NPORT-P
false
0001039001
XXXXXXXX
S000007613
C000074833
C000020759
C000020757
C000020758
Voya Partners Inc
811-08319
0001039001
5493008K4FXFGU5VMN14
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
85258
1-800-992-0180
VY(R) INVESCO EQUITY AND INCOME PORTFOLIO
S000007613
549300KHPP66LKMP1V67
2022-12-31
2022-06-30
N
1115568578.00
29370797.21
1086197780.79
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
277358.17000000
USD
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CH4
195000.00000000
PA
USD
202830.61000000
0.018673450966
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
435000.00000000
PA
USD
432564.07000000
0.039823693037
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
1475000.00000000
PA
USD
1415472.01000000
0.130314389794
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
720000.00000000
PA
USD
677441.82000000
0.062368183030
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Co III LLC
48250AAA1
443000.00000000
PA
USD
423664.86000000
0.039004393812
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDU2
283000.00000000
PA
USD
197231.50000000
0.018157973021
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
248624.00000000
NS
USD
9301023.84000000
0.856291920725
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FIN GRP CAYMAN 3
549300AM6U7J7ZZI1G88
Mizuho Financial Group Cayman 3 Ltd
60688UAB2
2360000.00000000
PA
USD
2368160.43000000
0.218022948663
Long
DBT
CORP
KY
N
2
2024-03-27
Fixed
4.60000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
242000.00000000
PA
USD
244520.22000000
0.022511574256
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC
98956P102
59656.00000000
NS
USD
6267459.36000000
0.577009037473
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-682.99000000
-0.00006287897
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-282237.00000000
CAD
218580.99000000
USD
2022-07-05
-682.99000000
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JC6
1385000.00000000
PA
USD
1386959.91000000
0.127689444273
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
2.87500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BC7
649000.00000000
PA
USD
622954.42000000
0.057351840614
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AC6
546000.00000000
PA
USD
489215.92000000
0.045039303951
Long
DBT
CORP
JP
N
2
2032-03-10
Fixed
2.96700000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
760000.00000000
PA
USD
670450.72000000
0.061724552549
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.37500000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
106574.00000000
NS
USD
14338465.96000000
1.320060325438
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
644000.00000000
NS
USD
644000.00000000
0.059289386462
Long
STIV
RF
US
N
1
N
N
UNITED AIRLINES 2012-1 A
N/A
United Airlines 2012-1 Class A Pass Through Trust
210795PZ7
222812.63000000
PA
USD
218873.70000000
0.020150446251
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAE1
300000.00000000
PA
USD
257619.78000000
0.023717575616
Long
DBT
CORP
US
N
2
2052-03-24
Fixed
4.00000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BC6
1975000.00000000
PA
USD
1975000.00000000
0.181826922769
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
221912.00000000
NS
USD
16334942.32000000
1.503864453499
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
93851.00000000
NS
USD
8696233.66000000
0.800612357509
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
2025000.00000000
PA
USD
2105589.47000000
0.193849546301
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AC9
595000.00000000
PA
USD
592256.27000000
0.054525638007
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed Inc
977852AA0
1968000.00000000
PA
USD
1638360.00000000
0.150834408703
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.25000000
N
N
N
N
Y
Wolfspeed Inc
Wolfspeed Inc
USD
XXXX
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAD0
725000.00000000
PA
USD
721030.63000000
0.066381154772
Long
DBT
CORP
MX
N
2
2024-04-10
Fixed
4.37500000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
191522.00000000
NS
USD
5875894.96000000
0.540959948907
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HV6
1930000.00000000
PA
USD
1925937.18000000
0.177309990322
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045V100
538437.00000000
NS
USD
17100759.12000000
1.574368814081
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CES6
20656000.00000000
PA
USD
20252562.50000000
1.864537274718
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
JOHN BEAN TECHNOLOGIES C
5493007CT6ATBZ2L6826
John Bean Technologies Corp
477839AB0
672000.00000000
PA
USD
622272.00000000
0.057289014119
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.25000000
N
N
N
N
Y
John Bean Technologies Corp
John Bean Technologies Corp
USD
XXXX
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
219023AC2
240000.00000000
PA
USD
274491.59000000
0.025270866397
Long
DBT
CORP
US
N
2
2037-04-15
Fixed
6.62500000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
43482.00000000
NS
USD
9699964.56000000
0.893020104768
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
200000.00000000
PA
USD
191992.29000000
0.017675629005
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAL3
373000.00000000
PA
USD
375104.31000000
0.034533702483
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBL3
831000.00000000
PA
USD
743762.23000000
0.068473922811
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2597.37000000
0.000239124959
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-109307.75000000
EUR
117146.91000000
USD
2022-07-01
2597.37000000
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
796000.00000000
PA
USD
678457.14000000
0.062461657720
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
56520.00000000
NS
USD
14894150.40000000
1.371219004808
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
713000.00000000
PA
USD
714987.52000000
0.065824800293
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DR6
157000.00000000
PA
USD
157272.86000000
0.014479210212
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.64600000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
498000.00000000
PA
USD
485462.99000000
0.044693793210
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
360621.80000000
0.033200380849
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-11128678.23000000
GBP
13907564.83000000
USD
2022-07-01
360621.80000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAT9
1128000.00000000
PA
USD
1108352.20000000
0.102039630314
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04300000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAH6
79000.00000000
PA
USD
75771.48000000
0.006975845590
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
612000.00000000
PA
USD
517054.79000000
0.047602269047
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBG3
805000.00000000
PA
USD
808811.26000000
0.074462613927
Long
DBT
CORP
FR
N
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAZ8
391000.00000000
PA
USD
282368.95000000
0.025996089753
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
170000.00000000
PA
USD
123470.56000000
0.011367226317
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AE7
80000.00000000
PA
USD
95710.81000000
0.008811545345
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AT6
740000.00000000
PA
USD
695526.75000000
0.064033158813
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1219.29000000
0.000112253037
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-318449.00000000
CAD
248615.61000000
USD
2022-07-05
1219.29000000
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AB4
737000.00000000
PA
USD
678317.69000000
0.062448819358
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
38532.37000000
0.003547454310
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-8071134.00000000
CAD
6308826.43000000
USD
2022-07-05
38532.37000000
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
54643.00000000
NS
USD
6182855.45000000
0.569220040709
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
43999.00000000
NS
USD
8684962.61000000
0.799574696579
Long
EC
CORP
GB
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
216000.00000000
PA
USD
203421.33000000
0.018727835169
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AU8
6383000.00000000
PA
USD
6383000.00000000
0.587646201537
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.12500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAF8
60000.00000000
PA
USD
54326.61000000
0.005001539402
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
4243.09000000
0.000390636960
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-387965.00000000
EUR
410812.72000000
USD
2022-07-01
4243.09000000
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
375000.00000000
PA
USD
314002.20000000
0.028908381655
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
2642000.00000000
PA
USD
2480838.00000000
0.228396526293
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
965000.00000000
PA
USD
949225.78000000
0.087389773463
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
107544.00000000
NS
10845434.63000000
0.998476964490
Long
EC
CORP
FR
N
2
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
76658.00000000
NS
USD
8141846.18000000
0.749573081808
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
96440.00000000
NS
USD
3702331.60000000
0.340852436405
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
171000.00000000
PA
USD
122382.33000000
0.011267039222
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
200000.00000000
PA
USD
175983.90000000
0.016201828351
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1656.89000000
0.000152540359
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-151569.00000000
EUR
160494.29000000
USD
2022-07-01
1656.89000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACP8
1025000.00000000
PA
USD
861200.48000000
0.079285788944
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
73883.00000000
NS
USD
8179586.93000000
0.753047656205
Long
EC
CORP
GB
N
1
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSS1
620000.00000000
PA
USD
613793.43000000
0.056508440806
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
5113700.00000000
PA
USD
4992249.63000000
0.459607791351
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEN0
1305000.00000000
PA
USD
1296936.86000000
0.119401538369
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
PRECISION CASTPARTS CORP
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AG0
285000.00000000
PA
USD
285026.86000000
0.026240788283
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
1140000.00000000
PA
USD
1140886.08000000
0.105034838054
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
48127FAA1
665000.00000000
PA
USD
624268.75000000
0.057472843439
Long
DBT
CORP
US
N
2
N/A
Floating
4.28686000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAB7
590000.00000000
PA
USD
561319.19000000
0.051677438485
Long
DBT
CORP
US
N
2
2029-07-02
Fixed
3.70000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
107000.00000000
PA
USD
104265.20000000
0.009599098971
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
902000.00000000
PA
USD
898695.60000000
0.082737749597
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
193313.80000000
0.017797292852
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-7987312.75000000
EUR
8563653.28000000
USD
2022-07-01
193313.80000000
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP
369550108
14925.00000000
NS
USD
3302156.25000000
0.304010587058
Long
EC
CORP
US
N
1
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
1699000.00000000
PA
USD
2000572.50000000
0.184181236178
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
75900.00000000
NS
USD
3795000.00000000
0.349383884511
Long
EP
CORP
US
N
1
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AL3
262000.00000000
PA
USD
213727.09000000
0.019676627385
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.75000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAN4
1870000.00000000
PA
USD
1836591.48000000
0.169084444148
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
MUNI ELEC AUTH OF GEORGIA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
626207YM0
313000.00000000
PA
USD
376047.15000000
0.034620504354
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
563000.00000000
PA
USD
570979.84000000
0.052566839124
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS Pass-Through Trust
126650BP4
370350.00240000
PA
USD
380241.36000000
0.035006641214
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
300000.00000000
PA
USD
270460.27000000
0.024899725886
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
68172.00000000
NS
USD
6540421.68000000
0.602139112753
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CM6
1350000.00000000
PA
USD
1351695.61000000
0.124442862423
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAK0
1000000.00000000
PA
USD
774751.36000000
0.071326914278
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
654000.00000000
PA
USD
625837.11000000
0.057617233349
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
927000.00000000
PA
USD
664838.04000000
0.061207825292
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
LIFESTORAGE LP
N/A
LifeStorage LP/CA
84610WAB1
587000.00000000
PA
USD
561966.55000000
0.051737037208
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
3153.28000000
0.000290304404
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-174995.00000000
CAD
139103.21000000
USD
2022-07-05
3153.28000000
N
N
N
MANDIANT INC
549300E9D2UJUFLLY524
Mandiant Inc
31816QAB7
2501000.00000000
PA
USD
2497187.33000000
0.229901715338
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
1.00000000
N
N
N
N
Y
FireEye Inc
FireEye Inc
USD
XXXX
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
7770000.00000000
PA
USD
6449100.00000000
0.593731649434
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
885000.00000000
PA
USD
873966.23000000
0.080461058331
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
HEINEKEN NV
724500K5PTPSST86UQ23
Heineken NV
423012AF0
1232000.00000000
PA
USD
1189304.86000000
0.109492477432
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
3.50000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAZ2
1210000.00000000
PA
USD
1058724.53000000
0.097470695367
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.20000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
315000.00000000
PA
USD
310495.93000000
0.028585579485
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAY7
1348000.00000000
PA
USD
1104512.34000000
0.101686116426
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
DAIWA CAPITAL MARKETS AMERICA INC.
M67H5PRC0NQKM73ZAS82
DAIWA CAPITAL MARKETS AMERICA
000000000
3642333.00000000
PA
USD
3642333.00000000
0.335328709413
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
6163871.01903949
USD
2353973.16593784
USD
AMBS
1316644.19147948
USD
1286254.14967014
USD
UST
76142.97136500
USD
74952.43982113
USD
ADAS
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK (TORONTO)
000000000
610000.00000000
PA
USD
610000.00000000
0.056159201462
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.56000000
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
295981.00000000
NS
USD
5235903.89000000
0.482039641637
Long
EC
CORP
CA
N
1
N
N
N
BOFA FINANCE LLC
549300CGZYSEY3ZSIW16
BofA Finance LLC
09709THH7
2241000.00000000
PA
USD
2242120.50000000
0.206419175186
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.12500000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAF3
392000.00000000
PA
USD
364453.38000000
0.033553132444
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAN6
1270000.00000000
PA
USD
1074801.93000000
0.098950849376
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.89700000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA (TORONTO)
000000000
620000.00000000
PA
USD
620000.00000000
0.057079844109
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.57000000
N
N
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
RBC DOMINION SECURITIES INC
000000000
6010894.00000000
PA
USD
6010894.00000000
0.553388536259
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
11249569.77422394
USD
5454805.78482717
USD
AMBS
1124746.86421826
USD
676306.15797999
USD
UST
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AH8
1441000.00000000
PA
USD
1349448.08000000
0.124235945227
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
4307.89000000
0.000396602725
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-422184.00000000
GBP
518232.59000000
USD
2022-07-01
4307.89000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HA2
560000.00000000
PA
USD
629346.23000000
0.057940297902
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACM5
714000.00000000
PA
USD
528875.67000000
0.048690549672
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AG4
341000.00000000
PA
USD
331316.85000000
0.030502442175
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
500337.74000000
PA
USD
458181.23000000
0.042182118036
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AK2
605000.00000000
PA
USD
534401.67000000
0.049199296799
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.55000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
562295.52000000
PA
USD
536403.05000000
0.049383552377
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
520000.00000000
PA
USD
465385.86000000
0.042845406999
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAV5
2370000.00000000
PA
USD
2328249.91000000
0.214348615986
Long
DBT
CORP
NL
N
2
2023-03-11
Fixed
0.40000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
4964.00000000
NS
USD
8681986.36000000
0.799300690311
Long
EC
CORP
US
N
1
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
37587182.09000000
NS
USD
37587182.09000000
3.460436281011
Long
STIV
RF
US
N
1
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
3012000.00000000
PA
USD
2876460.00000000
0.264819174819
Long
DBT
CORP
US
N
2
2024-02-01
Variable
1.50000000
N
N
N
N
Y
Western Digital Corp
Western Digital Corp
USD
XXXX
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBB3
795000.00000000
PA
USD
811003.06000000
0.074664400382
Long
DBT
CORP
N/A
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAA9
440000.00000000
PA
USD
434530.18000000
0.040004701508
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAE5
5339000.00000000
PA
USD
4426031.00000000
0.407479289525
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
CABLE ONE INC
Cable One Inc
USD
XXXX
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
N/A
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK)
000000000
620000.00000000
PA
USD
620000.00000000
0.057079844109
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.56000000
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
989000.00000000
PA
USD
831411.27000000
0.076543267230
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
4000.00000000
NS
USD
94960.00000000
0.008742422575
Long
EP
CORP
US
N
1
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAH7
1780000.00000000
PA
USD
1779099.96000000
0.163791529633
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
2.61500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
1626.59000000
0.000149750812
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-269483.19000000
USD
348973.00000000
CAD
2022-07-05
1626.59000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
559000.00000000
PA
USD
561055.67000000
0.051653177710
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
539000.00000000
PA
USD
439736.47000000
0.040484014769
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
463.30000000
0.000042653373
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
-113268.05000000
USD
108527.00000000
EUR
2022-07-01
463.30000000
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AP6
1697000.00000000
PA
USD
1256628.50000000
0.115690578845
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
PACIRA PHARMACEUTICALS
N/A
Pacira BioSciences Inc
695127AF7
2948000.00000000
PA
USD
3060024.00000000
0.281718859504
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.75000000
N
N
N
N
Y
Pacira BioSciences Inc
Pacira BioSciences Inc
USD
XXXX
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-417.84000000
-0.00003846813
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-324775.00000000
CAD
251884.39000000
USD
2022-07-29
-417.84000000
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
228128.00000000
NS
USD
12572134.08000000
1.157444279701
Long
EC
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAE1
1128000.00000000
PA
USD
776824.68000000
0.071517792959
Long
DBT
CORP
BM
N
2
2052-05-15
Fixed
3.45000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AQ6
373000.00000000
PA
USD
364335.45000000
0.033542275305
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.00000000
N
N
N
N
N
N
SUPERNUS PHARMACEUTICALS
549300GRM36VBKISYJ58
Supernus Pharmaceuticals Inc
868459AD0
1323000.00000000
PA
USD
1290751.88000000
0.118832122733
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.62500000
N
N
N
N
Y
Supernus Pharmaceuticals Inc
Supernus Pharmaceuticals Inc
USD
XXXX
N
N
N
DROPBOX INC
549300JCDF7UAR6TJR51
Dropbox Inc
26210CAC8
5205000.00000000
PA
USD
4713127.50000000
0.433910617693
Long
DBT
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
Y
Dropbox Inc
DROPBOX 0 3/26
USD
XXXX
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
2307000.00000000
PA
USD
1849464.64000000
0.170269602157
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
155000.00000000
PA
USD
135396.78000000
0.012465204992
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
211000.00000000
PA
USD
187290.02000000
0.017242717975
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
530.67000000
0.000048855743
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-174939.09000000
USD
225865.00000000
CAD
2022-07-05
530.67000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
-12734.24000000
-0.00117236844
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-5287581.19000000
USD
6789783.00000000
CAD
2022-07-05
-12734.24000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
3008900.00000000
PA
USD
2975520.02000000
0.273939062721
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
35699.00000000
NS
USD
11645370.79000000
1.072122498862
Long
EC
CORP
US
N
1
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2J9
285000.00000000
PA
USD
275461.56000000
0.025360165972
Long
DBT
CORP
US
N
2
2024-06-25
Fixed
2.75000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882389CC1
215000.00000000
PA
USD
244569.90000000
0.022516148009
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
62835.00000000
NS
USD
7875738.90000000
0.725074110745
Long
EC
CORP
US
N
1
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAB2
3226000.00000000
PA
USD
3070345.50000000
0.282669100812
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75000000
N
N
N
N
Y
Snap Inc
Snap Inc
USD
XXXX
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-617.06000000
-0.00005680917
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-223050.00000000
CAD
172665.79000000
USD
2022-07-05
-617.06000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
3786.09000000
0.000348563591
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-199412.00000000
CAD
158705.07000000
USD
2022-07-05
3786.09000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEU1
26887000.00000000
PA
USD
26781972.66000000
2.465662619980
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
570000.00000000
PA
USD
512056.79000000
0.047142131852
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
390000.00000000
PA
USD
344856.49000000
0.031748959176
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAG6
700000.00000000
PA
USD
685175.74000000
0.063080200688
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
3881000.00000000
PA
USD
2464221.86000000
0.226866773582
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XAX4
295000.00000000
PA
USD
295252.82000000
0.027182233771
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.90000000
N
N
N
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb Inc
009066AB7
5066000.00000000
PA
USD
4235176.00000000
0.389908364287
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb Inc
Airbnb Inc
USD
XXXX
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC (NEW YORK)
000000000
620000.00000000
PA
USD
620000.00000000
0.057079844109
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.59000000
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AQ2
2264000.00000000
PA
USD
2933238.40000000
0.270046436466
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.50000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAF0
755000.00000000
PA
USD
744549.12000000
0.068546367260
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
2.90000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CD8
459000.00000000
PA
USD
362009.09000000
0.033328100683
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.40000000
N
N
N
N
N
N
MARKEL CORPORATION
549300SCNO12JLWIK605
Markel Corp
570535AP9
285000.00000000
PA
USD
271388.29000000
0.024985163365
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
572655.00000000
NS
USD
17826750.15000000
1.641206644432
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
910000.00000000
PA
USD
824446.68000000
0.075902077373
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
54132.44000000
0.004983663284
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-11706583.50000000
GBP
14310923.72000000
USD
2022-07-29
54132.44000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
1300500.00000000
PA
USD
1070677.27000000
0.098571115586
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
137659.00000000
NS
USD
10470343.54000000
0.963944479097
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
1790000.00000000
PA
USD
1708826.60000000
0.157321864417
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
-6938.17000000
-0.00063875751
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-275322.43000000
USD
256103.00000000
EUR
2022-07-01
-6938.17000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
973000.00000000
PA
USD
854728.15000000
0.078689918642
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAF4
585000.00000000
PA
USD
576735.78000000
0.053096755508
Long
DBT
CORP
CH
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
858000.00000000
PA
USD
748325.64000000
0.068894049797
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAC7
182000.00000000
PA
USD
182352.10000000
0.016788112001
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
DELAWARE LIFE GLB FUND
N/A
Delaware Life Global Funding
246114AA0
2088000.00000000
PA
USD
1903453.58000000
0.175240054220
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
2.66200000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
63084.00000000
NS
USD
8058350.16000000
0.741886082122
Long
EC
CORP
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORP
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A
192446102
291635.00000000
NS
USD
19682446.15000000
1.812049932166
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
3750000.00000000
PA
USD
3534375.00000000
0.325389635525
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
1273000.00000000
PA
USD
1158784.19000000
0.106682614390
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
95176.00000000
NS
USD
8062358.96000000
0.742255149346
Long
EC
CORP
US
N
1
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
140612.00000000
NS
USD
6531427.40000000
0.601311060979
Long
EP
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
376808.00000000
NS
8120817.64000000
0.747637104735
Long
EC
CORP
GB
N
2
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
1030000.00000000
PA
USD
839652.15000000
0.077301957787
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify Inc
82509LAA5
3298000.00000000
PA
USD
2762075.00000000
0.254288403902
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.12500000
N
N
N
N
Y
Shopify Inc
Shopify Inc
USD
XXXX
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CF5
620000.00000000
PA
USD
616710.99000000
0.056777043822
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
3.37500000
N
N
N
N
N
N
MIZUHO SECURITIES CO., LTD.
549300I6K0JHSVK8I066
MIZUHO BANK LTD (NEW YORK)
000000000
620000.00000000
PA
USD
620000.00000000
0.057079844109
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.57000000
N
N
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AL5
1000000.00000000
PA
USD
965772.99000000
0.088913180185
Long
DBT
CORP
US
N
2
2044-11-18
Fixed
5.30000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDA4
185000.00000000
PA
USD
177163.09000000
0.016310389611
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
915000.00000000
PA
USD
1131465.29000000
0.104167519949
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
5047.00000000
0.000464648343
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-448394.00000000
GBP
550877.14000000
USD
2022-07-01
5047.00000000
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
235427.00000000
NS
USD
11272244.76000000
1.037770925273
Long
EC
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
670000.00000000
PA
USD
611396.00000000
0.056287723176
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
98282.00000000
NS
USD
6864014.88000000
0.631930482771
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
742.37000000
0.000068345748
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-106468.00000000
EUR
112315.98000000
USD
2022-07-01
742.37000000
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
410000.00000000
PA
USD
395697.40000000
0.036429590172
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
136184.00000000
NS
USD
12222514.00000000
1.125256764114
Long
EC
CORP
IE
N
1
N
N
N
GS FINANCE CORP
549300FR80KBVO6DRL61
GS Finance Corp
362273BK9
6746000.00000000
PA
USD
6768261.80000000
0.623115045869
Long
DBT
CORP
US
N
3
2024-07-08
Fixed
0.25000000
N
N
N
N
N
Common Stock Equity Basket USD
Common Stock Equity Basket USD
USD
XXXX
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
11040.00000000
NS
USD
4704696.00000000
0.433134377845
Long
EC
CORP
US
N
1
N
N
N
LIBERTY STREET FDG LLC
N/A
LIBERTY STREET FDG LLC
000000000
731000.00000000
PA
USD
730968.55000000
0.067296082069
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.55000000
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - GBP
000000000
1.00000000
NC
USD
-10287.48000000
-0.00094710928
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-323624.22000000
USD
257403.00000000
GBP
2022-07-01
-10287.48000000
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BG5
910000.00000000
PA
USD
763445.04000000
0.070286006241
Long
DBT
CORP
CA
N
2
2048-02-15
Fixed
4.30000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
105501.00000000
NS
USD
9959294.40000000
0.916895115800
Long
EC
CORP
US
N
1
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
93.61000000
0.000008618135
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
-145340.46000000
USD
187203.00000000
CAD
2022-07-05
93.61000000
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
502000.00000000
PA
USD
480469.65000000
0.044234085034
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
723000.00000000
PA
USD
616337.40000000
0.056742649534
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
BROOKFIELD ASSET MAN INC
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585AH7
765000.00000000
PA
USD
762057.21000000
0.070158236692
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
455000.00000000
PA
USD
413728.57000000
0.038089616579
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.37500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AX9
415000.00000000
PA
USD
357594.64000000
0.032921687589
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAQ4
700000.00000000
PA
USD
704437.01000000
0.064853475348
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.85000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
115779.00000000
NS
USD
9796061.19000000
0.901867170348
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP
026874784
341983.00000000
NS
USD
17485590.79000000
1.609798058810
Long
EC
CORP
US
N
1
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
1152000.00000000
PA
USD
1006632.91000000
0.092674918675
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAX8
274000.00000000
PA
USD
217480.33000000
0.020022166666
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
151771.00000000
NS
USD
9588891.78000000
0.882794270949
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
659947.00000000
NS
USD
25850123.99000000
2.379872657371
Long
EC
CORP
US
N
1
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
3735000.00000000
PA
USD
2754562.50000000
0.253596771114
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AT1
525000.00000000
PA
USD
503132.64000000
0.046320536544
Long
DBT
CORP
US
N
2
2049-05-20
Fixed
5.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
667000.00000000
PA
USD
564041.48000000
0.051928064112
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
206250.00000000
NS
USD
11519062.50000000
1.060494019019
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
413000.00000000
PA
USD
412533.97000000
0.037979636609
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDC2
1470000.00000000
PA
USD
1461571.08000000
0.134558466777
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
2.05000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
2410000.00000000
PA
USD
2369457.87000000
0.218142396523
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
43209.00000000
NS
USD
10631574.45000000
0.978788084272
Long
EC
CORP
US
N
1
N
N
N
TRIP.COM GROUP LTD
2549004RMYDSRQL4KW41
Trip.com Group Ltd
22943FAM2
3989000.00000000
PA
USD
3959082.50000000
0.364490019222
Long
DBT
CORP
KY
N
2
2022-09-15
Fixed
1.25000000
N
N
N
N
N
Trip.com Group Ltd
Trip.com Group Ltd
USD
XXXX
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
299687.00000000
NS
USD
12778653.68000000
1.176457354820
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAG0
2761000.00000000
PA
USD
2327523.00000000
0.214281693551
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.12500000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AD8
150000.00000000
PA
USD
172892.45000000
0.015917216280
Long
DBT
CORP
AU
N
2
2028-07-15
Fixed
7.12500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1055000.00000000
PA
USD
1053084.27000000
0.096951428977
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
2257000.00000000
PA
USD
2996167.50000000
0.275839957785
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676AM9
393000.00000000
PA
USD
388340.50000000
0.035752282583
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
334000.00000000
PA
USD
250802.21000000
0.023089921047
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
1270000.00000000
PA
USD
1189210.61000000
0.109483800375
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
429481.00000000
NS
USD
12480717.86000000
1.149028112626
Long
EC
CORP
US
N
1
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
1760000.00000000
PA
USD
1200286.17000000
0.110503463662
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AB8
9559000.00000000
PA
USD
11236604.50000000
1.034489730942
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.37500000
N
N
N
N
Y
2.292 shares of BATRA US, 21.0859 LSXMA US and 5.2715 FWONA US
2.292 shares of BATRA US, 21.0859 LSXMA US and 5.2715 FWONA US
USD
XXXX
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BS7
500000.00000000
PA
USD
467705.46000000
0.043058959267
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
4.15000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAT1
231000.00000000
PA
USD
225941.11000000
0.020801102156
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
-4843.83000000
-0.00044594364
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-268048.86000000
USD
338798.00000000
CAD
2022-07-05
-4843.83000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
26377200.00000000
PA
USD
25881597.21000000
2.382770216228
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1137000.00000000
PA
USD
1105286.03000000
0.101757345627
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
577.98000000
0.000053211303
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-221976.09000000
USD
212370.00000000
EUR
2022-07-01
577.98000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
8271.62000000
0.000761520613
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-263151.27000000
GBP
328605.73000000
USD
2022-07-01
8271.62000000
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KN0
345000.00000000
PA
USD
274688.42000000
0.025288987407
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP
693475105
35948.00000000
NS
USD
5671515.96000000
0.522143946554
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
42671.00000000
NS
USD
6316588.13000000
0.581532041559
Long
EC
CORP
NL
N
1
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAJ8
445000.00000000
PA
USD
423693.86000000
0.039007063675
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
192168.00000000
NS
USD
6454923.12000000
0.594267750695
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
719.66000000
0.000066254968
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-113993.00000000
EUR
120179.13000000
USD
2022-07-01
719.66000000
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CV9
2380000.00000000
PA
USD
2365068.76000000
0.217738316338
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
453220.56000000
PA
USD
393407.18000000
0.036218742751
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.70000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
64323.00000000
NS
USD
6477969.33000000
0.596389483072
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
268779.00000000
NS
USD
10546887.96000000
0.970991484840
Long
EC
CORP
US
N
1
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAN2
2009000.00000000
PA
USD
1788136.49000000
0.164623471123
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
193383.00000000
NS
USD
11809899.81000000
1.087269742110
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAN8
438000.00000000
PA
USD
527264.40000000
0.048542209284
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
513000.00000000
PA
USD
422269.31000000
0.038875913527
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBE9
507000.00000000
PA
USD
405588.78000000
0.037340232798
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
950000.00000000
PA
USD
685461.61000000
0.063106519100
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
307000.00000000
PA
USD
224683.56000000
0.020685326740
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.90800000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1294.04000000
0.000119134841
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-163804.00000000
CAD
128549.92000000
USD
2022-07-05
1294.04000000
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
749000.00000000
NS
USD
749000.00000000
0.068956134255
Long
STIV
RF
US
N
1
N
N
CANTOR FITZGERALD SECURITIES
549300DWZ3YOKJO5X179
CANTOR FITZGERALD SECURITIES
000000000
4550259.00000000
PA
USD
4550259.00000000
0.418916248999
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
42337.97587068
USD
41653.83223533
USD
UST
179307.50615400
USD
160034.04012285
USD
ADAS
13699841.42899929
USD
4448507.38537230
USD
AMBS
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
144593.00000000
NS
USD
13896833.23000000
1.279401732886
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
799.60000000
0.000073614586
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-224564.44000000
USD
290089.00000000
CAD
2022-07-05
799.60000000
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDK9
373000.00000000
PA
USD
362453.76000000
0.033369038899
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
835000.00000000
PA
USD
725853.51000000
0.066825169673
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
188000.00000000
PA
USD
124840.49000000
0.011493347915
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
229825.00000000
NS
USD
12442725.50000000
1.145530373938
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
1299000.00000000
PA
USD
1160546.83000000
0.106844890546
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
19206.00000000
NS
USD
8998587.18000000
0.828448312005
Long
EC
CORP
US
N
1
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
2950000.00000000
PA
USD
2568343.75000000
0.236452678823
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DZ8
730000.00000000
PA
USD
644932.43000000
0.059375229944
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1585000.00000000
PA
USD
1458649.30000000
0.134289475249
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
1154000.00000000
PA
USD
1046101.00000000
0.096308519359
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
Y
Spirit Airlines Inc
Spirit Airlines Inc
USD
XXXX
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
1128000.00000000
PA
USD
1115685.55000000
0.102714769789
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
40775.00000000
NS
USD
7237970.25000000
0.666358408938
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FT0
970000.00000000
PA
USD
793038.98000000
0.073010550566
Long
DBT
CORP
US
N
2
2041-05-20
Fixed
3.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAE0
2340000.00000000
PA
USD
2347367.72000000
0.216108683106
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.50000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAK7
620000.00000000
PA
USD
620170.43000000
0.057095534622
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
342127.00000000
NS
USD
12210512.63000000
1.124151866810
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AZ9
330000.00000000
PA
USD
275909.18000000
0.025401375778
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.40000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
-873.16000000
-0.00008038683
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
-177607.52000000
USD
168647.00000000
EUR
2022-07-01
-873.16000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
-900.41000000
-0.00008289558
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
-104443.61000000
USD
133281.00000000
CAD
2022-07-05
-900.41000000
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
970000.00000000
PA
USD
976580.18000000
0.089908136185
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
834000.00000000
PA
USD
688758.43000000
0.063410038409
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
529000.00000000
PA
USD
509289.14000000
0.046887330190
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AD4
338000.00000000
PA
USD
259415.00000000
0.023882851225
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.25000000
N
N
N
N
Y
TripAdvisor Inc
TripAdvisor Inc
USD
XXXX
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BD0
820000.00000000
PA
USD
731242.94000000
0.067321343583
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
9000.00000000
PA
USD
11231.07000000
0.001033980201
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBG8
381000.00000000
PA
USD
298698.38000000
0.027499446719
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
1630000.00000000
PA
USD
1631549.72000000
0.150207425282
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122108
207064.00000000
NS
USD
15943928.00000000
1.467866007644
Long
EC
CORP
US
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
61692.00000000
NS
USD
5457274.32000000
0.502419947500
Long
EC
CORP
US
N
1
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637HAD1
3674000.00000000
PA
USD
3259492.71000000
0.300082799619
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.25000000
N
N
N
N
Y
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
245764.00000000
NS
10615217.57000000
0.977282200142
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
1040000.00000000
PA
USD
1040627.23000000
0.095804580749
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
LYB FINANCE CO BV
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
441000.00000000
PA
USD
504793.83000000
0.046473472780
Long
DBT
CORP
NL
N
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBS9
1119000.00000000
PA
USD
1091060.65000000
0.100447696478
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NY7
989000.00000000
PA
USD
862350.52000000
0.079391666531
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141G104
41698.00000000
NS
USD
12385139.96000000
1.140228803541
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
101131.00000000
NS
USD
4583256.92000000
0.421954178240
Long
EC
CORP
US
N
1
N
N
N
STATE OF WISCONSIN INVESTMENT BOARD
VY0GIYI3352UC4XOP168
STATE OF WISCONSIN INVESTMENT BOARD
000000000
2572770.00000000
PA
USD
2572770.00000000
0.236860178275
Long
RA
CORP
US
N
2
Repurchase
N
1.55000000
2022-07-01
2096096.92141602
USD
2624229.37048906
USD
UST
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAH6
1095000.00000000
PA
USD
1062863.11000000
0.097851710691
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
CITADEL SECURITIES LLC
12UUJYTN7D3SW8KCSG25
CITADEL SECURITIES LLC
000000000
2194986.00000000
PA
USD
2194986.00000000
0.202079772102
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
2502632.25257904
USD
2267818.27481895
USD
UST
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAT7
703000.00000000
PA
USD
679333.05000000
0.062542297730
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
78909.00000000
NS
USD
6276421.86000000
0.577834163446
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAU7
1640000.00000000
PA
USD
1593458.77000000
0.146700609979
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.78800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
550000.00000000
PA
USD
531632.40000000
0.048944345993
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
833000.00000000
PA
USD
702475.01000000
0.064672845261
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
2854.93000000
0.000262837031
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-291916.25000000
USD
379430.00000000
CAD
2022-07-05
2854.93000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
425000.00000000
PA
USD
499956.06000000
0.046028087042
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
1059000.00000000
PA
USD
1046825.04000000
0.096375177570
Long
DBT
CORP
US
N
2
2032-05-17
Fixed
4.85000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
175778.00000000
NS
USD
16025680.26000000
1.475392469347
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
470000.00000000
PA
USD
463133.35000000
0.042638031322
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AM1
4310000.00000000
PA
USD
4056572.00000000
0.373465318355
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.50000000
N
N
N
N
Y
Integra LifeSciences Holdings
Integra LifeSciences Holdings Corp
USD
XXXX
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAY9
300000.00000000
PA
USD
268931.19000000
0.024758952260
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.65000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
87.84000000
0.000008086925
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-17079.00000000
GBP
20887.40000000
USD
2022-07-29
87.84000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAF9
564000.00000000
PA
USD
552386.93000000
0.050855096536
Long
DBT
CORP
US
N
2
2025-03-06
Fixed
2.70900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
675000.00000000
PA
USD
603525.14000000
0.055563098238
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CC8
461000.00000000
PA
USD
459981.11000000
0.042347822664
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48300000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - GBP
000000000
1.00000000
NC
USD
19.21000000
0.000001768554
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-363248.75000000
USD
298421.00000000
GBP
2022-07-01
19.21000000
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
116039.00000000
NS
USD
16800126.42000000
1.546691285612
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
130770.00000000
NS
USD
12912229.80000000
1.188754942088
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AW5
755000.00000000
PA
USD
705153.71000000
0.064919457806
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
79794.00000000
NS
USD
7099272.18000000
0.653589273109
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
125000.00000000
PA
USD
94960.65000000
0.008742482417
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
2275000.00000000
PA
USD
2139635.09000000
0.196983931272
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
12432.08000000
0.001144550303
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-6789783.00000000
CAD
5287091.22000000
USD
2022-07-29
12432.08000000
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAJ5
1013000.00000000
PA
USD
823829.28000000
0.075845236896
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GU1
330000.00000000
PA
USD
345659.73000000
0.031822908876
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.50000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
559000.00000000
PA
USD
543721.12000000
0.050057285111
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
860000.00000000
PA
USD
763939.38000000
0.070331517290
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
533000.00000000
PA
USD
520580.25000000
0.047926837930
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
-3087.28000000
-0.00028422816
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-114534.45000000
USD
143455.00000000
CAD
2022-07-05
-3087.28000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
4975.70000000
0.000458084161
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-405245.13000000
USD
528037.00000000
CAD
2022-07-05
4975.70000000
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BK4
543000.00000000
PA
USD
540278.08000000
0.049740304165
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.62500000
N
N
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG
B81CK4ESI35472RHJ606
LANDESBANK BADEN-WURTTEMBERG (NEW YORK)
000000000
580000.00000000
PA
USD
580000.00000000
0.053397273522
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.57000000
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
473000.00000000
PA
USD
410681.06000000
0.037809049812
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BD2
410000.00000000
PA
USD
402054.31000000
0.037014834416
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.28000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
17436.00000000
NS
USD
8414264.88000000
0.774653109112
Long
EC
CORP
US
N
1
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BL3
978000.00000000
PA
USD
954899.94000000
0.087912160831
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.95400000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AK0
620000.00000000
PA
USD
525428.47000000
0.048373185739
Long
DBT
CORP
FR
N
2
2044-01-22
Fixed
4.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
985000.00000000
PA
USD
737643.44000000
0.067910600909
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CAD
000000000
1.00000000
NC
USD
2510.57000000
0.000231133781
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-285197.22000000
USD
370338.00000000
CAD
2022-07-05
2510.57000000
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BE8
275000.00000000
PA
USD
275954.39000000
0.025405538004
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.60000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
140140.00000000
NS
7530674.18000000
0.693305981027
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
238002.00000000
NS
USD
21374959.62000000
1.967869940265
Long
EC
CORP
US
N
1
N
N
N
REDFIN CORP
549300HXWD3JEMZU3O57
Redfin Corp
75737FAC2
3689000.00000000
PA
USD
2196697.61000000
0.202237350218
Long
DBT
CORP
US
N
2
2025-10-15
None
0.00000000
N
N
N
N
Y
Redfin Corp
Redfin Corp
USD
XXXX
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
53237.34000000
0.004901256561
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-8032730.25000000
EUR
8485462.96000000
USD
2022-07-29
53237.34000000
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AF9
673000.00000000
PA
USD
1163196.38000000
0.107088819418
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.00000000
N
N
N
N
Y
Liberty Media Corp-Liberty For
Liberty Media Corp-Liberty Formula One
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
630000.00000000
PA
USD
595290.53000000
0.054804984923
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
77739.00000000
NS
USD
10776180.18000000
0.992101104474
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BB9
285000.00000000
PA
USD
282610.13000000
0.026018293813
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.62500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
345000.00000000
PA
USD
329682.40000000
0.030351967738
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AL3
259000.00000000
PA
USD
261357.86000000
0.024061719202
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
260000.00000000
PA
USD
249564.68000000
0.022975988757
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
TANDEM DIABETES CARE INC
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372AA2
633000.00000000
PA
USD
589323.00000000
0.054255588661
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
Y
Tandem Diabetes Care Inc
Tandem Diabetes Care Inc
USD
XXXX
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CER8
11135000.00000000
PA
USD
11035393.97000000
1.015965431449
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BM0
218000.00000000
PA
USD
198947.37000000
0.018315943331
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA (PARIS)
000000000
620000.00000000
PA
USD
620000.00000000
0.057079844109
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.55000000
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546DAA4
472000.00000000
PA
USD
473180.00000000
0.043562968767
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAS1
423000.00000000
PA
USD
376521.04000000
0.034664132689
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
820000.00000000
PA
USD
814995.74000000
0.075031983531
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
886.15000000
0.000081582748
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-435135.00000000
CAD
338921.81000000
USD
2022-07-29
886.15000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
4130.07000000
0.000380231857
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-302171.00000000
CAD
238880.36000000
USD
2022-07-05
4130.07000000
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
92000.00000000
PA
USD
93036.73000000
0.008565358136
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
7840000.00000000
PA
USD
5315520.00000000
0.489369440262
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
2022-08-18
Voya Partners Inc
Tin Bui
Tin Bui
Vice President