1. US 2Yr Note (CBT) Futr Mar23 |
BBG018JV8511 |
US |
6000000 |
14.66% |
2. US 5Yr Note (CBT) Futr Mar23 |
BBG0131XJ9V4 |
US |
1400000 |
3.64% |
3. HSBC Holdings Plc 7.39% 11/3/2028 |
BBG01B708864 |
GB |
900000 |
2.33% |
4. Saudi Arabian Oil Co 2.25% 11/24/2030 |
BBG00Y707XB5 |
SA |
700000 |
1.41% |
5. CME Ultra LT US Bond (CBT) Futr Mar23 |
|
US |
400000 |
1.35% |
6. Sands China Ltd 5.4% 8/8/2028 |
BBG00MVSBD13 |
CN |
575000 |
1.35% |
7. AES Panama Generation Hldg 4.375% 5/31/2030 |
BBG00WLL1Y58 |
PA |
625000 |
1.33% |
8. Ecopetrol Sa 8.875% 1/13/2033 |
BBG01C9JG584 |
CO |
525000 |
1.30% |
9. Perusahaan Listrik Negar 4.125% 5/15/2027 |
BBG00GNMQP51 |
ID |
541000 |
1.26% |
10. JSW Steel Ltd 5.05% 4/5/2032 |
BBG012JDBC51 |
IN |
600000 |
1.21% |
11. Mizrahi Tefahot Bank Ltd 3.077% 4/7/2031 |
BBG00ZSJKR62 |
IL |
550000 |
1.18% |
12. Nexa Resources Sa 6.5% 1/18/2028 |
BBG00VHJ5247 |
BR |
500000 |
1.18% |
13. Turk Sise Ve Cam Fabrika 6.95% 3/14/2026 |
BBG00NK9XBQ8 |
TR |
500000 |
1.16% |
14. Medco Bell Pte Ltd 6.375% 1/30/2027 |
BBG00RDTS0F5 |
ID |
478000 |
1.10% |
15. C&W Senior Financing Dac 6.875% 9/15/2027 |
BBG00HDSV948 |
IE |
475000 |
1.09% |
16. Posco 5.625% 1/17/2026 |
BBG01C6SCPL2 |
KR |
450000 |
1.08% |
17. Banco Do Brasil (Cayman) 9% |
BBG006MM4XN1 |
BR |
450000 |
1.07% |
18. Ct Trust 5.125% 2/3/2032 |
BBG014X2R8T1 |
GT |
500000 |
1.06% |
19. PTTEP Treasury Center Co 3.903% 12/6/2059 |
BBG00QZ1TXM3 |
TH |
600000 |
1.06% |
20. Cntl AMR Bottling Corp 5.25% 4/27/2029 |
BBG014QZPM26 |
GT |
460000 |
1.05% |
21. Altice Financing Sa 5.75% 8/15/2029 |
BBG0120R4JV4 |
LU |
525000 |
1.05% |
22. Summit Digitel Infrastr 2.875% 8/12/2031 |
BBG01213J3V5 |
IN |
550000 |
1.05% |
23. Saudi International Bond 5% 1/18/2053 |
BBG01C9CP0G1 |
SA |
450000 |
1.02% |
24. Gold Fields Orogen Hold 5.125% 5/15/2024 |
BBG00P3B34W9 |
ZA |
425000 |
1.01% |
25. Millicom Intl Cellular 4.5% 4/27/2031 |
BBG00XXX15N0 |
CO |
500000 |
1.01% |
26. Bank Hapoalim 3.255% 1/21/2032 |
BBG0130RST26 |
IL |
475000 |
1.00% |
27. Misc Capital Two Labuan 3.75% 4/6/2027 |
BBG016F04YW4 |
MY |
450000 |
1.00% |
28. DP World Ltd 6.85% 7/2/2037 |
BBG0000JHK95 |
AE |
370000 |
0.99% |
29. Oleoducto Central Sa 4% 7/14/2027 |
BBG00VZR5Z55 |
CO |
450000 |
0.97% |
30. GC Treasury Centre Co 4.4% 3/30/2032 |
BBG0169DTSS4 |
TH |
440000 |
0.96% |
31. MDGH Gmtn Rsc Ltd 5.5% 4/28/2033 |
BBG01B2QWLY5 |
AE |
375000 |
0.95% |
32. Grupo Bimbo SAB De CV 5.95% |
BBG00KL6MDS5 |
MX |
400000 |
0.95% |
33. Woori Bank 4.75% 4/30/2024 |
BBG006D5JQN7 |
KR |
400000 |
0.94% |
34. Bidvest Group UK Plc 3.625% 9/23/2026 |
BBG012LSMLD4 |
ZA |
425000 |
0.94% |
35. Equate Petrochemical BV 4.25% 11/3/2026 |
BBG00F37RBM9 |
KW |
400000 |
0.93% |
36. Kookmin Bank 2.5% 11/4/2030 |
BBG00Y05Z987 |
KR |
475000 |
0.93% |
37. Korea Electric Power Co 3.625% 6/14/2025 |
BBG017ZP5Z24 |
KR |
400000 |
0.92% |
38. Banco Mercantil de Norte 7.5% |
BBG00PH23R53 |
MX |
400000 |
0.91% |
39. Tullow Oil Plc 10.25% 5/15/2026 |
BBG010KLMHK5 |
GH |
439000 |
0.90% |
40. Telefonica Moviles Chile 3.537% 11/18/2031 |
BBG013GJCW18 |
CL |
450000 |
0.90% |
41. Galaxy Pipeline Assets 1.75% 9/30/2027 |
BBG00Y04L1K8 |
AE |
405994 |
0.90% |
42. Israel Discount Bank 5.375% 1/26/2028 |
BBG01CCV18C8 |
IL |
375000 |
0.89% |
43. Sigma Finance Nl 4.875% 3/27/2028 |
BBG00KFN0KM9 |
NL |
385000 |
0.89% |
44. Alpek Sa De Cv 4.25% 9/18/2029 |
BBG00Q787303 |
MX |
400000 |
0.88% |
45. Commercial Bank Psqc/The 4.5% |
BBG00ZF9Y3W7 |
QA |
400000 |
0.88% |
46. Vedanta Resources 8.95% 3/11/2025 |
BBG00ZFFJBY0 |
IN |
450000 |
0.87% |
47. Korea Electric Power Co 5.5% 4/6/2028 |
BBG019VV34H6 |
KR |
350000 |
0.85% |
48. TSMC Global Ltd 4.625% 7/22/2032 |
BBG018WDRQX4 |
TW |
350000 |
0.85% |
49. Emirates NBD Bank PJSC 6.125% |
BBG00NKZW8F0 |
AE |
350000 |
0.84% |
50. Lenovo Group Ltd 5.831% 1/27/2028 |
BBG018WT49K6 |
CN |
350000 |
0.84% |
51. Bancolombia SA 4.625% 12/18/2029 |
BBG00R2G7BF4 |
CO |
385000 |
0.83% |
52. Canpack SA Eastern Land 3.125% 11/1/2025 |
BBG00XTT72Y3 |
PL |
384000 |
0.82% |
53. Alibaba Group Holding 3.6% 11/28/2024 |
BBG00B9TFH53 |
CN |
350000 |
0.81% |
54. GCC Sab De CV 3.614% 4/20/2032 |
BBG014H2NX18 |
MX |
400000 |
0.81% |
55. Lenovo Group Ltd 6.536% 7/27/2032 |
BBG018WT49L5 |
CN |
330000 |
0.81% |
56. Geopark Ltd 5.5% 1/17/2027 |
BBG00RD5JQ51 |
CO |
375000 |
0.80% |
57. Posco 5.75% 1/17/2028 |
BBG01C6SCPM1 |
KR |
325000 |
0.80% |
58. Export-Import Bk India 5.5% 1/18/2033 |
BBG01C99MQD7 |
IN |
325000 |
0.79% |
59. Ooredoo Intl Finance 2.625% 4/8/2031 |
BBG00ZV8HDB1 |
QA |
375000 |
0.78% |
60. Inretail Consumer 3.25% 3/22/2028 |
BBG00ZMFQHV4 |
PE |
375000 |
0.77% |
61. Bharti Airtel Intl 5.35% 05/20/2024 |
BBG006GZ2KK2 |
IN |
323000 |
0.77% |
62. Petroleos Mexicanos 6.875% 8/4/2026 |
BBG00FM52W52 |
MX |
325000 |
0.75% |
63. Equate Petrochemical BV 2.625% 4/28/2028 |
BBG0107SNZ97 |
KW |
350000 |
0.75% |
64. Ecopetrol Sa 6.875% 4/29/2030 |
BBG00TGKZJN9 |
CO |
325000 |
0.73% |
65. GENM Capital Labuan 3.882% 4/19/2031 |
BBG0100NH4F4 |
MY |
375000 |
0.73% |
66. JBS USA/Food/Finance 3.625% 1/15/2032 |
BBG019C261X6 |
US |
368000 |
0.73% |
67. Republic of Serbia 6.5% 9/26/2033 |
BBG01CD4YMY6 |
EU |
300000 |
0.71% |
68. CK Hutchison Intntl 21 2.5% 4/15/2031 |
BBG0100NJ6D9 |
GB |
350000 |
0.71% |
69. MGM China Holdings Ltd 4.75% 2/1/2027 |
BBG00ZSKZRJ9 |
MO |
325000 |
0.70% |
70. Celulosa Arauco Constitu 5.5% 11/2/2047 |
BBG00KVSQ1Q0 |
CL |
325000 |
0.70% |
71. Bangkok Bank Pcl/HK 4.45% 9/19/2028 |
BBG00LYKKT78 |
TH |
300000 |
0.70% |
72. Engie Energia Chile Sa 3.4% 1/28/2030 |
BBG00RJSY803 |
CL |
350000 |
0.70% |
73. Melco Resorts Finance |
BBG00W26SNP5 |
KY |
325000 |
0.69% |
74. Akbank Tas 6.8% 2/6/2026 |
BBG00VSZPSX8 |
TR |
300000 |
0.69% |
75. Israel Electric Corp Ltd 4.25% 8/14/2028 |
BBG00JYFH632 |
IL |
300000 |
0.69% |
76. EIG Pearl Holdings Sarl 3.545% 8/31/2036 |
BBG014K75701 |
SA |
325000 |
0.68% |
77. Inversiones Cmpc Sa 3% 4/6/2031 |
BBG00ZVVM6S1 |
CL |
325000 |
0.67% |
78. NBK TIER 1 FINANCING 2 4.5% |
BBG00QTW3TB1 |
KW |
300000 |
0.67% |
79. Teva Pharmaceuticals Ne 5.125% 5/9/2029 |
BBG0136TNRY0 |
IL |
300000 |
0.67% |
80. Reliance Industries Ltd 2.875% 1/12/2032 |
BBG014CYPMM2 |
IN |
335000 |
0.67% |
81. Eig Pearl Holdings Sarl 4.387% 11/30/2046 |
|
SA |
350000 |
0.66% |
82. CSN Resources Sa 4.625% 6/10/2031 |
BBG011991JM0 |
BR |
325000 |
0.66% |
83. Antofagasta Plc 5.625% 5/13/2032 |
BBG017BS9394 |
CL |
275000 |
0.66% |
84. Network I2I Ltd 3.975% |
BBG00ZF4W0M7 |
IN |
300000 |
0.65% |
85. ENN Clean Energy 3.375% 5/12/2026 |
BBG010TBDXT4 |
CN |
300000 |
0.65% |
86. Sweihan PV Power Co Pjsc 3.625% 1/31/2049 |
BBG014K34GJ1 |
AE |
322793 |
0.65% |
87. ATP Tow / And Telecom 4.05% 4/27/2026 |
BBG0105WN8T8 |
CL |
300000 |
0.64% |
88. Shinhan Financial Group 2.875% |
BBG010RJSNC3 |
KR |
300000 |
0.64% |
89. Arcor Saic 8.25% 10/9/2027 |
BBG01BC7RW05 |
AR |
250000 |
0.64% |
90. Banco De Credito Del Per 3.125% 7/1/2030 |
BBG00VR7LZJ5 |
PE |
285000 |
0.62% |
91. Standard Chartered Plc |
BBG01C72QRX6 |
GB |
250000 |
0.62% |
92. Standard Chartered Plc |
BBG01C72QRN7 |
GB |
250000 |
0.61% |
93. Anglogold Holdings Plc 6.5% 4/15/2040 |
BBG00007JLB4 |
ZA |
256000 |
0.61% |
94. Bank Leumi Le-Israel 5.125% 7/27/2027 |
BBG018W8VYK7 |
IL |
250000 |
0.60% |
95. Republic of Colombia 7.5% 2/2/2034 |
BBG01D22SFB7 |
CO |
250000 |
0.60% |
96. Qatar Petroleum 3.3% 7/12/2051 |
BBG011MR3M00 |
QA |
325000 |
0.60% |
97. Oryx Funding Ltd 5.8% 2/3/2031 |
BBG00Z1WYYL5 |
OM |
250000 |
0.59% |
98. Melco Resorts Finance 5.75% 7/21/2028 |
BBG00W26SNM8 |
HK |
275000 |
0.59% |
99. Korea Development Bank 4.25% 9/8/2032 |
BBG019FNTGY8 |
KR |
250000 |
0.58% |
100. OQ Saoc 5.125% 5/6/2028 |
BBG010FNPKH1 |
OM |
250000 |
0.57% |
101. Bangkok Bank Pcl/HK 5% |
BBG00XCR3T34 |
TH |
250000 |
0.57% |
102. Galaxy Pipeline Assets 2.16% 3/31/2034 |
BBG00Z6RNMD8 |
AE |
277398 |
0.57% |
103. Suzano Austria GMBH 7% 3/16/2047 |
BBG00G4V6BF4 |
BR |
226000 |
0.57% |
104. Minerva Luxembourg Sa 4.375% 3/18/2031 |
BBG00ZJ0C016 |
BR |
275000 |
0.55% |
105. SK Hynix Inc 2.375% 1/19/2031 |
BBG00YRXT4J3 |
KR |
300000 |
0.54% |
106. Woori Bank 4.875% 1/26/2028 |
BBG01C81QXV6 |
KR |
225000 |
0.54% |
107. Teva Pharmaceuticals Ne 3.15% 10/1/2026 |
BBG00DDM0BW8 |
IL |
250000 |
0.53% |
108. Pt Pertamina (Persero) 3.1% 1/21/2030 |
BBG00RCXKNP4 |
ID |
250000 |
0.53% |
109. Braskem Idesa SAPI 6.99% 2/20/2032 |
BBG0130XG3V1 |
MX |
300000 |
0.52% |
110. Melco Resorts Finance 5.375% 12/4/2029 |
BBG00QYZLJ57 |
HK |
250000 |
0.51% |
111. Southern Copper Corp 5.875% 4/23/2045 |
BBG008K96NQ5 |
PE |
200000 |
0.51% |
112. YPF Sociedad Anonima 8.5% 6/27/2029 |
BBG00PK89BC7 |
AR |
263000 |
0.50% |
113. Abu Dhabi National Energy 4.875% 4/23/2030 |
BBG00KMVFN14 |
AE |
200000 |
0.49% |
114. Oversea-Chinese Banking 1.832% 9/10/2030 |
BBG00X3G12K0 |
SG |
225000 |
0.49% |
115. CIMB Bank Bhd 2.125% 7/20/2027 |
BBG014JFG1K4 |
MY |
225000 |
0.48% |
116. Saudi Electricity Global 5.06% 4/8/2043 |
BBG004CZSV65 |
SA |
200000 |
0.48% |
117. Medco Oak Tree Pte Ltd 7.375% 5/14/2026 |
BBG00P2GD7L3 |
ID |
200000 |
0.47% |
118. MAF Global Securities 4.75% 5/7/2024 |
BBG006F6Y9B7 |
AE |
200000 |
0.47% |
119. Celulosa Arauco Constit 4.5% 8/1/2024 |
BBG007F9RZ10 |
CL |
200000 |
0.47% |
120. Turkiye Is Bankasi A.S 6.125% 4/25/2024 |
BBG00GH607J6 |
TR |
200000 |
0.47% |
121. Office Cherifien Des Pho 6.875% 4/25/2044 |
BBG006BRJMW0 |
MA |
200000 |
0.47% |
122. Adani Ports And Special 4.375% 7/3/2029 |
BBG00PKGTJ67 |
IN |
250000 |
0.47% |
123. Office Cherifien Des Pho 4.5% 10/22/2025 |
BBG008HC45G4 |
MA |
200000 |
0.47% |
124. OQ Saoc 5.125% 5/6/2028 |
BBG010FNPM78 |
OM |
200000 |
0.46% |
125. SK Hynix Inc 3% 9/17/2024 |
BBG00Q5RGYQ7 |
KR |
200000 |
0.45% |
126. Tencent Holdings Ltd 3.975% 4/11/2029 |
BBG00NSC84K3 |
CN |
200000 |
0.45% |
127. Reliance Industries Ltd 3.667% 11/30/2027 |
BBG00J9YRRW0 |
IN |
200000 |
0.45% |
128. Cemex SAB De CV 5.2% 9/17/2030 |
BBG00XC9CSV5 |
MX |
200000 |
0.45% |
129. Alpek Sa De Cv 4.25% 9/18/2029 |
BBG00Q787321 |
MX |
200000 |
0.44% |
130. Bank Leumi Le-Israel 3.275% 1/29/2031 |
BBG00RHVHQK5 |
IL |
200000 |
0.44% |
131. Kazmunaygas National Co 3.5% 4/14/2033 |
BBG00XRYYP91 |
KZ |
225000 |
0.42% |
132. EIG Pearl Holdings Sarl 3.545% 8/31/2036 |
BBG014K4MZS7 |
SA |
200000 |
0.42% |
133. Tencent Holdings Ltd 3.925% 1/19/2038 |
BBG00JQD69L2 |
CN |
200000 |
0.41% |
134. Banc Credito Inversiones 2.875% 10/14/2031 |
BBG012VDDRV3 |
CL |
200000 |
0.40% |
135. Promigas/Gases Pacifico 3.75% 10/16/2029 |
BBG00QJ8BSX4 |
CO |
200000 |
0.40% |
136. Galaxy Pipeline Assets 2.94% 9/30/2040 |
BBG00Z6RPF78 |
AE |
193306 |
0.38% |
137. Fibria Overseas Finance 5.5% 1/17/2027 |
BBG00FPMB7M8 |
BR |
50000 |
0.12% |
138. Alfa Bank (Alfa Bond) 5.95% 4/15/2030 |
BBG00QYNF757 |
RU |
350000 |
0.08% |
139. Sovcombank (Sovcom Capt) 7.75% #N/A Field Not Applicable |
BBG00RLS70D3 |
RU |
300000 |
0.06% |
140. Galaxy Pipeline Assets 2.94% 9/30/2040 |
BBG00Z6RNYM2 |
AE |
3782 |
0.01% |
141. US Long Bond (CBT) Futr Mar23 |
BBG01C74PTY8 |
US |
-600000 |
-1.86% |
142. US 10Yr Ultra Note (CBT) Futr Mar23 |
BBG01CHX7NR4 |
US |
-3200000 |
-9.24% |
143. US 10Yr Note (CBT) Futr Mar23 |
BBG00548HTG7 |
US |
-3600000 |
-9.82% |