| 1. US 2YR NOTE (CBT) SEP23 XCBT 20230929 |
|
12.84% |
| 2. US ULTRA BOND CBT SEP23 XCBT 20230920 |
|
3.11% |
| 3. US 5YR NOTE (CBT) SEP23 XCBT 20230929 |
|
1.76% |
| 4. Sands China Ltd 5.4% 8/8/2028 |
CN |
1.69% |
| 5. Saudi Arabian Oil Co 2.25% 11/24/2030 |
SA |
1.35% |
| 6. Ecopetrol Sa 8.875% 1/13/2033 |
CO |
1.17% |
| 7. Anglo American Capital 5.5% 5/2/2033 |
ZA |
1.12% |
| 8. Nexa Resources Sa 6.5% 1/18/2028 |
BR |
1.11% |
| 9. JSW Steel Ltd 5.05% 4/5/2032 |
IN |
1.10% |
| 10. Turk Sise Ve Cam Fabrika 6.95% 3/14/2026 |
TR |
1.09% |
| 11. Engie Energia Chile Sa 3.4% 1/28/2030 |
CL |
1.05% |
| 12. Banco Do Brasil (Cayman) 9% |
BR |
1.04% |
| 13. Posco 5.625% 1/17/2026 |
KR |
1.04% |
| 14. Banco De Credito Del Per 3.125% 7/1/2030 |
PE |
1.03% |
| 15. Medco Bell Pte Ltd 6.375% 1/30/2027 |
ID |
1.00% |
| 16. Gold Fields Orogen Hold 5.125% 5/15/2024 |
ZA |
0.98% |
| 17. CK Hutchison Intl 23 4.875% 4/21/2033 |
GB |
0.98% |
| 18. Misc Capital Two Labuan 3.75% 4/6/2027 |
MY |
0.98% |
| 19. Bangkok Bank Pcl/Hk 3.733% 9/25/2034 |
TH |
0.97% |
| 20. Teva Pharmaceuticals Ne 8.125% 9/15/2031 |
IL |
0.96% |
| 21. C&W Senior Financing Dac 6.875% 9/15/2027 |
IE |
0.95% |
| 22. DP World Ltd 6.85% 7/2/2037 |
AE |
0.93% |
| 23. Bank Hapoalim 3.255% 1/21/2032 |
IL |
0.93% |
| 24. Altice Financing Sa 5.75% 8/15/2029 |
LU |
0.93% |
| 25. Cemex Sab De Cv 9.125% |
MX |
0.92% |
| 26. Bank Gospodarstwa Krajow 5.375% 5/22/2033 |
PL |
0.92% |
| 27. United Mexican States 6.338% 5/4/2053 |
MX |
0.92% |
| 28. GC Treasury Centre Co 4.4% 3/30/2032 |
TH |
0.92% |
| 29. Ct Trust 5.125% 2/3/2032 |
GT |
0.91% |
| 30. Equate Petrochemical BV 4.25% 11/3/2026 |
KW |
0.90% |
| 31. Kookmin Bank 2.5% 11/4/2030 |
KR |
0.89% |
| 32. Bidvest Group UK Plc 3.625% 9/23/2026 |
ZA |
0.88% |
| 33. Sigma Finance Nl 4.875% 3/27/2028 |
NL |
0.87% |
| 34. Israel Discount Bank 5.375% 1/26/2028 |
IL |
0.86% |
| 35. HSBC Holdings Plc 7.39% 11/3/2028 |
GB |
0.86% |
| 36. Telefonica Moviles Chile 3.537% 11/18/2031 |
CL |
0.84% |
| 37. Commercial Bank Psqc/The 4.5% |
QA |
0.84% |
| 38. Alpek Sa De Cv 4.25% 9/18/2029 |
MX |
0.83% |
| 39. Petroleos Mexicanos 10% 2/7/2033 |
MX |
0.83% |
| 40. AES Panama Generation Hldg 4.375% 5/31/2030 |
PA |
0.81% |
| 41. Banco Mercantil de Norte 7.5% |
MX |
0.81% |
| 42. Lenovo Group Ltd 5.831% 1/27/2028 |
CN |
0.81% |
| 43. Emirates NBD Bank PJSC 6.125% |
AE |
0.80% |
| 44. TSMC Global Ltd 4.625% 7/22/2032 |
TW |
0.80% |
| 45. GCC Sab De CV 3.614% 4/20/2032 |
MX |
0.79% |
| 46. Canpack SA Eastern Land 3.125% 11/1/2025 |
PL |
0.79% |
| 47. Alibaba Group Holding 3.6% 11/28/2024 |
CN |
0.79% |
| 48. Galaxy Pipeline Assets 1.75% 9/30/2027 |
AE |
0.78% |
| 49. Greensaif Pipelines Bidc 6.129% 2/23/2038 |
SA |
0.77% |
| 50. Posco 5.75% 1/17/2028 |
KR |
0.77% |
| 51. Lenovo Group Ltd 6.536% 7/27/2032 |
CN |
0.76% |
| 52. Ooredoo Intl Finance 2.625% 4/8/2031 |
QA |
0.76% |
| 53. Vedanta Resources 8.95% 3/11/2025 |
IN |
0.76% |
| 54. Export-Import Bk India 5.5% 1/18/2033 |
IN |
0.75% |
| 55. Korea National Oil Corp 4.875% 4/3/2028 |
KR |
0.75% |
| 56. Bancolombia SA 4.625% 12/18/2029 |
CO |
0.75% |
| 57. Sasol Financing USA LLC 8.75% 5/3/2029 |
ZA |
0.72% |
| 58. Equate Petrochemical BV 2.625% 4/28/2028 |
KW |
0.71% |
| 59. Geopark Ltd 5.5% 1/17/2027 |
CO |
0.70% |
| 60. GENM Capital Labuan 3.882% 4/19/2031 |
MY |
0.70% |
| 61. Petroleos Mexicanos 6.875% 8/4/2026 |
MX |
0.69% |
| 62. CK Hutchison Intntl 21 2.5% 4/15/2031 |
GB |
0.69% |
| 63. MGM China Holdings Ltd 4.75% 2/1/2027 |
MO |
0.67% |
| 64. Ecopetrol Sa 6.875% 4/29/2030 |
CO |
0.67% |
| 65. Thaioil Trsry Center 4.625% 11/20/2028 |
TH |
0.66% |
| 66. PTTEP Treasury Center Co 3.903% 12/6/2059 |
TH |
0.65% |
| 67. Israel Electric Corp Ltd 4.25% 8/14/2028 |
IL |
0.65% |
| 68. Reliance Industries Ltd 2.875% 1/12/2032 |
IN |
0.64% |
| 69. Summit Digitel Infrastr 2.875% 8/12/2031 |
IN |
0.64% |
| 70. NBK TIER 1 FINANCING 2 4.5% |
KW |
0.64% |
| 71. EIG Pearl Holdings Sarl 3.545% 8/31/2036 |
SA |
0.64% |
| 72. ENN Clean Energy 3.375% 5/12/2026 |
CN |
0.64% |
| 73. Melco Resorts Finance |
KY |
0.63% |
| 74. Akbank Tas 6.8% 2/6/2026 |
TR |
0.63% |
| 75. Magyar Export-Import Ban 6.125% 12/4/2027 |
HU |
0.63% |
| 76. Eig Pearl Holdings Sarl 4.387% 11/30/2046 |
SA |
0.63% |
| 77. Antofagasta Plc 5.625% 5/13/2032 |
CL |
0.63% |
| 78. Teva Pharmaceuticals Ne 5.125% 5/9/2029 |
IL |
0.62% |
| 79. Network I2I Ltd 3.975% |
IN |
0.62% |
| 80. Shinhan Financial Group 2.875% |
KR |
0.61% |
| 81. Inversiones Cmpc Sa 3% 4/6/2031 |
CL |
0.61% |
| 82. Arcor Saic 8.25% 10/9/2027 |
AR |
0.61% |
| 83. Sweihan PV Power Co Pjsc 3.625% 1/31/2049 |
AE |
0.60% |
| 84. Standard Chartered Plc |
GB |
0.58% |
| 85. Anglogold Holdings Plc 6.5% 4/15/2040 |
ZA |
0.58% |
| 86. Standard Chartered Plc |
GB |
0.58% |
| 87. CSN Resources Sa 4.625% 6/10/2031 |
BR |
0.57% |
| 88. Cntl AMR Bottling Corp 5.25% 4/27/2029 |
GT |
0.56% |
| 89. Oryx Funding Ltd 5.8% 2/3/2031 |
OM |
0.56% |
| 90. Mizrahi Tefahot Bank Ltd 3.077% 4/7/2031 |
IL |
0.55% |
| 91. OQ Saoc 5.125% 5/6/2028 |
OM |
0.54% |
| 92. Melco Resorts Finance 5.75% 7/21/2028 |
HK |
0.54% |
| 93. Perusahaan Listrik Negar 4.125% 5/15/2027 |
ID |
0.54% |
| 94. Galaxy Pipeline Assets 2.16% 3/31/2034 |
AE |
0.53% |
| 95. SK Hynix Inc 2.375% 1/19/2031 |
KR |
0.52% |
| 96. Woori Bank 4.875% 1/26/2028 |
KR |
0.52% |
| 97. Empresa Nacional Del Pet 6.15% 5/10/2033 |
CL |
0.52% |
| 98. Banco Do Brasil (Cayman) 6.25% 4/18/2030 |
BR |
0.52% |
| 99. Suzano Austria GMBH 7% 3/16/2047 |
BR |
0.52% |
| 100. Korea National Oil Corp 4.75% 4/3/2026 |
KR |
0.51% |
| 101. Pt Pertamina (Persero) 3.1% 1/21/2030 |
ID |
0.51% |
| 102. Minerva Luxembourg Sa 4.375% 3/18/2031 |
BR |
0.49% |
| 103. YPF Sociedad Anonima 8.5% 6/27/2029 |
AR |
0.48% |
| 104. Oversea-Chinese Banking 1.832% 9/10/2030 |
SG |
0.47% |
| 105. CIMB Bank Bhd 2.125% 7/20/2027 |
MY |
0.47% |
| 106. Adani Ports And Special 4.375% 7/3/2029 |
IN |
0.47% |
| 107. Melco Resorts Finance 5.375% 12/4/2029 |
HK |
0.46% |
| 108. MAF Global Securities 4.75% 5/7/2024 |
AE |
0.46% |
| 109. HSBC Holdings Plc 8% |
GB |
0.46% |
| 110. Celulosa Arauco Constit 4.5% 8/1/2024 |
CL |
0.46% |
| 111. Antofagasta Plc 5.625% 5/13/2032 |
CL |
0.46% |
| 112. Oleoducto Central Sa 4% 7/14/2027 |
CO |
0.45% |
| 113. Office Cherifien Des Pho 4.5% 10/22/2025 |
MA |
0.45% |
| 114. Korea Electric Power Co 3.625% 6/14/2025 |
KR |
0.45% |
| 115. Braskem Netherlands 7.25% 2/13/2033 |
BR |
0.44% |
| 116. BRASKEM NETHERLANDS COMPANY GUAR REGS 02/33 7.25 |
|
0.44% |
| 117. SK Hynix Inc 3% 9/17/2024 |
KR |
0.44% |
| 118. Medco Oak Tree Pte Ltd 7.375% 5/14/2026 |
ID |
0.44% |
| 119. Turkiye Is Bankasi A.S 6.125% 4/25/2024 |
TR |
0.44% |
| 120. Reliance Industries Ltd 3.667% 11/30/2027 |
IN |
0.43% |
| 121. Tencent Holdings Ltd 3.975% 4/11/2029 |
CN |
0.43% |
| 122. Cemex SAB De CV 5.2% 9/17/2030 |
MX |
0.43% |
| 123. Kazmunaygas National Co 6.375% 10/24/2048 |
KZ |
0.42% |
| 124. Office Cherifien Des Pho 6.875% 4/25/2044 |
MA |
0.42% |
| 125. Bank Leumi Le-Israel 3.275% 1/29/2031 |
IL |
0.41% |
| 126. Bidvest Group UK Plc 3.625% 9/23/2026 |
GB |
0.41% |
| 127. AES Panama Generation Hl 4.375% 5/31/2030 |
PA |
0.40% |
| 128. BANCO MERCANTIL DE NORTE 7.5% |
MX |
0.40% |
| 129. Minerva Luxembourg Sa 4.375% 3/18/2031 |
BR |
0.40% |
| 130. EIG Pearl Holdings Sarl 3.545% 8/31/2036 |
SA |
0.39% |
| 131. Kazmunaygas National Co 3.5% 4/14/2033 |
KZ |
0.39% |
| 132. Millicom Intl Cellular 4.5% 4/27/2031 |
CO |
0.39% |
| 133. Banc Credito Inversiones 2.875% 10/14/2031 |
CL |
0.38% |
| 134. Galaxy Pipeline Assets 2.94% 9/30/2040 |
AE |
0.35% |
| 135. Tullow Oil Plc 10.25% 5/15/2026 |
GH |
0.32% |
| 136. Fibria Overseas Finance 5.5% 1/17/2027 |
BR |
0.12% |
| 137. Sovcombank (Sovcom Capt) 7.75% #N/A Field Not Applicable |
RU |
0.06% |
| 138. Alfa Bank (Alfa Bond) 5.95% 4/15/2030 |
RU |
0.05% |
| 139. Galaxy Pipeline Assets 2.94% 9/30/2040 |
AE |
0.01% |
| 140. US Long Bond (CBT) Futr Sept23 |
US |
-0.88% |
| 141. US 10Yr Note (CBT) Futr Sept23 |
US |
-4.72% |
| 142. US 10YR ULTRA FUT SEP23 XCBT 20230920 |
|
-11.01% |