Full & Historical Holdings
Emerging Markets Debt Local Currency Fund
View Historical Holdings by Month
| Based on Market Value | Based on Equivalent Exposure | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| ISIN |
Securities
(on 31-May-26)
|
Shares or Par Amount | Value | Percent of Net Assets | Value | Percent of Net Assets | Market Cap ($mm) |
GICS Sectors
The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and S&P Global Market Intelligence Inc. ("S&P Global Market Intelligence"). GICS is a service mark of MSCI and S&P Global Market Intelligence and has been licensed for use by MFS. MFS has applied its own internal sector/industry classification methodology for equity securities and non-equity securities that are unclassified by GICS. |
Country | |
| - | CNH/USD FWD 20260717 SSBT-BOS | 301,702,463 | $44,755,070.48 | 6.56% | $44,574,164.83 | 6.53% | - | Unclassified | United States | |
| - | BRL/USD NDF 20260806 CBCL-LON | 197,985,469 | $38,587,001.85 | 5.66% | $39,247,399.46 | 5.75% | - | Unclassified | United States | |
| ZAG000106972 | Republic of South Africa Government Bond 8.75% JAN 31 44 | 537,405,000 | $33,157,798.93 | 4.86% | $33,157,798.94 | 4.86% | - | Emerging Markets | South Africa | |
| MX0MGO0000U2 | Mexican Bonos 7.75% NOV 23 34 | 4,314,000 | $23,843,695.28 | 3.50% | $23,843,695.29 | 3.50% | - | Emerging Markets | Mexico | |
| MYBMO2200016 | Malaysia Government Bond 3.582% JUL 15 32 | 86,271,000 | $22,138,066.32 | 3.25% | $22,138,066.32 | 3.25% | - | Emerging Markets | Malaysia | |
| - | USD/EUR FWD 20260717 CCHA-NYC | 20,901,427 | $20,901,427.44 | 3.06% | $20,901,427.44 | 3.06% | - | Unclassified | United States | |
| USSM11915R99 | BRL NDZC JAN 04 27 R 13.31 JAN 02 31 | 165,295,000 | $19,700,170.40 | 0.00% | $19,700,170.40 | 2.89% | - | Emerging Markets | Brazil | |
| IDG000025701 | Indonesia Treasury Bond 5.875% MAR 15 31 | 349,957,000,000 | $19,123,366.89 | 2.80% | $19,123,366.89 | 2.80% | - | Emerging Markets | Indonesia | |
| - | INR/USD NDF 20260710 CMLI-LON | 1,805,428,862 | $18,921,062.50 | 2.77% | $19,004,514.34 | 2.79% | - | Unclassified | United States | |
| MX0MGO0000P2 | Mexican Bonos 7.75% MAY 29 31 | 2,859,000 | $16,586,466.53 | 2.43% | $16,586,466.52 | 2.43% | - | Emerging Markets | Mexico | |
| - | THB/USD FWD 20260717 CBCL-LON | 536,221,346 | $16,542,412.79 | 2.42% | $16,476,304.98 | 2.42% | - | Unclassified | United States | |
| - | USD/COP NDF 20260804 CGSC-LON | 16,234,701 | $16,234,700.93 | 2.38% | $16,234,700.93 | 2.38% | - | Unclassified | United States | |
| USSM11945R99 | CZK IRS Receiver 4.071 SEP 15 29 | 336,636,000 | $16,084,703.60 | 0.00% | $16,084,703.60 | 2.36% | - | Emerging Markets | Czech Republic | |
| PL0000113783 | Republic of Poland Government Bond 1.75% APR 25 32 | 70,179,000 | $16,058,547.59 | 2.35% | $16,058,547.59 | 2.35% | - | Emerging Markets | Poland | |
| - | USD/RON FWD 20260717 CBCL-LON | 15,966,467 | $15,966,467.25 | 2.34% | $15,966,467.25 | 2.34% | - | Unclassified | United States | |
| ZAG000125980 | Republic of South Africa Government Bond 9% JAN 31 40 | 247,293,000 | $15,757,556.88 | 2.31% | $15,757,556.88 | 2.31% | - | Emerging Markets | South Africa | |
| - | MYR/USD NDF 20260715 CBCL-LON | 60,687,586 | $15,326,302.70 | 2.25% | $15,305,822.54 | 2.24% | - | Unclassified | United States | |
| CND10007LB79 | China Government Bond 2.04% FEB 25 27 | 101,850,000 | $15,233,561.79 | 2.23% | $15,233,561.79 | 2.23% | - | Emerging Markets | China | |
| PEP01000C5K6 | Peru Government Bond 6.85% AUG 12 35 | 47,466,000 | $14,915,914.45 | 2.19% | $14,915,594.66 | 2.19% | - | Emerging Markets | Peru | |
| MYBTE2600013 | Malaysia Treasury Bill 0% FEB 12 27 | 60,000,000 | $14,818,922.57 | 2.17% | $14,818,922.57 | 2.17% | - | Emerging Markets | Malaysia | |
| CND100086453 | China Development Bank 2.26% JUL 19 34 | 94,640,000 | $14,772,626.84 | 2.17% | $14,772,626.84 | 2.17% | - | Emerging Markets | China | |
| USSM12039R99 | BRL NDZC JAN 04 27 R 12.98 JAN 02 29 | 95,823,000 | $14,733,744.33 | 0.00% | $14,733,744.33 | 2.16% | - | Emerging Markets | Brazil | |
| COL17CT03771 | Colombian TES 7% MAR 26 31 | 69,483,000,000 | $14,608,237.76 | 2.14% | $14,608,237.75 | 2.14% | - | Emerging Markets | Colombia | |
| USSM12038R99 | BRL NDZC JAN 04 27 R 13.03 JAN 02 29 | 91,200,000 | $14,022,351.41 | 0.00% | $14,022,351.41 | 2.06% | - | Emerging Markets | Brazil | |
| - | TWD/USD NDF 20260715 CMLI-LON | 431,915,714 | $13,823,462.99 | 2.03% | $13,787,991.06 | 2.02% | - | Unclassified | United States | |
| - | USD/HKD FWD 20260717 SSBT-BOS | 13,649,264 | $13,649,263.81 | 2.00% | $13,649,263.81 | 2.00% | - | Unclassified | United States | |
| CND10009H1M3 | China Government Bond 1.92% JUL 15 45 | 89,410,000 | $12,748,375.14 | 1.87% | $12,748,375.14 | 1.87% | - | Emerging Markets | China | |
| PL0000118188 | Republic of Poland Government Bond 5% OCT 25 35 | 45,901,000 | $12,518,825.29 | 1.84% | $12,518,825.29 | 1.84% | - | Emerging Markets | Poland | |
| PL0000112736 | Republic of Poland Government Bond 1.25% OCT 25 30 | 52,273,000 | $12,453,832.29 | 1.83% | $12,453,832.29 | 1.83% | - | Emerging Markets | Poland | |
| TH0623A3N603 | Thailand Government Bond 3.45% JUN 17 43 | 372,106,000 | $12,261,286.83 | 1.80% | $12,261,286.83 | 1.80% | - | Emerging Markets | Thailand | |
| - | USD/ZAR FWD 20260717 CMLI-LON | 11,241,153 | $11,241,153.08 | 1.65% | $11,241,153.08 | 1.65% | - | Unclassified | United States | |
| IDG000024506 | Indonesia Treasury Bond 6.75% JUL 15 35 | 197,381,000,000 | $11,233,658.29 | 1.65% | $11,233,658.29 | 1.65% | - | Emerging Markets | Indonesia | |
| BRSTNCNTF204 | Brazil Notas do Tesouro Nacional Serie F 10% JAN 01 31 | 60,690,000 | $11,003,064.50 | 1.61% | $11,003,064.50 | 1.61% | - | Emerging Markets | Brazil | |
| COL17CT03342 | Colombian TES 7.75% SEP 18 30 | 46,278,400,000 | $10,713,996.13 | 1.57% | $10,713,996.13 | 1.57% | - | Emerging Markets | Colombia | |
| IDG000024605 | Indonesia Treasury Bond 6.5% JUL 15 30 | 184,106,000,000 | $10,447,778.01 | 1.53% | $10,447,778.00 | 1.53% | - | Emerging Markets | Indonesia | |
| USSM11787R99 | HUF IRS DEC 20 28 R 7.0945 DEC 20 33 | 2,860,115,000 | $10,238,394.71 | 0.00% | $10,238,394.71 | 1.50% | - | Emerging Markets | Hungary | |
| CZ0001005243 | Czech Republic Government Bond 2% OCT 13 33 | 243,120,000 | $9,964,325.45 | 1.46% | $9,964,325.45 | 1.46% | - | Emerging Markets | Czech Republic | |
| IN0020240027 | India Government Bond 7.23% APR 15 39 | 931,090,000 | $9,896,392.26 | 1.45% | $9,896,392.26 | 1.45% | - | Emerging Markets | India | |
| HU0000407317 | Hungary Government Bond 6.75% JUL 23 31 | 2,622,980,000 | $9,816,729.37 | 1.44% | $9,816,729.37 | 1.44% | - | Emerging Markets | Hungary | |
| CZ0001006431 | Czech Republic Government Bond 3.5% MAY 30 35 | 223,050,000 | $9,797,459.59 | 1.44% | $9,797,459.60 | 1.44% | - | Emerging Markets | Czech Republic | |
| ROXL7LT7QZ66 | Romania Government Bond 8% APR 29 30 | 41,670,000 | $9,743,520.60 | 1.43% | $9,743,520.60 | 1.43% | - | Emerging Markets | Romania | |
| CL0002951094 | Bonos de la Tesoreria de la Republica en pesos 5.8% OCT 01 29 | 8,360,000,000 | $9,678,032.38 | 1.42% | $9,677,783.62 | 1.42% | - | Emerging Markets | Chile | |
| MYBMZ2000016 | Malaysia Government Bond 4.065% JUN 15 50 | 36,842,000 | $9,498,938.37 | 1.39% | $9,498,938.37 | 1.39% | - | Emerging Markets | Malaysia | |
| IDG000021809 | Indonesia Treasury Bond 7.125% JUN 15 38 | 156,036,000,000 | $9,139,657.42 | 1.34% | $9,139,657.43 | 1.34% | - | Emerging Markets | Indonesia | |
| TH062303I602 | Thailand Government Bond 3.3% JUN 17 38 | 265,674,000 | $8,884,120.84 | 1.30% | $8,884,120.84 | 1.30% | - | Emerging Markets | Thailand | |
| PL0000117990 | Republic of Poland Government Bond 4.5% JUL 25 30 | 31,141,000 | $8,764,775.68 | 1.28% | $8,764,775.68 | 1.28% | - | Emerging Markets | Poland | |
| - | CLP/USD NDF 20260728 CDEB-LON | 7,757,201,000 | $8,718,797.14 | 1.28% | $8,715,564.47 | 1.28% | - | Unclassified | United States | |
| USSM12048R99 | INR OIS SEP 16 26 R 6.610 SEP 16 31 | 804,282,000 | $8,439,287.26 | 0.00% | $8,439,287.26 | 1.24% | - | Emerging Markets | India | |
| - | EUR/USD FWD 20260717 CBCL-LON | 7,184,794 | $8,398,295.48 | 1.23% | $8,380,344.02 | 1.23% | - | Unclassified | United States | |
| ZAG000125972 | Republic of South Africa Government Bond 8.875% FEB 28 35 | 125,538,000 | $8,146,854.38 | 1.19% | $8,146,854.39 | 1.19% | - | Emerging Markets | South Africa | |
| - | USD/IDR NDF 20260730 CCIT-NYC | 8,141,393 | $8,141,393.47 | 1.19% | $8,141,393.47 | 1.19% | - | Unclassified | United States | |
| CZ0001007033 | Czech Republic Government Bond 4.5% NOV 11 32 | 164,230,000 | $8,091,657.10 | 1.19% | $8,091,657.10 | 1.19% | - | Emerging Markets | Czech Republic | |
| IDG000018706 | Indonesia Treasury Bond 6.375% APR 15 32 | 143,577,000,000 | $7,905,559.77 | 1.16% | $7,905,559.77 | 1.16% | - | Emerging Markets | Indonesia | |
| MX0MGO0001D6 | Mexican Bonos 7.5% MAY 26 33 | 1,414,000 | $7,841,568.07 | 1.15% | $7,841,568.07 | 1.15% | - | Emerging Markets | Mexico | |
| - | USD/PLN FWD 20260717 CHSB-NYC | 7,763,887 | $7,763,886.95 | 1.14% | $7,763,886.95 | 1.14% | - | Unclassified | United States | |
| PEP01000C2Z1 | Peru Government Bond 6.9% AUG 12 37 | 24,637,000 | $7,455,988.81 | 1.09% | $7,455,988.81 | 1.09% | - | Emerging Markets | Peru | |
| BRSTNCNTF238 | Brazil Notas do Tesouro Nacional Serie F 10% JAN 01 35 | 44,145,000 | $7,433,827.61 | 1.09% | $7,433,827.61 | 1.09% | - | Emerging Markets | Brazil | |
| COL17CT03748 | Colombian TES 6.25% JUL 09 36 | 40,411,100,000 | $7,392,358.38 | 1.08% | $7,392,358.38 | 1.08% | - | Emerging Markets | Colombia | |
| IN0020230077 | India Government Bond 7.18% JUL 24 37 | 658,870,000 | $7,153,105.00 | 1.05% | $7,153,105.00 | 1.05% | - | Emerging Markets | India | |
| MX0MGO0000R8 | Mexican Bonos 7.75% NOV 13 42 | 1,397,000 | $7,141,361.53 | 1.05% | $7,141,361.52 | 1.05% | - | Emerging Markets | Mexico | |
| - | USD/HKD FWD 20260717 CBNP-PAR | 6,959,664 | $6,959,663.84 | 1.02% | $6,959,663.84 | 1.02% | - | Unclassified | United States | |
| - | HUF/USD FWD 20260717 CMLI-LON | 2,095,145,090 | $6,888,343.76 | 1.01% | $6,904,787.07 | 1.01% | - | Unclassified | United States | |
| COL17CT03615 | Colombian TES 7.25% OCT 18 34 | 34,173,600,000 | $6,761,218.25 | 0.99% | $6,761,218.24 | 0.99% | - | Emerging Markets | Colombia | |
| - | RON/USD FWD 20260717 CGSC-LON | 30,303,705 | $6,712,397.61 | 0.98% | $6,730,118.65 | 0.99% | - | Unclassified | United States | |
| - | RON/USD FWD 20260717 CDEB-LON | 30,230,894 | $6,696,269.62 | 0.98% | $6,713,948.08 | 0.98% | - | Unclassified | United States | |
| - | PLN/USD FWD 20260717 CDEB-LON | 23,503,710 | $6,479,984.13 | 0.95% | $6,480,653.55 | 0.95% | - | Unclassified | United States | |
| XS2696224745 | Inter-American Development Bank 7.35% OCT 06 30 | 583,000,000 | $6,330,375.81 | 0.93% | $6,330,375.81 | 0.93% | - | Emerging Markets | Supranational | |
| - | HUF/USD FWD 20260717 CGSC-LON | 1,906,615,247 | $6,268,502.02 | 0.92% | $6,283,465.70 | 0.92% | - | Unclassified | United States | |
| - | PLN/USD FWD 20260717 CMLI-LON | 20,280,705 | $5,591,399.92 | 0.82% | $5,591,977.55 | 0.82% | - | Unclassified | United States | |
| COL17CT03995 | Colombian TES 11% AUG 22 29 | 19,235,700,000 | $5,223,470.61 | 0.77% | $5,223,470.61 | 0.77% | - | Emerging Markets | Colombia | |
| ROPG9LZUB0O2 | Romania Government Bond 7.5% JUL 27 33 | 21,335,000 | $5,206,134.56 | 0.76% | $5,206,134.56 | 0.76% | - | Emerging Markets | Romania | |
| MX0MGO0001L9 | Mexican Bonos 8% FEB 21 36 | 953,700 | $5,189,738.44 | 0.76% | $5,189,738.43 | 0.76% | - | Emerging Markets | Mexico | |
| PL0000116851 | Republic of Poland Government Bond 5% OCT 25 34 | 17,071,000 | $4,702,843.96 | 0.69% | $4,702,843.96 | 0.69% | - | Emerging Markets | Poland | |
| XS2643319192 | Asian Infrastructure Investment Bank RegS 6.65% JUN 30 33 | 431,900,000 | $4,525,816.58 | 0.66% | $4,525,816.58 | 0.66% | - | Emerging Markets | Supranational | |
| - | THB/USD FWD 20260717 CCHA-NYC | 143,122,916 | $4,415,337.75 | 0.65% | $4,397,692.91 | 0.64% | - | Unclassified | United States | |
| ROTM7EDD92S2 | Romania Government Bond 7.1% JUL 31 34 | 18,405,000 | $4,384,805.44 | 0.64% | $4,384,805.44 | 0.64% | - | Emerging Markets | Romania | |
| - | TRY/USD FWD 20260717 CUBS-STM | 200,277,279 | $4,157,243.39 | 0.61% | $4,364,100.04 | 0.64% | - | Unclassified | United States | |
| USCC003134CX | CCIT ZAR Call USD Put Currency Option 16.957 MAY 13 2027 | 115,684,000 | $371,808.38 | 0.05% | $4,109,329.94 | 0.60% | - | Ungrouped | South Africa | |
| HU0000407564 | Hungary Government Bond 6.25% SEP 23 37 | 1,047,570,000 | $3,773,303.02 | 0.55% | $3,773,303.01 | 0.55% | - | Emerging Markets | Hungary | |
| - | MXN/USD FWD 20260717 CCHA-NYC | 65,414,087 | $3,757,130.69 | 0.55% | $3,773,091.50 | 0.55% | - | Unclassified | United States | |
| ZAG000195280 | Republic of South Africa Government Bond 11.625% MAR 31 53 | 46,946,400 | $3,726,487.36 | 0.55% | $3,726,487.35 | 0.55% | - | Emerging Markets | South Africa | |
| - | CLP/USD NDF 20260728 CCIT-NYC | 3,206,454,000 | $3,603,931.62 | 0.53% | $3,602,595.39 | 0.53% | - | Unclassified | United States | |
| USP75744AS46 | Paraguay Government International Bond RegS 8.5% MAR 04 35 | 21,717,000,000 | $3,552,895.47 | 0.52% | $3,552,895.48 | 0.52% | - | Emerging Markets | Paraguay | |
| EU000A3LPTT1 | European Investment Bank RegS 7.4% OCT 23 33 | 323,000,000 | $3,512,778.03 | 0.51% | $3,512,778.03 | 0.51% | - | Emerging Markets | Supranational | |
| - | USD/CAD FWD 20260717 SSBT-BOS | 3,491,845 | $3,491,845.41 | 0.51% | $3,491,845.41 | 0.51% | - | Unclassified | United States | |
| XS2870346520 | European Bank for Reconstruction & Development 6.875% JUL 30 31 | 323,000,000 | $3,476,149.75 | 0.51% | $3,476,149.75 | 0.51% | - | Emerging Markets | Supranational | |
| XS3363342927 | Development Bank of Kazakhstan JSC RegS 16.95% MAY 08 29 | 1,680,500,000 | $3,462,362.06 | 0.51% | $3,462,362.06 | 0.51% | - | Emerging Markets | Kazakhstan | |
| - | CLP/USD NDF 20260814 CCHA-NYC | 3,059,323,149 | $3,438,540.27 | 0.50% | $3,437,287.25 | 0.50% | - | Unclassified | United States | |
| - | USD/HUF FWD 20260717 CDEB-LON | 3,418,502 | $3,418,502.26 | 0.50% | $3,418,502.26 | 0.50% | - | Unclassified | United States | |
| - | USD/KRW NDF 20260715 CDEB-LON | 3,401,530 | $3,401,530.35 | 0.50% | $3,401,530.35 | 0.50% | - | Unclassified | United States | |
| - | USD/CLP NDF 20260814 CMLI-LON | 3,399,548 | $3,399,547.78 | 0.50% | $3,399,547.78 | 0.50% | - | Unclassified | United States | |
| - | USD/EUR FWD 20260717 CGSC-LON | 3,393,400 | $3,393,400.26 | 0.50% | $3,393,400.26 | 0.50% | - | Unclassified | United States | |
| - | USD/CLP NDF 20260814 CGSC-LON | 3,387,832 | $3,387,832.22 | 0.50% | $3,387,832.22 | 0.50% | - | Unclassified | United States | |
| - | USD/CAD FWD 20260717 CBCL-LON | 3,380,713 | $3,380,712.89 | 0.50% | $3,380,712.89 | 0.50% | - | Unclassified | United States | |
| - | USD/CLP NDF 20260814 CCIT-NYC | 3,341,817 | $3,341,817.03 | 0.49% | $3,341,817.03 | 0.49% | - | Unclassified | United States | |
| EGT9980I8Q12 | Egypt Treasury Bills 0% AUG 18 26 | 183,150,000 | $3,337,108.14 | 0.49% | $3,337,108.14 | 0.49% | - | Emerging Markets | Egypt | |
| - | USD/SGD FWD 20260717 SSBT-BOS | 3,333,273 | $3,333,273.36 | 0.49% | $3,333,273.36 | 0.49% | - | Unclassified | United States | |
| - | USD/COP NDF 20260804 CDEB-LON | 3,328,625 | $3,328,625.09 | 0.49% | $3,328,625.09 | 0.49% | - | Unclassified | United States | |
| - | USD/CLP NDF 20261013 CMLI-LON | 3,315,727 | $3,315,726.86 | 0.49% | $3,315,726.86 | 0.49% | - | Unclassified | United States | |
| - | SGD/USD FWD 20260717 CRBS-LON | 4,219,791 | $3,318,059.43 | 0.49% | $3,306,398.23 | 0.48% | - | Unclassified | United States | |
| USP80557BV53 | Uruguay Government International Bond RegS 8.5% MAR 15 28 | 126,156,000 | $3,294,773.45 | 0.48% | $3,294,773.45 | 0.48% | - | Emerging Markets | Uruguay | |
| MYBMX1100044 | Malaysia Government Bond 4.232% JUN 30 31 | 12,088,000 | $3,216,016.89 | 0.47% | $3,216,016.89 | 0.47% | - | Emerging Markets | Malaysia | |
| - | IDR/USD NDF 20260728 CDEB-LON | 57,020,119,036 | $3,175,458.41 | 0.47% | $3,190,829.27 | 0.47% | - | Unclassified | United States | |
| XS3204155785 | International Bank for Reconstruction & Development 6.5% FEB 14 33 | 297,500,000 | $2,981,480.63 | 0.44% | $2,981,480.63 | 0.44% | - | Emerging Markets | Supranational | |
| USSM11801R99 | BRL NDZC JAN 04 27 R 13.75 JAN 02 31 | 24,881,000 | $2,963,949.03 | 0.00% | $2,963,949.03 | 0.43% | - | Emerging Markets | Brazil | |
| - | USD/MXN FWD 20260717 SSBT-BOS | 2,915,087 | $2,915,086.78 | 0.43% | $2,915,086.78 | 0.43% | - | Unclassified | United States | |
| - | USD/KZT NDF 20261013 CGSC-LON | 2,753,733 | $2,753,732.72 | 0.40% | $2,753,732.72 | 0.40% | - | Unclassified | United States | |
| NGO2G1108264 | Nigeria OMO Bill 0% AUG 11 26 | 3,907,518,000 | $2,739,161.39 | 0.40% | $2,739,161.39 | 0.40% | - | Emerging Markets | Nigeria | |
| NGO3G2209267 | Nigeria OMO Bill 0% SEP 22 26 | 3,907,518,000 | $2,673,237.40 | 0.39% | $2,673,237.40 | 0.39% | - | Emerging Markets | Nigeria | |
| XS2775017325 | Corp Andina de Fomento RegS 7.65% MAR 05 31 | 254,000,000 | $2,662,678.88 | 0.39% | $2,662,678.89 | 0.39% | - | Emerging Markets | Supranational | |
| ROJVM8ELBDU4 | Romania Government Bond 6.3% APR 25 29 | 11,555,000 | $2,561,322.51 | 0.38% | $2,561,322.51 | 0.38% | - | Emerging Markets | Romania | |
| XS2793263935 | America Movil SAB de CV 10.125% JAN 22 29 | 41,310,000 | $2,551,780.39 | 0.37% | $2,551,780.39 | 0.37% | - | Emerging Markets | Mexico | |
| NGO6F0906265 | Nigeria OMO Bill 0% JUN 09 26 | 3,509,913,000 | $2,547,724.70 | 0.37% | $2,547,724.70 | 0.37% | - | Emerging Markets | Nigeria | |
| COL17CT03938 | Colombian TES 11.5% JUL 25 46 | 8,572,200,000 | $2,263,303.32 | 0.33% | $2,263,303.32 | 0.33% | - | Emerging Markets | Colombia | |
| HU0000403555 | Hungary Government Bond 3% OCT 27 38 | 844,330,000 | $2,248,258.94 | 0.33% | $2,248,258.94 | 0.33% | - | Emerging Markets | Hungary | |
| - | TRY/USD FWD 20260717 CMLI-LON | 99,483,277 | $2,065,018.04 | 0.30% | $2,167,769.48 | 0.32% | - | Unclassified | United States | |
| US760942BJ08 | Uruguay Government International Bond 8% OCT 29 35 | 83,158,388 | $2,133,202.94 | 0.31% | $2,133,202.94 | 0.31% | - | Emerging Markets | Uruguay | |
| - | USD/PEN NDF 20260722 CCIT-NYC | 2,118,557 | $2,118,557.21 | 0.31% | $2,118,557.21 | 0.31% | - | Unclassified | United States | |
| XS3067899610 | Baiterek National Investment Holding JSC RegS 5.45% MAY 08 28 | 2,033,000 | $2,066,394.08 | 0.30% | $2,066,394.09 | 0.30% | - | Emerging Markets | Kazakhstan | |
| - | UYU/USD NDF 20260721 CCIT-NYC | 82,604,849 | $2,057,662.20 | 0.30% | $2,057,662.20 | 0.30% | - | Unclassified | United States | |
| - | RSD/USD FWD 20260717 CDEB-LON | 204,017,190 | $2,024,353.60 | 0.30% | $2,026,895.73 | 0.30% | - | Unclassified | United States | |
| XS1238805102 | International Bank for Reconstruction & Development 0% MAY 29 35 | 65,170,000 | $1,970,952.77 | 0.29% | $1,970,952.77 | 0.29% | - | Emerging Markets | Supranational | |
| USEQU05074XX | MSCI EM INDEX DEC 18 26 P1225 OTC | -86 | $-249,400.00 | -0.04% | $1,919,725.07 | 0.28% | - | Index Options | United States | |
| - | USD/IDR NDF 20260728 CCIT-NYC | 1,916,772 | $1,916,772.05 | 0.28% | $1,916,772.05 | 0.28% | - | Unclassified | United States | |
| - | CZK/USD FWD 20260717 CHSB-NYC | 37,131,729 | $1,784,404.33 | 0.26% | $1,783,348.79 | 0.26% | - | Unclassified | United States | |
| - | ILS/USD FWD 20260717 CHSB-NYC | 4,962,703 | $1,760,738.32 | 0.26% | $1,760,135.69 | 0.26% | - | Unclassified | United States | |
| - | USD/EUR FWD 20260717 SSBT-BOS | 1,725,439 | $1,725,438.89 | 0.25% | $1,725,438.89 | 0.25% | - | Unclassified | United States | |
| - | HUF/USD FWD 20260717 CUBS-STM | 519,708,149 | $1,708,678.03 | 0.25% | $1,712,756.85 | 0.25% | - | Unclassified | United States | |
| - | USD/ILS FWD 20260717 CGSC-LON | 1,705,853 | $1,705,853.32 | 0.25% | $1,705,853.32 | 0.25% | - | Unclassified | United States | |
| - | USD/HUF FWD 20260717 CHSB-NYC | 1,682,655 | $1,682,655.14 | 0.25% | $1,682,655.14 | 0.25% | - | Unclassified | United States | |
| CZ0001005920 | Czech Republic Government Bond 1.5% APR 24 40 | 53,350,000 | $1,676,026.64 | 0.25% | $1,676,026.64 | 0.25% | - | Emerging Markets | Czech Republic | |
| IN0020220086 | India Government Bond 7.36% SEP 12 52 | 159,090,000 | $1,642,976.20 | 0.24% | $1,642,976.20 | 0.24% | - | Emerging Markets | India | |
| - | USD/MXN FWD 20260717 CMLI-LON | 1,608,750 | $1,608,750.11 | 0.24% | $1,608,750.11 | 0.24% | - | Unclassified | United States | |
| - | USD/EGP NDF 20260720 CCIT-NYC | 1,481,107 | $1,481,106.51 | 0.22% | $1,481,106.51 | 0.22% | - | Unclassified | United States | |
| XS3263996632 | STC Sukuk Co II Ltd RegS 4.489% JAN 15 31 | 1,451,000 | $1,457,360.96 | 0.21% | $1,457,360.96 | 0.21% | - | Emerging Markets | Saudi Arabia | |
| XS3040382098 | CEZ AS RegS 4.125% APR 30 33 | 1,219,000 | $1,434,680.37 | 0.21% | $1,434,680.37 | 0.21% | - | Emerging Markets | Czech Republic | |
| US00111VAD91 | AES Andes SA 144A 6.25% MAR 14 32 | 1,320,000 | $1,372,994.19 | 0.20% | $1,372,994.19 | 0.20% | - | Emerging Markets | Chile | |
| - | USD/ZAR FWD 20260717 SSBT-BOS | 1,370,251 | $1,370,250.75 | 0.20% | $1,370,250.75 | 0.20% | - | Unclassified | United States | |
| TH062303M604 | Thailand Government Bond 2% JUN 17 42 | 49,310,000 | $1,335,558.76 | 0.20% | $1,335,558.77 | 0.20% | - | Emerging Markets | Thailand | |
| NGO8F1606266 | Nigeria OMO Bill 0% JUN 16 26 | 1,815,827,000 | $1,310,486.82 | 0.19% | $1,310,486.82 | 0.19% | - | Emerging Markets | Nigeria | |
| USP6040KAC10 | Kallpa Generacion SA RegS 5.875% JAN 30 32 | 1,239,000 | $1,285,148.45 | 0.19% | $1,285,148.45 | 0.19% | - | Emerging Markets | Peru | |
| USP3R94GBP32 | Corp Financiera de Desarrollo SA RegS 5.5% MAY 06 30 | 1,228,000 | $1,250,115.60 | 0.18% | $1,250,115.60 | 0.18% | - | Emerging Markets | Peru | |
| US05973P2A32 | Banco Santander Chile RegS 4.55% NOV 20 30 | 1,248,000 | $1,234,135.07 | 0.18% | $1,234,135.07 | 0.18% | - | Emerging Markets | Chile | |
| CZ0001006233 | Czech Republic Government Bond 1.75% JUN 23 32 | 28,810,000 | $1,215,919.55 | 0.18% | $1,215,919.56 | 0.18% | - | Emerging Markets | Czech Republic | |
| USL2660VAA37 | Eagle Funding Luxco Sarl RegS 5.5% AUG 17 30 | 1,153,000 | $1,177,926.58 | 0.17% | $1,177,926.58 | 0.17% | - | Emerging Markets | Mexico | |
| XS3204113867 | Development Bank of Kazakhstan JSC RegS 18.4% OCT 16 28 | 508,500,000 | $1,076,405.57 | 0.16% | $1,076,405.57 | 0.16% | - | Emerging Markets | Kazakhstan | |
| - | EUR/USD FWD 20260629 BBHH-BOS | 915,581 | $1,069,381.23 | 0.16% | $1,067,933.76 | 0.16% | - | Unclassified | United States | |
| - | RON/USD FWD 20260717 CUBS-STM | 4,665,219 | $1,033,365.58 | 0.15% | $1,036,093.71 | 0.15% | - | Unclassified | United States | |
| - | USD/MXN FWD 20260717 CDEB-LON | 981,861 | $981,861.21 | 0.14% | $981,861.21 | 0.14% | - | Unclassified | United States | |
| XS1390069091 | African Development Bank 0% APR 05 46 | 83,800,000 | $981,069.99 | 0.14% | $981,069.99 | 0.14% | - | Emerging Markets | Supranational | |
| - | USD/ZAR FWD 20260717 CGSC-LON | 951,634 | $951,633.62 | 0.14% | $951,633.62 | 0.14% | - | Unclassified | United States | |
| - | CNH/USD FWD 20260717 CCHA-NYC | 6,340,000 | $940,486.68 | 0.14% | $936,685.11 | 0.14% | - | Unclassified | United States | |
| ZAG000107012 | Republic of South Africa Government Bond 8.5% JAN 31 37 | 12,127,000 | $757,455.07 | 0.11% | $757,455.08 | 0.11% | - | Emerging Markets | South Africa | |
| XS3281145691 | EP Infrastructure AS RegS 4.375% JAN 29 34 | 600,000 | $701,906.79 | 0.10% | $701,906.80 | 0.10% | - | Emerging Markets | Czech Republic | |
| - | CNH/USD FWD 20260717 CMLI-LON | 4,163,142 | $617,567.78 | 0.09% | $615,071.50 | 0.09% | - | Unclassified | United States | |
| - | BRL/USD NDF 20260806 CDEB-LON | 3,059,598 | $596,309.96 | 0.09% | $606,515.51 | 0.09% | - | Unclassified | United States | |
| US917288BM35 | Uruguay Government International Bond 8.25% MAY 21 31 | 22,845,000 | $592,559.67 | 0.09% | $592,559.67 | 0.09% | - | Emerging Markets | Uruguay | |
| - | INR/USD NDF 20260710 CDEB-LON | 53,626,682 | $562,012.62 | 0.08% | $564,491.39 | 0.08% | - | Unclassified | United States | |
| - | PYG/USD NDF 20260717 CCIT-NYC | 2,857,065,424 | $474,698.88 | 0.07% | $474,698.88 | 0.07% | - | Unclassified | United States | |
| USSM11527R99 | HUF IRS DEC 20 28 R 6.050 DEC 20 33 | 135,315,000 | $466,227.02 | 0.00% | $466,227.02 | 0.07% | - | Emerging Markets | Hungary | |
| - | USD/CNH FWD 20260717 CUBS-STM | 409,943 | $409,943.38 | 0.06% | $409,943.38 | 0.06% | - | Unclassified | United States | |
| - | USD/MXN FWD 20260717 CUBS-STM | 398,567 | $398,567.04 | 0.06% | $398,567.04 | 0.06% | - | Unclassified | United States | |
| - | GBP/USD FWD 20260629 BBHH-BOS | 209,314 | $281,868.02 | 0.04% | $281,883.30 | 0.04% | - | Unclassified | United States | |
| USP9379RAZ03 | Empresas Publicas de Medellin ESP RegS 8.375% NOV 08 27 | 486,000,000 | $127,960.19 | 0.02% | $127,960.19 | 0.02% | - | Emerging Markets | Colombia | |
| MX95PE1X00J5 | Petroleos Mexicanos 7.47% NOV 12 26 | 1,985,300 | $114,408.40 | 0.02% | $114,408.41 | 0.02% | - | Emerging Markets | Mexico | |
| XS0085235090 | Transnet/South Africa RegS 13.5% APR 18 28 | 1,700,000 | $111,446.14 | 0.02% | $111,446.14 | 0.02% | - | Emerging Markets | South Africa | |
| XS0936793933 | Red de Carreteras de Occidente SAB de CV RegS 9% JUN 10 28 | 722,100 | $43,516.14 | 0.01% | $43,516.14 | 0.01% | - | Emerging Markets | Mexico | |
| - | CAD/USD FWD 20260717 CCHA-NYC | 44,850 | $32,602.90 | 0.00% | $32,531.49 | 0.00% | - | Unclassified | United States | |
| - | USD/CAD FWD 20260717 CCHA-NYC | -32,696 | $-32,696.36 | -0.00% | $-32,696.36 | -0.00% | - | Unclassified | United States | |
| - | USD/PHP NDF 20260615 CGSC-LON | -33,245 | $-33,245.38 | -0.00% | $-33,245.38 | -0.00% | - | Unclassified | United States | |
| - | USD/PHP NDF 20260804 CCIT-NYC | -42,129 | $-42,129.12 | -0.01% | $-42,129.12 | -0.01% | - | Unclassified | United States | |
| - | USD/GBP FWD 20260629 BBHH-BOS | -282,181 | $-282,181.14 | -0.04% | $-282,181.14 | -0.04% | - | Unclassified | United States | |
| - | CNH/USD FWD 20260717 CUBS-STM | -2,762,842 | $-409,844.76 | -0.06% | $-408,188.12 | -0.06% | - | Unclassified | United States | |
| - | MXN/USD FWD 20260717 CUBS-STM | -7,083,077 | $-406,824.37 | -0.06% | $-408,552.62 | -0.06% | - | Unclassified | United States | |
| USSM11527P99 | HUF IRS DEC 20 28 R 6.050 DEC 20 33 | -135,315,000 | $-445,945.85 | 0.00% | $-445,945.85 | -0.07% | - | Emerging Markets | Hungary | |
| - | USD/PYG NDF 20260717 CCIT-NYC | -475,781 | $-475,781.09 | -0.07% | $-475,781.09 | -0.07% | - | Unclassified | United States | |
| - | USD/INR NDF 20260710 CDEB-LON | -563,197 | $-563,197.22 | -0.08% | $-563,197.22 | -0.08% | - | Unclassified | United States | |
| - | USD/BRL NDF 20260806 CDEB-LON | -599,518 | $-599,517.94 | -0.09% | $-599,517.94 | -0.09% | - | Unclassified | United States | |
| - | USD/CNH FWD 20260717 CMLI-LON | -612,447 | $-612,446.64 | -0.09% | $-612,446.64 | -0.09% | - | Unclassified | United States | |
| - | USD/CNH FWD 20260717 CCHA-NYC | -932,944 | $-932,943.58 | -0.14% | $-932,943.58 | -0.14% | - | Unclassified | United States | |
| - | ZAR/USD FWD 20260717 CGSC-LON | -15,755,168 | $-967,645.70 | -0.14% | $-971,641.58 | -0.14% | - | Unclassified | United States | |
| - | MXN/USD FWD 20260717 CDEB-LON | -17,119,562 | $-983,281.03 | -0.14% | $-987,458.15 | -0.14% | - | Unclassified | United States | |
| - | USD/RON FWD 20260717 CUBS-STM | -1,052,320 | $-1,052,319.63 | -0.15% | $-1,052,319.63 | -0.15% | - | Unclassified | United States | |
| - | USD/EUR FWD 20260629 BBHH-BOS | -1,067,305 | $-1,067,304.75 | -0.16% | $-1,067,304.75 | -0.16% | - | Unclassified | United States | |
| - | ZAR/USD FWD 20260717 SSBT-BOS | -22,605,011 | $-1,388,347.09 | -0.20% | $-1,394,080.25 | -0.20% | - | Unclassified | United States | |
| - | EGP/USD NDF 20260720 CCIT-NYC | -80,366,794 | $-1,503,869.65 | -0.22% | $-1,539,004.09 | -0.23% | - | Unclassified | United States | |
| - | MXN/USD FWD 20260717 CMLI-LON | -28,210,911 | $-1,620,324.99 | -0.24% | $-1,627,208.36 | -0.24% | - | Unclassified | United States | |
| - | EUR/USD FWD 20260717 SSBT-BOS | -1,459,743 | $-1,706,291.06 | -0.25% | $-1,702,643.84 | -0.25% | - | Unclassified | United States | |
| - | USD/ILS FWD 20260717 CHSB-NYC | -1,709,468 | $-1,709,468.26 | -0.25% | $-1,709,468.26 | -0.25% | - | Unclassified | United States | |
| - | USD/HUF FWD 20260717 CUBS-STM | -1,715,950 | $-1,715,949.73 | -0.25% | $-1,715,949.73 | -0.25% | - | Unclassified | United States | |
| - | HUF/USD FWD 20260717 CHSB-NYC | -526,983,360 | $-1,732,597.21 | -0.25% | $-1,736,733.13 | -0.25% | - | Unclassified | United States | |
| - | ILS/USD FWD 20260717 CGSC-LON | -4,962,703 | $-1,760,738.32 | -0.26% | $-1,760,135.69 | -0.26% | - | Unclassified | United States | |
| - | USD/CZK FWD 20260717 CHSB-NYC | -1,797,104 | $-1,797,104.22 | -0.26% | $-1,797,104.22 | -0.26% | - | Unclassified | United States | |
| - | IDR/USD NDF 20260728 CCIT-NYC | -33,137,155,219 | $-1,845,412.82 | -0.27% | $-1,854,345.56 | -0.27% | - | Unclassified | United States | |
| - | USD/RSD FWD 20260717 CDEB-LON | -2,047,954 | $-2,047,954.13 | -0.30% | $-2,047,954.13 | -0.30% | - | Unclassified | United States | |
| - | USD/TRY FWD 20260717 CMLI-LON | -2,049,866 | $-2,049,866.13 | -0.30% | $-2,049,866.13 | -0.30% | - | Unclassified | United States | |
| - | USD/UYU NDF 20260721 CCIT-NYC | -2,074,456 | $-2,074,456.28 | -0.30% | $-2,074,456.28 | -0.30% | - | Unclassified | United States | |
| - | PEN/USD NDF 20260722 CCIT-NYC | -7,319,549 | $-2,138,730.66 | -0.31% | $-2,143,980.39 | -0.31% | - | Unclassified | United States | |
| - | KZT/USD NDF 20261013 CGSC-LON | -1,425,353,779 | $-2,775,920.30 | -0.41% | $-2,917,369.45 | -0.43% | - | Unclassified | United States | |
| USSM11801P99 | BRL NDZC JAN 04 27 R 13.75 JAN 02 31 | -24,881,000 | $-2,958,119.11 | 0.00% | $-2,958,119.11 | -0.43% | - | Emerging Markets | Brazil | |
| - | MXN/USD FWD 20260717 SSBT-BOS | -51,326,562 | $-2,947,998.05 | -0.43% | $-2,960,521.56 | -0.43% | - | Unclassified | United States | |
| USCC003128PX | CCIT ZAR Put USD Call Currency Option 16.957 MAY 13 2027 | 115,684,000 | $267,114.36 | 0.04% | $-3,024,986.21 | -0.44% | - | Ungrouped | South Africa | |
| - | USD/IDR NDF 20260728 CDEB-LON | -3,206,359 | $-3,206,358.52 | -0.47% | $-3,206,358.52 | -0.47% | - | Unclassified | United States | |
| - | SGD/USD FWD 20260717 SSBT-BOS | -4,219,791 | $-3,318,059.43 | -0.49% | $-3,306,398.23 | -0.48% | - | Unclassified | United States | |
| - | CAD/USD FWD 20260717 CBCL-LON | -4,596,650 | $-3,341,486.00 | -0.49% | $-3,334,167.12 | -0.49% | - | Unclassified | United States | |
| - | USD/SGD FWD 20260717 CRBS-LON | -3,339,430 | $-3,339,430.13 | -0.49% | $-3,339,430.13 | -0.49% | - | Unclassified | United States | |
| - | CLP/USD NDF 20261013 CMLI-LON | -2,976,528,000 | $-3,345,387.45 | -0.49% | $-3,344,263.18 | -0.49% | - | Unclassified | United States | |
| - | EUR/USD FWD 20260717 CGSC-LON | -2,880,839 | $-3,367,408.00 | -0.49% | $-3,360,210.12 | -0.49% | - | Unclassified | United States | |
| - | KRW/USD NDF 20260715 CDEB-LON | -5,070,729,329 | $-3,368,777.84 | -0.49% | $-3,364,783.90 | -0.49% | - | Unclassified | United States | |
| - | CLP/USD NDF 20260814 CCIT-NYC | -3,015,655,689 | $-3,389,460.03 | -0.50% | $-3,388,224.90 | -0.50% | - | Unclassified | United States | |
| - | COP/USD NDF 20260804 CDEB-LON | -12,495,259,162 | $-3,333,113.63 | -0.49% | $-3,389,234.19 | -0.50% | - | Unclassified | United States | |
| - | USD/CLP NDF 20260814 CCHA-NYC | -3,430,858 | $-3,430,857.58 | -0.50% | $-3,430,857.58 | -0.50% | - | Unclassified | United States | |
| - | CLP/USD NDF 20260814 CMLI-LON | -3,055,037,612 | $-3,433,723.52 | -0.50% | $-3,432,472.26 | -0.50% | - | Unclassified | United States | |
| - | CLP/USD NDF 20260814 CGSC-LON | -3,061,615,449 | $-3,441,116.71 | -0.50% | $-3,439,862.76 | -0.50% | - | Unclassified | United States | |
| - | CAD/USD FWD 20260717 SSBT-BOS | -4,744,455 | $-3,448,931.81 | -0.51% | $-3,441,377.59 | -0.50% | - | Unclassified | United States | |
| - | HUF/USD FWD 20260717 CDEB-LON | -1,070,756,063 | $-3,520,393.83 | -0.52% | $-3,528,797.44 | -0.52% | - | Unclassified | United States | |
| - | USD/CLP NDF 20260728 CCIT-NYC | -3,583,111 | $-3,583,110.58 | -0.53% | $-3,583,110.58 | -0.53% | - | Unclassified | United States | |
| - | USD/MXN FWD 20260717 CCHA-NYC | -3,757,362 | $-3,757,361.69 | -0.55% | $-3,757,361.69 | -0.55% | - | Unclassified | United States | |
| USEQD00627XX | MSCI EM Index DEC 18 26 P1550 OTC | 86 | $610,600.00 | 0.09% | $-3,880,135.05 | -0.57% | - | Index Options | United States | |
| - | USD/TRY FWD 20260717 CUBS-STM | -4,122,302 | $-4,122,301.53 | -0.60% | $-4,122,301.53 | -0.60% | - | Unclassified | United States | |
| - | USD/THB FWD 20260717 CCHA-NYC | -4,443,284 | $-4,443,284.12 | -0.65% | $-4,443,284.12 | -0.65% | - | Unclassified | United States | |
| - | USD/PLN FWD 20260717 CMLI-LON | -5,572,578 | $-5,572,577.55 | -0.82% | $-5,572,577.55 | -0.82% | - | Unclassified | United States | |
| - | USD/HUF FWD 20260717 CGSC-LON | -6,125,440 | $-6,125,440.23 | -0.90% | $-6,125,440.23 | -0.90% | - | Unclassified | United States | |
| - | USD/PLN FWD 20260717 CDEB-LON | -6,488,349 | $-6,488,348.54 | -0.95% | $-6,488,348.54 | -0.95% | - | Unclassified | United States | |
| - | USD/HUF FWD 20260717 CMLI-LON | -6,755,151 | $-6,755,150.61 | -0.99% | $-6,755,150.61 | -0.99% | - | Unclassified | United States | |
| - | USD/RON FWD 20260717 CDEB-LON | -6,763,826 | $-6,763,826.17 | -0.99% | $-6,763,826.17 | -0.99% | - | Unclassified | United States | |
| - | USD/RON FWD 20260717 CGSC-LON | -6,792,725 | $-6,792,725.26 | -1.00% | $-6,792,725.26 | -1.00% | - | Unclassified | United States | |
| - | HKD/USD FWD 20260717 CBNP-PAR | -54,298,221 | $-6,940,419.38 | -1.02% | $-6,928,533.05 | -1.02% | - | Unclassified | United States | |
| - | PLN/USD FWD 20260717 CHSB-NYC | -28,203,119 | $-7,775,613.36 | -1.14% | $-7,776,416.63 | -1.14% | - | Unclassified | United States | |
| - | IDR/USD NDF 20260730 CCIT-NYC | -141,109,074,000 | $-7,857,027.66 | -1.15% | $-7,896,422.72 | -1.16% | - | Unclassified | United States | |
| USSM12048P99 | INR OIS SEP 16 26 R .000 SEP 16 31 | -804,282,000 | $-8,466,126.32 | 0.00% | $-8,466,126.32 | -1.24% | - | Emerging Markets | India | |
| - | USD/EUR FWD 20260717 CBCL-LON | -8,507,883 | $-8,507,883.40 | -1.25% | $-8,507,883.40 | -1.25% | - | Unclassified | United States | |
| - | USD/CLP NDF 20260728 CDEB-LON | -8,591,524 | $-8,591,523.88 | -1.26% | $-8,591,523.88 | -1.26% | - | Unclassified | United States | |
| USSM11787P99 | HUF IRS DEC 20 28 R 7.0945 DEC 20 33 | -2,860,115,000 | $-9,425,831.74 | 0.00% | $-9,425,831.74 | -1.38% | - | Emerging Markets | Hungary | |
| DE000F2Y2EZ8 | Euro BOBL Future JUN 08 26 | -77 | $0.00 | 0.00% | $-10,428,164.21 | -1.53% | - | Non U.S. Markets | Germany | |
| - | ZAR/USD FWD 20260717 CMLI-LON | -187,291,707 | $-11,503,019.98 | -1.69% | $-11,550,521.57 | -1.69% | - | Unclassified | United States | |
| USCXYU26F00X | UST 10Yr Ultra Bond Future SEP 21 26 | -109 | $0.00 | 0.00% | $-12,216,515.63 | -1.79% | - | U.S. Governments | United States | |
| - | HKD/USD FWD 20260717 SSBT-BOS | -106,527,918 | $-13,616,439.31 | -2.00% | $-13,593,119.46 | -1.99% | - | Unclassified | United States | |
| - | USD/TWD NDF 20260715 CMLI-LON | -13,742,148 | $-13,742,148.08 | -2.01% | $-13,742,148.08 | -2.01% | - | Unclassified | United States | |
| USSM12038P99 | BRL NDZC JAN 04 27 R 13.03 JAN 02 29 | -91,200,000 | $-14,185,369.00 | 0.00% | $-14,185,369.00 | -2.08% | - | Emerging Markets | Brazil | |
| USSM12039P99 | BRL NDZC JAN 04 27 R 12.98 JAN 02 29 | -95,823,000 | $-14,917,486.36 | 0.00% | $-14,917,486.36 | -2.19% | - | Emerging Markets | Brazil | |
| - | USD/MYR NDF 20260715 CBCL-LON | -15,321,092 | $-15,321,091.61 | -2.25% | $-15,321,091.61 | -2.25% | - | Unclassified | United States | |
| - | RON/USD FWD 20260717 CBCL-LON | -69,705,014 | $-15,439,952.43 | -2.26% | $-15,480,714.60 | -2.27% | - | Unclassified | United States | |
| USSM11945P99 | CZK IRS Receiver FLT SEP 15 29 | -336,636,000 | $-16,167,827.73 | 0.00% | $-16,167,827.73 | -2.37% | - | Emerging Markets | Czech Republic | |
| - | COP/USD NDF 20260804 CGSC-LON | -59,988,978,225 | $-16,002,075.55 | -2.35% | $-16,271,506.92 | -2.39% | - | Unclassified | United States | |
| - | USD/THB FWD 20260717 CBCL-LON | -16,865,354 | $-16,865,353.65 | -2.47% | $-16,865,353.65 | -2.47% | - | Unclassified | United States | |
| - | USD/INR NDF 20260710 CMLI-LON | -19,022,441 | $-19,022,440.74 | -2.79% | $-19,022,440.74 | -2.79% | - | Unclassified | United States | |
| USCFVU26F00X | UST Bond 5Yr Future SEP 30 26 | -185 | $0.00 | 0.00% | $-19,834,023.53 | -2.91% | - | U.S. Governments | United States | |
| USSM11915P99 | BRL NDZC JAN 04 27 R 13.31 JAN 02 31 | -165,295,000 | $-20,203,144.55 | 0.00% | $-20,203,144.55 | -2.96% | - | Emerging Markets | Brazil | |
| - | EUR/USD FWD 20260717 CCHA-NYC | -17,735,447 | $-20,730,938.13 | -3.04% | $-20,686,625.50 | -3.03% | - | Unclassified | United States | |
| - | USD/BRL NDF 20260806 CBCL-LON | -38,711,436 | $-38,711,436.45 | -5.67% | $-38,711,436.45 | -5.67% | - | Unclassified | United States | |
| - | USD/CNH FWD 20260717 SSBT-BOS | -44,587,681 | $-44,587,680.65 | -6.54% | $-44,587,680.65 | -6.54% | - | Unclassified | United States | |
| - | Cash & Cash Equivalents | - | $78,617,118.83 | 11.52% | $78,617,118.82 | 11.52% | - | - | - | |
| - | SSB FICC REPO 3.580% JUN 01 26 | - | $54,764,338.00 | 8.03% | $54,780,676.03 | - | - | - | United States | |
| - | FEDERAL HOME LOAN BANKS 3.500% JUN 01 26 | - | $15,811,000.00 | 2.32% | $15,811,000.00 | - | - | - | United States | |
| - | Us Dollars | - | $5,400,481.02 | 0.79% | $5,400,481.02 | - | - | - | United States | |
| - | FREDDIE MAC 3.450% JUN 01 26 | - | $2,643,000.00 | 0.39% | $2,643,000.00 | - | - | - | United States | |
| - | CAPUSD | - | $35,148.15 | 0.01% | $35,148.15 | - | - | - | United States | |
| - | Czech Koruna Koruna | - | $18,007.46 | 0.00% | $18,007.46 | - | - | - | Czech Republic | |
| - | Egyptian Pound | - | $9,748.26 | 0.00% | $9,748.26 | - | - | - | Egypt | |
| - | Euro | - | $58.52 | 0.00% | $58.52 | - | - | - | Germany | |
| - | Forint Hungary | - | $0.16 | 0.00% | $0.16 | - | - | - | Hungary | |
| - | Rupiah Indonesia | - | $0.14 | 0.00% | $0.14 | - | - | - | Indonesia | |
| - | British Pounds | - | $0.03 | 0.00% | $0.03 | - | - | - | United Kingdom | |
| - | Romania Romanain Leu | - | $-0.11 | 0.00% | $-0.11 | - | - | - | Romania | |
| - | Colombian Peso | - | $-105.58 | 0.00% | $-105.58 | - | - | - | Colombia | |
| - | Chilean Peso | - | $-80,895.24 | -0.01% | $-80,895.24 | - | - | - | Chile | |
| - | Other | - | $1,113,991.91 | -5.97% | $-40,733,953.96 | -5.97% | - | - | Other | |
*Short positions, unlike long positions, lose value if the underlying asset gains value.
Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.
Other. Other consists of: (i) currency derivatives and/or (ii) any derivative offsets.