Full & Historical Holdings
Euro Credit Fund
View Historical Holdings by Month
| Based on Market Value | Based on Equivalent Exposure | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| ISIN |
Securities
(on 31-Oct-25)
|
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 | |
| DE000F1ZLHR4 | Euro Schatz 2Yr Future DEC 08 25 | 2,000 | €0.00 | 0.00% | €246,851,524.00 | 23.49% | - | Non U.S. Markets | Germany | |
| XXCS100183XX | Itraxx Eur Main S44 Payer 70.00 JAN 21 26 | -385,670,000 | €-449,770.35 | -0.04% | €119,627,512.03 | 11.38% | - | Corporate Debt | Germany | |
| EU000A3K4EN5 | European Union RegS 3.125% DEC 05 28 | 53,040,000 | €64,461,408.97 | 6.13% | €64,461,408.97 | 6.13% | - | Non U.S. Markets | Supranational | |
| EU000A4ED0K0 | European Union RegS 2.75% DEC 13 32 | 42,550,000 | €49,429,788.44 | 4.70% | €49,429,788.44 | 4.70% | - | Non U.S. Markets | Supranational | |
| - | EUR/GBP FWD 20260116 SSBT-BOS | 25,855,146 | €29,801,934.52 | 2.84% | €29,801,934.52 | 2.84% | - | Unclassified | United States | |
| XS3107219993 | Province of Ontario Canada RegS 3.25% JUL 03 35 | 21,300,000 | €24,909,145.63 | 2.37% | €24,909,145.62 | 2.37% | - | Corporate Debt | Canada | |
| - | EUR/USD FWD 20260116 CBNP-PAR | 14,337,227 | €16,525,804.16 | 1.57% | €16,525,804.16 | 1.57% | - | Unclassified | United States | |
| - | EUR/USD FWD 20260116 CMSD-NYC | 13,638,690 | €15,720,635.69 | 1.50% | €15,720,635.69 | 1.50% | - | Unclassified | United States | |
| XS2892944732 | Stryker Corp 3.375% SEP 11 32 | 12,740,000 | €14,958,206.57 | 1.42% | €14,958,206.57 | 1.42% | - | Corporate Debt | United States | |
| FR001400XC78 | Credit Agricole Home Loan SFH SA RegS 2.625% FEB 17 31 | 11,700,000 | €13,693,830.23 | 1.30% | €13,693,830.23 | 1.30% | - | Corporate Debt | France | |
| XS2763026395 | Becton Dickinson & Co 3.519% FEB 08 31 | 10,290,000 | €12,442,607.10 | 1.18% | €12,442,607.10 | 1.18% | - | Corporate Debt | United States | |
| XS2726461986 | BNI Finance BV RegS 3.875% DEC 01 30 | 9,970,000 | €12,425,521.34 | 1.18% | €12,425,521.35 | 1.18% | - | Corporate Debt | United Kingdom | |
| FR001400WXW9 | Credit Mutuel Home Loan SFH SA RegS 3% JUL 29 32 | 9,600,000 | €11,213,563.07 | 1.07% | €11,213,563.08 | 1.07% | - | Corporate Debt | France | |
| XS2381853436 | National Grid PLC RegS 0.75% SEP 01 33 | 10,544,000 | €9,958,862.77 | 0.95% | €9,958,862.77 | 0.95% | - | Corporate Debt | United Kingdom | |
| XS3015115408 | TotalEnergies Capital International SA RegS 3.16% MAR 03 33 | 8,400,000 | €9,875,037.95 | 0.94% | €9,875,037.94 | 0.94% | - | Corporate Debt | France | |
| XS2827696035 | Swisscom Finance BV RegS 3.5% NOV 29 31 | 8,047,000 | €9,848,424.06 | 0.94% | €9,848,424.06 | 0.94% | - | Non U.S. Markets | Switzerland | |
| XS3171594636 | E.ON International Finance BV RegS 3.5% SEP 03 35 | 7,730,000 | €8,984,790.72 | 0.86% | €8,984,790.72 | 0.86% | - | Corporate Debt | Germany | |
| XS3019296840 | Wolters Kluwer NV RegS 3.375% MAR 20 32 | 7,469,000 | €8,943,811.32 | 0.85% | €8,943,811.31 | 0.85% | - | Corporate Debt | Netherlands | |
| XS3086253112 | National Grid North America Inc RegS 3.917% JUN 03 35 | 7,430,000 | €8,894,601.11 | 0.85% | €8,894,601.11 | 0.85% | - | Corporate Debt | United States | |
| XS3027988263 | SSE PLC RegS 3.5% MAR 18 32 | 7,395,000 | €8,891,866.17 | 0.85% | €8,891,866.17 | 0.85% | - | Corporate Debt | United Kingdom | |
| XS2929985385 | Vier Gas Transport GmbH RegS 3.375% NOV 11 31 | 7,400,000 | €8,873,741.39 | 0.84% | €8,873,741.40 | 0.84% | - | Corporate Debt | Germany | |
| XS3128477521 | Terna - Rete Elettrica Nazionale RegS 3% JUL 22 31 | 7,630,000 | €8,857,298.00 | 0.84% | €8,857,297.99 | 0.84% | - | Corporate Debt | Italy | |
| XS3003295519 | Koninklijke KPN NV RegS 3.375% FEB 17 35 | 7,600,000 | €8,853,056.70 | 0.84% | €8,853,056.69 | 0.84% | - | Corporate Debt | Netherlands | |
| FR001400IJ13 | BPCE SA RegS FRB JUN 14 34 | 6,300,000 | €7,972,551.10 | 0.76% | €7,972,551.10 | 0.76% | - | Corporate Debt | France | |
| XS3074456891 | Informa PLC RegS 3.375% JUN 09 31 | 6,770,000 | €7,970,234.87 | 0.76% | €7,970,234.86 | 0.76% | - | Corporate Debt | United Kingdom | |
| XS3000592363 | Svenska Handelsbanken AB RegS 2.875% FEB 17 32 | 6,720,000 | €7,953,570.56 | 0.76% | €7,953,570.56 | 0.76% | - | Corporate Debt | Sweden | |
| XS2599730822 | Heineken NV RegS 3.875% SEP 23 30 | 6,560,000 | €7,941,374.41 | 0.76% | €7,941,374.40 | 0.76% | - | Corporate Debt | Netherlands | |
| XS2752872882 | Nestle Finance International Ltd RegS 3% JAN 23 31 | 6,640,000 | €7,939,801.17 | 0.76% | €7,939,801.17 | 0.76% | - | Corporate Debt | United States | |
| XS3222736574 | Unilever Capital Corp RegS 2.875% OCT 31 32 | 6,860,000 | €7,838,058.24 | 0.75% | €7,837,622.45 | 0.75% | - | Corporate Debt | United Kingdom | |
| XS2909746310 | Comcast Corp 3.25% SEP 26 32 | 6,590,000 | €7,614,810.38 | 0.72% | €7,614,810.37 | 0.72% | - | Corporate Debt | United States | |
| XS3103589670 | CaixaBank SA RegS 3.375% JUN 26 35 | 6,400,000 | €7,474,600.61 | 0.71% | €7,474,600.60 | 0.71% | - | Corporate Debt | Spain | |
| XS2813774341 | Oncor Electric Delivery Co LLC RegS 3.5% MAY 15 31 | 6,160,000 | €7,391,926.22 | 0.70% | €7,391,926.21 | 0.70% | - | Corporate Debt | United States | |
| XS3174757644 | Assa Abloy AB RegS 3.371% SEP 09 32 | 6,280,000 | €7,382,776.95 | 0.70% | €7,382,776.95 | 0.70% | - | Corporate Debt | Sweden | |
| XS3082807135 | American Tower Corp 3.625% MAY 30 32 | 6,170,000 | €7,359,265.85 | 0.70% | €7,359,265.84 | 0.70% | - | Corporate Debt | United States | |
| FR0014012L94 | Engie SA RegS 3.25% JAN 11 32 | 6,300,000 | €7,313,398.96 | 0.70% | €7,313,398.96 | 0.70% | - | Corporate Debt | France | |
| FR001400SZ78 | RTE Reseau de Transport d'Electricite SADIR RegS 3.5% OCT 02 36 | 6,200,000 | €7,058,140.10 | 0.67% | €7,058,140.09 | 0.67% | - | Non U.S. Markets | France | |
| XS2778864210 | Wolters Kluwer NV RegS 3.25% MAR 18 29 | 5,790,000 | €6,943,784.59 | 0.66% | €6,943,784.59 | 0.66% | - | Corporate Debt | Netherlands | |
| XS3222558705 | Procter & Gamble Co 2.9% NOV 03 33 | 6,000,000 | €6,879,393.73 | 0.65% | €6,879,393.73 | 0.65% | - | Corporate Debt | United States | |
| XS3170345980 | Vier Gas Transport GmbH RegS 3.625% SEP 08 33 | 5,900,000 | €6,870,225.99 | 0.65% | €6,870,225.99 | 0.65% | - | Corporate Debt | Germany | |
| XS3194135706 | America Movil BV RegS 3% SEP 30 30 | 5,800,000 | €6,727,202.68 | 0.64% | €6,727,202.68 | 0.64% | - | Emerging Markets | Mexico | |
| XS3141207103 | Severn Trent Utilities Finance PLC RegS 3.875% AUG 04 37 | 5,770,000 | €6,700,228.49 | 0.64% | €6,700,228.49 | 0.64% | - | Corporate Debt | United Kingdom | |
| XS1520907814 | AbbVie Inc 2.125% NOV 17 28 | 5,735,000 | €6,693,295.59 | 0.64% | €6,693,295.59 | 0.64% | - | Corporate Debt | United States | |
| XS3040382098 | CEZ AS RegS 4.125% APR 30 33 | 5,367,000 | €6,446,783.45 | 0.61% | €6,446,783.44 | 0.61% | - | Emerging Markets | Czech Republic | |
| XS2991273462 | Severn Trent Utilities Finance PLC RegS 3.875% AUG 04 35 | 5,397,000 | €6,365,598.97 | 0.61% | €6,365,598.96 | 0.61% | - | Corporate Debt | United Kingdom | |
| FR001400L263 | Thales SA RegS 4.25% OCT 18 31 | 5,100,000 | €6,314,942.64 | 0.60% | €6,314,942.64 | 0.60% | - | Corporate Debt | France | |
| XS2446386430 | Morgan Stanley FRB MAY 07 32 | 5,350,000 | €6,217,083.44 | 0.59% | €6,217,083.44 | 0.59% | - | Corporate Debt | United States | |
| XS2902024772 | Haleon UK Capital PLC RegS 2.875% SEP 18 28 | 5,140,000 | €6,009,473.92 | 0.57% | €6,009,473.92 | 0.57% | - | Corporate Debt | United States | |
| XS2636745882 | Autostrade per l'Italia SpA RegS 5.125% JUN 14 33 | 4,635,000 | €5,971,060.16 | 0.57% | €5,971,060.17 | 0.57% | - | Corporate Debt | Italy | |
| XS2622275969 | American Tower Corp 4.625% MAY 16 31 | 4,722,000 | €5,967,826.66 | 0.57% | €5,967,826.66 | 0.57% | - | Corporate Debt | United States | |
| XS3080788097 | Unilever Capital Corp RegS 3.375% MAY 22 35 | 5,071,000 | €5,963,513.20 | 0.57% | €5,963,513.19 | 0.57% | - | Corporate Debt | United Kingdom | |
| XS2868742409 | Veralto Corp 4.15% SEP 19 31 | 4,931,000 | €5,957,412.58 | 0.57% | €5,957,412.58 | 0.57% | - | Corporate Debt | United States | |
| XS2911681083 | Wurth Finance International BV RegS 3% AUG 28 31 | 5,100,000 | €5,948,337.51 | 0.57% | €5,948,337.51 | 0.57% | - | Corporate Debt | Germany | |
| XS3065241195 | Alliander NV RegS 3.5% MAY 06 37 | 5,070,000 | €5,918,048.42 | 0.56% | €5,918,048.43 | 0.56% | - | Non U.S. Markets | Netherlands | |
| XS2590621368 | NBN Co Ltd RegS 4.375% MAR 15 33 | 4,642,000 | €5,912,462.20 | 0.56% | €5,912,462.20 | 0.56% | - | Non U.S. Markets | Australia | |
| XS3019300469 | Cellnex Finance Co SA RegS 3.5% MAY 22 32 | 5,000,000 | €5,911,231.97 | 0.56% | €5,911,231.97 | 0.56% | - | Corporate Debt | Spain | |
| ES0280907058 | Unicaja Banco SA RegS FRB JUN 30 31 | 4,900,000 | €5,781,474.62 | 0.55% | €5,781,474.62 | 0.55% | - | Corporate Debt | Spain | |
| CH1255915014 | UBS Group AG RegS FRB MAR 17 32 | 4,470,000 | €5,719,726.94 | 0.54% | €5,719,726.94 | 0.54% | - | Corporate Debt | Switzerland | |
| XS2975316899 | NatWest Markets PLC RegS 3.125% JAN 10 30 | 4,650,000 | €5,559,239.51 | 0.53% | €5,559,239.52 | 0.53% | - | Corporate Debt | United Kingdom | |
| XS2801975991 | BAT International Finance PLC RegS 4.125% APR 12 32 | 4,516,000 | €5,527,451.54 | 0.53% | €5,527,451.54 | 0.53% | - | Corporate Debt | United Kingdom | |
| US25156PAC77 | Deutsche Telekom International Finance BV 8.75% JUN 15 30 | 4,500,000 | €5,443,775.41 | 0.52% | €5,443,775.40 | 0.52% | - | Corporate Debt | Germany | |
| DE000A4DFUF0 | Amprion GmbH RegS 3.875% JUN 05 36 | 4,500,000 | €5,394,362.75 | 0.51% | €5,394,362.75 | 0.51% | - | Corporate Debt | Germany | |
| XS3168118928 | BHP Billiton Finance Ltd RegS 3.643% SEP 04 35 | 4,640,000 | €5,385,214.10 | 0.51% | €5,385,214.09 | 0.51% | - | Corporate Debt | Australia | |
| XS3074419006 | NBN Co Ltd RegS 3.375% NOV 29 32 | 4,470,000 | €5,327,483.71 | 0.51% | €5,327,483.71 | 0.51% | - | Non U.S. Markets | Australia | |
| IT0005630147 | BPER Banca SPA RegS FRB JAN 15 31 | 4,380,000 | €5,281,586.43 | 0.50% | €5,281,586.43 | 0.50% | - | Corporate Debt | Italy | |
| XS2939370107 | Highland Holdings Sarl 2.875% NOV 19 27 | 4,365,000 | €5,203,654.92 | 0.50% | €5,203,654.92 | 0.50% | - | Corporate Debt | United States | |
| XS2530034649 | CaixaBank SA RegS 3.75% SEP 07 29 | 4,300,000 | €5,176,665.60 | 0.49% | €5,176,665.59 | 0.49% | - | Corporate Debt | Spain | |
| XS2896485930 | Experian Finance PLC RegS 3.375% OCT 10 34 | 4,465,000 | €5,151,908.28 | 0.49% | €5,151,908.28 | 0.49% | - | Corporate Debt | United States | |
| FR0013284254 | Engie SA RegS 1.375% FEB 28 29 | 4,600,000 | €5,137,125.06 | 0.49% | €5,137,125.05 | 0.49% | - | Corporate Debt | France | |
| XS3195038206 | Heineken NV RegS 2.565% OCT 03 28 | 4,410,000 | €5,115,393.29 | 0.49% | €5,115,393.29 | 0.49% | - | Corporate Debt | Netherlands | |
| XS2058556536 | Thermo Fisher Scientific Inc 0.5% MAR 01 28 | 4,610,000 | €5,114,391.63 | 0.49% | €5,114,391.63 | 0.49% | - | Corporate Debt | United States | |
| XS2227905903 | American Tower Corp 0.5% JAN 15 28 | 4,610,000 | €5,108,328.56 | 0.49% | €5,108,328.57 | 0.49% | - | Corporate Debt | United States | |
| XS2265968284 | Svenska Handelsbanken AB RegS 0.01% DEC 02 27 | 4,650,000 | €5,107,733.09 | 0.49% | €5,107,733.09 | 0.49% | - | Corporate Debt | Sweden | |
| XS2114852218 | Comcast Corp 0.25% MAY 20 27 | 4,570,000 | €5,105,381.63 | 0.49% | €5,105,381.62 | 0.49% | - | Corporate Debt | United States | |
| XS2351220814 | Danske Bank AS RegS FRB JUN 09 29 | 4,630,000 | €5,102,807.08 | 0.49% | €5,102,807.08 | 0.49% | - | Corporate Debt | Denmark | |
| XS2644756608 | Royal Bank of Canada RegS 4.125% JUL 05 28 | 4,180,000 | €5,100,896.86 | 0.49% | €5,100,896.87 | 0.49% | - | Corporate Debt | Canada | |
| XS3078534008 | Danske Bank AS RegS 3.5% MAY 26 33 | 4,200,000 | €4,977,093.02 | 0.47% | €4,977,093.02 | 0.47% | - | Corporate Debt | Denmark | |
| BE6365319829 | Belfius Bank SA RegS 3.375% MAY 28 30 | 4,200,000 | €4,973,252.74 | 0.47% | €4,973,252.73 | 0.47% | - | Non U.S. Markets | Belgium | |
| XS2586739729 | Imperial Brands Finance Netherlands BV RegS 5.25% FEB 15 31 | 3,825,000 | €4,972,610.17 | 0.47% | €4,972,610.17 | 0.47% | - | Corporate Debt | United Kingdom | |
| BE6368381404 | Elia Transmission Belgium SA RegS 3.5% OCT 08 35 | 4,300,000 | €4,965,194.73 | 0.47% | €4,965,194.73 | 0.47% | - | Corporate Debt | Belgium | |
| FR001400PX40 | Pernod Ricard SA RegS 3.375% NOV 07 30 | 4,100,000 | €4,963,905.38 | 0.47% | €4,963,905.38 | 0.47% | - | Corporate Debt | France | |
| XS2751666699 | Enel Finance International NV RegS 3.875% JAN 23 35 | 4,050,000 | €4,933,046.32 | 0.47% | €4,933,046.33 | 0.47% | - | Corporate Debt | Italy | |
| XS2791972248 | JPMorgan Chase & Co RegS FRB MAR 21 34 | 4,000,000 | €4,865,275.29 | 0.46% | €4,865,275.28 | 0.46% | - | Corporate Debt | United States | |
| XS2942479044 | EnBW International Finance BV RegS 3.75% NOV 20 35 | 4,000,000 | €4,848,096.13 | 0.46% | €4,848,096.13 | 0.46% | - | Non U.S. Markets | Germany | |
| XS3195042224 | Heineken NV RegS 3.505% MAY 03 34 | 4,130,000 | €4,831,878.75 | 0.46% | €4,831,878.75 | 0.46% | - | Corporate Debt | Netherlands | |
| XS2887896574 | MTU Aero Engines AG RegS 3.875% SEP 18 31 | 4,000,000 | €4,829,129.27 | 0.46% | €4,829,129.27 | 0.46% | - | Corporate Debt | Germany | |
| FR0014013W09 | Pernod Ricard SA RegS 3.25% FEB 04 33 | 4,200,000 | €4,817,398.78 | 0.46% | €4,817,398.78 | 0.46% | - | Corporate Debt | France | |
| XS2907137736 | mBank SA RegS FRB SEP 27 30 | 4,000,000 | €4,729,590.24 | 0.45% | €4,729,590.24 | 0.45% | - | Emerging Markets | Poland | |
| XS3027988933 | AIB Group PLC RegS FRB MAR 20 33 | 3,850,000 | €4,662,810.99 | 0.44% | €4,662,810.99 | 0.44% | - | Corporate Debt | Ireland | |
| XS2979680332 | Nippon Life Insurance Co FRB JAN 23 55 | 3,870,000 | €4,641,910.69 | 0.44% | €4,641,910.69 | 0.44% | - | Corporate Debt | Japan | |
| FR001400SVC3 | Credit Agricole SA RegS 3.5% SEP 26 34 | 4,000,000 | €4,611,362.02 | 0.44% | €4,611,362.02 | 0.44% | - | Corporate Debt | France | |
| FR001400MF86 | Engie SA RegS 3.875% DEC 06 33 | 3,700,000 | €4,557,569.31 | 0.43% | €4,557,569.31 | 0.43% | - | Corporate Debt | France | |
| XS3069319468 | Barclays PLC RegS FRB AUG 14 31 | 3,750,000 | €4,472,548.50 | 0.43% | €4,472,548.50 | 0.43% | - | Corporate Debt | United Kingdom | |
| XS2925933413 | Coventry Building Society RegS 3.125% OCT 29 29 | 3,830,000 | €4,463,139.03 | 0.42% | €4,463,139.04 | 0.42% | - | Corporate Debt | United Kingdom | |
| XS3099830419 | Volkswagen Bank GmbH RegS 3.5% JUN 19 31 | 3,800,000 | €4,453,884.23 | 0.42% | €4,453,884.23 | 0.42% | - | Corporate Debt | Germany | |
| XS3135157298 | Eurofins Scientific SE RegS 3.875% FEB 05 33 | 3,790,000 | €4,447,710.89 | 0.42% | €4,447,710.88 | 0.42% | - | Corporate Debt | Luxembourg | |
| DE000A4DFH60 | Deutsche Bank AG RegS FRB JUN 16 29 | 3,700,000 | €4,333,990.65 | 0.41% | €4,333,990.65 | 0.41% | - | Corporate Debt | Germany | |
| XS2678191904 | Assa Abloy AB RegS 4.125% SEP 13 35 | 3,470,000 | €4,250,373.30 | 0.40% | €4,250,373.30 | 0.40% | - | Corporate Debt | Sweden | |
| XS3185662163 | Liberty Mutual Group Inc RegS 3.875% SEP 26 35 | 3,670,000 | €4,234,083.12 | 0.40% | €4,234,083.12 | 0.40% | - | Corporate Debt | United States | |
| XS3008889175 | Enel Finance International NV RegS 3.5% FEB 24 36 | 3,420,000 | €3,992,666.28 | 0.38% | €3,992,666.29 | 0.38% | - | Corporate Debt | Italy | |
| XS2941482569 | ING Groep NV RegS FRB NOV 19 32 | 3,300,000 | €3,980,219.92 | 0.38% | €3,980,219.93 | 0.38% | - | Corporate Debt | Netherlands | |
| XS3003424341 | Securitas AB RegS 3.375% MAY 20 32 | 3,379,000 | €3,974,681.88 | 0.38% | €3,974,681.88 | 0.38% | - | Corporate Debt | Sweden | |
| XS3112834133 | Logicor Financing Sarl RegS 3.75% JUL 14 32 | 3,405,000 | €3,969,613.23 | 0.38% | €3,969,613.23 | 0.38% | - | Non U.S. Markets | Luxembourg | |
| XS3124962088 | El Corte Ingles SA RegS 3.5% JUL 24 33 | 3,400,000 | €3,934,720.33 | 0.37% | €3,934,720.34 | 0.37% | - | Corporate Debt | Spain | |
| FR001400TT42 | L'Oreal SA RegS 2.875% NOV 06 31 | 3,300,000 | €3,932,603.19 | 0.37% | €3,932,603.19 | 0.37% | - | Corporate Debt | France | |
| BE0002963446 | Belfius Bank SA 4.125% SEP 12 29 | 3,200,000 | €3,900,193.57 | 0.37% | €3,900,193.57 | 0.37% | - | Non U.S. Markets | Belgium | |
| XS2777627907 | Heathrow Funding Ltd RegS 6% MAR 05 32 | 2,658,000 | €3,747,452.66 | 0.36% | €3,747,452.68 | 0.36% | - | Corporate Debt | United Kingdom | |
| AT0000A34QR4 | Erste Group Bank AG RegS FRB MAY 30 30 | 3,000,000 | €3,694,100.90 | 0.35% | €3,694,100.89 | 0.35% | - | Corporate Debt | Austria | |
| DE000CZ45ZY0 | Commerzbank AG RegS 4.125 JUN 30 37 | 3,100,000 | €3,692,516.18 | 0.35% | €3,692,516.18 | 0.35% | - | Corporate Debt | Germany | |
| US29278GAP37 | Enel Finance International NV 144A 2.5% JUL 12 31 | 4,079,000 | €3,681,101.03 | 0.35% | €3,681,101.03 | 0.35% | - | Corporate Debt | Italy | |
| XS2717291970 | JPMorgan Chase & Co RegS FRB NOV 13 31 | 2,850,000 | €3,656,983.57 | 0.35% | €3,656,983.58 | 0.35% | - | Corporate Debt | United States | |
| - | GBP/EUR FWD 20260116 CMSD-NYC | 2,781,778 | €3,638,483.54 | 0.35% | €3,654,421.10 | 0.35% | - | Unclassified | United States | |
| US22535WAJ62 | Credit Agricole SA 144A FRB OCT 03 29 | 3,450,000 | €3,648,449.36 | 0.35% | €3,648,449.36 | 0.35% | - | Corporate Debt | France | |
| XS2034622048 | EP Infrastructure AS RegS 1.698% JUL 30 26 | 3,125,000 | €3,586,801.33 | 0.34% | €3,586,801.33 | 0.34% | - | Emerging Markets | Czech Republic | |
| ES0880907003 | Unicaja Banco SA RegS FRB FEB 18 74 | 3,000,000 | €3,516,546.56 | 0.33% | €3,516,546.56 | 0.33% | - | Corporate Debt | Spain | |
| XS2746662936 | T-Mobile USA Inc 3.7% MAY 08 32 | 2,908,000 | €3,507,398.54 | 0.33% | €3,507,398.53 | 0.33% | - | Corporate Debt | United States | |
| XS2614623978 | Transurban Finance Co Pty Ltd RegS 4.225% APR 26 33 | 2,820,000 | €3,501,566.35 | 0.33% | €3,501,566.34 | 0.33% | - | Corporate Debt | Australia | |
| XS2932834604 | DSV Finance BV RegS 3.25% NOV 06 30 | 2,902,000 | €3,496,596.81 | 0.33% | €3,496,596.82 | 0.33% | - | Corporate Debt | Denmark | |
| XS2441259137 | Sage Group PLC RegS 2.875% FEB 08 34 | 3,030,000 | €3,488,788.15 | 0.33% | €3,488,788.15 | 0.33% | - | Corporate Debt | United Kingdom | |
| XS2824763044 | Ferrari NV REGS 3.625% MAY 21 30 | 2,900,000 | €3,481,909.11 | 0.33% | €3,481,909.10 | 0.33% | - | Corporate Debt | Italy | |
| FR001400T0B0 | Cofiroute SA RegS 3.125% MAR 06 33 | 2,900,000 | €3,381,159.93 | 0.32% | €3,381,159.92 | 0.32% | - | Corporate Debt | France | |
| XS3069320474 | NatWest Group PLC RegS FRB MAY 13 30 | 2,720,000 | €3,221,628.21 | 0.31% | €3,221,628.21 | 0.31% | - | Corporate Debt | United Kingdom | |
| AT0000A3HGD0 | Erste Group Bank AG RegS FRB JAN 14 33 | 2,700,000 | €3,221,914.94 | 0.31% | €3,221,914.95 | 0.31% | - | Corporate Debt | Austria | |
| XS3050686321 | OTP Banka dd RegS FRB MAY 20 28 | 2,700,000 | €3,188,559.18 | 0.30% | €3,188,559.18 | 0.30% | - | Emerging Markets | Slovenia | |
| XS2975081485 | Danske Bank AS RegS FRB JAN 14 33 | 2,550,000 | €3,050,046.82 | 0.29% | €3,050,046.81 | 0.29% | - | Corporate Debt | Denmark | |
| XS2871577115 | NatWest Group PLC RegS FRB AUG 05 31 | 2,510,000 | €3,008,273.44 | 0.29% | €3,008,273.45 | 0.29% | - | Corporate Debt | United Kingdom | |
| XS2779814750 | Landsbankinn HF RegS 5% MAY 13 28 | 2,420,000 | €3,007,332.84 | 0.29% | €3,007,332.83 | 0.29% | - | Non U.S. Markets | Iceland | |
| IT0005654584 | UniCredit SpA RegS 3.725% JUN 10 35 | 2,514,000 | €2,988,973.60 | 0.28% | €2,988,973.60 | 0.28% | - | Corporate Debt | Italy | |
| XS3170277704 | NatWest Group PLC RegS FRB SEP 03 34 | 2,550,000 | €2,987,067.19 | 0.28% | €2,987,067.18 | 0.28% | - | Corporate Debt | United Kingdom | |
| XS2778764188 | Transurban Finance Co Pty Ltd RegS 3.974% MAR 12 36 | 2,460,000 | €2,984,659.02 | 0.28% | €2,984,659.02 | 0.28% | - | Corporate Debt | Australia | |
| DE000A4DE9Y3 | Deutsche Bank AG RegS FRB FEB 13 31 | 2,500,000 | €2,981,034.03 | 0.28% | €2,981,034.04 | 0.28% | - | Corporate Debt | Germany | |
| XS3171584595 | CNH Industrial NV RegS 3.875% SEP 03 35 | 2,560,000 | €2,971,116.61 | 0.28% | €2,971,116.61 | 0.28% | - | Corporate Debt | United States | |
| XS3067397789 | Aeroporti di Roma SpA RegS 3.625% JUN 15 32 | 2,500,000 | €2,967,253.74 | 0.28% | €2,967,253.73 | 0.28% | - | Corporate Debt | Italy | |
| XS3108489645 | Arqiva Broadcast Finance PLC RegS 8.625% JUL 01 30 | 2,149,000 | €2,952,611.37 | 0.28% | €2,952,611.36 | 0.28% | - | Corporate Debt | United Kingdom | |
| US23636ABB61 | Danske Bank AS 144A 1.549% SEP 10 27 | 3,000,000 | €2,938,643.77 | 0.28% | €2,938,643.78 | 0.28% | - | Corporate Debt | Denmark | |
| XS2945618465 | Booking Holdings Inc 3.25% NOV 21 32 | 2,460,000 | €2,937,749.58 | 0.28% | €2,937,749.58 | 0.28% | - | Corporate Debt | United States | |
| XS2765558635 | Linde PLC RegS 3.4% FEB 14 36 | 2,500,000 | €2,932,192.42 | 0.28% | €2,932,192.41 | 0.28% | - | Corporate Debt | United States | |
| FR001400OF19 | Pluxee NV RegS 3.75% SEP 04 32 | 2,500,000 | €2,920,434.56 | 0.28% | €2,920,434.56 | 0.28% | - | Emerging Markets | Brazil | |
| XS3100081507 | NTT Finance Corp REGS 3.678% JUL 16 33 | 2,340,000 | €2,785,414.66 | 0.27% | €2,785,414.66 | 0.27% | - | Corporate Debt | Japan | |
| XS2890435865 | Powszechna Kasa Oszczednosci Bank Polski SA RegS FRB SEP 12 27 | 2,380,000 | €2,783,570.78 | 0.26% | €2,783,570.79 | 0.26% | - | Emerging Markets | Poland | |
| FR0014012JL7 | Arkema SA RegS 3.5% SEP 09 33 | 2,400,000 | €2,774,027.28 | 0.26% | €2,774,027.28 | 0.26% | - | Corporate Debt | France | |
| XS2824047372 | Tesco Corporate Treasury Services PLC RegS 5.125% MAY 22 34 | 2,091,000 | €2,769,282.75 | 0.26% | €2,769,282.75 | 0.26% | - | Corporate Debt | United Kingdom | |
| XS2918558144 | Tesco Corporate Treasury Services PLC RegS 3.375% MAY 06 32 | 2,340,000 | €2,759,941.43 | 0.26% | €2,759,941.43 | 0.26% | - | Corporate Debt | United Kingdom | |
| CH1194000357 | UBS Group AG RegS FRB JUN 15 30 | 2,340,000 | €2,757,595.95 | 0.26% | €2,757,595.96 | 0.26% | - | Corporate Debt | Switzerland | |
| FR001400GDF9 | Credit Agricole SA RegS 4.125% MAR 07 30 | 2,200,000 | €2,744,159.04 | 0.26% | €2,744,159.04 | 0.26% | - | Corporate Debt | France | |
| XS3059437460 | Nationwide Building Society RegS 4% JUL 30 35 | 2,291,000 | €2,723,202.33 | 0.26% | €2,723,202.33 | 0.26% | - | Corporate Debt | United Kingdom | |
| XS2648077274 | CRH SMW Finance DAC RegS 4.25% JUL 11 35 | 2,210,000 | €2,716,055.45 | 0.26% | €2,716,055.45 | 0.26% | - | Corporate Debt | United States | |
| FR001400F0V4 | BNP Paribas SA RegS FRB JAN 10 31 | 2,200,000 | €2,714,633.86 | 0.26% | €2,714,633.87 | 0.26% | - | Corporate Debt | France | |
| - | CHF/EUR FWD 20251126 BBHH-BOS | 2,150,833 | €2,676,916.91 | 0.25% | €2,672,671.79 | 0.25% | - | Unclassified | United States | |
| XS2637421848 | Danske Bank AS RegS FRB JUN 21 30 | 2,130,000 | €2,660,458.09 | 0.25% | €2,660,458.09 | 0.25% | - | Corporate Debt | Denmark | |
| ES0380907081 | Unicaja Banco SA RegS FRB SEP 12 29 | 2,200,000 | €2,597,602.14 | 0.25% | €2,597,602.14 | 0.25% | - | Corporate Debt | Spain | |
| US92928QAH11 | WEA Finance LLC 144A 2.875% JAN 15 27 | 2,600,000 | €2,572,345.95 | 0.24% | €2,572,345.95 | 0.24% | - | Corporate Debt | France | |
| ES0213679OU3 | Bankinter SA RegS FRB NOV 03 33 | 2,200,000 | €2,539,688.37 | 0.24% | €2,539,688.37 | 0.24% | - | Corporate Debt | Spain | |
| XS3107119003 | Maxam Prill Sarl RegS 6% JUL 15 30 | 2,098,000 | €2,507,721.07 | 0.24% | €2,507,721.07 | 0.24% | - | Corporate Debt | Luxembourg | |
| XS2984228838 | Heimstaden AB RegS 8.375% JAN 29 30 | 1,952,000 | €2,498,483.01 | 0.24% | €2,498,483.01 | 0.24% | - | Corporate Debt | Sweden | |
| XS3009012637 | DSM BV RegS 3.375% FEB 25 36 | 2,141,000 | €2,487,913.37 | 0.24% | €2,487,913.37 | 0.24% | - | Corporate Debt | Netherlands | |
| ES0213679OR9 | Bankinter SA RegS 3.5% SEP 10 32 | 2,100,000 | €2,487,601.53 | 0.24% | €2,487,601.53 | 0.24% | - | Corporate Debt | Spain | |
| XS3086851105 | Citigroup Inc FRB JUL 23 36 | 2,078,000 | €2,485,304.34 | 0.24% | €2,485,304.34 | 0.24% | - | Corporate Debt | United States | |
| XS2852136063 | DSM BV RegS 3.625% JUL 02 34 | 2,090,000 | €2,484,115.97 | 0.24% | €2,484,115.96 | 0.24% | - | Corporate Debt | Netherlands | |
| XS3025943419 | Mondi Finance PLC RegS 3.75% MAY 18 33 | 2,077,000 | €2,467,081.78 | 0.23% | €2,467,081.79 | 0.23% | - | Corporate Debt | Austria | |
| FR0014012ZD0 | Klepierre SA RegS 3.75% SEP 30 37 | 2,100,000 | €2,435,649.17 | 0.23% | €2,435,649.17 | 0.23% | - | Corporate Debt | France | |
| XS2555925218 | AIB Group PLC RegS FRB FEB 16 29 | 1,900,000 | €2,429,514.24 | 0.23% | €2,429,514.24 | 0.23% | - | Corporate Debt | Ireland | |
| XS2983840518 | Goldman Sachs Group Inc RegS FRB JAN 23 33 | 2,000,000 | €2,408,145.32 | 0.23% | €2,408,145.33 | 0.23% | - | Corporate Debt | United States | |
| XS2913946989 | Landsbankinn HF RegS 3.75% OCT 08 29 | 2,028,000 | €2,393,733.00 | 0.23% | €2,393,733.00 | 0.23% | - | Non U.S. Markets | Iceland | |
| XS2315784988 | APA Infrastructure Ltd RegS 2.5% MAR 15 36 | 2,285,000 | €2,337,155.11 | 0.22% | €2,337,155.12 | 0.22% | - | Corporate Debt | Australia | |
| XS2724532333 | ams-OSRAM AG RegS 10.5% MAR 30 29 | 1,880,000 | €2,331,789.44 | 0.22% | €2,331,789.45 | 0.22% | - | Corporate Debt | Austria | |
| XS1789752182 | Richemont International Holding SA RegS 1.5% MAR 26 30 | 2,100,000 | €2,324,726.47 | 0.22% | €2,324,726.47 | 0.22% | - | Corporate Debt | Switzerland | |
| XS3034073752 | Aviva PLC RegS FRB AUG 28 56 | 1,905,000 | €2,313,011.69 | 0.22% | €2,313,011.69 | 0.22% | - | Corporate Debt | United Kingdom | |
| DE000CZ45ZA0 | Commerzbank AG RegS 3.625% JAN 14 32 | 1,900,000 | €2,305,081.67 | 0.22% | €2,305,081.67 | 0.22% | - | Corporate Debt | Germany | |
| XS3170223104 | Legal & General Group PLC RegS FRB SEP 04 55 | 1,900,000 | €2,229,076.94 | 0.21% | €2,229,076.94 | 0.21% | - | Corporate Debt | United Kingdom | |
| XS2943715164 | BP Capital Markets PLC RegS 6% FEB 19 73 | 1,580,000 | €2,215,740.13 | 0.21% | €2,215,740.12 | 0.21% | - | Corporate Debt | United States | |
| XS3032045984 | Investor AB RegS 4% MAR 31 38 | 1,783,000 | €2,182,906.17 | 0.21% | €2,182,906.18 | 0.21% | - | Corporate Debt | Sweden | |
| XS2932836211 | DSV Finance BV RegS 3.375% NOV 06 32 | 1,750,000 | €2,104,060.29 | 0.20% | €2,104,060.29 | 0.20% | - | Corporate Debt | Denmark | |
| XS3193892703 | Hammerson PLC RegS 3.5% APR 15 32 | 1,810,000 | €2,086,534.88 | 0.20% | €2,086,864.26 | 0.20% | - | Corporate Debt | United Kingdom | |
| XS3003232272 | Fastighets AB Balder RegS 4% FEB 19 32 | 1,749,000 | €2,084,433.37 | 0.20% | €2,084,999.28 | 0.20% | - | Corporate Debt | Sweden | |
| XS3199049217 | Landsbankinn HF RegS 3.625% NOV 03 32 | 1,780,000 | €2,048,409.32 | 0.19% | €2,048,409.32 | 0.19% | - | Non U.S. Markets | Iceland | |
| XS2912234197 | Hammerson PLC RegS 5.875% OCT 08 36 | 1,507,000 | €2,000,090.43 | 0.19% | €2,000,090.43 | 0.19% | - | Corporate Debt | United Kingdom | |
| XS3104529048 | Prosus NV RegS 4.343% JUL 15 35 | 1,684,000 | €1,997,692.23 | 0.19% | €1,997,692.22 | 0.19% | - | Emerging Markets | China | |
| XS3063725058 | Visa Inc 3.875% MAY 15 44 | 1,680,000 | €1,993,866.90 | 0.19% | €1,993,866.90 | 0.19% | - | Corporate Debt | United States | |
| XS3045497347 | Flutter Treasury DAC RegS 6.125% JUN 04 31 | 1,490,000 | €1,980,397.07 | 0.19% | €1,980,397.07 | 0.19% | - | Corporate Debt | Ireland | |
| XS2985250898 | Deutsche Telekom AG RegS 3.625% FEB 03 45 | 1,770,000 | €1,979,883.66 | 0.19% | €1,979,883.66 | 0.19% | - | Corporate Debt | Germany | |
| XS3106539938 | EPH Financing International AS RegS 4.625% JUL 02 32 | 1,654,000 | €1,980,019.20 | 0.19% | €1,980,019.19 | 0.19% | - | Emerging Markets | Czech Republic | |
| IT0005669715 | UniCredit SpA RegS FRB SEP 22 31 | 1,710,000 | €1,979,382.46 | 0.19% | €1,979,382.46 | 0.19% | - | Corporate Debt | Italy | |
| XS3032013511 | Sandoz Finance BV RegS 4% MAR 26 35 | 1,630,000 | €1,975,997.42 | 0.19% | €1,975,997.42 | 0.19% | - | Corporate Debt | Netherlands | |
| US771196CG59 | Roche Holdings Inc 144A 5.489% NOV 13 30 | 1,790,000 | €1,943,765.39 | 0.18% | €1,943,765.39 | 0.18% | - | Corporate Debt | United States | |
| BE6356733327 | Shurgard Luxembourg Sarl RegS 3.625% OCT 22 34 | 1,700,000 | €1,935,320.02 | 0.18% | €1,935,320.01 | 0.18% | - | Corporate Debt | Belgium | |
| US018820AB64 | Allianz SE 144A FRB APR 30 71 | 2,000,000 | €1,915,055.98 | 0.18% | €1,915,055.98 | 0.18% | - | Corporate Debt | Germany | |
| DE000CZ45ZV6 | Commerzbank AG RegS FRB JUN 06 34 | 1,600,000 | €1,903,286.23 | 0.18% | €1,903,286.22 | 0.18% | - | Corporate Debt | Germany | |
| XS2977947105 | Heathrow Funding Ltd RegS FRB JAN 16 36 | 1,560,000 | €1,854,423.77 | 0.18% | €1,854,423.77 | 0.18% | - | Corporate Debt | United Kingdom | |
| US50220PAC77 | LSEGA Financing PLC 144A 2% APR 06 28 | 1,930,000 | €1,839,611.64 | 0.18% | €1,839,611.63 | 0.18% | - | Corporate Debt | United Kingdom | |
| XS1328187627 | Crh Finance UK PLC RegS 4.125% DEC 02 29 | 1,350,000 | €1,822,631.50 | 0.17% | €1,822,631.50 | 0.17% | - | Corporate Debt | United States | |
| XS2976332283 | Nestle Finance International Ltd RegS 3.5% JAN 14 45 | 1,570,000 | €1,790,750.94 | 0.17% | €1,790,750.94 | 0.17% | - | Corporate Debt | United States | |
| - | GBP/EUR FWD 20260116 CHSB-NYC | 1,360,872 | €1,779,980.29 | 0.17% | €1,787,777.10 | 0.17% | - | Unclassified | United States | |
| XS3176120361 | Iron Mountain Inc RegS 4.75% JAN 15 34 | 1,510,000 | €1,758,740.50 | 0.17% | €1,758,740.51 | 0.17% | - | Corporate Debt | United States | |
| US92890HAD44 | WEA Finance LLC 144A 4.75% SEP 17 44 | 1,917,000 | €1,673,937.41 | 0.16% | €1,673,937.41 | 0.16% | - | Corporate Debt | France | |
| XS2270147924 | BP Capital Markets BV RegS 0.933% DEC 04 40 | 2,205,000 | €1,663,131.54 | 0.16% | €1,663,131.54 | 0.16% | - | Corporate Debt | United States | |
| XS2178457425 | Richemont International Holding SA RegS 1.625% MAY 26 40 | 1,870,000 | €1,660,565.26 | 0.16% | €1,660,565.26 | 0.16% | - | Corporate Debt | Switzerland | |
| XS3080462222 | Ceske Drahy AS RegS 3.75% JUL 28 30 | 1,322,000 | €1,588,743.26 | 0.15% | €1,588,743.25 | 0.15% | - | Emerging Markets | Czech Republic | |
| XS3152574763 | Forvia SE RegS 5.375% MAR 15 31 | 1,270,000 | €1,512,413.20 | 0.14% | €1,512,413.20 | 0.14% | - | Corporate Debt | France | |
| XS3109433048 | Beach Acquisition Bidco LLC RegS 5.25% JUL 15 32 | 1,254,000 | €1,508,164.99 | 0.14% | €1,508,164.98 | 0.14% | - | Corporate Debt | United States | |
| XS2901491261 | P3 Group Sarl RegS 4% APR 19 32 | 1,240,000 | €1,494,844.70 | 0.14% | €1,494,844.69 | 0.14% | - | Non U.S. Markets | Luxembourg | |
| XS3000977408 | Linde PLC RegS 3.25% FEB 18 37 | 1,300,000 | €1,493,226.65 | 0.14% | €1,493,226.65 | 0.14% | - | Corporate Debt | United States | |
| XS2304675791 | EP Infrastructure AS RegS 1.816% MAR 02 31 | 1,410,000 | €1,489,560.10 | 0.14% | €1,489,560.09 | 0.14% | - | Emerging Markets | Czech Republic | |
| XS3195025054 | P3 Group Sarl RegS 3.75% APR 02 33 | 1,290,000 | €1,486,724.11 | 0.14% | €1,486,724.10 | 0.14% | - | Non U.S. Markets | Luxembourg | |
| DE000F1ZLHS2 | Euro BUXL 30Yr Future DEC 08 25 | 10 | €0.00 | 0.00% | €1,338,457.18 | 0.13% | - | Non U.S. Markets | Germany | |
| XS2745726047 | Volkswagen Leasing GmbH RegS 4% APR 11 31 | 1,030,000 | €1,256,875.55 | 0.12% | €1,256,875.55 | 0.12% | - | Corporate Debt | Germany | |
| XS2941605235 | Volkswagen Financial Services AG RegS 3.875% NOV 19 31 | 1,000,000 | €1,215,432.52 | 0.12% | €1,215,432.52 | 0.12% | - | Corporate Debt | Germany | |
| XS3064430385 | Alphabet Inc 4% MAY 06 54 | 1,035,000 | €1,192,909.76 | 0.11% | €1,192,909.76 | 0.11% | - | Corporate Debt | United States | |
| XS2196324011 | Exxon Mobil Corp 1.408% JUN 26 39 | 1,379,000 | €1,184,864.10 | 0.11% | €1,184,864.11 | 0.11% | - | Corporate Debt | United States | |
| XS2062490649 | EP Infrastructure AS RegS 2.045% OCT 09 28 | 1,050,000 | €1,178,050.57 | 0.11% | €1,178,050.57 | 0.11% | - | Emerging Markets | Czech Republic | |
| XS3100081846 | NTT Finance Corp REGS 4.091% JUL 16 37 | 894,000 | €1,080,225.47 | 0.10% | €1,080,225.47 | 0.10% | - | Corporate Debt | Japan | |
| XS2809222420 | Carnival Corp RegS 5.75% JAN 15 30 | 760,000 | €990,357.55 | 0.09% | €990,357.55 | 0.09% | - | Corporate Debt | United States | |
| BE6364767150 | Shurgard Luxembourg Sarl RegS 4% MAY 27 35 | 800,000 | €949,644.62 | 0.09% | €949,644.63 | 0.09% | - | Corporate Debt | Belgium | |
| XS2823261248 | AA Bond Co Ltd RegS 6.85% JUL 31 31 | 660,000 | €940,930.03 | 0.09% | €940,930.02 | 0.09% | - | Asset Backed Securities | United Kingdom | |
| BE6364523629 | Anheuser-Busch InBev SA/NV RegS 4.125% MAY 19 45 | 700,000 | €823,489.89 | 0.08% | €823,489.89 | 0.08% | - | Corporate Debt | Belgium | |
| XS2348408514 | SPP-Distribucia AS RegS 1% JUN 09 31 | 460,000 | €462,867.03 | 0.04% | €462,867.03 | 0.04% | - | Non U.S. Markets | Slovakia | |
| XS2932829356 | DSV Finance BV RegS 3.375% NOV 06 34 | 170,000 | €201,150.88 | 0.02% | €201,150.88 | 0.02% | - | Corporate Debt | Denmark | |
| USCWNZ25F00X | UST Ultra Bond Future DEC 19 25 | -7 | €0.00 | 0.00% | €-848,968.75 | -0.08% | - | U.S. Governments | United States | |
| USCXYZ25F00X | UST 10Yr Ultra Bond Future DEC 19 25 | -10 | €0.00 | 0.00% | €-1,154,843.75 | -0.11% | - | U.S. Governments | United States | |
| - | EUR/GBP FWD 20260116 CHSB-NYC | -1,553,045 | €-1,790,117.70 | -0.17% | €-1,790,117.70 | -0.17% | - | Unclassified | United States | |
| USCUSZ25F00X | UST Bond 30Yr Future DEC 19 25 | -20 | €0.00 | 0.00% | €-2,346,250.00 | -0.22% | - | U.S. Governments | United States | |
| - | EUR/CHF FWD 20251126 BBHH-BOS | -2,326,009 | €-2,681,074.20 | -0.26% | €-2,681,074.20 | -0.26% | - | Unclassified | United States | |
| - | EUR/GBP FWD 20260116 CMSD-NYC | -3,184,021 | €-3,670,062.13 | -0.35% | €-3,670,062.13 | -0.35% | - | Unclassified | United States | |
| USCFVZ25F00X | UST Bond 5Yr Future DEC 31 25 | -100 | €0.00 | 0.00% | €-10,921,093.80 | -1.04% | - | U.S. Governments | United States | |
| GB00MW9TYF35 | GB Govt Bond 10Yr Future DEC 29 25 | -95 | €0.00 | 0.00% | €-11,683,916.43 | -1.11% | - | Non U.S. Markets | United Kingdom | |
| - | USD/EUR FWD 20260116 CMSD-NYC | -15,921,873 | €-15,852,105.51 | -1.51% | €-15,921,873.20 | -1.52% | - | Unclassified | United States | |
| - | USD/EUR FWD 20260116 CBNP-PAR | -16,735,199 | €-16,661,867.76 | -1.59% | €-16,735,199.35 | -1.59% | - | Unclassified | United States | |
| - | GBP/EUR FWD 20260116 SSBT-BOS | -22,669,585 | €-29,651,153.41 | -2.82% | €-29,781,033.67 | -2.83% | - | Unclassified | United States | |
| DE000F1ZLHQ6 | Euro BOBL Future DEC 08 25 | -255 | €0.00 | 0.00% | €-34,759,659.20 | -3.31% | - | Non U.S. Markets | Germany | |
| DE000F1ZLHP8 | Euro Bund 10Yr Future DEC 08 25 | -890 | €0.00 | 0.00% | €-132,735,831.32 | -12.63% | - | Non U.S. Markets | Germany | |
| XXCS100182XX | Itraxx Eur Main S44 Payer 60.00 JAN 21 26 | 385,670,000 | €796,695.77 | 0.08% | €-206,297,101.48 | -19.63% | - | Corporate Debt | Germany | |
| - | Cash | - | 42,106,368.55 | 4.01% | 42,106,731.73 | 4.01% | - | - | - | |
| - | Ssga Liq-Eur Liquidity-D Acc | - | 31,089,903.88 | 2.96% | 31,091,078.39 | - | - | - | Ireland | |
| - | Euro | - | 10,339,323.80 | 0.98% | 10,339,323.80 | - | - | - | Germany | |
| - | CAPEUR | - | 675,147.26 | 0.06% | 675,147.26 | - | - | - | France | |
| - | CAPUSD | - | 1,182.17 | 0.00% | 1,182.17 | - | - | - | United States | |
| - | British Pounds | - | 0.11 | 0.00% | 0.11 | - | - | - | United Kingdom | |
| - | Us Dollars | - | 0.01 | 0.00% | 0.01 | - | - | - | United States | |
| - | Other | - | -162,625.50 | 4.52% | 47,452,650.48 | 4.52% | - | - | 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.