Form NPORT-P IVY FUNDS For: Mar 31

Article
FREE Breaking News Alerts from StreetInsider.com!
StreetInsider.com Top Tickers, 4/19/2024
1. NFLX
2. TSM
3. ISRG
4. INFY
5. SNV
6. SMCI
7. SPY
8. TSLA
9. SLB
10. PPG
Top News Most Read Special Reports
May 19, 2022 5:07 PM EDT
E-mail

  
    NPORT-P
    false
    
      
      
        
          0000883622
          XXXXXXXX
        
      
      
      
      
        S000052348
        C000164627
        C000164625
        C000164626
        C000164624
      
      
    
  
  
    
      IVY FUNDS
      811-06569
      0000883622
      UJ5MWG3K37CY01MVRY13
      6300 LAMAR AVE
      OVERLAND PARK
      
      66202
      9132362000
      Delaware Ivy Total Return Bond Fund
      S000052348
      549300VB9HUVZDK7N866
      2022-09-30
      2022-03-31
      N
    
    
      132821577.23
      10321210.51
      122500366.72
      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
      5537846.43000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          NOK
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
      
      
        
          
            AMBS
          
          
            UST
          
        
      
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        VONOVIA FINANCE BV
        5299009XLZLD9TALOZ03
        Vonovia Finance BV
        000000000
        
          
          
        
        300000.00000000
        PA
        
        281698.04000000
        0.229956895266
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-09-14
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZF EUROPE FINANCE BV
        549300RI533US2G6G542
        ZF Europe Finance BV
        000000000
        
          
          
        
        400000.00000000
        PA
        
        397114.99000000
        0.324174531581
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
        
        2200000.00000000
        PA
        
        2488823.33000000
        2.031686432162
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-04-11
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US Long Bond
        000000000
        
          
          
        
        -6.00000000
        NC
        USD
        28611.63000000
        0.023356362732
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -928986.63000000
            USD
            28611.63000000
          
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556BW1
        
          
          
        
        158000.00000000
        PA
        
        189417.21000000
        0.154625830984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-07-24
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAGICOR FINANCIAL CO
        N/A
        Sagicor Financial Co Ltd
        78669QAA8
        
          
          
        
        200000.00000000
        PA
        USD
        199595.00000000
        0.162934206112
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-05-13
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DPL INC
        N/A
        DPL Inc
        233293AQ2
        
          
          
        
        240000.00000000
        PA
        USD
        235420.80000000
        0.192179669582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2874.59000000
        -0.00234659705
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -281735.42000000
            USD
            222655500.00000000
            CLP
            2022-06-24
            -2874.59000000
          
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
          
        
        280000.00000000
        PA
        USD
        292250.00000000
        0.238570714378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY FRN
        254900HROIFWPRGM1V77
        United States Treasury Floating Rate Note
        91282CDE8
        
          
          
        
        3430000.00000000
        PA
        USD
        3436453.89000000
        2.805260083714
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Floating
          0.64092664
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGO PRO AS
        315700IQCL9IX158RO36
        Energo-Pro AS
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        190000.00000000
        0.155101576499
        Long
        DBT
        CORP
        CZ
        N
        
        2
        
          2027-02-04
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOSTRADE PER L'ITALIA
        815600149448CEB9B230
        Autostrade per l'Italia SpA
        000000000
        
          
          
        
        450000.00000000
        PA
        
        486074.58000000
        0.396794387653
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-12-04
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CZECH REPUBLIC
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
          
        
        1540000.00000000
        PA
        
        65361.08000000
        0.053355823945
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2025-09-17
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SENEGAL
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        189290.00000000
        0.154521986397
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDU3
        
          
          
        
        119000.00000000
        PA
        USD
        121294.05000000
        0.099015254605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINI
        2549008P48EB9SN2OI80
        Indonesia Asahan Aluminium Persero PT
        000000000
        
          
          
        
        245000.00000000
        PA
        USD
        274587.43000000
        0.224152333051
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2048-11-15
          Fixed
          6.75700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBL2
        
          
          
        
        130000.00000000
        PA
        USD
        112640.03000000
        0.091950769631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        344536.03000000
        0.281253060072
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-02-20
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAJ2
        
          
          
        
        110000.00000000
        PA
        USD
        110672.75000000
        0.090344831581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERALLIA SA
        5299007YZU978DE0ZY32
        Verallia SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        293302.16000000
        0.239429617929
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-11-10
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        304000.00000000
        PA
        
        324036.82000000
        0.264519061188
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2025-04-28
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AL5
        
          
          
        
        171000.00000000
        PA
        USD
        188283.26000000
        0.153700160286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRESDNER FNDG TRUST I
        549300ZEO4BKB37E3J03
        Dresdner Funding Trust I
        000000000
        
          
          
        
        430000.00000000
        PA
        USD
        541832.68000000
        0.442311067719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-30
          Fixed
          8.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 5 Year Euro BOBL
        000000000
        
          
          
        
        -55.00000000
        NC
        
        286116.52000000
        0.233563806918
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-06-08
            -8033404.90000000
            USD
            286116.52000000
          
        
        
          N
          N
          N
        
      
      
        IHO VERWALTUNGS GMBH
        529900JL0HDVGZMUJF32
        IHO Verwaltungs GmbH
        000000000
        
          
          
        
        300000.00000000
        PA
        
        320928.77000000
        0.261981885110
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAKISTAN WATER & POWER
        213800UA74QOTK6IES10
        Pakistan Water & Power Development Authority
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        130800.00000000
        0.106775190558
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2031-06-04
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO POWER II LTD
        254900YYA4B6O2O4JM12
        Greenko Power II Ltd
        39530MAA6
        
          
          
        
        200000.00000000
        PA
        USD
        187550.00000000
        0.153101582486
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2028-12-13
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13582.83000000
        0.011087991296
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -873004.00000000
            USD
            800000.00000000
            EUR
            2022-05-20
            13582.83000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
          
        
        350000.00000000
        PA
        USD
        306320.00000000
        0.250056394280
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
          
        
        700000.00000000
        PA
        
        784916.57000000
        0.640746302249
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          2.70800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUCOR CORP
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346AV7
        
          
          
        
        290000.00000000
        PA
        USD
        280656.69000000
        0.229106816179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EUX Short term Euro-BTP
        000000000
        
          
          
        
        23.00000000
        NC
        
        -31343.90000000
        -0.02558678054
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUONI POLIENNALI DEL TES
                Italy Buoni Poliennali Del Tesoro
                
                  
                  
                  
                
              
            
            2022-06-08
            2821546.54000000
            USD
            -31343.90000000
          
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        222346.96000000
        0.181507179083
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS CAD PUT
        000000000
        
          
        
        -4977000.00000000
        NC
        
        -5804.48000000
        -0.00473833683
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS CAD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  CAD
                  2022-08-04
                
              
            
            -4977000.00000000
            USD
            81.00000000
            CAD
            2022-08-04
            XXXX
            12354.31000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        17.00000000
        NC
        USD
        -3717.34000000
        -0.00303455418
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            1953404.84000000
            USD
            -3717.34000000
          
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBH1
        
          
          
        
        180000.00000000
        PA
        USD
        169879.50000000
        0.138676727709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          3.27600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -45968.68000000
        -0.03752534072
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            -2679994.72000000
            USD
            23200000.00000000
            NOK
            2022-05-20
            -45968.68000000
          
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        561352.73000000
        0.458245754711
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-11-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS GBP PUT
        000000000
        
          
        
        -3333000.00000000
        NC
        
        -11103.61000000
        -0.00906414429
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS GBP PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  GBP
                  2022-08-04
                
              
            
            -3333000.00000000
            USD
            140.00000000
            GBP
            2022-08-04
            XXXX
            5070.44000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        000000000
        
          
          
        
        590000.00000000
        PA
        USD
        474596.00000000
        0.387424146316
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2050-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
          
        
        315000.00000000
        PA
        USD
        294650.09000000
        0.240529965655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
          
        
        115000.00000000
        PA
        USD
        115654.07000000
        0.094411203081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
          
        
        32550000.00000000
        PA
        
        3371156.38000000
        2.751956153490
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2030-08-19
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505GB4
        
          
          
        
        230000.00000000
        PA
        USD
        216729.00000000
        0.176921103016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENGIE SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        495420.23000000
        0.404423466855
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        815000.00000000
        PA
        USD
        751633.75000000
        0.613576734605
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        687000.00000000
        PA
        
        747187.86000000
        0.609947447510
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-09-18
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PVH CORP
        123WALMHY1GZXG2YDL90
        PVH Corp
        000000000
        
          
          
        
        340000.00000000
        PA
        
        387158.63000000
        0.316046915096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        2200000.00000000
        PA
        
        2459842.23000000
        2.008028462169
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-10-14
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        1150000.00000000
        PA
        
        1065542.27000000
        0.869827820544
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2050-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGITAL STOUT HOLDING LL
        549300N335X1857YDM81
        Digital Stout Holding LLC
        000000000
        
          
          
        
        300000.00000000
        PA
        
        409331.50000000
        0.334147162951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKJ7
        
          
          
        
        325000.00000000
        PA
        USD
        310852.20000000
        0.253756138306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-04
          Fixed
          2.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        GBP/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10276.60000000
        0.008389036110
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1551609.81000000
            GBP
            1848000.00000000
            EUR
            2022-05-20
            10276.60000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -41210.59000000
        -0.03364119724
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -4423000.00000000
            EUR
            4868688.02000000
            USD
            2022-06-24
            -41210.59000000
          
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAQ1
        
          
          
        
        315000.00000000
        PA
        USD
        309195.31000000
        0.252403579090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        Corp Nacional del Cobre de Chile
        21987BBB3
        
          
          
        
        400000.00000000
        PA
        USD
        385435.28000000
        0.314640102981
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DREYFUS INST PREF GOVT PLUS MMF - SL #4134
        N/A
        DREYFUS INST PREF GOVT PLUS MMF - SL #4134
        000000000
        
          
          
        
        9315962.17000000
        NS
        USD
        9315962.17000000
        7.604844311440
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CD9
        
          
          
        
        165000.00000000
        PA
        USD
        161479.76000000
        0.131819817624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        529900ODI3047E2LIV03
        Nordea Bank Abp
        000000000
        
          
          
        
        670000.00000000
        PA
        
        737181.38000000
        0.601778916862
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          N/A
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        198130.00000000
        0.161738291325
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NG2
        
          
          
        
        300000.00000000
        PA
        USD
        292519.80000000
        0.238790958616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CC3
        
          
          
        
        215000.00000000
        PA
        USD
        213604.20000000
        0.174370253509
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAJ0
        
          
        
        105000.00000000
        PA
        USD
        104929.92000000
        0.085656821125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        350000.00000000
        PA
        
        311363.80000000
        0.254173769709
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        830000.00000000
        PA
        
        964534.85000000
        0.787373030649
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2050-06-22
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AJ9
        
          
          
        
        400000.00000000
        PA
        USD
        419504.00000000
        0.342451219724
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AY0
        
          
          
        
        700000.00000000
        PA
        USD
        734298.60000000
        0.599425634111
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2030-06-22
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408HN6
        
          
          
        
        390000.00000000
        PA
        USD
        448565.48000000
        0.366174805847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIVA PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
          
        
        280000.00000000
        PA
        
        381957.77000000
        0.311801327805
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2049-09-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        000000000
        
          
          
        
        363000.00000000
        PA
        
        411816.78000000
        0.336175956877
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan International Bond
        000000000
        
          
          
        
        519000.00000000
        PA
        USD
        521595.00000000
        0.425790562074
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2029-02-20
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAF GLOBAL SECURITIES
        54930037VUDNYTS17017
        MAF Global Securities Ltd
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        398001.60000000
        0.324898292679
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          N/A
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CZ1
        
          
          
        
        244000.00000000
        PA
        USD
        277053.05000000
        0.226165078046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B93
        
          
          
        
        200000.00000000
        PA
        USD
        178424.00000000
        0.145651808869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-10
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS EURO FINANCE
        549300MI5D1784PRQH06
        Prologis Euro Finance LLC
        000000000
        
          
          
        
        340000.00000000
        PA
        
        333608.58000000
        0.272332719429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-10
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBW ENERGIE BADEN - WU
        529900JSFZ4TS59HKD79
        EnBW Energie Baden-Wuerttemberg AG
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1387057.40000000
        1.132288365446
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2079-08-05
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        Mars Inc
        571676AH8
        
          
          
        
        100000.00000000
        PA
        USD
        107590.30000000
        0.087828553400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6419.62000000
        0.005240490434
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            -1800000.00000000
            EUR
            2001240.00000000
            USD
            2022-05-20
            6419.62000000
          
        
        
          N
          N
          N
        
      
      
        INVEST ENERGY RES LTD
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd
        46143NAB6
        
          
          
        
        200000.00000000
        PA
        USD
        202290.00000000
        0.165134199526
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        CANADIAN GOVERNMENT BOND
        135087N67
        
          
          
        
        3300000.00000000
        PA
        
        2622974.04000000
        2.141196888002
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-12-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 30 Year Euro BUXL
        000000000
        
          
          
        
        -11.00000000
        NC
        
        152929.07000000
        0.124839683418
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-06-08
            -2392404.93000000
            USD
            152929.07000000
          
        
        
          N
          N
          N
        
      
      
        CK HUTCHISON GROUP
        254900OM17Q9YNDIUG82
        CK Hutchison Group Telecom Finance SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        202001.91000000
        0.164899024720
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-10-17
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325CX1
        
          
          
        
        400000.00000000
        PA
        USD
        400082.00000000
        0.326596573310
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-01-28
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS GBP PUT
        000000000
        
          
        
        3333000.00000000
        NC
        
        27146.05000000
        0.022159974477
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS GBP PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  GBP
                  2022-08-04
                
              
            
            3333000.00000000
            USD
            148.00000000
            GBP
            2022-08-04
            XXXX
            -18929.61000000
          
        
        
          N
          N
          N
        
      
      
        TELEFONICA EMISIONES SAU
        549300Y5MFC4SW5Z3K71
        Telefonica Emisiones SA
        87938WAC7
        
          
          
        
        145000.00000000
        PA
        USD
        181958.56000000
        0.148537155334
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2036-06-20
          Fixed
          7.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BZ1
        
          
          
        
        320000.00000000
        PA
        USD
        351834.37000000
        0.287210870808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL CONSOLIDATED AIRLIN
        959800TZHQRUSH1ESL13
        International Consolidated Airlines Group SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        499446.43000000
        0.407710150894
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2029-03-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        184658.16000000
        0.150740903839
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 Year US Treasury Note
        000000000
        
          
          
        
        13.00000000
        NC
        USD
        -8027.01000000
        -0.00655264160
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            2763011.39000000
            USD
            -8027.01000000
          
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBW7
        
          
          
        
        365000.00000000
        PA
        USD
        462692.80000000
        0.377707277446
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2059-01-23
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZM9
        
          
          
        
        125000.00000000
        PA
        USD
        117956.40000000
        0.096290650516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH TELECOMMUNICATIO
        549300OWFMSO9NYV4H90
        British Telecommunications PLC
        000000000
        
          
          
        
        870000.00000000
        PA
        USD
        825472.62000000
        0.673853182731
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-11-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCU8
        
          
          
        
        435000.00000000
        PA
        USD
        410548.48000000
        0.335140613038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUNICH RE
        529900MUF4C20K50JS49
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        989717.24000000
        0.807930022170
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2041-05-26
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABERTIS FINANCE BV
        5493007WHKI5H75YJ358
        Abertis Infraestructuras Finance BV
        000000000
        
          
          
        
        500000.00000000
        PA
        
        542687.53000000
        0.443008902365
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          3.24800000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BY4
        
          
          
        
        300000.00000000
        PA
        
        396528.93000000
        0.323696116687
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDS2
        
          
          
        
        110000.00000000
        PA
        USD
        99004.20000000
        0.080819513158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
          
        
        260000.00000000
        PA
        USD
        182101.40000000
        0.148653759066
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2035-02-11
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        2250000.00000000
        PA
        
        2299226.68000000
        1.876914119984
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2031-10-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
          
        
        400000.00000000
        PA
        
        441105.24000000
        0.360084832242
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-10-07
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FELLS POINT FUNDING TR
        N/A
        Fells Point Funding Trust
        314382AA0
        
          
          
        
        305000.00000000
        PA
        USD
        292879.03000000
        0.239084206718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          3.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BORGWARNER INC
        549300DSFX2IE88NSX47
        BorgWarner Inc
        000000000
        
          
          
        
        600000.00000000
        PA
        
        583150.84000000
        0.476040076951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-19
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        000000000
        
          
          
        
        500000.00000000
        PA
        
        556161.66000000
        0.454008159233
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TELEFONICA EMISIONES SAU
        549300Y5MFC4SW5Z3K71
        Telefonica Emisiones SA
        87938WAU7
        
          
          
        
        400000.00000000
        PA
        USD
        430298.88000000
        0.351263340283
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2047-03-08
          Fixed
          5.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNTL AMR BOTTLING CORP
        N/A
        Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
        15239XAA6
        
          
          
        
        200000.00000000
        PA
        USD
        199286.00000000
        0.162681961969
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-04-27
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        000000000
        
          
          
        
        372000.00000000
        PA
        USD
        433748.54000000
        0.354079380832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-25
          Fixed
          5.57600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        369000.00000000
        PA
        
        345297.58000000
        0.281874731680
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2028-09-23
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        182300.00000000
        0.148815881030
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2033-09-28
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
          
        
        42850000.00000000
        PA
        
        125656.95000000
        0.102576794963
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2025-06-24
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN MEDICAL SYST EU
        549300AA2JE6ZQ5D2493
        American Medical Systems Europe BV
        000000000
        
          
          
        
        100000.00000000
        PA
        
        107863.58000000
        0.088051638446
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-03-08
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B2W DIGITAL LUX SARL
        222100KMO43GQ28M6N31
        B2W Digital Lux Sarl
        05609AAA9
        
          
          
        
        200000.00000000
        PA
        USD
        172546.00000000
        0.140853455887
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-12-20
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 Year US Treasury Note
        000000000
        
          
          
        
        19.00000000
        NC
        USD
        -70525.45000000
        -0.05757162357
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            2405150.45000000
            USD
            -70525.45000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan International Bond
        000000000
        
          
          
        
        625000.00000000
        PA
        USD
        553781.25000000
        0.452064973214
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2031-10-19
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PICARD GROUPE SA
        969500C0PA29TV19CT55
        Picard Groupe SAS
        000000000
        
          
          
        
        278000.00000000
        PA
        
        299505.85000000
        0.244493839503
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-07-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BB9
        
          
          
        
        310000.00000000
        PA
        USD
        271640.60000000
        0.221746764743
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2049-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        219000.00000000
        PA
        
        221189.92000000
        0.180562659461
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-10-30
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        Montreal Exchange 10 Year Canadian Bond
        000000000
        
          
          
        
        -17.00000000
        NC
        
        2039.49000000
        0.001664884811
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Short
            
              
                CANADA-GOV'T WI
                Canadian When Issued Government Bond
                
                  
                  
                
              
            
            2022-06-21
            -1767967.27000000
            USD
            2039.49000000
          
        
        
          N
          N
          N
        
      
      
        AROUNDTOWN SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        413610.94000000
        0.337640572901
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-07-09
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYG3
        
          
          
        
        180000.00000000
        PA
        USD
        164758.25000000
        0.134496127980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CT TRUST
        213800MJB7WO427HQD34
        CT Trust
        12659BAA2
        
          
          
        
        200000.00000000
        PA
        USD
        200088.00000000
        0.163336653887
        Long
        DBT
        CORP
        GT
        N
        
        2
        
          2032-02-03
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9330.41000000
        0.007616638423
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            340944.20000000
            USD
            -252503.00000000
            GBP
            2022-05-20
            9330.41000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
          
        
        400000.00000000
        PA
        
        456512.65000000
        0.372662272141
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-02
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJC5
        
          
          
        
        260000.00000000
        PA
        USD
        248645.05000000
        0.202974943387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-27
          Fixed
          2.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
        
        500000.00000000
        PA
        
        552334.03000000
        0.450883572669
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-05-26
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BABCOCK INTL GROUP PLC
        213800TSKOLX4EU6L377
        Babcock International Group PLC
        000000000
        
          
          
        
        300000.00000000
        PA
        
        309117.36000000
        0.252339946627
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-09-13
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AMERICAN MEDICAL SYST EU
        549300AA2JE6ZQ5D2493
        American Medical Systems Europe BV
        000000000
        
          
          
        
        100000.00000000
        PA
        
        108388.94000000
        0.088480502468
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-08
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        1539000.00000000
        PA
        
        1623581.47000000
        1.325368660904
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCI BANQUE SA
        96950001WI712W7PQG45
        RCI Banque SA
        000000000
        
          
          
        
        600000.00000000
        PA
        
        626311.84000000
        0.511273440863
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-02-18
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1600.11000000
        0.001306208334
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -3690880.00000000
            JPY
            31953.94000000
            USD
            2022-05-20
            1600.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -94612.19000000
        -0.07723420960
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -6379171.00000000
            CAD
            5007349.12000000
            USD
            2022-05-20
            -94612.19000000
          
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        000000000
        
          
          
        
        344000.00000000
        PA
        
        368160.81000000
        0.300538537032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-17
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796K57
        
          
          
        
        270000.00000000
        PA
        USD
        269530.04000000
        0.220023863778
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBG3
        
          
          
        
        184000.00000000
        PA
        USD
        193187.73000000
        0.157703797280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
          
        
        390000.00000000
        PA
        
        419995.78000000
        0.342852671584
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2080-08-27
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAW9
        
          
          
        
        359000.00000000
        PA
        USD
        376203.78000000
        0.307104207173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Variable
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        1100000.00000000
        PA
        
        1181798.58000000
        0.964730646644
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2032-07-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        460000.00000000
        PA
        
        445232.04000000
        0.363453638483
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2034-03-23
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
          
        
        210000.00000000
        PA
        USD
        200027.10000000
        0.163286939750
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2048-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAJ0
        
          
          
        
        6000000.00000000
        PA
        USD
        5552461.20000000
        4.532607818792
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        390000.00000000
        PA
        
        367419.08000000
        0.299933044967
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2029-06-26
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS GROUP HOLDINGS LTD
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        
        222898.09000000
        0.181957079777
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2028-04-11
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BRADESCO (CAYMAN)
        N/A
        Banco Bradesco SA/Cayman Islands
        05947KBA7
        
          
          
        
        200000.00000000
        PA
        USD
        200503.00000000
        0.163675428383
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2027-03-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEK7
        
          
          
        
        240000.00000000
        PA
        USD
        229154.98000000
        0.187064729792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Fixed
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIBAIL-RODAMCO-WESTFLD
        969500SHQITWXSIS7N89
        Unibail-Rodamco-Westfield SE
        000000000
        
          
          
        
        700000.00000000
        PA
        
        761710.41000000
        0.621802554878
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        Chemours Co/The
        000000000
        
          
          
        
        200000.00000000
        PA
        
        213587.45000000
        0.174356580081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        Aptiv PLC / Aptiv Corp
        00217GAB9
        
          
          
        
        100000.00000000
        PA
        USD
        94905.65000000
        0.077473768071
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2032-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 10 Year Euro BUND
        000000000
        
          
          
        
        -9.00000000
        NC
        
        29355.60000000
        0.023963683363
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-06-08
            -1593087.71000000
            USD
            29355.60000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 2 Year Euro SCHATZ
        000000000
        
          
          
        
        -132.00000000
        NC
        
        196857.76000000
        0.160699731168
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2022-06-08
            -16176081.02000000
            USD
            196857.76000000
          
        
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        583276.95000000
        0.476143023582
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2043-07-04
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
          
        
        68000.00000000
        PA
        USD
        68020.40000000
        0.055526690916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        000000000
        
          
          
        
        176000.00000000
        PA
        
        253693.31000000
        0.207095959622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
          
        
        400000.00000000
        PA
        
        477653.97000000
        0.389920440884
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2031-05-19
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
          
        
        2573000.00000000
        PA
        
        674875.26000000
        0.550916930348
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2032-08-12
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
          
        
        750000.00000000
        PA
        
        785543.98000000
        0.641258472144
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-05-08
          Fixed
          1.23100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
          
        
        7041000000.00000000
        PA
        
        542194.99000000
        0.442606830099
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2039-04-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEONARDO SPA
        529900X4EEX1U9LN3U39
        Leonardo SpA
        000000000
        
          
          
        
        450000.00000000
        PA
        
        503746.92000000
        0.411220744466
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-08
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DT4
        
          
          
        
        824000.00000000
        PA
        USD
        787388.20000000
        0.642763953351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        1115998.27000000
        0.911016268670
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
          
        
        240000.00000000
        PA
        USD
        225136.03000000
        0.183783964104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AU3
        
          
          
        
        123000.00000000
        PA
        USD
        131874.63000000
        0.107652436911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        EUR/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -373821.37000000
        -0.30515938850
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            -98818177.00000000
            NOK
            9786348.93000000
            EUR
            2022-05-20
            -373821.37000000
          
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
          
        
        283000.00000000
        PA
        
        63588.54000000
        0.051908856848
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2024-04-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        692000.00000000
        PA
        
        653486.59000000
        0.533456843842
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2051-09-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WIZZ AIR FINANCE COMPANY
        724500H9M16IQI3B4W90
        Wizz Air Finance Co BV
        000000000
        
          
          
        
        500000.00000000
        PA
        
        544394.39000000
        0.444402253296
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-01-19
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HONDURAS GOVERNMENT
        5493002DW1JNBNG17615
        Honduras Government International Bond
        438180AJ0
        
          
          
        
        200000.00000000
        PA
        USD
        182000.00000000
        0.148570983804
        Long
        DBT
        NUSS
        HN
        N
        
        2
        
          2030-06-24
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4532.46000000
        -0.00369995627
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -3300000.00000000
            CAD
            2634755.99000000
            USD
            2022-05-20
            -4532.46000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B85
        
          
          
        
        200000.00000000
        PA
        USD
        190067.50000000
        0.155156678375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        5356000.00000000
        PA
        
        261768.10000000
        0.213687605195
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2023-01-23
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BN3
        
          
          
        
        400000.00000000
        PA
        USD
        426477.24000000
        0.348143643500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS CAD PUT
        000000000
        
          
        
        4977000.00000000
        NC
        
        13109.84000000
        0.010701878166
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS CAD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  CAD
                  2022-08-04
                
              
            
            4977000.00000000
            USD
            86.00000000
            CAD
            2022-08-04
            XXXX
            -36424.84000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        2189034.22000000
        1.786961360698
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2025-02-01
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATWICK AIRPORT FINANCE
        213800BDRHDHRGTQ1D63
        Gatwick Airport Finance PLC
        000000000
        
          
          
        
        350000.00000000
        PA
        
        427625.26000000
        0.349080799878
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-07
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAH4
        
          
        
        105000.00000000
        PA
        USD
        105329.09000000
        0.085982673211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEOLIA ENVIRONNEMENT SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        306776.95000000
        0.250429413571
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJD3
        
          
          
        
        275000.00000000
        PA
        USD
        261746.24000000
        0.213669760351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-27
          Fixed
          2.67700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZC7
        
          
          
        
        6390000.00000000
        PA
        USD
        6143885.32000000
        5.015401573485
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-28
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        54741.76000000
        0.044687017243
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            -4841009.24000000
            USD
            43120843.00000000
            NOK
            2022-05-20
            54741.76000000
          
        
        
          N
          N
          N
        
      
      
        RAIZEN FUELS FINANCE
        52990010NH26VC32Q522
        Raizen Fuels Finance SA
        75102XAA4
        
          
          
        
        389000.00000000
        PA
        USD
        403443.57000000
        0.329340703870
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-01-20
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL SPA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
          
        
        600000.00000000
        PA
        
        567219.91000000
        0.463035275066
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          N/A
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        1461920.22000000
        1.193400688621
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-01-18
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANZ SE
        529900K9B0N5BT694847
        Allianz SE
        000000000
        
          
          
        
        400000.00000000
        PA
        
        403671.07000000
        0.329526417600
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          N/A
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELM FOR FIRMENICH INTERN
        5493004Q6ZQIC4MCNJ08
        ELM BV for Firmenich International SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        560249.25000000
        0.457344957407
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIEDAD DE TRANSMISION
        N/A
        Sociedad de Transmision Austral SA
        83364AAA1
        
          
          
        
        200000.00000000
        PA
        USD
        194306.00000000
        0.158616668017
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2032-01-27
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
          
        
        479000.00000000
        PA
        USD
        399979.37000000
        0.326512793969
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2047-11-28
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 Year US Treasury Note
        000000000
        
          
          
        
        -1.00000000
        NC
        USD
        -171.87000000
        -0.00014030162
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -122703.13000000
            USD
            -171.87000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
          
        
        390000.00000000
        PA
        
        381153.46000000
        0.311144750179
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2032-01-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZR8
        
          
          
        
        430000.00000000
        PA
        USD
        429933.65000000
        0.350965194237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        Long Gilt
        000000000
        
          
          
        
        12.00000000
        NC
        
        -36498.19000000
        -0.02979435162
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                UNITED KINGDOM GILT
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2022-06-28
            1972939.45000000
            USD
            -36498.19000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDJ7
        
          
          
        
        3760000.00000000
        PA
        USD
        3450975.00000000
        2.817114015575
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        -20.00000000
        NC
        USD
        83671.92000000
        0.068303403687
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -2793046.92000000
            USD
            83671.92000000
          
        
        
          N
          N
          N
        
      
      
        HOLCIM FINANCE LUX SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        000000000
        
          
          
        
        600000.00000000
        PA
        
        575029.19000000
        0.469410178431
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-23
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        400000.00000000
        PA
        
        398015.47000000
        0.324909615095
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2039-04-08
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        000000000
        
          
          
        
        500000.00000000
        PA
        
        493633.09000000
        0.402964581427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2081-09-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7888.74000000
        0.006439768476
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -1100344.80000000
            USD
            1000000.00000000
            EUR
            2022-05-20
            7888.74000000
          
        
        
          N
          N
          N
        
      
      
        REPSOL INTL FINANCE
        5493002YCY6HTK0OUR29
        Repsol International Finance BV
        000000000
        
          
          
        
        200000.00000000
        PA
        
        222765.12000000
        0.181848533163
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          4.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        159.39000000
        0.000130113896
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            15822.21000000
            USD
            -12325502.00000000
            CLP
            2022-04-01
            159.39000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PED6
        
          
          
        
        400000.00000000
        PA
        USD
        368004.00000000
        0.300410529252
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2594.72000000
        -0.00211813243
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2618025.88000000
            USD
            2360000.00000000
            EUR
            2022-05-20
            -2594.72000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        000000000
        
          
          
        
        11036000.00000000
        PA
        
        263388.06000000
        0.215010017563
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2028-03-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CME Ultra Long Term US Treasury Bond
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        135522.54000000
        0.110630313711
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -3323772.54000000
            USD
            135522.54000000
          
        
        
          N
          N
          N
        
      
      
        ICL GROUP LIMITED
        529900FQVQD88SHIGM04
        ICL Group Ltd
        000000000
        
          
          
        
        333000.00000000
        PA
        USD
        366300.00000000
        0.299019513008
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2038-05-31
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AROUNDTOWN SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        211943.12000000
        0.173014273895
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-31
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2V4
        
          
          
        
        185000.00000000
        PA
        USD
        184776.45000000
        0.150837466815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        Transcanada Trust
        89356BAC2
        
          
          
        
        844000.00000000
        PA
        USD
        835560.00000000
        0.682087753998
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2077-03-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
        
        200000.00000000
        PA
        
        259809.49000000
        0.212088744676
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN SECURITIES EXCHANGE TRADE24
        N/A
        10 YEAR AUSTRALIAN BOND
        000000000
        
          
          
        
        45.00000000
        NC
        
        -174449.27000000
        -0.14240714103
        N/A
        DIR
        CORP
        AU
        N
        
        1
        
          
            
              AUSTRALIAN SECURITIES EXCHANGE TRADE24
              N/A
            
            Long
            
              
                AUSTRALIAN GOVERNMENT
                Australia Government Bond
                
                  
                  
                  
                
              
            
            2022-06-15
            4348236.16000000
            USD
            -174449.27000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAU4
        
          
          
        
        600000.00000000
        PA
        USD
        678102.96000000
        0.553551779604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          6.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        French Government Bond
        000000000
        
          
          
        
        -24.00000000
        NC
        
        196685.32000000
        0.160558964243
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                FRANCE (GOVT OF)
                French Republic Government Bond OAT
                
                  
                  
                  
                
              
            
            2022-06-08
            -4170074.78000000
            USD
            196685.32000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CS3
        
          
          
        
        416000.00000000
        PA
        USD
        439400.00000000
        0.358692803756
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087F82
        
          
          
        
        6350000.00000000
        PA
        
        4743845.94000000
        3.872515705069
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-06-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
          
        
        580000.00000000
        PA
        USD
        571587.10000000
        0.466600317455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769AH9
        
          
          
        
        190000.00000000
        PA
        USD
        169734.89000000
        0.138558679083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CBL8
        
          
          
        
        61000.00000000
        PA
        USD
        55866.99000000
        0.045605569596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FAURECIA
        969500F0VMZLK2IULV85
        Faurecia SE
        000000000
        
          
          
        
        400000.00000000
        PA
        
        417010.23000000
        0.340415495206
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BM6
        
          
          
        
        553000.00000000
        PA
        USD
        538210.02000000
        0.439353803103
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2041-01-18
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAG8
        
          
          
        
        650000.00000000
        PA
        USD
        649901.14000000
        0.530529954645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Euro-BTP Italian Bond
        000000000
        
          
          
        
        -24.00000000
        NC
        
        96439.66000000
        0.078726017384
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUONI POLIENNALI DEL TES
                Italy Buoni Poliennali Del Tesoro
                
                  
                  
                  
                
              
            
            2022-06-08
            -3739327.78000000
            USD
            96439.66000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1486969.21000000
        1.213848782509
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            -57542679.00000000
            EUR
            65257696.24000000
            USD
            2022-05-20
            1486969.21000000
          
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        Chubb INA Holdings Inc
        171239AB2
        
          
          
        
        243000.00000000
        PA
        
        276822.56000000
        0.225976923508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAG6
        
          
        
        65000.00000000
        PA
        USD
        65027.40000000
        0.053083432924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
          
        
        350000.00000000
        PA
        
        359551.99000000
        0.293510949907
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2031-10-17
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        2200000.00000000
        PA
        
        2155003.12000000
        1.759180954066
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-08-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRICITE DE FRANCE SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
          
        
        600000.00000000
        PA
        
        598869.76000000
        0.488871809966
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DE9
        
          
          
        
        919000.00000000
        PA
        USD
        893442.61000000
        0.729338722750
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-23
          Fixed
          2.39200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        197876.00000000
        0.161530945007
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2044-10-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBT6
        
          
          
        
        550000.00000000
        PA
        USD
        518267.92000000
        0.423074586531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          2.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
          
        
        400000.00000000
        PA
        
        457932.19000000
        0.373821076835
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.94700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        300000.00000000
        PA
        
        267696.35000000
        0.218526978463
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ALBANIA
        254900EDM43U3SGRND29
        Albania Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        192852.78000000
        0.157430369527
        Long
        DBT
        NUSS
        AL
        N
        
        2
        
          2031-11-23
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1558085.86000000
        1.271903016879
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-02-07
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAS1
        
          
          
        
        480000.00000000
        PA
        USD
        430342.37000000
        0.351298842217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAY5
        
          
          
        
        500000.00000000
        PA
        USD
        590827.60000000
        0.482306801048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBERDROLA INTL BV
        549300ZMLFJKWC63XN87
        Iberdrola International BV
        000000000
        
          
          
        
        600000.00000000
        PA
        
        642975.95000000
        0.524876755242
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          1.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477BS1
        
          
          
        
        435000.00000000
        PA
        USD
        417332.04000000
        0.340678196461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-07
          Fixed
          2.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZURICH FINANCE IRELAND
        549300E0FVHYR37EGX65
        Zurich Finance Ireland Designated Activity Co
        000000000
        
          
          
        
        500000.00000000
        PA
        
        522177.66000000
        0.426266201466
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2050-09-17
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-01
      IVY FUNDS
      Dan Geatens
      Dan Geatens
      Division Director - Head of US Fund Administration
Serious News for Serious Traders! Try StreetInsider.com Premium Free!
Create E-mail Alert Related Categories

SEC Filings
Sign up for StreetInsider Free!

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!
Form NPORT-P IVY FUNDS For: Mar 31

You May Also Be Interested In

Create E-mail Alert Related Categories

Sign up for StreetInsider Free!

Free News Feed
