0001752724-21-175176.txt : 20210819
0001752724-21-175176.hdr.sgml : 20210819
20210819112044
ACCESSION NUMBER: 0001752724-21-175176
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210819
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voya PARTNERS INC
CENTRAL INDEX KEY: 0001039001
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08319
FILM NUMBER: 211189057
BUSINESS ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH RD, STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
BUSINESS PHONE: 4804773000
MAIL ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH RD, STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
FORMER COMPANY:
FORMER CONFORMED NAME: ING PARTNERS INC
DATE OF NAME CHANGE: 20020501
FORMER COMPANY:
FORMER CONFORMED NAME: PORTFOLIO PARTNERS INC
DATE OF NAME CHANGE: 19970512
0001039001
S000007613
VY(R) Invesco Equity and Income Portfolio
C000020757
Class ADV
IUAAX
C000020758
Class I
IUAIX
C000020759
Class S
IUASX
C000074833
Class S2
IVIPX
NPORT-P
1
primary_doc.xml
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
2021-12-31
2021-06-30
N
1354462758.97
19706697.67
1334756061.30
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
725.77000000
USD
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP
369550108
66196.00000000
NS
USD
12462058.96000000
0.933658165812
Long
EC
CORP
US
N
1
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AU0
570000.00000000
PA
USD
775925.27000000
0.058132365343
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.25000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAX8
274000.00000000
PA
USD
296964.67000000
0.022248609960
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
675000.00000000
PA
USD
820837.56000000
0.061497196663
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify Inc
82509LAA5
3000000.00000000
PA
USD
3921000.00000000
0.293761542928
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
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AW5
755000.00000000
PA
USD
844609.76000000
0.063278211239
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45000000
N
N
N
N
N
N
DELAWARE LIFE GLB FUND
N/A
Delaware Life Global Funding
246114AA0
2088000.00000000
PA
USD
2090046.24000000
0.156586383130
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
2.66200000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
279036.00000000
NS
USD
15486498.00000000
1.160249310643
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AF9
673000.00000000
PA
USD
917887.88000000
0.068768212156
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
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
279538.00000000
NS
USD
15693263.32000000
1.175740180173
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DZ3
555000.00000000
PA
USD
560021.51000000
0.041956843369
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.20000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
155000.00000000
PA
USD
173470.33000000
0.012996406986
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDA4
185000.00000000
PA
USD
235890.41000000
0.017672922928
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
FINISAR CORP
529900017XY2RY3P7A48
Finisar Corp
31787AAP6
1319000.00000000
PA
USD
1313293.03000000
0.098391988474
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
0.50000000
N
N
N
N
Y
Finisar Corp
Finisar Corp
USD
XXXX
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
54133.00000000
NS
USD
11136240.76000000
0.834327790888
Long
EC
CORP
NL
N
1
N
N
N
LIFESTORAGE LP
N/A
LifeStorage LP/CA
84610WAB1
587000.00000000
PA
USD
642551.82000000
0.048140018886
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
16188.00000000
NS
USD
11678832.60000000
0.874978802390
Long
EC
CORP
US
N
1
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676AM9
393000.00000000
PA
USD
444965.72000000
0.033336857040
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
435000.00000000
PA
USD
483498.16000000
0.036223709636
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
62839.00000000
NS
USD
8496461.19000000
0.636555355420
Long
EC
CORP
CH
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
56829.00000000
NS
USD
10867977.96000000
0.814229526660
Long
EC
CORP
US
N
1
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
365000.00000000
NS
USD
365000.00000000
0.027345820752
Long
STIV
RF
US
N
1
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
219023AC2
240000.00000000
PA
USD
334397.97000000
0.025053114924
Long
DBT
CORP
US
N
2
2037-04-15
Fixed
6.62500000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
84173.00000000
NS
USD
8100809.52000000
0.606913109809
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
116578.00000000
NS
12247959.90000000
0.917617852064
Long
EC
CORP
FR
N
2
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DB0
1140000.00000000
PA
USD
1386954.46000000
0.103910706998
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
MARKEL CORPORATION
549300SCNO12JLWIK605
Markel Corp
570535AP9
285000.00000000
PA
USD
346575.35000000
0.025965444926
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAA9
440000.00000000
PA
USD
479404.23000000
0.035916992168
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
216000.00000000
PA
USD
273880.97000000
0.020519177843
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
448055AJ2
250000.00000000
PA
USD
254505.32000000
0.019067553044
Long
DBT
CORP
CA
N
2
2022-04-15
Fixed
3.95000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
209923.00000000
NS
USD
14153008.66000000
1.060344213474
Long
EC
CORP
US
N
1
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
75900.00000000
NS
USD
4553241.00000000
0.341129074593
Long
EP
CORP
US
N
2
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAT1
231000.00000000
PA
USD
241564.56000000
0.018098030569
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
973000.00000000
PA
USD
1117925.95000000
0.083755075733
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
5435.07000000
0.000407195753
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-686843.00000000
GBP
955629.53000000
USD
2021-07-30
5435.07000000
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAG6
700000.00000000
PA
USD
866132.85000000
0.064890722365
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
7987800.00000000
PA
USD
7625852.81000000
0.571329326092
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
NBCUNIVERSAL MEDIA LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAG5
210000.00000000
PA
USD
303073.20000000
0.022706261375
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GU1
330000.00000000
PA
USD
449703.51000000
0.033691812537
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.50000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAR9
1230000.00000000
PA
USD
1230647.45000000
0.092200176922
Long
DBT
CORP
AU
N
2
2021-07-12
Fixed
1.87500000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AK0
620000.00000000
PA
USD
782886.83000000
0.058653925814
Long
DBT
CORP
FR
N
2
2044-01-22
Fixed
4.87500000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AJ3
3220000.00000000
PA
USD
3233858.04000000
0.242280828217
Long
DBT
CORP
US
N
2
2021-09-24
Fixed
3.10000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AE5
2486000.00000000
PA
USD
3350381.28000000
0.251010755983
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.75000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AS1
350000.00000000
PA
USD
360315.23000000
0.026994837517
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1055000.00000000
PA
USD
1222047.18000000
0.091555844204
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
390000.00000000
PA
USD
460057.70000000
0.034467549040
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KN0
345000.00000000
PA
USD
375454.82000000
0.028129096460
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AU7
755000.00000000
PA
USD
760092.96000000
0.056946207778
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
4.40000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
77280.00000000
NS
USD
11045630.40000000
0.827539257566
Long
EC
CORP
US
N
1
N
N
N
BOFA FINANCE LLC
549300CGZYSEY3ZSIW16
BofA Finance LLC
09709THH7
2241000.00000000
PA
USD
2722815.00000000
0.203993454605
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
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
200000.00000000
PA
USD
210838.89000000
0.015796061626
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
2950000.00000000
PA
USD
3019568.02000000
0.226226207735
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
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
965000.00000000
PA
USD
1061080.46000000
0.079496208390
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
311419.00000000
NS
USD
6440144.92000000
0.482496023560
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
1040000.00000000
PA
USD
1157634.36000000
0.086730032068
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
51212.00000000
NS
USD
12140828.84000000
0.909591586958
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
1140000.00000000
PA
USD
1187255.43000000
0.088949244316
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
85835.00000000
NS
USD
7294258.30000000
0.546486246550
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
171910.00000000
NS
USD
13381474.40000000
1.002540822850
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAE0
2340000.00000000
PA
USD
2503674.01000000
0.187575399175
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
420682.00000000
NS
USD
19296683.34000000
1.445708612943
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
156947.00000000
NS
USD
6146044.52000000
0.460462004871
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
820000.00000000
PA
USD
917304.24000000
0.068724485814
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AX4
1490000.00000000
PA
USD
1621865.00000000
0.121510218010
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.90000000
N
N
N
N
Y
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
111548.00000000
NS
USD
13846453.24000000
1.037377063979
Long
EC
CORP
IE
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
1030000.00000000
PA
USD
1090543.40000000
0.081703573530
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AZ9
330000.00000000
PA
USD
371536.34000000
0.027835523716
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
570000.00000000
PA
USD
660966.68000000
0.049519661244
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
410000.00000000
PA
USD
446331.80000000
0.033439203832
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
49714800.00000000
PA
USD
49693438.05000000
3.723035204020
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
2444000.00000000
PA
USD
2622717.50000000
0.196494144214
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
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
110531.00000000
NS
USD
9222706.64000000
0.690965705824
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BM0
218000.00000000
PA
USD
258970.00000000
0.019402047123
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.87500000
N
N
N
N
N
N
PACIRA BIOSCIENCES INC
N/A
Pacira BioSciences Inc
695127AD2
263000.00000000
PA
USD
287820.63000000
0.021563537963
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.37500000
N
N
N
N
Y
Pacira BioSciences Inc
Pacira BioSciences Inc
USD
XXXX
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
910000.00000000
PA
USD
987485.87000000
0.073982497523
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-69.31000000
-0.00000519270
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-303754.57000000
CAD
244969.41000000
USD
2021-07-30
-69.31000000
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
858000.00000000
PA
USD
1008421.41000000
0.075550989370
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAF8
60000.00000000
PA
USD
73372.74000000
0.005497089852
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.75000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
58780.00000000
NS
USD
9552925.60000000
0.715705729082
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FT0
970000.00000000
PA
USD
1030522.42000000
0.077206798296
Long
DBT
CORP
US
N
2
2041-05-20
Fixed
3.20000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CM6
1350000.00000000
PA
USD
1393993.07000000
0.104438040059
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546DAA4
472000.00000000
PA
USD
522527.60000000
0.039147797500
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
65878.00000000
NS
USD
7041699.42000000
0.527564520901
Long
EC
CORP
US
N
1
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
529000.00000000
PA
USD
529208.63000000
0.039648340647
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
232858.00000000
NS
USD
8932432.88000000
0.669218379222
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
217419.00000000
NS
USD
14951904.63000000
1.120197544968
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
114807.00000000
NS
USD
12024885.18000000
0.900905081359
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
950000.00000000
PA
USD
1045951.81000000
0.078362769072
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
4000.00000000
NS
USD
110200.00000000
0.008256190265
Long
EP
CORP
US
N
1
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AM1
2041000.00000000
PA
USD
2263264.90000000
0.169563934985
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
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
192332.00000000
NS
USD
10966770.64000000
0.821631079863
Long
EC
CORP
US
N
1
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSS1
620000.00000000
PA
USD
660732.66000000
0.049502128453
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
630000.00000000
PA
USD
695461.53000000
0.052104017367
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAW8
1805000.00000000
PA
USD
1872228.06000000
0.140267432700
Long
DBT
CORP
N/A
N
2
2022-09-01
Fixed
3.87500000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AB8
9559000.00000000
PA
USD
12749206.80000000
0.955171298310
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
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
92000.00000000
PA
USD
103540.64000000
0.007757270635
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AD8
150000.00000000
PA
USD
203284.57000000
0.015230091542
Long
DBT
CORP
AU
N
2
2028-07-15
Fixed
7.12500000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L6U0
735000.00000000
PA
USD
736234.47000000
0.055158728350
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
1.70000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAA0
410000.00000000
PA
USD
410308.82000000
0.030740360122
Long
DBT
CORP
IE
N
2
2021-07-15
Fixed
2.65000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AB1
2327000.00000000
PA
USD
3288341.88000000
0.246362760607
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
1.00000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
334000.00000000
PA
USD
335606.21000000
0.025143636334
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HA2
560000.00000000
PA
USD
862395.97000000
0.064610755103
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAD6
690000.00000000
PA
USD
691694.71000000
0.051821806999
Long
DBT
CORP
US
N
2
2021-09-16
Fixed
2.20000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-440.15000000
-0.00003297606
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-7170362.93000000
CAD
5783889.44000000
USD
2021-07-30
-440.15000000
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
1699000.00000000
PA
USD
2268165.00000000
0.169931050756
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
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882389CC1
215000.00000000
PA
USD
298480.38000000
0.022362167039
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
611047.94000000
PA
USD
647194.73000000
0.048487865967
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAN8
438000.00000000
PA
USD
621522.00000000
0.046564463576
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
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
375000.00000000
PA
USD
428129.58000000
0.032075492474
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
CREE INC
549300OGU88P3AW3TO93
Cree Inc
225447AD3
1076000.00000000
PA
USD
2340838.00000000
0.175375716048
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
Cree Inc
Cree Inc
USD
XXXX
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
833000.00000000
PA
USD
1056696.12000000
0.079167733388
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045V100
533021.00000000
NS
USD
31538852.57000000
2.362892627682
Long
EC
CORP
US
N
1
N
N
N
LYB FINANCE CO BV
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
441000.00000000
PA
USD
588024.11000000
0.044054799753
Long
DBT
CORP
NL
N
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
1071000.00000000
PA
USD
1026125.10000000
0.076877350832
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
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
2410000.00000000
PA
USD
2420422.05000000
0.181338157598
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
2307000.00000000
PA
USD
2383164.73000000
0.178546837066
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
90362.00000000
NS
4330911.62000000
0.324472144803
Long
EC
CORP
GB
N
2
N
N
N
FIREEYE INC
549300E9D2UJUFLLY524
FireEye Inc
31816QAD3
2692000.00000000
PA
USD
2680380.25000000
0.200814240722
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
1.62500000
N
N
N
N
Y
FireEye Inc
FireEye Inc
USD
XXXX
N
N
N
FIREEYE INC
549300E9D2UJUFLLY524
FireEye Inc
31816QAB7
2501000.00000000
PA
USD
2472627.58000000
0.185249398874
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
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAF4
585000.00000000
PA
USD
656396.86000000
0.049177290070
Long
DBT
CORP
CH
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
667000.00000000
PA
USD
742456.04000000
0.055624848729
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AX9
415000.00000000
PA
USD
486856.89000000
0.036475345878
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBL3
831000.00000000
PA
USD
840342.49000000
0.062958507128
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
28447.00000000
NS
USD
6543378.94000000
0.490230322207
Long
EC
CORP
GB
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
525.70000000
0.000039385473
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-326134.00000000
GBP
451707.00000000
USD
2021-07-30
525.70000000
N
N
N
TRIP.COM GROUP LTD
2549004RMYDSRQL4KW41
Trip.com Group Ltd
22943FAM2
3989000.00000000
PA
USD
3803106.14000000
0.284928928233
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
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DZ8
730000.00000000
PA
USD
845661.00000000
0.063356970199
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.15000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1863.94000000
0.000139646490
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-252173.00000000
GBP
350725.89000000
USD
2021-07-30
1863.94000000
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
79369.00000000
NS
5400408.89000000
0.404598941078
Long
EC
CORP
CH
N
2
N
N
N
PRECISION CASTPARTS CORP
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AG0
285000.00000000
PA
USD
292989.68000000
0.021950803483
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.50000000
N
N
N
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORP
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A
192446102
299315.00000000
NS
USD
20730556.90000000
1.553134501581
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
520000.00000000
PA
USD
663004.69000000
0.049672349069
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAS1
423000.00000000
PA
USD
508603.27000000
0.038104585904
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
760000.00000000
PA
USD
912468.31000000
0.068362177663
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.37500000
N
N
N
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
211400.00000000
NS
USD
6445586.00000000
0.482903669583
Long
EC
CORP
US
N
1
N
N
N
KINGFISHER PLC
213800KBMEV7I92FY281
KINGFISHER PLC
000000000
1497172.00000000
NS
7556360.10000000
0.566122928307
Long
EC
CORP
GB
N
2
N
N
N
CNV TRUST MS 2019 1
N/A
Convertible Trust - Media Series 2019-1
212569AA5
5968000.00000000
PA
USD
7382416.00000000
0.553091026446
Long
DBT
CORP
US
N
3
2024-12-04
Fixed
0.25000000
N
N
N
N
N
N
STONEX FINANCIAL INC.
549300LNKU6K5TJCRG93
STONEX FINANCIAL INC.
000000000
1168735.00000000
PA
USD
1168735.00000000
0.087561692648
Long
RA
CORP
US
N
2
Repurchase
Y
0.10000000
2021-07-01
30915.96258750
USD
30756.88127483
USD
ADAS
2934.10921750
USD
3419.14245286
USD
UST
1846997.71738103
USD
1157933.67644763
USD
AMBS
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
211000.00000000
PA
USD
264393.53000000
0.019808378299
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAY9
300000.00000000
PA
USD
365163.85000000
0.027358096403
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.65000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
470000.00000000
PA
USD
528297.32000000
0.039580065250
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
60096.69000000
0.004502447431
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-12062972.39000000
GBP
16748291.18000000
USD
2021-07-30
60096.69000000
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
382480.00000000
NS
USD
11164591.20000000
0.836451807465
Long
EC
CORP
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC
98956P102
42888.00000000
NS
USD
6897248.16000000
0.516742224289
Long
EC
CORP
US
N
1
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
Zynga Inc
98986TAC2
1137000.00000000
PA
USD
1218011.25000000
0.091253472099
Long
DBT
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
Y
Zynga Inc
Zynga Inc
USD
XXXX
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AR9
1620000.00000000
PA
USD
1621348.96000000
0.121471556264
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
3.87500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
670000.00000000
PA
USD
747452.90000000
0.055999213764
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DR6
157000.00000000
PA
USD
168452.63000000
0.012620480616
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.64600000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
120481.00000000
NS
USD
7624037.68000000
0.571193336449
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HV6
1930000.00000000
PA
USD
2102939.66000000
0.157552358889
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAC7
182000.00000000
PA
USD
194814.24000000
0.014595493936
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
CREE INC
549300OGU88P3AW3TO93
Cree Inc
225447AB7
1509000.00000000
PA
USD
2520124.31000000
0.188807856586
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.87500000
N
N
N
N
Y
Cree Inc
Cree Inc
USD
XXXX
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
192260.00000000
NS
USD
7863434.00000000
0.589128922354
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
95982.00000000
NS
USD
16870756.14000000
1.263958009193
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
425000.00000000
PA
USD
583578.13000000
0.043721706678
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom Inc
252131AH0
704000.00000000
PA
USD
1831280.00000000
0.137199601717
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.75000000
N
N
N
N
Y
DexCom Inc
DexCom Inc
USD
XXXX
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAH6
1095000.00000000
PA
USD
1216971.83000000
0.091175598694
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
55287.00000000
NS
USD
5457932.64000000
0.408908623698
Long
EC
CORP
US
N
1
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AC6
338000.00000000
PA
USD
318565.00000000
0.023866907911
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
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
910000.00000000
PA
USD
1048669.83000000
0.078566403285
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
35000.00000000
PA
USD
57334.24000000
0.004295484520
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
CNVBTBLE TRUST ENGY 2019
N/A
Convertible Trust - Energy Series 2019-1
21257DAA5
6016000.00000000
PA
USD
6527360.00000000
0.489030182312
Long
SN
CORP
US
N
3
2024-09-19
Fixed
0.33000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141G104
60582.00000000
NS
USD
22992686.46000000
1.722613376829
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122108
207424.00000000
NS
USD
13860071.68000000
1.038397358278
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
198000.00000000
NS
USD
198000.00000000
0.014834171257
Long
STIV
RF
US
N
1
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
5241.00000000
NS
USD
11467779.69000000
0.859166706374
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
1790000.00000000
PA
USD
1879651.42000000
0.140823591253
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
91858.00000000
NS
USD
8319579.06000000
0.623303336183
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
200000.00000000
PA
USD
232845.09000000
0.017444767381
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
125000.00000000
PA
USD
125773.46000000
0.009422954774
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
773541.00000000
NS
USD
31893095.43000000
2.389432522893
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAD7
2687000.00000000
PA
USD
2697748.00000000
0.202115433540
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
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
345000.00000000
PA
USD
418666.58000000
0.031366523976
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
915000.00000000
PA
USD
1324823.20000000
0.099255829466
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
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
1811893.88000000
0.135747192504
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
860000.00000000
PA
USD
1075705.31000000
0.080591902984
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
350238.00000000
NS
6885353.21000000
0.515851053959
Long
EC
CORP
GB
N
2
N
N
N
BROOKFIELD ASSET MAN INC
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585AH7
765000.00000000
PA
USD
837501.21000000
0.062745638269
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CHF
000000000
1.00000000
NC
USD
-2304.72000000
-0.00017266975
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-346583.80000000
USD
318300.00000000
CHF
2021-07-30
-2304.72000000
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
39073.00000000
NS
USD
5721459.39000000
0.428652062791
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275RBJ0
1495000.00000000
PA
USD
1498479.40000000
0.112266161843
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
1.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
1270000.00000000
PA
USD
1400801.83000000
0.104948152746
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2B6
1555000.00000000
PA
USD
1587542.36000000
0.118938763870
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
237415.00000000
NS
USD
21768581.35000000
1.630903352392
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
206295.00000000
NS
USD
20445897.45000000
1.531807799403
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AY6
1146000.00000000
PA
USD
1159815.76000000
0.086893462680
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.15000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBG3
805000.00000000
PA
USD
876453.06000000
0.065663913085
Long
DBT
CORP
FR
N
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Co III LLC
48250AAA1
443000.00000000
PA
USD
578572.54000000
0.043346687591
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
1299000.00000000
PA
USD
1510801.47000000
0.113189332028
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
355000.00000000
PA
USD
356238.58000000
0.026689414667
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
71.19000000
0.000005333558
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-13368.61000000
GBP
18565.63000000
USD
2021-07-30
71.19000000
N
N
N
GS FINANCE CORP
549300FR80KBVO6DRL61
GS Finance Corp
362273BK9
6746000.00000000
PA
USD
7909010.40000000
0.592543508833
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
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAJ8
445000.00000000
PA
USD
586727.74000000
0.043957675639
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
TANDEM DIABETES CARE INC
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372AA2
380000.00000000
PA
USD
433694.00000000
0.032492379137
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
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BB9
285000.00000000
PA
USD
300625.61000000
0.022522887793
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.62500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAJ2
305000.00000000
PA
USD
308139.06000000
0.023085795894
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
2.87500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BC6
1975000.00000000
PA
USD
2031853.32000000
0.152226566255
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAH6
79000.00000000
PA
USD
101871.67000000
0.007632231308
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JC6
1385000.00000000
PA
USD
1433776.53000000
0.107418619144
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
2.87500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
28144.00000000
NS
USD
10745379.20000000
0.805044420591
Long
EC
CORP
US
N
1
N
N
N
REDFIN CORP
549300HXWD3JEMZU3O57
Redfin Corp
75737FAB4
2535000.00000000
PA
USD
2855677.50000000
0.213947520659
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
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
1630000.00000000
PA
USD
1745177.28000000
0.130748781039
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAF0
981000.00000000
PA
USD
988033.54000000
0.074023528991
Long
DBT
CORP
US
N
2
2021-10-08
Fixed
3.00000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
970000.00000000
PA
USD
1092013.48000000
0.081813712007
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.62500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
18790.00000000
NS
USD
9925065.90000000
0.743586501516
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
535000.00000000
PA
USD
638051.79000000
0.047802876383
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CD8
459000.00000000
PA
USD
487039.97000000
0.036489062243
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.40000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAB7
590000.00000000
PA
USD
656323.71000000
0.049171809668
Long
DBT
CORP
US
N
2
2029-07-02
Fixed
3.70000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
612000.00000000
PA
USD
683524.11000000
0.051209665182
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
159512.00000000
NS
USD
11614068.72000000
0.870126688818
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
7065753.00000000
0.529366616482
Long
EP
CORP
US
N
1
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AK2
605000.00000000
PA
USD
695767.95000000
0.052126974371
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.55000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
835000.00000000
PA
USD
965823.63000000
0.072359561271
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
260000.00000000
PA
USD
351800.29000000
0.026356897728
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
533000.00000000
PA
USD
616541.25000000
0.046191305503
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
49424852.31000000
NS
USD
49424852.31000000
3.702912745109
Long
STIV
RF
US
N
1
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AC9
595000.00000000
PA
USD
621112.52000000
0.046533785311
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AE7
80000.00000000
PA
USD
120039.83000000
0.008993390888
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
833000.00000000
PA
USD
955650.70000000
0.071597404777
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
CARLYLE HOLDINGS FINANCE
N/A
Carlyle Holdings Finance LLC
14309UAA0
130000.00000000
PA
USD
136413.23000000
0.010220086947
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.87500000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
1697000.00000000
PA
USD
1699545.50000000
0.127330045487
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
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AB4
737000.00000000
PA
USD
859784.84000000
0.064415129095
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
654000.00000000
PA
USD
790942.22000000
0.059257436091
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
38548.77000000
0.002888076040
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-6633660.83000000
CHF
7213637.27000000
USD
2021-07-30
38548.77000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
11135000.00000000
PA
USD
11108684.88000000
0.832263302792
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
188000.00000000
PA
USD
178514.22000000
0.013374295511
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
225848.00000000
NS
USD
8403804.08000000
0.629613479470
Long
EC
CORP
US
N
1
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAF8
2643000.00000000
PA
USD
4382358.30000000
0.328326532994
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.25000000
N
N
N
N
Y
Workday Inc
Workday Inc
USD
XXXX
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AT6
740000.00000000
PA
USD
827744.71000000
0.062014680734
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
653339.00000000
NS
USD
29589723.31000000
2.216863752705
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
713000.00000000
PA
USD
823903.81000000
0.061726920288
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE NASSAU
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/Nassau
22549K2A4
4397000.00000000
PA
USD
4333243.50000000
0.324646849386
Long
SN
CORP
CH
N
3
2024-06-24
Fixed
0.50000000
N
N
N
N
N
Common Stock Equity Basket USD
Common Stock Equity Basket USD
USD
XXXX
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
413000.00000000
PA
USD
514466.15000000
0.038543833207
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
37.55000000
0.000002813248
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-6547.42000000
CHF
7119.36000000
USD
2021-07-30
37.55000000
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
530076.86000000
PA
USD
556200.96000000
0.041670607545
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
237642.00000000
NS
USD
14472397.80000000
1.084272866002
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CF5
620000.00000000
PA
USD
666736.11000000
0.049951907268
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
3.37500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
78550.00000000
NS
USD
6108833.50000000
0.457674153137
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
107000.00000000
PA
USD
133414.24000000
0.009995402446
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
323760.00000000
NS
USD
22219648.80000000
1.664697351391
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
927000.00000000
PA
USD
889756.58000000
0.066660613560
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XAX4
295000.00000000
PA
USD
368690.76000000
0.027622332701
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.90000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
985000.00000000
PA
USD
1040567.56000000
0.077959380756
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAQ5
240000.00000000
PA
USD
243000.00000000
0.018205573815
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
539000.00000000
PA
USD
570874.77000000
0.042769970225
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 - CAD
000000000
1.00000000
NC
USD
-22.33000000
-0.00000167296
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-92699.22000000
USD
114884.00000000
CAD
2021-07-30
-22.33000000
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448BW7
1245000.00000000
PA
USD
1250213.64000000
0.093666076989
Long
DBT
CORP
US
N
2
2021-08-25
Fixed
3.00000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BD2
410000.00000000
PA
USD
452885.76000000
0.033930226887
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.28000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAM3
135000.00000000
PA
USD
196217.67000000
0.014700638992
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BE4
1015000.00000000
PA
USD
1031965.99000000
0.077314950643
Long
DBT
CORP
US
N
2
2022-06-08
Fixed
2.60000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDP7
2400000.00000000
PA
USD
2430073.15000000
0.182061218559
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
2.60000000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAF0
755000.00000000
PA
USD
801099.64000000
0.060018430575
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
2.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
720000.00000000
PA
USD
781626.41000000
0.058559495076
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BK4
543000.00000000
PA
USD
593987.10000000
0.044501547303
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.62500000
N
N
N
N
N
N
J.V.B. FINANCIAL GROUP, LLC
254900YUMD4CG5TD3D77
J.V.B. FINANCIAL GROUP, LLC
000000000
1419577.00000000
PA
USD
1419577.00000000
0.106354789549
Long
RA
CORP
US
N
2
Repurchase
Y
0.09000000
2021-07-01
3729.22877900
USD
3707.99602385
USD
UST
3086603.29750653
USD
1444260.54641781
USD
AMBS
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
300000.00000000
PA
USD
370765.11000000
0.027777743121
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
491468.79000000
PA
USD
500675.97000000
0.037510672138
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.70000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BG5
910000.00000000
PA
USD
1052661.93000000
0.078865491644
Long
DBT
CORP
CA
N
2
2048-02-15
Fixed
4.30000000
N
N
N
N
N
N
SWIB REPO
N/A
SWIB REPO
000000000
2861793.00000000
PA
USD
2861793.00000000
0.214405694266
Long
RA
CORP
US
N
2
Repurchase
N
0.11000000
2021-07-01
1978443.84593134
USD
2919340.60634329
USD
UST
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCG4
26887000.00000000
PA
USD
26724207.55000000
2.002179149047
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AQ2
703000.00000000
PA
USD
760043.89000000
0.056942531451
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAF3
392000.00000000
PA
USD
456554.89000000
0.034205118316
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.15000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AF5
1000000.00000000
PA
USD
1006217.20000000
0.075385849832
Long
DBT
CORP
US
N
2
2021-11-18
Fixed
3.30000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
235425.00000000
NS
USD
20084106.75000000
1.504702419589
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CHF
000000000
1.00000000
NC
USD
-3986.65000000
-0.00029868004
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-458564.83000000
USD
420276.00000000
CHF
2021-07-30
-3986.65000000
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
2275000.00000000
PA
USD
2469113.33000000
0.184986111064
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
550755.00000000
NS
USD
17668220.40000000
1.323704076892
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP
693475105
88617.00000000
NS
USD
16904578.92000000
1.266492013794
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAN4
1870000.00000000
PA
USD
2040535.60000000
0.152877043166
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
550000.00000000
PA
USD
599110.72000000
0.044885409204
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
PALAFOX TRADING LLC
549300YY6K5SUDBFFZ89
PALAFOX TRADING LLC
000000000
4027600.00000000
PA
USD
4027600.00000000
0.301748020988
Long
RA
CORP
US
N
2
Repurchase
Y
0.09000000
2021-07-01
4060760.03632000
USD
4108163.80409008
USD
UST
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AL5
1000000.00000000
PA
USD
1261216.56000000
0.094490416381
Long
DBT
CORP
US
N
2
2044-11-18
Fixed
5.30000000
N
N
N
N
N
N
MIRAE ASSET SECURITIES (USA) INC.
25490087B4GFZLJZE912
MIRAE ASSET SECURITIES (USA) INC.
000000000
1803568.00000000
PA
USD
1803568.00000000
0.135123417101
Long
RA
CORP
US
N
2
Repurchase
Y
0.06000000
2021-07-01
2369817.34584087
USD
1674763.00987273
USD
AMBS
165398.50304940
USD
164879.41862491
USD
ADAS
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
2642000.00000000
PA
USD
2672383.00000000
0.200215086298
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
MUNI ELEC AUTH OF GEORGIA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
626207YM0
317000.00000000
PA
USD
488847.35000000
0.036624471255
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
3518366.00000000
NS
5896877.98000000
0.441794433527
Long
EC
CORP
GB
N
2
N
N
N
PACIRA PHARMACEUTICALS
N/A
Pacira BioSciences Inc
695127AE0
936000.00000000
PA
USD
1030770.00000000
0.077225347004
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
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
165095.00000000
NS
USD
7315359.45000000
0.548067145907
Long
EC
CORP
US
N
1
N
N
N
CONTL AIRLINES 2012-1 A
N/A
Continental Airlines 2012-1 Class A Pass Through Trust
210795PZ7
242500.11000000
PA
USD
257945.43000000
0.019325286281
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CH4
195000.00000000
PA
USD
277572.92000000
0.020795778947
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAF2
1283000.00000000
PA
USD
1311246.89000000
0.098238691549
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
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AQ2
2264000.00000000
PA
USD
3172543.20000000
0.237687116918
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
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
3083700.00000000
PA
USD
3209457.14000000
0.240452711402
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CD6
620000.00000000
PA
USD
620211.80000000
0.046466303318
Long
DBT
CORP
US
N
2
2022-08-19
Floating
0.37963000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
1273000.00000000
PA
USD
1574796.70000000
0.117983858298
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AA5
544000.00000000
PA
USD
588014.19000000
0.044054056546
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
3.60000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AL3
259000.00000000
PA
USD
281677.22000000
0.021103273337
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.70000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AD6
1152000.00000000
PA
USD
1175310.65000000
0.088054340720
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
CANTOR FITZGERALD SECURITIES
549300DWZ3YOKJO5X179
CANTOR FITZGERALD SECURITIES
000000000
4027600.00000000
PA
USD
4027600.00000000
0.301748020988
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
7693626.76118800
USD
4000519.91675326
USD
AMBS
39984.88507200
USD
39357.02065530
USD
UST
71112.91664000
USD
71489.03471041
USD
ADAS
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AU8
4780000.00000000
PA
USD
5401400.00000000
0.404673195095
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
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
513000.00000000
PA
USD
572890.92000000
0.042921020298
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAK7
620000.00000000
PA
USD
646116.00000000
0.048407047454
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBC2
455000.00000000
PA
USD
461885.60000000
0.034604495412
Long
DBT
CORP
NZ
N
2
2022-01-25
Fixed
2.87500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1137000.00000000
PA
USD
1371283.65000000
0.102736649022
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
22156000.00000000
PA
USD
22192349.58000000
1.662652092277
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
3735000.00000000
PA
USD
4199634.00000000
0.314636818049
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
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BC7
649000.00000000
PA
USD
754586.03000000
0.056533628269
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSR3
670000.00000000
PA
USD
673937.80000000
0.050491458292
Long
DBT
CORP
US
N
2
2021-10-25
Fixed
2.10000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
135783.00000000
NS
USD
10557128.25000000
0.790940648714
Long
EC
CORP
US
N
1
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
885000.00000000
PA
USD
948092.46000000
0.071031141006
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CHF
000000000
1.00000000
NC
USD
-1741.73000000
-0.00013049051
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-231057.77000000
USD
212012.00000000
CHF
2021-07-30
-1741.73000000
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
244473.00000000
NS
USD
20958670.29000000
1.570224769729
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
958000.00000000
PA
USD
942601.49000000
0.070619757222
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
723000.00000000
PA
USD
837270.96000000
0.062728387926
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
SUPERNUS PHARMACEUTICALS
549300GRM36VBKISYJ58
Supernus Pharmaceuticals Inc
868459AD0
1323000.00000000
PA
USD
1307289.38000000
0.097942194675
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
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
48127FAA1
665000.00000000
PA
USD
667493.75000000
0.050008669700
Long
DBT
CORP
US
N
2
N/A
Floating
3.52163000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
38376AAB9
835000.00000000
PA
USD
862580.07000000
0.064624547886
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAN6
1270000.00000000
PA
USD
1480649.25000000
0.110930325992
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.89700000
N
N
N
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
33995.00000000
NS
2384325.86000000
0.178633828991
Long
EC
CORP
CH
N
2
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
2257000.00000000
PA
USD
3039953.30000000
0.227753474072
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
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BE8
275000.00000000
PA
USD
296269.24000000
0.022196508305
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.60000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
455000.00000000
PA
USD
547652.64000000
0.041030166925
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.37500000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BN9
1275000.00000000
PA
USD
1292050.23000000
0.096800476690
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.49800000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCM2
837000.00000000
PA
USD
855980.93000000
0.064130139942
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAD0
725000.00000000
PA
USD
789463.38000000
0.059146641314
Long
DBT
CORP
MX
N
2
2024-04-10
Fixed
4.37500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAY7
1348000.00000000
PA
USD
1359356.82000000
0.101843090240
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
7840000.00000000
PA
USD
8020320.00000000
0.600882830394
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
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
78863.00000000
NS
USD
13030533.49000000
0.976248309920
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1585000.00000000
PA
USD
2137913.37000000
0.160172591231
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
285001.00000000
NS
USD
12639794.35000000
0.946974111336
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
12107900.00000000
PA
USD
12295194.08000000
0.921156639515
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2J9
285000.00000000
PA
USD
299040.19000000
0.022404108036
Long
DBT
CORP
US
N
2
2024-06-25
Fixed
2.75000000
N
N
N
N
N
N
HEINEKEN NV
724500K5PTPSST86UQ23
Heineken NV
423012AF0
1232000.00000000
PA
USD
1362754.55000000
0.102097648365
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
3.50000000
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS Pass-Through Trust
126650BP4
416589.14240000
PA
USD
488062.26000000
0.036565652267
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
747000.00000000
PA
USD
877966.71000000
0.065777315829
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
498000.00000000
PA
USD
571097.21000000
0.042786635442
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
1635000.00000000
PA
USD
1692914.94000000
0.126833283555
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
CURRENCY CONTRACT - CHF
000000000
1.00000000
NC
USD
-2833.49000000
-0.00021228523
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-338205.45000000
USD
310065.00000000
CHF
2021-07-30
-2833.49000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
563000.00000000
PA
USD
773777.29000000
0.057971438559
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BD0
820000.00000000
PA
USD
1027208.97000000
0.076958554434
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
MIZUHO FIN GRP CAYMAN 3
549300AM6U7J7ZZI1G88
Mizuho Financial Group Cayman 3 Ltd
60688UAB2
2360000.00000000
PA
USD
2575746.74000000
0.192975092204
Long
DBT
CORP
KY
N
2
2024-03-27
Fixed
4.60000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
315000.00000000
PA
USD
338595.61000000
0.025367602352
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAX6
795000.00000000
PA
USD
928203.96000000
0.069541093456
Long
DBT
CORP
N/A
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAT7
703000.00000000
PA
USD
777418.57000000
0.058244243464
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CITIGROUP GLOBAL MARKETS INC.
000000000
1067574.00000000
PA
USD
1067574.00000000
0.079982704776
Long
RA
CORP
US
N
2
Repurchase
Y
0.06000000
2021-07-01
1216371.63675015
USD
702810.30684645
USD
AMBS
443237.82156966
USD
386115.17406099
USD
UST
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP
026874784
415043.00000000
NS
USD
19756046.80000000
1.480124149483
Long
EC
CORP
US
N
1
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
Match Group Financeco 3 Inc
44932KAA4
3355000.00000000
PA
USD
6833799.50000000
0.511988647074
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.00000000
N
N
N
N
N
IAC/InterActiveCorp
IAC/InterActiveCorp
USD
XXXX
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
39855.00000000
NS
USD
6565712.70000000
0.491903568776
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAZ5
295000.00000000
PA
USD
301146.83000000
0.022561937625
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
221998.00000000
NS
8058978.70000000
0.603779142396
Long
EC
CORP
CA
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
26824.10000000
0.002009663097
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-7713383.25000000
EUR
9178416.98000000
USD
2021-07-30
26824.10000000
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CC8
1020000.00000000
PA
USD
1020340.25000000
0.076443949541
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48300000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EM1
1730000.00000000
PA
USD
1740136.19000000
0.130371102290
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.00000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AT1
525000.00000000
PA
USD
682251.96000000
0.051114355632
Long
DBT
CORP
US
N
2
2049-05-20
Fixed
5.00000000
N
N
N
N
N
N
2021-08-18
Voya Partners Inc
Tin Bui
Tin Bui
Vice President