Total Portfolio Holdings

Delaware Ivy Emerging Markets Local Currency Debt Fund

Updated as of 9/30/2021
Name CUSIP Type Shares or Principal Amount Market Value Percent of Net Assets
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 %