| 1. US 2YR NOTE (CBT) SEP23 XCBT 20230929 |
|
|
6000000 |
15.31% |
| 2. US ULTRA BOND CBT SEP23 XCBT 20230920 |
|
|
1100000 |
3.73% |
| 3. Sands China Ltd 5.4% 8/8/2028 |
BBG00MVSBD13 |
CN |
775000 |
1.83% |
| 4. Saudi Arabian Oil Co 2.25% 11/24/2030 |
BBG00Y707XB5 |
SA |
700000 |
1.46% |
| 5. US 5YR NOTE (CBT) SEP23 XCBT 20230929 |
|
|
500000 |
1.35% |
| 6. Ecopetrol Sa 8.875% 1/13/2033 |
BBG01C9JG584 |
CO |
525000 |
1.27% |
| 7. Anglo American Capital 5.5% 5/2/2033 |
BBG01GGVCKY2 |
ZA |
500000 |
1.21% |
| 8. Turk Sise Ve Cam Fabrika 6.95% 3/14/2026 |
BBG00NK9XBQ8 |
TR |
500000 |
1.18% |
| 9. JSW Steel Ltd 5.05% 4/5/2032 |
BBG012JDBC51 |
IN |
600000 |
1.18% |
| 10. Nexa Resources Sa 6.5% 1/18/2028 |
BBG00VHJ5247 |
BR |
500000 |
1.18% |
| 11. Posco 5.625% 1/17/2026 |
BBG01C6SCPL2 |
KR |
450000 |
1.12% |
| 12. Engie Energia Chile Sa 3.4% 1/28/2030 |
BBG00RJSY803 |
CL |
550000 |
1.12% |
| 13. Banco Do Brasil (Cayman) 9% |
BBG006MM4XN1 |
BR |
450000 |
1.12% |
| 14. Banco De Credito Del Per 3.125% 7/1/2030 |
BBG00VR7LZJ5 |
PE |
485000 |
1.10% |
| 15. Medco Bell Pte Ltd 6.375% 1/30/2027 |
BBG00RDTS0F5 |
ID |
478000 |
1.07% |
| 16. CK Hutchison Intl 23 4.875% 4/21/2033 |
BBG01G92GSN5 |
GB |
425000 |
1.06% |
| 17. Bangkok Bank Pcl/Hk 3.733% 9/25/2034 |
BBG00Q9CZ5J6 |
TH |
500000 |
1.06% |
| 18. Misc Capital Two Labuan 3.75% 4/6/2027 |
BBG016F04YW4 |
MY |
450000 |
1.05% |
| 19. Gold Fields Orogen Hold 5.125% 5/15/2024 |
BBG00P3B34W9 |
ZA |
425000 |
1.05% |
| 20. Teva Pharmaceuticals Ne 8.125% 9/15/2031 |
BBG01FNVYP35 |
IL |
400000 |
1.03% |
| 21. C&W Senior Financing Dac 6.875% 9/15/2027 |
BBG00HDSV948 |
IE |
475000 |
1.02% |
| 22. Bank Hapoalim 3.255% 1/21/2032 |
BBG0130RST26 |
IL |
475000 |
1.00% |
| 23. Altice Financing Sa 5.75% 8/15/2029 |
BBG0120R4JV4 |
LU |
525000 |
1.00% |
| 24. GC Treasury Centre Co 4.4% 3/30/2032 |
BBG0169DTSS4 |
TH |
440000 |
1.00% |
| 25. DP World Ltd 6.85% 7/2/2037 |
BBG0000JHK95 |
AE |
370000 |
1.00% |
| 26. United Mexican States 6.338% 5/4/2053 |
BBG01GCSF7J6 |
MX |
400000 |
1.00% |
| 27. Bank Gospodarstwa Krajow 5.375% 5/22/2033 |
BBG01GLHPFS1 |
PL |
400000 |
0.99% |
| 28. Cemex Sab De Cv 9.125% |
BBG01FSPC9P9 |
MX |
400000 |
0.99% |
| 29. Ct Trust 5.125% 2/3/2032 |
BBG014X2R8T1 |
GT |
500000 |
0.98% |
| 30. Kookmin Bank 2.5% 11/4/2030 |
BBG00Y05Z987 |
KR |
475000 |
0.97% |
| 31. Equate Petrochemical BV 4.25% 11/3/2026 |
BBG00F37RBM9 |
KW |
400000 |
0.96% |
| 32. Bidvest Group UK Plc 3.625% 9/23/2026 |
BBG012LSMLD4 |
ZA |
425000 |
0.94% |
| 33. Sigma Finance Nl 4.875% 3/27/2028 |
BBG00KFN0KM9 |
NL |
385000 |
0.94% |
| 34. HSBC Holdings Plc 7.39% 11/3/2028 |
BBG01B708864 |
GB |
350000 |
0.93% |
| 35. Israel Discount Bank 5.375% 1/26/2028 |
BBG01CCV18C8 |
IL |
375000 |
0.92% |
| 36. Telefonica Moviles Chile 3.537% 11/18/2031 |
BBG013GJCW18 |
CL |
450000 |
0.90% |
| 37. Commercial Bank Psqc/The 4.5% |
BBG00ZF9Y3W7 |
QA |
400000 |
0.90% |
| 38. Alpek Sa De Cv 4.25% 9/18/2029 |
BBG00Q787303 |
MX |
400000 |
0.89% |
| 39. Petroleos Mexicanos 10% 2/7/2033 |
BBG01DR7QLZ2 |
MX |
400000 |
0.89% |
| 40. Lenovo Group Ltd 5.831% 1/27/2028 |
BBG018WT49K6 |
CN |
350000 |
0.87% |
| 41. TSMC Global Ltd 4.625% 7/22/2032 |
BBG018WDRQX4 |
TW |
350000 |
0.87% |
| 42. Banco Mercantil de Norte 7.5% |
BBG00PH23R53 |
MX |
400000 |
0.86% |
| 43. Emirates NBD Bank PJSC 6.125% |
BBG00NKZW8F0 |
AE |
350000 |
0.86% |
| 44. AES Panama Generation Hldg 4.375% 5/31/2030 |
BBG00WLL1Y58 |
PA |
396418 |
0.86% |
| 45. GCC Sab De CV 3.614% 4/20/2032 |
BBG014H2NX18 |
MX |
400000 |
0.85% |
| 46. Canpack SA Eastern Land 3.125% 11/1/2025 |
BBG00XTT72Y3 |
PL |
384000 |
0.85% |
| 47. Alibaba Group Holding 3.6% 11/28/2024 |
BBG00B9TFH53 |
CN |
350000 |
0.85% |
| 48. Galaxy Pipeline Assets 1.75% 9/30/2027 |
BBG00Y04L1K8 |
AE |
364685 |
0.84% |
| 49. Vedanta Resources 8.95% 3/11/2025 |
BBG00ZFFJBY0 |
IN |
450000 |
0.84% |
| 50. Greensaif Pipelines Bidc 6.129% 2/23/2038 |
BBG01F6B67H4 |
SA |
325000 |
0.83% |
| 51. Posco 5.75% 1/17/2028 |
BBG01C6SCPM1 |
KR |
325000 |
0.83% |
| 52. Lenovo Group Ltd 6.536% 7/27/2032 |
BBG018WT49L5 |
CN |
330000 |
0.83% |
| 53. Export-Import Bk India 5.5% 1/18/2033 |
BBG01C99MQD7 |
IN |
325000 |
0.82% |
| 54. Ooredoo Intl Finance 2.625% 4/8/2031 |
BBG00ZV8HDB1 |
QA |
375000 |
0.81% |
| 55. Korea National Oil Corp 4.875% 4/3/2028 |
BBG01G230183 |
KR |
325000 |
0.81% |
| 56. Bancolombia SA 4.625% 12/18/2029 |
BBG00R2G7BF4 |
CO |
385000 |
0.80% |
| 57. Sasol Financing USA LLC 8.75% 5/3/2029 |
BBG01GF4KYT0 |
ZA |
325000 |
0.77% |
| 58. Equate Petrochemical BV 2.625% 4/28/2028 |
BBG0107SNZ97 |
KW |
350000 |
0.76% |
| 59. Geopark Ltd 5.5% 1/17/2027 |
BBG00RD5JQ51 |
CO |
375000 |
0.75% |
| 60. GENM Capital Labuan 3.882% 4/19/2031 |
BBG0100NH4F4 |
MY |
375000 |
0.75% |
| 61. CK Hutchison Intntl 21 2.5% 4/15/2031 |
BBG0100NJ6D9 |
GB |
350000 |
0.74% |
| 62. Petroleos Mexicanos 6.875% 8/4/2026 |
BBG00FM52W52 |
MX |
325000 |
0.74% |
| 63. Ecopetrol Sa 6.875% 4/29/2030 |
BBG00TGKZJN9 |
CO |
325000 |
0.72% |
| 64. MGM China Holdings Ltd 4.75% 2/1/2027 |
BBG00ZSKZRJ9 |
MO |
325000 |
0.72% |
| 65. PTTEP Treasury Center Co 3.903% 12/6/2059 |
BBG00QZ1TXM3 |
TH |
400000 |
0.72% |
| 66. Thaioil Trsry Center 4.625% 11/20/2028 |
BBG00MK3B4Q3 |
TH |
300000 |
0.71% |
| 67. Israel Electric Corp Ltd 4.25% 8/14/2028 |
BBG00JYFH632 |
IL |
300000 |
0.70% |
| 68. Reliance Industries Ltd 2.875% 1/12/2032 |
BBG014CYPMM2 |
IN |
335000 |
0.70% |
| 69. Summit Digitel Infrastr 2.875% 8/12/2031 |
BBG01213J3V5 |
IN |
350000 |
0.70% |
| 70. Akbank Tas 6.8% 2/6/2026 |
BBG00VSZPSX8 |
TR |
300000 |
0.69% |
| 71. EIG Pearl Holdings Sarl 3.545% 8/31/2036 |
BBG014K75701 |
SA |
325000 |
0.69% |
| 72. NBK TIER 1 FINANCING 2 4.5% |
BBG00QTW3TB1 |
KW |
300000 |
0.69% |
| 73. ENN Clean Energy 3.375% 5/12/2026 |
BBG010TBDXT4 |
CN |
300000 |
0.68% |
| 74. Melco Resorts Finance |
BBG00W26SNP5 |
KY |
325000 |
0.68% |
| 75. Eig Pearl Holdings Sarl 4.387% 11/30/2046 |
BBG014K4N6N5 |
SA |
350000 |
0.68% |
| 76. Magyar Export-Import Ban 6.125% 12/4/2027 |
BBG01GDD7P89 |
HU |
275000 |
0.68% |
| 77. Antofagasta Plc 5.625% 5/13/2032 |
BBG017BS9394 |
CL |
275000 |
0.67% |
| 78. Teva Pharmaceuticals Ne 5.125% 5/9/2029 |
BBG0136TNRY0 |
IL |
300000 |
0.67% |
| 79. Network I2I Ltd 3.975% |
BBG00ZF4W0M7 |
IN |
300000 |
0.66% |
| 80. Inversiones Cmpc Sa 3% 4/6/2031 |
BBG00ZVVM6S1 |
CL |
325000 |
0.66% |
| 81. Shinhan Financial Group 2.875% |
BBG010RJSNC3 |
KR |
300000 |
0.65% |
| 82. Arcor Saic 8.25% 10/9/2027 |
BBG01BC7RW05 |
AR |
250000 |
0.65% |
| 83. Sweihan PV Power Co Pjsc 3.625% 1/31/2049 |
BBG014K34GJ1 |
AE |
316413 |
0.64% |
| 84. Standard Chartered Plc |
BBG01C72QRX6 |
GB |
250000 |
0.63% |
| 85. Standard Chartered Plc |
BBG01C72QRN7 |
GB |
250000 |
0.62% |
| 86. Anglogold Holdings Plc 6.5% 4/15/2040 |
BBG00007JLB4 |
ZA |
256000 |
0.62% |
| 87. CSN Resources Sa 4.625% 6/10/2031 |
BBG011991JM0 |
BR |
325000 |
0.61% |
| 88. Cntl AMR Bottling Corp 5.25% 4/27/2029 |
BBG014QZPM26 |
GT |
260000 |
0.60% |
| 89. Oryx Funding Ltd 5.8% 2/3/2031 |
BBG00Z1WYYL5 |
OM |
250000 |
0.60% |
| 90. Mizrahi Tefahot Bank Ltd 3.077% 4/7/2031 |
BBG00ZSJKR62 |
IL |
275000 |
0.59% |
| 91. OQ Saoc 5.125% 5/6/2028 |
BBG010FNPKH1 |
OM |
250000 |
0.58% |
| 92. Melco Resorts Finance 5.75% 7/21/2028 |
BBG00W26SNM8 |
HK |
275000 |
0.58% |
| 93. Perusahaan Listrik Negar 4.125% 5/15/2027 |
BBG00GNMQP51 |
ID |
241000 |
0.57% |
| 94. SK Hynix Inc 2.375% 1/19/2031 |
BBG00YRXT4J3 |
KR |
300000 |
0.57% |
| 95. Galaxy Pipeline Assets 2.16% 3/31/2034 |
BBG00Z6RNMD8 |
AE |
266130 |
0.56% |
| 96. Woori Bank 4.875% 1/26/2028 |
BBG01C81QXV6 |
KR |
225000 |
0.56% |
| 97. Suzano Austria GMBH 7% 3/16/2047 |
BBG00G4V6BF4 |
BR |
226000 |
0.56% |
| 98. Banco Do Brasil (Cayman) 6.25% 4/18/2030 |
BBG01G6JS9M1 |
BR |
225000 |
0.56% |
| 99. Empresa Nacional Del Pet 6.15% 5/10/2033 |
BBG01GG0F9Y2 |
CL |
225000 |
0.55% |
| 100. Korea National Oil Corp 4.75% 4/3/2026 |
BBG01G230138 |
KR |
225000 |
0.55% |
| 101. Pt Pertamina (Persero) 3.1% 1/21/2030 |
BBG00RCXKNP4 |
ID |
250000 |
0.55% |
| 102. Minerva Luxembourg Sa 4.375% 3/18/2031 |
BBG00ZJ0C016 |
BR |
275000 |
0.53% |
| 103. YPF Sociedad Anonima 8.5% 6/27/2029 |
BBG00PK89BC7 |
AR |
263000 |
0.52% |
| 104. Oversea-Chinese Banking 1.832% 9/10/2030 |
BBG00X3G12K0 |
SG |
225000 |
0.51% |
| 105. CIMB Bank Bhd 2.125% 7/20/2027 |
BBG014JFG1K4 |
MY |
225000 |
0.51% |
| 106. Adani Ports And Special 4.375% 7/3/2029 |
BBG00PKGTJ67 |
IN |
250000 |
0.50% |
| 107. Melco Resorts Finance 5.375% 12/4/2029 |
BBG00QYZLJ57 |
HK |
250000 |
0.50% |
| 108. HSBC Holdings Plc 8% |
BBG01FP1QP10 |
GB |
200000 |
0.49% |
| 109. MAF Global Securities 4.75% 5/7/2024 |
BBG006F6Y9B7 |
AE |
200000 |
0.49% |
| 110. Celulosa Arauco Constit 4.5% 8/1/2024 |
BBG007F9RZ10 |
CL |
200000 |
0.49% |
| 111. Antofagasta Plc 5.625% 5/13/2032 |
BBG017BS95V4 |
CL |
200000 |
0.49% |
| 112. Office Cherifien Des Pho 4.5% 10/22/2025 |
BBG008HC45G4 |
MA |
200000 |
0.48% |
| 113. Oleoducto Central Sa 4% 7/14/2027 |
BBG00VZR5Z55 |
CO |
227000 |
0.48% |
| 114. Korea Electric Power Co 3.625% 6/14/2025 |
BBG017ZP5Z24 |
KR |
200000 |
0.48% |
| 115. BRASKEM NETHERLANDS COMPANY GUAR REGS 02/33 7.25 |
BBG01F5V0FC4 |
|
200000 |
0.48% |
| 116. Braskem Netherlands 7.25% 2/13/2033 |
BBG01F5V0F16 |
BR |
200000 |
0.48% |
| 117. Turkiye Is Bankasi A.S 6.125% 4/25/2024 |
BBG00GH607J6 |
TR |
200000 |
0.48% |
| 118. SK Hynix Inc 3% 9/17/2024 |
BBG00Q5RGYQ7 |
KR |
200000 |
0.48% |
| 119. Medco Oak Tree Pte Ltd 7.375% 5/14/2026 |
BBG00P2GD7L3 |
ID |
200000 |
0.48% |
| 120. Reliance Industries Ltd 3.667% 11/30/2027 |
BBG00J9YRRW0 |
IN |
200000 |
0.47% |
| 121. Tencent Holdings Ltd 3.975% 4/11/2029 |
BBG00NSC84K3 |
CN |
200000 |
0.47% |
| 122. Cemex SAB De CV 5.2% 9/17/2030 |
BBG00XC9CSV5 |
MX |
200000 |
0.46% |
| 123. Kazmunaygas National Co 6.375% 10/24/2048 |
BBG00KHNX0Q1 |
KZ |
225000 |
0.46% |
| 124. Office Cherifien Des Pho 6.875% 4/25/2044 |
BBG006BRJMW0 |
MA |
200000 |
0.45% |
| 125. Bidvest Group UK Plc 3.625% 9/23/2026 |
BBG012GKPY64 |
GB |
200000 |
0.44% |
| 126. Bank Leumi Le-Israel 3.275% 1/29/2031 |
BBG00RHVHQK5 |
IL |
200000 |
0.44% |
| 127. Minerva Luxembourg Sa 4.375% 3/18/2031 |
BBG00ZJ0C043 |
BR |
225000 |
0.43% |
| 128. BANCO MERCANTIL DE NORTE 7.5% |
BBG00PH23TP7 |
MX |
200000 |
0.43% |
| 129. AES Panama Generation Hl 4.375% 5/31/2030 |
BBG00WLL1YC0 |
PA |
198209 |
0.43% |
| 130. EIG Pearl Holdings Sarl 3.545% 8/31/2036 |
BBG014K4MZS7 |
SA |
200000 |
0.42% |
| 131. Millicom Intl Cellular 4.5% 4/27/2031 |
BBG00XXX15N0 |
CO |
225000 |
0.42% |
| 132. Kazmunaygas National Co 3.5% 4/14/2033 |
BBG00XRYYP91 |
KZ |
225000 |
0.42% |
| 133. Banc Credito Inversiones 2.875% 10/14/2031 |
BBG012VDDRV3 |
CL |
200000 |
0.41% |
| 134. Galaxy Pipeline Assets 2.94% 9/30/2040 |
BBG00Z6RPF78 |
AE |
189970 |
0.38% |
| 135. Tullow Oil Plc 10.25% 5/15/2026 |
BBG010KLMHK5 |
GH |
188000 |
0.35% |
| 136. Fibria Overseas Finance 5.5% 1/17/2027 |
BBG00FPMB7M8 |
BR |
50000 |
0.12% |
| 137. Sovcombank (Sovcom Capt) 7.75% #N/A Field Not Applicable |
BBG00RLS70D3 |
RU |
300000 |
0.06% |
| 138. Alfa Bank (Alfa Bond) 5.95% 4/15/2030 |
BBG00QYNF757 |
RU |
350000 |
0.05% |
| 139. Galaxy Pipeline Assets 2.94% 9/30/2040 |
BBG00Z6RNYM2 |
AE |
3716 |
0.01% |
| 140. US Long Bond (CBT) Futr Sept23 |
|
US |
-300000 |
-0.95% |
| 141. US 10Yr Note (CBT) Futr Sept23 |
|
US |
-1900000 |
-5.39% |
| 142. US 10YR ULTRA FUT SEP23 XCBT 20230920 |
|
|
-4000000 |
-11.95% |