|
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.025%, 2-1-22 0.03 %,
|
857492706
|
N/A
|
7,520,932
|
$7,520,932.00
|
14.36 %
|
|
China Government Bond 2.36 %, 7/2/2023
|
BMTWY20
|
Other Government Securities
|
24,160,000
|
$3,738,904.00
|
7.14 %
|
|
China Government Bond 1.99 %, 4/9/2025
|
BMT6530
|
Other Government Securities
|
23,950,000
|
$3,629,541.00
|
6.93 %
|
|
U.S. 5-Year Treasury Note
|
FVZ1
|
Futures Contracts
|
18
|
$2,209,359.00
|
4.22 %
|
|
Thailand Government Bond 2.88 %, 12/17/2028
|
BZ9NTH4
|
Other Government Securities
|
34,244,000
|
$1,106,051.00
|
2.11 %
|
|
Brazil Letras do Tesouro Nacional
|
BL1GQH2
|
Other Government Securities
|
7,300,000
|
$1,082,594.00
|
2.07 %
|
|
Indonesia Government Bond 8.75 %, 5/15/2031
|
BYRK9M5
|
Other Government Securities
|
12,961,000,000
|
$1,061,330.00
|
2.03 %
|
|
Thailand Government Bond 2.00 %, 12/17/2031
|
BM9CHT8
|
Other Government Securities
|
29,092,000
|
$867,840.00
|
1.66 %
|
|
China Government Bond 3.03 %, 3/11/2026
|
BN771P6
|
Other Government Securities
|
4,420,000
|
$694,991.00
|
1.33 %
|
|
China Government Bond 2.88 %, 11/5/2023
|
BN7QSD0
|
Other Government Securities
|
4,430,000
|
$691,548.00
|
1.32 %
|
|
China Government Bond 3.22 %, 12/6/2025
|
BGT0LY3
|
Other Government Securities
|
4,300,000
|
$680,863.00
|
1.30 %
|
|
Indonesia Government Bond 6.13 %, 5/15/2028
|
B4QWH17
|
Other Government Securities
|
9,475,000,000
|
$676,242.00
|
1.29 %
|
|
Russia Government Bond 7.70 %, 3/23/2033
|
BD58388
|
Other Government Securities
|
47,151,000
|
$669,139.00
|
1.28 %
|
|
Indonesia Government Bond 8.38 %, 3/15/2034
|
BCV7LV1
|
Other Government Securities
|
8,290,000,000
|
$656,829.00
|
1.25 %
|
|
Republic of South Africa 8.88 %, 2/28/2035
|
BYY9RY3
|
Other Government Securities
|
11,082,558
|
$653,906.00
|
1.25 %
|
|
Malaysia Government Bond 3.76 %, 5/22/2040
|
BKTCZQ7
|
Other Government Securities
|
2,816,000
|
$643,593.00
|
1.23 %
|
|
Republic of South Africa 7.00 %, 2/28/2031
|
B96G6D9
|
Other Government Securities
|
11,560,448
|
$646,280.00
|
1.23 %
|
|
Egypt Government Bond 14.41 %, 7/7/2027
|
BK7ZT00
|
Other Government Securities
|
9,076,000
|
$581,133.00
|
1.11 %
|
|
Thailand Government Bond 2.40 %, 12/17/2023
|
BG5Q617
|
Other Government Securities
|
17,600,000
|
$541,107.00
|
1.03 %
|
|
Republic of South Africa 8.75 %, 2/28/2048
|
B8S1C48
|
Other Government Securities
|
9,704,755
|
$531,106.00
|
1.02 %
|
|
Colombian TES 6.00 %, 4/28/2028
|
B8CLGQ4
|
Other Government Securities
|
2,125,600,000
|
$525,465.00
|
1.00 %
|
|
Malaysia Government Bond 3.90 %, 11/16/2027
|
BYQN8M8
|
Other Government Securities
|
2,087,000
|
$518,275.00
|
0.99 %
|
|
Brazil Notas do Tesouro Nacional 10.00 %, 1/1/2027
|
BYYCKC1
|
Other Government Securities
|
2,545,000
|
$456,974.00
|
0.87 %
|
|
Egypt Government Bond 14.61 %, 9/8/2025
|
ZO3748134
|
Other Government Securities
|
6,975,000
|
$449,246.00
|
0.86 %
|
|
Malaysia Government Bond 3.73 %, 6/15/2028
|
BBM4RP0
|
Other Government Securities
|
1,820,000
|
$446,084.00
|
0.85 %
|
|
China Government Bond 2.85 %, 6/4/2027
|
BKPTYX2
|
Other Government Securities
|
2,860,000
|
$444,038.00
|
0.85 %
|
|
Czech Republic Government Bond 1.00 %, 6/26/2026
|
BYY8L04
|
Other Government Securities
|
9,840,000
|
$427,963.00
|
0.82 %
|
|
Indonesia Government Bond 7.50 %, 6/15/2035
|
BKLFDC6
|
Other Government Securities
|
5,300,000,000
|
$392,709.00
|
0.75 %
|
|
Russia Government Bond 8.52 %, 9/17/2031
|
BZ3CQ21
|
Other Government Securities
|
26,180,000
|
$393,254.00
|
0.75 %
|
|
Mexican Bonos 7.75 %, 11/23/2034
|
BLT1SS4
|
Other Government Securities
|
8,010,000
|
$395,838.00
|
0.75 %
|
|
Colombian TES 7.00 %, 6/30/2032
|
BD446H7
|
Other Government Securities
|
1,436,400,000
|
$357,523.00
|
0.68 %
|
|
Colombian TES 5.75 %, 11/3/2027
|
BJP4CY7
|
Other Government Securities
|
1,420,600,000
|
$351,082.00
|
0.67 %
|
|
Indonesia Government Bond 6.63 %, 5/15/2033
|
B7X8CM5
|
Other Government Securities
|
4,980,000,000
|
$349,687.00
|
0.67 %
|
|
Czech Republic Government Bond 0.95 %, 5/15/2030
|
BYN6FX0
|
Other Government Securities
|
8,230,000
|
$344,334.00
|
0.66 %
|
|
Republic of South Africa 6.50 %, 2/28/2041
|
B5VV9G5
|
Other Government Securities
|
7,840,021
|
$340,413.00
|
0.65 %
|
|
Romania Government Bond 4.40 %, 9/25/2023
|
BK1T0L6
|
Other Government Securities
|
1,400,000
|
$337,221.00
|
0.64 %
|
|
Thailand Government Bond 3.30 %, 6/17/2038
|
BGW4KT0
|
Other Government Securities
|
10,220,000
|
$336,395.00
|
0.64 %
|
|
China Government Bond 3.28 %, 12/3/2027
|
BKX9SD2
|
Other Government Securities
|
2,040,000
|
$326,160.00
|
0.62 %
|
|
Russia Government Bond 6.00 %, 10/6/2027
|
BK598L8
|
Other Government Securities
|
25,057,000
|
$325,723.00
|
0.62 %
|
|
China Government Bond 3.25 %, 11/22/2028
|
BGSQDV3
|
Other Government Securities
|
1,950,000
|
$309,854.00
|
0.59 %
|
|
Czech Republic Government Bond 2.50 %, 8/25/2028
|
B906X90
|
Other Government Securities
|
6,360,000
|
$299,526.00
|
0.57 %
|
|
Republic of Peru 6.35 %, 8/12/2028
|
BDGL900
|
Other Government Securities
|
1,200,000
|
$300,215.00
|
0.57 %
|
|
Colombian TES 7.25 %, 10/18/2034
|
BHPGGV4
|
Other Government Securities
|
1,185,100,000
|
$295,675.00
|
0.56 %
|
|
Chile Bonos Tesoreria 5.00 %, 10/1/2028
|
BQ3398386
|
Other Government Securities
|
235,000,000
|
$282,686.00
|
0.54 %
|
|
Czech Republic Government Bond 2.00 %, 10/13/2033
|
BFYN3F5
|
Other Government Securities
|
6,250,000
|
$283,268.00
|
0.54 %
|
|
Russia Government Bond 6.90 %, 5/23/2029
|
BFX1TW9
|
Other Government Securities
|
20,755,000
|
$281,094.00
|
0.54 %
|
|
Republic of South Africa 8.00 %, 1/31/2030
|
BH6XNR9
|
Other Government Securities
|
4,504,364
|
$278,212.00
|
0.53 %
|
|
Republic of South Africa 8.50 %, 1/31/2037
|
BFDTGL1
|
Other Government Securities
|
4,897,009
|
$272,787.00
|
0.52 %
|
|
Brazil Notas do Tesouro Nacional 10.00 %, 1/1/2029
|
BF4LY56
|
Other Government Securities
|
1,499,000
|
$264,221.00
|
0.51 %
|
|
Mexican Bonos 8.50 %, 11/18/2038
|
B44NND6
|
Other Government Securities
|
5,128,100
|
$264,823.00
|
0.50 %
|
|
Republic of South Africa 8.75 %, 1/31/2044
|
BPXR8C0
|
Other Government Securities
|
4,580,705
|
$251,230.00
|
0.48 %
|
|
Malaysia Government Bond 3.89 %, 8/15/2029
|
BDVLNF8
|
Other Government Securities
|
994,000
|
$245,808.00
|
0.47 %
|
|
Czech Republic Government Bond 0.25 %, 2/10/2027
|
BF1T8Q2
|
Other Government Securities
|
5,900,000
|
$245,591.00
|
0.47 %
|
|
Republic of South Africa 9.00 %, 1/31/2040
|
BYM2NZ7
|
Other Government Securities
|
4,310,342
|
$244,935.00
|
0.47 %
|
|
Colombian TES 7.75 %, 9/18/2030
|
BVFPYD7
|
Other Government Securities
|
896,000,000
|
$240,367.00
|
0.46 %
|
|
Indonesia Government Bond 9.00 %, 3/15/2029
|
BDZCRY4
|
Other Government Securities
|
2,800,000,000
|
$228,891.00
|
0.44 %
|
|
Republic of Ghana
|
BMTR0K5
|
Other Government Securities
|
300,000
|
$232,455.00
|
0.44 %
|
|
Poland Government Bond 2.50 %, 7/25/2027
|
BDHDCF1
|
Other Government Securities
|
872,000
|
$230,438.00
|
0.44 %
|
|
Dreyus Institutional Preferred Government Money Market Fu 0.01 %,
|
26200X100
|
Short-Term Securities
|
224,990
|
$224,990.00
|
0.43 %
|
|
RECV R LIB 3/P TRY 16.35
|
CYTRYCC1
|
Over the Counter Credit Default Swaps
|
-6,992,700
|
$224,076.00
|
0.43 %
|
|
Romania Government Bond 4.85 %, 4/22/2026
|
BK26F00
|
Other Government Securities
|
900,000
|
$221,397.00
|
0.42 %
|
|
Russia Government Bond 7.65 %, 4/10/2030
|
BJLSQR4
|
Other Government Securities
|
15,000,000
|
$212,568.00
|
0.41 %
|
|
Czech Republic Government Bond 2.75 %, 7/23/2029
|
BFXZH72
|
Other Government Securities
|
4,470,000
|
$214,505.00
|
0.41 %
|
|
Hungary Government Bond 5.50 %, 6/24/2025
|
BJYRQ12
|
Other Government Securities
|
59,370,000
|
$212,163.00
|
0.40 %
|
|
Indonesia Government Bond 8.25 %, 5/15/2029
|
BF4Y9X8
|
Other Government Securities
|
2,683,000,000
|
$211,547.00
|
0.40 %
|
|
Russian Federation 6.10 %, 7/18/2035
|
BMHKLS1
|
Other Government Securities
|
17,353,000
|
$212,529.00
|
0.40 %
|
|
Czech Republic Government Bond 2.40 %, 9/17/2025
|
BMMV220
|
Other Government Securities
|
4,400,000
|
$204,092.00
|
0.39 %
|
|
Russia Government Bond 5.70 %, 5/17/2028
|
BN33Q42
|
Other Government Securities
|
15,970,000
|
$203,491.00
|
0.39 %
|
|
Russia Government Bond 7.25 %, 5/10/2034
|
BYWR3W9
|
Other Government Securities
|
15,102,000
|
$205,713.00
|
0.39 %
|
|
Ukraine Government Bond 11.67 %, 11/22/2023
|
ZQ9853438
|
Other Government Securities
|
5,394,000
|
$202,034.00
|
0.39 %
|
|
Colombian TES 7.00 %, 3/26/2031
|
BR7105587
|
Other Government Securities
|
778,500,000
|
$196,817.00
|
0.38 %
|
|
Hungary Government Bond 1.50 %, 4/22/2026
|
BMZR010
|
Other Government Securities
|
65,000,000
|
$199,833.00
|
0.38 %
|
|
China Government Bond 3.81 %, 9/14/2050
|
BMC3TQ9
|
Other Government Securities
|
1,200,000
|
$197,571.00
|
0.38 %
|
|
Republic of Peru 5.94 %, 2/12/2029
|
BFZYW83
|
Other Government Securities
|
782,000
|
$190,298.00
|
0.37 %
|
|
Mexican Bonos 10.00 %, 11/20/2036
|
B1GCCF5
|
Other Government Securities
|
3,270,000
|
$192,162.00
|
0.37 %
|
|
Arab Republic of Egypt 7.30 %, 9/30/2033
|
BMGCCL8
|
Other Government Securities
|
200,000
|
$194,710.00
|
0.37 %
|
|
Mexican Bonos 8.50 %, 5/31/2029
|
B4XH544
|
Other Government Securities
|
3,600,000
|
$186,754.00
|
0.36 %
|
|
Hungary Government Bond 2.50 %, 10/24/2024
|
BFYGT12
|
Other Government Securities
|
55,710,000
|
$181,004.00
|
0.35 %
|
|
Brazil Letras do Tesouro Nacional
|
BNKLD93
|
Other Government Securities
|
1,258,000
|
$177,598.00
|
0.34 %
|
|
Hungary Government Bond 2.75 %, 12/22/2026
|
BD2BVM0
|
Other Government Securities
|
55,000,000
|
$177,664.00
|
0.34 %
|
|
Hungary Government Bond 3.00 %, 10/27/2038
|
BFM4532
|
Other Government Securities
|
57,950,000
|
$171,701.00
|
0.33 %
|
|
Dominican Republic 9.75 %, 6/5/2026
|
BJ0LZH7
|
Other Government Securities
|
8,000,000
|
$172,209.00
|
0.33 %
|
|
Malaysia Government Bond 4.23 %, 6/30/2031
|
B3M8V10
|
Other Government Securities
|
650,000
|
$164,829.00
|
0.32 %
|
|
Romania Government Bond 4.00 %, 10/25/2023
|
BMFG307
|
Other Government Securities
|
700,000
|
$167,497.00
|
0.32 %
|
|
Thailand Government Bond 1.60 %, 12/17/2029
|
ZQ3490328
|
Other Government Securities
|
5,655,000
|
$165,845.00
|
0.32 %
|
|
Hungary Government Bond 3.00 %, 6/26/2024
|
BWTN810
|
Other Government Securities
|
50,000,000
|
$165,066.00
|
0.32 %
|
|
Indonesia Government Bond 7.13 %, 6/15/2042
|
BP5FPD2
|
Other Government Securities
|
2,270,000,000
|
$161,854.00
|
0.31 %
|
|
Turkey Government Bond 12.60 %, 10/1/2025
|
ZO8193765
|
Other Government Securities
|
1,700,000
|
$163,252.00
|
0.31 %
|
|
Russia Government Bond 7.70 %, 3/16/2039
|
BJXXZL4
|
Other Government Securities
|
11,208,000
|
$159,131.00
|
0.30 %
|
|
Thailand Government Bond 2.88 %, 6/17/2046
|
BYZ73Q0
|
Other Government Securities
|
5,000,000
|
$154,308.00
|
0.29 %
|
|
Hungary Government Bond 6.00 %, 11/24/2023
|
B23WL03
|
Other Government Securities
|
42,520,000
|
$149,787.00
|
0.29 %
|
|
Hungary Government Bond 1.00 %, 11/26/2025
|
5Q0TXB6
|
Other Government Securities
|
50,000,000
|
$151,957.00
|
0.29 %
|
|
Malaysia Government Bond 2.63 %, 4/15/2031
|
BMD9C89
|
Other Government Securities
|
675,000
|
$151,342.00
|
0.29 %
|
|
Hungary Government Bond 6.75 %, 10/22/2028
|
B555B67
|
Other Government Securities
|
36,100,000
|
$144,862.00
|
0.28 %
|
|
Romania Government Bond 5.80 %, 7/26/2027
|
B7M1R08
|
Other Government Securities
|
560,000
|
$146,114.00
|
0.28 %
|
|
Republic of Peru 6.95 %, 8/12/2031
|
B3XZ347
|
Other Government Securities
|
586,000
|
$147,195.00
|
0.28 %
|
|
Mexican Bonos 7.75 %, 5/29/2031
|
B6TC406
|
Other Government Securities
|
2,740,000
|
$136,196.00
|
0.26 %
|
|
Czech Republic Government Bond 1.25 %, 2/14/2025
|
BMQ5NW5
|
Other Government Securities
|
3,010,000
|
$134,179.00
|
0.26 %
|
|
Romania Government Bond 3.25 %, 4/29/2024
|
BDVLNR0
|
Other Government Securities
|
580,000
|
$136,073.00
|
0.26 %
|
|
Colombian TES 7.00 %, 3/26/2031
|
BP38168
|
Other Government Securities
|
523,900,000
|
$131,589.00
|
0.25 %
|
|
Chile Bonos Tesoreria 6.00 %, 1/1/2043
|
BFZD3X2
|
Other Government Securities
|
100,000,000
|
$125,051.00
|
0.24 %
|
|
Romania Government Bond 5.00 %, 2/12/2029
|
BFM4TT6
|
Other Government Securities
|
505,000
|
$124,822.00
|
0.24 %
|
|
Mexican Bonos 7.75 %, 11/13/2042
|
B7V21L1
|
Other Government Securities
|
2,500,000
|
$119,966.00
|
0.23 %
|
|
Romania Government Bond 4.15 %, 1/26/2028
|
BM974T2
|
Other Government Securities
|
500,000
|
$120,180.00
|
0.23 %
|
|
Chile Bonos Tesoreria 6.15 %, 8/12/2032
|
BF8F0J0
|
Other Government Securities
|
511,000
|
$120,016.00
|
0.23 %
|
|
Indonesia Government Bond 9.50 %, 5/15/2041
|
B5T6S65
|
Other Government Securities
|
1,307,000,000
|
$114,240.00
|
0.22 %
|
|
Brazil Notas do Tesouro Nacional 10.00 %, 1/1/2031
|
BK6FNL0
|
Other Government Securities
|
672,000
|
$116,152.00
|
0.22 %
|
|
Indonesia Government Bond 8.75 %, 2/15/2044
|
BF49QH6
|
Other Government Securities
|
1,353,000,000
|
$111,435.00
|
0.21 %
|
|
Chile Bonos Tesoreria 4.50 %, 3/1/2026
|
BWWC438
|
Other Government Securities
|
90,000,000
|
$108,360.00
|
0.21 %
|
|
Chile Bonos Tesoreria 2.80 %, 10/1/2033
|
BMD0798
|
Other Government Securities
|
115,000,000
|
$106,440.00
|
0.20 %
|
|
Republic of Peru 5.40 %, 8/12/2034
|
AZ1761248
|
Other Government Securities
|
496,000
|
$103,719.00
|
0.20 %
|
|
Chile Bonos Tesoreria 4.70 %, 9/1/2030
|
BG7P9X5
|
Other Government Securities
|
85,000,000
|
$99,009.00
|
0.19 %
|
|
Turkey Government Bond 11.70 %, 11/13/2030
|
BNQNWQ3
|
Other Government Securities
|
1,180,102
|
$96,805.00
|
0.19 %
|
|
Chile Bonos Tesoreria 2.30 %, 10/1/2028
|
BMFKGR7
|
Other Government Securities
|
100,000,000
|
$101,116.00
|
0.19 %
|
|
Colombian TES 7.25 %, 10/26/2050
|
BM9C3Z6
|
Other Government Securities
|
421,700,000
|
$98,588.00
|
0.19 %
|
|
Hungary Government Bond 1.50 %, 8/26/2026
|
BMDV0Z8
|
Other Government Securities
|
29,820,000
|
$91,140.00
|
0.17 %
|
|
Romania Government Bond 3.65 %, 9/24/2031
|
BYVQH36
|
Other Government Securities
|
395,000
|
$87,240.00
|
0.17 %
|
|
Thailand Government Bond 3.40 %, 6/17/2036
|
BD4DR48
|
Other Government Securities
|
2,440,000
|
$81,355.00
|
0.16 %
|
|
Russia Government Bond 8.15 %, 2/3/2027
|
B87PXW6
|
Other Government Securities
|
5,928,000
|
$85,069.00
|
0.16 %
|
|
Indonesia Government Bond 7.50 %, 8/15/2032
|
BD81CW1
|
Other Government Securities
|
1,105,000,000
|
$82,725.00
|
0.16 %
|
|
Turkey Government Bond 9.00 %, 7/24/2024
|
BQ71740
|
Other Government Securities
|
900,000
|
$82,936.00
|
0.16 %
|
|
Chile Bonos Tesoreria 5.00 %, 3/1/2035
|
BZ8VHW0
|
Other Government Securities
|
70,000,000
|
$80,241.00
|
0.15 %
|
|
Indonesia Government Bond 7.75 %, 4/15/2031
|
BMH5RY4
|
Other Government Securities
|
979,000,000
|
$75,287.00
|
0.14 %
|
|
Russia Government Bond 7.05 %, 1/19/2028
|
B98G057
|
Other Government Securities
|
5,237,000
|
$71,650.00
|
0.14 %
|
|
Czech Republic Government Bond 1.75 %, 6/23/2032
|
BM91K29
|
Other Government Securities
|
1,720,000
|
$76,270.00
|
0.14 %
|
|
Turkey Government Bond 10.60 %, 2/11/2026
|
BDGP106
|
Other Government Securities
|
856,637
|
$75,761.00
|
0.14 %
|
|
Colombian TES 6.25 %, 7/9/2036
|
BKPJY09
|
Other Government Securities
|
320,300,000
|
$71,111.00
|
0.14 %
|
|
Turkey Government Bond 11.00 %, 2/24/2027
|
BD6K3M7
|
Other Government Securities
|
766,392
|
$66,229.00
|
0.13 %
|
|
Republic of Peru 6.90 %, 8/12/2037
|
B23GNR6
|
Other Government Securities
|
300,000
|
$69,556.00
|
0.13 %
|
|
RECV R IDR 7.4/ USD LIB6 7.40 %, 4/24/2024
|
CYIDRDXO
|
Over the Counter Interest Rate Swaps
|
12,689,100,000
|
$64,879.00
|
0.12 %
|
|
Turkey Government Bond 10.50 %, 8/11/2027
|
BF5K474
|
Other Government Securities
|
743,131
|
$61,795.00
|
0.12 %
|
|
Malaysia Government Bond 4.39 %, 4/15/2026
|
B3TXNR8
|
Other Government Securities
|
236,000
|
$59,918.00
|
0.11 %
|
|
Ukraine Government Bond
|
BZ1MW25
|
Other Government Securities
|
53,000
|
$57,996.00
|
0.11 %
|
|
RECV IDR IRS 7.65 7.65 %, 3/9/2024
|
CYIDRCDO
|
Over the Counter Interest Rate Swaps
|
15,552,900,000
|
$58,794.00
|
0.11 %
|
|
Thailand Government Bond 3.78 %, 6/25/2032
|
B754890
|
Other Government Securities
|
1,286,000
|
$44,634.00
|
0.09 %
|
|
RECV R LIB 3/P TRY 18.95
|
CYTRYI4Q
|
Over the Counter Interest Rate Swaps
|
-29,276,250
|
$42,499.00
|
0.09 %
|
|
Romania Government Bond 4.15 %, 10/24/2030
|
BLNPNT8
|
Other Government Securities
|
205,000
|
$48,220.00
|
0.09 %
|
|
Indonesia Government Bond 8.38 %, 9/15/2026
|
B4NPD22
|
Other Government Securities
|
570,000,000
|
$45,232.00
|
0.09 %
|
|
Malaysia Government Bond 3.83 %, 7/5/2034
|
BK74DQ1
|
Other Government Securities
|
200,000
|
$47,380.00
|
0.09 %
|
|
Romania Government Bond 3.25 %, 6/24/2026
|
BL6N0P4
|
Other Government Securities
|
180,000
|
$41,696.00
|
0.08 %
|
|
Romania Government Bond 3.70 %, 11/25/2024
|
BN76DV3
|
Other Government Securities
|
185,000
|
$43,783.00
|
0.08 %
|
|
Turkey Government Bond 10.40 %, 3/20/2024
|
BLD36N7
|
Other Government Securities
|
450,000
|
$43,745.00
|
0.08 %
|
|
Republica Orient Uruguay 8.50 %, 3/15/2028
|
BDH4834
|
Other Government Securities
|
1,637,000
|
$39,989.00
|
0.08 %
|
|
Poland Government Bond 2.75 %, 4/25/2028
|
BDRZS93
|
Other Government Securities
|
147,000
|
$39,379.00
|
0.07 %
|
|
Republic of Peru 5.35 %, 8/12/2040
|
BL61Y34
|
Other Government Securities
|
190,000
|
$36,553.00
|
0.07 %
|
|
Mexican Bonos 8.00 %, 11/7/2047
|
BDH3PR4
|
Other Government Securities
|
600,000
|
$29,330.00
|
0.06 %
|
|
RECV COP IRS 5.76 1.73 %, 6/15/2027
|
IRCOPHQ3
|
Centrally Cleared Interest Rate Swaps
|
0
|
$21,699.00
|
0.05 %
|
|
Republica Orient Uruguay 8.25 %, 5/21/2031
|
BNNFCY0
|
Other Government Securities
|
1,109,152
|
$26,351.00
|
0.05 %
|
|
Indonesia Government Bond 9.50 %, 7/15/2031
|
B5204T9
|
Other Government Securities
|
290,000,000
|
$24,703.00
|
0.05 %
|
|
U.S. 10-Year Treasury Note December Futures 0.00 %, 10/22/2021
|
TYX1P131
|
Purchased Options
|
37
|
$19,078.00
|
0.04 %
|
|
Hungary Government Bond 3.00 %, 8/21/2030
|
BJH5419
|
Other Government Securities
|
7,360,000
|
$23,629.00
|
0.04 %
|
|
Thailand Government Bond 1.60 %, 6/17/2035
|
BKTHTT3
|
Other Government Securities
|
839,000
|
$22,965.00
|
0.04 %
|
|
RECV PLN IRS 1.055
|
IRPLNGUQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$13,125.00
|
0.03 %
|
|
Pay 6-Month LIBOR 9.80 %, 10/9/2022
|
CYIDRJGK
|
Interest Rate Swaps
|
2,751,800,000
|
$11,398.00
|
0.02 %
|
|
Turkey Government Bond 12.40 %, 3/8/2028
|
BZ2YS99
|
Other Government Securities
|
130,848
|
$11,727.00
|
0.02 %
|
|
RECV PLN IRS 1.415
|
IRPLNCIQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$11,289.00
|
0.02 %
|
|
RECV TRY IRS 17.48 17.48 %, 12/15/2024
|
IRTRYI3Q
|
Over the Counter Interest Rate Swaps
|
0
|
$6,984.00
|
0.01 %
|
|
RECV ZAR IRS 6.13
|
IRZARIMQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$4,537.00
|
0.01 %
|
|
U.S. 5-Year Treasury Note December Futures 0.00 %, 10/22/2021
|
FVX1P122
|
Purchased Options
|
35
|
$7,109.00
|
0.01 %
|
|
RECV BRL IRS 4.205 4.21 %, 1/3/2023
|
IRBRLLWP
|
Centrally Cleared Interest Rate Swaps
|
0
|
$830.00
|
0.01 %
|
|
RECV PLN IRS 1.646
|
IRPLNF4Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
$6,593.00
|
0.01 %
|
|
RECV PLN IRS 1.44 1.44 %, 9/15/2026
|
IRPLNIF3
|
Centrally Cleared Interest Rate Swaps
|
0
|
($2,584.00)
|
0.00 %
|
|
RECV R LIB 3/P TRY 20.57 20.57 %, 10/28/2022
|
CYTRYI42
|
Over the Counter Interest Rate Swaps
|
7,121,250
|
$1,722.00
|
0.00 %
|
|
RECV MYR IRS 2.22
|
IRMYRIQQ
|
Over the Counter Interest Rate Swaps
|
0
|
($1,330.00)
|
0.00 %
|
|
U.S. 5-Year Treasury Note December Futures 0.00 %, 10/22/2021
|
FVX1P121
|
Written Options
|
-35
|
($1,641.00)
|
0.00 %
|
|
RECV MYR IRS 2.397
|
IRMYRIOQ
|
Over the Counter Interest Rate Swaps
|
0
|
($126.00)
|
0.00 %
|
|
RECV THB IRS 1.08 0.99 %, 1/10/2026
|
IRTHBI3Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
($1,244.00)
|
0.00 %
|
|
RECV TRY IRS 18.25 18.88 %, 6/16/2026
|
IRTRYCW1
|
Over the Counter Interest Rate Swaps
|
0
|
($3,568.00)
|
0.00 %
|
|
RECV BRL IRS 5.08 5.08 %, 1/3/2024
|
IRBRLLW1
|
Centrally Cleared Interest Rate Swaps
|
0
|
$446.00
|
0.00 %
|
|
RECV RUB IRS 6.75 6.75 %, 6/16/2023
|
IRRUBCYQ
|
Over the Counter Interest Rate Swaps
|
0
|
($4,755.00)
|
0.00 %
|
|
RECV MYR IRS 2.3275 2.33 %, 5/21/2024
|
IRMYREUQ
|
Over the Counter Interest Rate Swaps
|
0
|
$864.00
|
0.00 %
|
|
RECV BRL IRS 6.775 6.78 %, 7/3/2023
|
IRBRLDVQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$125.00
|
0.00 %
|
|
U.S. 5-Year Treasury Note December Futures 0.00 %, 10/22/2021
|
FVX1C123
|
Written Options
|
-35
|
($1,094.00)
|
0.00 %
|
|
RECV TRY IRS 17.00
|
IRTRYIXQ
|
Over the Counter Interest Rate Swaps
|
0
|
$397.00
|
0.00 %
|
|
RECV TRY IRS 17.36 17.36 %, 12/15/2024
|
IRTRYI32
|
Over the Counter Interest Rate Swaps
|
0
|
($3,045.00)
|
0.00 %
|
|
RECV TRY IRS 17.09
|
IRTRYIX3
|
Over the Counter Interest Rate Swaps
|
0
|
($92.00)
|
0.00 %
|
|
RECV TRY IRS 16.53 16.53 %, 12/15/2024
|
IRTRYIFQ
|
Over the Counter Interest Rate Swaps
|
0
|
($1,707.00)
|
0.00 %
|
|
RECV TRY IRS 17.3
|
IRTRYIX2
|
Over the Counter Interest Rate Swaps
|
0
|
($1,499.00)
|
0.00 %
|
|
RECV BRL IRS 9.865 9.87 %, 7/3/2023
|
IRBRLH5Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
$100.00
|
0.00 %
|
|
RECV COP IRS 6.40
|
IRCOPI22
|
Centrally Cleared Interest Rate Swaps
|
0
|
($432.00)
|
0.00 %
|
|
RECV COP IRS 5.8 5.80 %, 6/15/2027
|
IRCOPI2Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
$2,409.00
|
0.00 %
|
|
RECV CNY IRS 2.449
|
IRCNYICQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$3,076.00
|
0.00 %
|
|
RECV BRL IRS 10.47 10.47 %, 1/8/2024
|
IRBRLIVQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$33.00
|
0.00 %
|
|
RECV BRL IRS 10.36 10.36 %, 1/8/2024
|
IRBRLIWQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$38.00
|
0.00 %
|
|
RECV MXN IRS 6.33 6.33 %, 3/13/2024
|
IRMXNIHQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($4,568.00)
|
-0.01 %
|
|
RECV MXN IRS 6.00 6.00 %, 3/15/2023
|
IRMXNIH5
|
Centrally Cleared Interest Rate Swaps
|
0
|
($3,815.00)
|
-0.01 %
|
|
RECV ZAR IRS 6.3402 6.34 %, 12/15/2026
|
IRZARI1Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
($3,484.00)
|
-0.01 %
|
|
RECV ZAR IRS 9.45 9.45 %, 12/16/2031
|
IRZARIWQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($3,514.00)
|
-0.01 %
|
|
RECV TRY IRS 17.3
|
IRTRYIX4
|
Over the Counter Interest Rate Swaps
|
0
|
($1,627.00)
|
-0.01 %
|
|
RECV PLN IRS 1.9410 1.94 %, 3/16/2030
|
IRPLNIF5
|
Centrally Cleared Interest Rate Swaps
|
0
|
($6,588.00)
|
-0.01 %
|
|
U.S. 10-Year Treasury Note December Futures 0.00 %, 10/22/2021
|
TYX1P130
|
Written Options
|
-37
|
($4,047.00)
|
-0.01 %
|
|
RECV RUB IRS 5.6 5.60 %, 6/16/2022
|
IRRUBBQQ
|
Over the Counter Interest Rate Swaps
|
0
|
($6,419.00)
|
-0.01 %
|
|
RECV TRY IRS 17.40
|
IRTRYI2Q
|
Over the Counter Interest Rate Swaps
|
0
|
($1,727.00)
|
-0.01 %
|
|
RECV PLN IRS 1.815 1.82 %, 9/15/2026
|
IRPLNIF4
|
Centrally Cleared Interest Rate Swaps
|
0
|
($7,964.00)
|
-0.01 %
|
|
RECV RUB IRS 7.51 7.51 %, 12/15/2026
|
IRRUBI2Q
|
Over the Counter Interest Rate Swaps
|
0
|
($7,775.00)
|
-0.01 %
|
|
RECV RUB IRS 7.49 7.49 %, 12/15/2024
|
IRRUBF3Q
|
Over the Counter Interest Rate Swaps
|
0
|
($8,389.00)
|
-0.02 %
|
|
RECV PLN IRS 1.7325 1.73 %, 9/15/2026
|
IRPLNIF6
|
Centrally Cleared Interest Rate Swaps
|
0
|
($10,459.00)
|
-0.02 %
|
|
RECV MXN IRS 7.06 7.06 %, 12/17/2025
|
IRMXNIIQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($11,961.00)
|
-0.02 %
|
|
RECV MXN IRS 6.33 7.01 %, 3/7/2029
|
IRMXNIH4
|
Centrally Cleared Interest Rate Swaps
|
0
|
($17,581.00)
|
-0.04 %
|
|
RECV COP IRS 5.76 1.72 %, 6/15/2027
|
IRCOPHQ2
|
Centrally Cleared Interest Rate Swaps
|
0
|
($18,152.00)
|
-0.04 %
|
|
RECV RUB IRS 7.475 7.48 %, 12/15/2023
|
IRRUBFI2
|
Over the Counter Interest Rate Swaps
|
0
|
($17,134.00)
|
-0.04 %
|
|
RECV RUB IRS 7.02 7.02 %, 12/15/2022
|
IRRUBDNQ
|
Over the Counter Interest Rate Swaps
|
0
|
($24,557.00)
|
-0.05 %
|
|
RECV MXN IRS 7.22 7.22 %, 3/3/2032
|
IRMXNIH7
|
Centrally Cleared Interest Rate Swaps
|
0
|
($27,202.00)
|
-0.05 %
|
|
RECV MXN IRS 6.825 6.83 %, 3/13/2024
|
IRMXNIH6
|
Centrally Cleared Interest Rate Swaps
|
0
|
($23,917.00)
|
-0.05 %
|
|
Markit North American High Yield CDX Index 5.00 %, 6/20/2026
|
CDCDXI33
|
Centrally Cleared Credit Default Swaps
|
300,000
|
($27,842.00)
|
-0.06 %
|
|
Markit North American High Yield CDX Index 5.00 %, 6/20/2026
|
CDCDXI2Q
|
Centrally Cleared Credit Default Swaps
|
350,000
|
($32,482.00)
|
-0.06 %
|
|
U.S. Treasury Ultra Long Bond
|
WNZ1
|
Futures Contracts
|
-3
|
($573,188.00)
|
-1.10 %
|
|
Euro-Bund 10-Year Bond
|
RXZ1
|
Futures Contracts
|
-3
|
($590,131.00)
|
-1.13 %
|
|
U.S. 10-Year Treasury Note
|
TYZ1
|
Futures Contracts
|
-25
|
($3,290,234.00)
|
-6.28 %
|