long | France |
UBS Group AG | 10.38 mm | 10.00 mm principal | 0.98 | Debt | Long | Switzerland |
Spain Government Bond | 10.32 mm | 20.00 mm principal | 0.97 | Debt | Long | Spain |
Fideicomiso Dorrego y Libertador | 10.30 mm | 10.84 mm principal | 0.97 | ABS-other | Long | Argentina |
Indonesia Treasury Bond, Series FR96 | 9.21 mm | 150.00 bn principal | 0.87 | Debt | Long | Indonesia |
Grupo Financiero Galicia S.A., Class B
|
9.14 mm | 2.26 mm shares | 0.86 | Common equity | Long | Argentina |
Kingdom of Belgium Government International Bond | 7.66 mm | 8.00 mm principal | 0.72 | Debt | Long | Belgium |
RMAC Securities No. 1 PLC, Series 2006-NS4X, Class B1 | 6.73 mm | 6.79 mm principal | 0.63 | ABS-mortgage backed security | Long | UK |
Sestante Finance S.r.l. | 6.72 mm | 9.70 mm principal | 0.63 | ABS-mortgage backed security | Long | Italy |
Egypt Treasury Bills | 6.67 mm | 400.00 mm principal | 0.63 | Debt | Long | Egypt |
Banco Macro S.A., Class B
|
6.43 mm | 950.00 k shares | 0.61 | Common equity | Long | Argentina |
Japan Government Bond, Series 77 | 6.25 mm | 1.05 bn principal | 0.59 | Debt | Long | Japan |
India Government Bond | 6.14 mm | 500.00 mm principal | 0.58 | Debt | Long | India |
State of Tamil Nadu India | 6.11 mm | 500.00 mm principal | 0.57 | Debt | Long | India |
State of Maharashtra India | 6.05 mm | 500.00 mm principal | 0.57 | Debt | Long | India |
State of Gujarat India | 6.01 mm | 500.00 mm principal | 0.57 | Debt | Long | India |
Eurohome UK Mortgages PLC, Series 2007-1, Class B1 | 5.76 mm | 5.28 mm principal | 0.54 | ABS-mortgage backed security | Long | UK |
Gatwick Airport Finance PLC | 5.67 mm | 4.70 mm principal | 0.53 | Debt | Long | UK |
Sitios Latinoamerica, S.A.B. de C.V. | 5.46 mm | 5.97 mm principal | 0.51 | Debt | Long | Mexico |
Malaysia Government Bond, Series 115 | 5.27 mm | 25.00 mm principal | 0.50 | Debt | Long | Malaysia |
QBE Insurance Group Ltd. | 5.01 mm | 5.00 mm principal | 0.47 | Debt | Long | Australia |
UBS Group AG | 4.93 mm | 5.00 mm principal | 0.46 | Debt | Long | Switzerland |
PA Autopista Rio Magdalena | 4.69 mm | 23.50 bn principal | 0.44 | Debt | Long | Colombia |
Eurosail PLC, Series 2007-4X, Class D1A | 4.66 mm | 4.09 mm principal | 0.44 | ABS-mortgage backed security | Long | UK |
Eurohome UK Mortgages PLC, Series 2007-1, Class M2 | 4.61 mm | 4.00 mm principal | 0.43 | ABS-mortgage backed security | Long | UK |
Lusitano Mortgages No. 5 PLC, Class D | 4.60 mm | 5.12 mm principal | 0.43 | ABS-mortgage backed security | Long | Ireland |
Citigroup Inc. | 4.52 mm | 4.25 mm principal | 0.43 | Debt | Long | USA |
Eurohome UK Mortgages PLC, Series 2007-2, Class B2 | 4.45 mm | 3.75 mm principal | 0.42 | ABS-mortgage backed security | Long | UK |
Telefonica Europe, B.V. | 4.41 mm | 4.40 mm principal | 0.41 | Debt | Long | Netherlands |
Oman Government International Bond | 4.36 mm | 4.40 mm principal | 0.41 | Debt | Long | Oman |
NatWest Group PLC, Series -- | 4.29 mm | 4.40 mm principal | 0.40 | Debt | Long | UK |
Eurohome UK Mortgages PLC, Series 2007-2, Class B1 | 4.27 mm | 4.00 mm principal | 0.40 | ABS-mortgage backed security | Long | UK |
Mercury Chile Holdco LLC | 4.23 mm | 4.40 mm principal | 0.40 | Debt | Long | USA |
BPCE S.A. | 4.16 mm | 4.50 mm principal | 0.39 | Debt | Long | France |
British Telecommunications PLC | 4.15 mm | 4.40 mm principal | 0.39 | Debt | Long | UK |
Egypt Treasury Bills | 4.10 mm | 240.00 mm principal | 0.39 | Debt | Long | Egypt |
VOD Vodafone Group Public Limited Company | 4.09 mm | 4.40 mm principal | 0.38 | Debt | Long | UK |
Mansard Mortgages PLC, Series 2006-1X, Class B2 | 4.05 mm | 3.24 mm principal | 0.38 | ABS-mortgage backed security | Long | UK |
Swedbank AB, Series NC5 | 3.97 mm | 4.00 mm principal | 0.37 | Debt | Long | Sweden |
Cloverie PLC for Swiss Reinsurance Co. Ltd. | 3.96 mm | 4.00 mm principal | 0.37 | Debt | Long | Ireland |
Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd. | 3.87 mm | 4.00 mm principal | 0.36 | Debt | Long | Ireland |
Egypt Government Bond | 3.78 mm | 250.00 mm principal | 0.36 | Debt | Long | Egypt |
Uruguay Government International Bond | 3.78 mm | 138.90 mm principal | 0.36 | Debt | Long | Uruguay |
Alba PLC, Series 2007-1, Class F | 3.76 mm | 3.15 mm principal | 0.35 | ABS-mortgage backed security | Long | UK |
Lloyds Banking Group PLC | 3.60 mm | 2.85 mm principal | 0.34 | Debt | Long | UK |
Colombian TES, Series B | 3.54 mm | 16.25 bn principal | 0.33 | Debt | Long | Colombia |
LCH.Clearnet LLC | 3.50 mm | 1.00 contracts | 0.33 | Interest rate derivative | N/A | N/A |
MGM China Holdings Ltd. | 3.46 mm | 3.52 mm principal | 0.33 | Debt | Long | Cayman Islands |
LCH.Clearnet LLC | 3.42 mm | 1.00 contracts | 0.32 | Interest rate derivative | N/A | N/A |
Ludgate Funding PLC, Series 2007-1, Class RES | 3.36 mm | 207.50 mm principal | 0.32 | ABS-mortgage backed security | Long | UK |
Electricite de France | 3.27 mm | 3.00 mm principal | 0.31 | Debt | Long | France |
Resloc UK PLC, Series 2007-1X, Class D1A | 3.25 mm | 3.61 mm principal | 0.31 | ABS-mortgage backed security | Long | UK |
Pampa Energia S.A.
|
3.21 mm | 1.45 mm shares | 0.30 | Common equity | Long | Argentina |
Societe Generale | 3.19 mm | 2.90 mm principal | 0.30 | Debt | Long | France |
Forward Foreign Currency Contract
Goldman Sachs Bank USA
|
3.16 mm | 1.00 contracts | 0.30 | DFE | N/A | N/A |
Ivory Coast Government International Bond | 3.12 mm | 3.50 mm principal | 0.29 | Debt | Long | CĂ´te d'Ivoire |
LCH.Clearnet LLC | 3.07 mm | 1.00 contracts | 0.29 | Interest rate derivative | N/A | N/A |
Invesco Treasury Portfolio, Institutional Class | 3.06 mm | 3.06 mm shares | 0.29 | Short-term investment vehicle | Long | USA |
LCH.Clearnet LLC | 3.02 mm | 26.40 mm contracts | 0.28 | Interest rate derivative | N/A | N/A |
Danske Bank A/S | 3.02 mm | 3.08 mm principal | 0.28 | Debt | Long | Denmark |
Nemak, S.A.B. de C.V. | 2.94 mm | 3.75 mm principal | 0.28 | Debt | Long | Mexico |
CX CEMEX, S.A.B. de C.V. | 2.94 mm | 3.05 mm principal | 0.28 | Debt | Long | Mexico |
Ford Otomotiv Sanayi A.S. | 2.86 mm | 2.86 mm principal | 0.27 | Debt | Long | Turkey |
Egypt Treasury Bills | 2.82 mm | 166.68 mm principal | 0.27 | Debt | Long | Egypt |
Colombia Government International Bond | 2.81 mm | 4.40 mm principal | 0.26 | Debt | Long | Colombia |
Ivory Coast Government International Bond | 2.79 mm | 2.91 mm principal | 0.26 | Debt | Long | CĂ´te d'Ivoire |
Braskem Idesa S.A.P.I. | 2.78 mm | 3.52 mm principal | 0.26 | Debt | Long | Mexico |
Fideicomiso Financiero Invernea Proteina 2, Serie II | 2.76 mm | 445.00 mm principal | 0.26 | ABS-other | Long | Argentina |
Credicorp Capital Sociedad Titulizadora S.A. | 2.73 mm | 10.00 mm principal | 0.26 | Debt | Long | Peru |
IM Pastor 4, FTA | 2.71 mm | 3.80 mm principal | 0.25 | ABS-mortgage backed security | Long | Spain |
Invesco Government & Agency Portfolio, Institutional Class | 2.68 mm | 2.68 mm shares | 0.25 | Short-term investment vehicle | Long | USA |
Societe Generale | 2.68 mm | 3.00 mm principal | 0.25 | Debt | Long | France |
Eurosail-UK NC PLC, Series 2007-1X, Class D1C | 2.68 mm | 2.50 mm principal | 0.25 | ABS-mortgage backed security | Long | UK |
African Development Bank | 2.66 mm | 600.00 mm principal | 0.25 | Debt | Long | XX |
Ivory Coast Government International Bond | 2.64 mm | 2.65 mm principal | 0.25 | Debt | Long | CĂ´te d'Ivoire |
Nationwide Building Society | 2.57 mm | 2.20 mm principal | 0.24 | Debt | Long | UK |
Banco Mercantil del Norte, S.A. | 2.49 mm | 2.50 mm principal | 0.23 | Debt | Long | Mexico |
International Bank for Reconstruction & Development | 2.46 mm | 700.00 mm principal | 0.23 | Debt | Long | XX |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
2.46 mm | 1.00 contracts | 0.23 | DFE | N/A | N/A |
Mansard Mortgages PLC, Series 2007-1X, Class B2 | 2.46 mm | 2.06 mm principal | 0.23 | ABS-mortgage backed security | Long | UK |
CME Group Inc. | 2.45 mm | 1.00 contracts | 0.23 | Interest rate derivative | N/A | N/A |
European Bank for Reconstruction and Development | 2.43 mm | 2.40 mm principal | 0.23 | Debt | Long | XX |
Egypt Government International Bond | 2.40 mm | 3.13 mm principal | 0.23 | Debt | Long | Egypt |
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT | 2.39 mm | 2.38 mm principal | 0.22 | Debt | Long | Indonesia |
BB Blue Financing DAC, Series A1 | 2.39 mm | 2.50 mm principal | 0.22 | Debt | Long | Ireland |
Barclays PLC | 2.34 mm | 1.90 mm principal | 0.22 | Debt | Long | UK |
Repsol International Finance, B.V. | 2.30 mm | 2.20 mm principal | 0.22 | Debt | Long | Netherlands |
ABN AMRO Bank N.V. | 2.29 mm | 2.20 mm principal | 0.22 | Debt | Long | Netherlands |
Romanian Government International Bond | 2.28 mm | 2.20 mm principal | 0.21 | Debt | Long | Romania |
Nexa Resources S.A. | 2.27 mm | 2.26 mm principal | 0.21 | Debt | Long | Luxembourg |
BNP Paribas | 2.22 mm | 2.20 mm principal | 0.21 | Debt | Long | France |
Embraer Netherlands Finance B.V. | 2.20 mm | 2.15 mm principal | 0.21 | Debt | Long | Netherlands |
Deutsche Bank Aktiengesellschaft | 2.18 mm | 20.00 mm contracts | 0.21 | Interest rate derivative | N/A | N/A |
Minerva Luxembourg S.A. | 2.17 mm | 2.11 mm principal | 0.20 | Debt | Long | Luxembourg |
Melco Resorts Finance Ltd. | 2.14 mm | 2.20 mm principal | 0.20 | Debt | Long | Cayman Islands |
NatWest Group PLC | 2.05 mm | 1.80 mm principal | 0.19 | Debt | Long | UK |
Nigeria Government International Bond | 2.04 mm | 2.20 mm principal | 0.19 | Debt | Long | Nigeria |
Melco Resorts Finance Ltd. | 2.04 mm | 2.20 mm principal | 0.19 | Debt | Long | Cayman Islands |
Societe Generale | 2.01 mm | 2.25 mm principal | 0.19 | Debt | Long | France |
Banco BBVA Argentina S.A.
|
1.99 mm | 500.00 k shares | 0.19 | Common equity | Long | Argentina |
Telecomunicaciones Digitales S.A. | 1.94 mm | 2.20 mm principal | 0.18 | Debt | Long | Panama |
Nigeria Government International Bond | 1.93 mm | 2.20 mm principal | 0.18 | Debt | Long | Nigeria |
Invesco Liquid Assets Portfolio | 1.91 mm | 1.91 mm shares | 0.18 | Short-term investment vehicle | Long | USA |
Mortgage Funding 2008-1 PLC, Series 2008-1, Class B2 | 1.80 mm | 1.51 mm principal | 0.17 | ABS-mortgage backed security | Long | UK |
Abrdn PLC | 1.78 mm | 2.00 mm principal | 0.17 | Debt | Long | UK |
Prosus N.V. | 1.76 mm | 2.20 mm principal | 0.17 | Debt | Long | Netherlands |
LYG Lloyds Banking Group plc | 1.76 mm | 1.76 mm principal | 0.17 | Debt | Long | UK |
Heimstaden Bostad AB | 1.75 mm | 2.50 mm principal | 0.16 | Debt | Long | Sweden |
Petroleos Mexicanos | 1.74 mm | 2.50 mm principal | 0.16 | Debt | Long | Mexico |
Newgate Funding PLC, Series 2007-2X, Class CB | 1.64 mm | 1.85 mm principal | 0.15 | ABS-mortgage backed security | Long | UK |
PT Pertamina (Persero) | 1.63 mm | 2.20 mm principal | 0.15 | Debt | Long | Indonesia |
YPF YPF Sociedad AnĂ³nima | 1.54 mm | 70.00 k shares | 0.14 | Common equity | Long | Argentina |
U.S. International Development Finance Corp., Series 4 | 1.50 mm | 1.60 mm principal | 0.14 | Debt | Long | USA |
LCH.Clearnet LLC | 1.50 mm | 1.00 contracts | 0.14 | Interest rate derivative | N/A | N/A |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
1.49 mm | 1.00 contracts | 0.14 | DFE | N/A | N/A |
Banco del Estado de Chile | 1.46 mm | 1.45 mm principal | 0.14 | Debt | Long | Chile |
Argentine Republic Government International Bond | 1.45 mm | 2.50 mm principal | 0.14 | Debt | Long | Argentina |
Fideicomiso PA Concesion Ruta al Mar | 1.41 mm | 8.00 bn principal | 0.13 | Debt | Long | Colombia |
BP Capital Markets PLC | 1.41 mm | 1.50 mm principal | 0.13 | Debt | Long | UK |
Fideicomiso PA Costera | 1.38 mm | 6.11 bn principal | 0.13 | Debt | Long | Colombia |
AES Andes S.A. | 1.36 mm | 1.40 mm principal | 0.13 | Debt | Long | Chile |
Newgate Funding PLC, Series 2006-2, Class CB | 1.35 mm | 1.41 mm principal | 0.13 | ABS-mortgage backed security | Long | UK |
Petroleos Mexicanos | 1.35 mm | 2.12 mm principal | 0.13 | Debt | Long | Mexico |
Dominican Republic International Bond | 1.29 mm | 1.47 mm principal | 0.12 | Debt | Long | Dominican Republic |
Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F | 1.25 mm | 1.00 mm principal | 0.12 | ABS-mortgage backed security | Long | UK |
Alba PLC, Series 2006-2, Class F | 1.20 mm | 1.04 mm principal | 0.11 | ABS-mortgage backed security | Long | UK |
Forward Foreign Currency Contract
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
1.20 mm | 1.00 contracts | 0.11 | DFE | N/A | N/A |
Iraq International Bond | 1.17 mm | 1.25 mm principal | 0.11 | Debt | Long | Iraq |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
1.13 mm | 1.00 contracts | 0.11 | DFE | N/A | N/A |
Credit Suisse Group AG | 1.13 mm | 9.80 mm principal | 0.11 | Debt | Long | Switzerland |
African Development Bank | 1.10 mm | 310.00 mm principal | 0.10 | Debt | Long | XX |
Invesco Private Prime Fund | 1.08 mm | 1.08 mm shares | 0.10 | Short-term investment vehicle | Long | USA |
CSN Resources S.A. | 1.05 mm | 1.25 mm principal | 0.10 | Debt | Long | Luxembourg |
Forward Foreign Currency Contract
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
990.35 k | 1.00 contracts | 0.09 | DFE | N/A | N/A |
Forward Foreign Currency Contract
BNP PARIBAS
|
955.80 k | 1.00 contracts | 0.09 | DFE | N/A | N/A |
Newgate Funding PLC, Series 2007-1X, Class CB | 954.02 k | 1.04 mm principal | 0.09 | ABS-mortgage backed security | Long | UK |
Ukraine Government International Bond | 943.61 k | 1.76 mm principal | 0.09 | Debt | Long | Ukraine |
YPF YPF Sociedad AnĂ³nima | 921.12 k | 911.00 k principal | 0.09 | Debt | Long | Argentina |
Dominican Republic International Bond | 874.23 k | 975.00 k principal | 0.08 | Debt | Long | Dominican Republic |
Forward Foreign Currency Contract
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
810.27 k | 1.00 contracts | 0.08 | DFE | N/A | N/A |
Goldman Sachs International | 783.81 k | 67.50 mm contracts | 0.07 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Goldman Sachs Bank USA
|
777.25 k | 1.00 contracts | 0.07 | DFE | N/A | N/A |
Goldman Sachs International | 735.20 k | 6.00 mm contracts | 0.07 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Standard Chartered Bank
|
728.38 k | 1.00 contracts | 0.07 | DFE | N/A | N/A |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
700.15 k | 1.00 contracts | 0.07 | DFE | N/A | N/A |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
696.73 k | 1.00 contracts | 0.07 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Morgan Stanley Capital Services LLC
|
695.21 k | 1.00 contracts | 0.07 | DFE | N/A | N/A |
Braskem Idesa S.A.P.I. | 658.43 k | 876.00 k principal | 0.06 | Debt | Long | Mexico |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
638.07 k | 1.00 contracts | 0.06 | DFE | N/A | N/A |
Goldman Sachs International | 631.09 k | 37.50 mm contracts | 0.06 | DFE | N/A | N/A |
JPMorgan Chase Bank, National Association | 596.96 k | 3.50 mm contracts | 0.06 | DFE | N/A | N/A |
LCH.Clearnet LLC | 571.32 k | 1.00 contracts | 0.05 | Interest rate derivative | N/A | N/A |
Goldman Sachs International | 560.31 k | 10.00 mm contracts | 0.05 | DFE | N/A | N/A |
JPMorgan Chase Bank, National Association | 560.31 k | 10.00 mm contracts | 0.05 | DFE | N/A | N/A |
Coriolanus DAC, Series 144 | 524.03 k | 545.13 k principal | 0.05 | Debt | Long | Ireland |
Goldman Sachs International | 507.67 k | 4.00 mm contracts | 0.05 | DFE | N/A | N/A |
Deutsche Bank Aktiengesellschaft | 500.08 k | 17.50 mm contracts | 0.05 | DFE | N/A | N/A |
Coriolanus DAC, Series a144 | 476.38 k | 495.56 k principal | 0.04 | Debt | Long | Ireland |
Forward Foreign Currency Contract
Standard Chartered Bank
|
468.01 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
CSN Inova Ventures | 454.91 k | 475.00 k principal | 0.04 | Debt | Long | Cayman Islands |
Coriolanus DAC | 443.77 k | 461.64 k principal | 0.04 | Debt | Long | Ireland |
Invesco Private Government Fund | 421.73 k | 421.73 k shares | 0.04 | Short-term investment vehicle | Long | USA |
JPMorgan Chase Bank, National Association | 420.07 k | 4.00 mm contracts | 0.04 | DFE | N/A | N/A |
LCH.Clearnet LLC | 416.90 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | N/A |
Forward Foreign Currency Contract
UBS AG
|
412.51 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Goldman Sachs Bank USA
|
407.27 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
Coriolanus DAC, Series 144. | 404.65 k | 420.95 k principal | 0.04 | Debt | Long | Ireland |
Bank of America, National Association | 402.04 k | 4.00 mm contracts | 0.04 | DFE | N/A | N/A |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
400.21 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
Coriolanus DAC, Series 144 | 388.81 k | 404.46 k principal | 0.04 | Debt | Long | Ireland |
Forward Foreign Currency Contract
JPMorgan Chase Bank, National Association
|
379.36 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
LCH.Clearnet LLC | 360.19 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | N/A |
Forward Foreign Currency Contract
Goldman Sachs Bank USA
|
359.19 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Coriolanus DAC | 354.52 k | 368.79 k principal | 0.03 | Debt | Long | Ireland |