Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 00130H204 | 00130H204 | AES CORP/THE | 45336.0 | 3089195.04 | CORP | Long | |
| 00206RKB7 | 00206RKB7 | AT&T INC | 85000.0 | 58340.29 | CORP | Long | |
| 02376RAF9 | 02376RAF9 | AMERICAN AIRLINES GROUP | 2000000.0 | 2124920.0 | CORP | Long | |
| 09247X101 | 09247X101 | BlackRock Inc | 2632.0 | 1977237.36 | CORP | Long | |
| 11135FAQ4 | 11135FAQ4 | BROADCOM INC | 95000.0 | 88096.97 | CORP | Long | |
| 17136MAA0 | 17136MAA0 | CHURCH & DWIGHT CO INC | 65000.0 | 53278.34 | CORP | Long | |
| 025537AX9 | 025537AX9 | AMERICAN ELECTRIC POWER | 80000.0 | 80194.01 | CORP | Long | |
| 026874784 | 026874784 | American International Group I | 36278.0 | 2387455.18 | CORP | Long | |
| 038222105 | 038222105 | Applied Materials Inc | 6713.0 | 1005473.14 | CORP | Long | |
| 05352A100 | 05352A100 | Avantor Inc | 41525.0 | 879499.5 | CORP | Long | |
| 060505104 | 060505104 | Bank of America Corp | 105352.0 | 3212182.48 | CORP | Long | |
| 06541KBA5 | 06541KBA5 | Bank | 875000.0 | 823341.49 | CORP | Long | |
| 097023105 | 097023105 | Boeing Co/The | 14622.0 | 3386893.86 | CORP | Long | |
| 15135UAM1 | 15135UAM1 | Cenovus Energy Inc | 50000.0 | 48012.3 | CORP | Long | |
| 172967KY6 | 172967KY6 | Citigroup Inc | 800000.0 | 753926.82 | CORP | Long | |
| 22822VAM3 | 22822VAM3 | CROWN CASTLE INC | 150000.0 | 131101.58 | CORP | Long | |
| 260003108 | 260003108 | Dover Corp | 9128.0 | 1288508.48 | CORP | Long | |
| 302520AC5 | 302520AC5 | FNB CORP | 70000.0 | 67966.09 | CORP | Long | |
| 404119CB3 | 404119CB3 | HCA INC | 125000.0 | 82000.32 | CORP | Long | |
| 444859102 | 444859102 | Humana Inc | 4036.0 | 1956894.96 | CORP | Long | |
| 458140100 | 458140100 | Intel Corp | 52151.0 | 2331149.7 | CORP | Long | |
| 46625HRY8 | 46625HRY8 | JPMorgan Chase & Co | 600000.0 | 571408.61 | CORP | Long | |
| 478160104 | 478160104 | Johnson & Johnson | 39118.0 | 6049989.88 | CORP | Long | |
| 502431109 | 502431109 | L3Harris Technologies Inc | 12081.0 | 2305175.61 | CORP | Long | |
| 55903VBD4 | 55903VBD4 | WARNERMEDIA HOLDINGS INC | 100000.0 | 82635.17 | CORP | Long | |
| 594918104 | 594918104 | Microsoft Corp | 40041.0 | 15171935.31 | CORP | Long | |
| 595017104 | 595017104 | Microchip Technology Inc | 13973.0 | 1165907.12 | CORP | Long | |
| 61747YFG5 | 61747YFG5 | MORGAN STANLEY | 60000.0 | 58214.96 | CORP | Long | |
| 638671AK3 | 638671AK3 | NATIONWIDE MUTUAL INSURA | 250000.0 | 315189.76 | CORP | Long | |
| 64110L106 | 64110L106 | Netflix Inc | 55.0 | 26068.35 | CORP | Long | |
| 920253AF8 | 920253AF8 | Valmont Industries Inc | 25000.0 | 21103.8 | CORP | Long | |
| 92343VGB4 | 92343VGB4 | VERIZON COMMUNICATIONS | 110000.0 | 79179.46 | CORP | Long | |
| 94106L109 | 94106L109 | Waste Management Inc | 13468.0 | 2302893.32 | CORP | Long | |
| 95000U3D3 | 95000U3D3 | WELLS FARGO & COMPANY | 60000.0 | 57746.69 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | -9.0 | -6842.6 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | -7.0 | -5700.31 | CORP | N/A | |
| 000000000 | 000000000 | Medtronic PLC | 15999.0 | 1268240.73 | CORP | Long | |
| 20825C104 | 20825C104 | ConocoPhillips | 32180.0 | 3719042.6 | CORP | Long | |
| 26442EAJ9 | 26442EAJ9 | DUKE ENERGY OHIO INC | 40000.0 | 39728.52 | CORP | Long | |
| 00206R102 | 00206R102 | AT&T Inc | 318696.0 | 5280792.72 | CORP | Long | |
| 00206RFS6 | 00206RFS6 | AT&T Inc | 190000.0 | 161808.21 | CORP | Long | |
| 00206RML3 | 00206RML3 | AT&T INC | 200000.0 | 184928.07 | CORP | Long | |
| 00846UAM3 | 00846UAM3 | AGILENT TECHNOLOGIES INC | 55000.0 | 45377.13 | CORP | Long | |
| 01748NAE4 | 01748NAE4 | ALLEGION US HOLDING CO | 80000.0 | 74355.25 | CORP | Long | |
| 023135106 | 023135106 | Amazon.com Inc | 17532.0 | 2561249.88 | CORP | Long | |
| 002824100 | 002824100 | Abbott Laboratories | 17109.0 | 1784297.61 | CORP | Long | |
| 020002101 | 020002101 | Allstate Corp/The | 22752.0 | 3136818.24 | CORP | Long | |
| 02665WEQ0 | 02665WEQ0 | AMERICAN HONDA FINANCE | 100000.0 | 100941.76 | CORP | Long | |
| 032654105 | 032654105 | Analog Devices Inc | 6446.0 | 1182067.48 | CORP | Long | |
| 06541LBG0 | 06541LBG0 | Bank | 285000.0 | 243122.98 | CORP | Long | |
| 075887109 | 075887109 | Becton Dickinson & Co | 10274.0 | 2426513.32 | CORP | Long | |
| 097023DC6 | 097023DC6 | BOEING CO | 225000.0 | 202531.0 | CORP | Long | |
| 110122DK1 | 110122DK1 | BRISTOL-MYERS SQUIBB CO | 200000.0 | 167347.59 | CORP | Long | |
| 15189TBC0 | 15189TBC0 | CENTERPOINT ENERGY INC | 3700000.0 | 3704843.3 | CORP | Long | |
| 166764100 | 166764100 | Chevron Corp | 25117.0 | 3606801.2 | CORP | Long | |
| 17275R102 | 17275R102 | Cisco Systems Inc | 36907.0 | 1785560.66 | CORP | Long | |
| 17401QAU5 | 17401QAU5 | CITIZENS BANK NA/RI | 250000.0 | 234986.67 | CORP | Long | |
| 191241AH1 | 191241AH1 | COCA-COLA FEMSA SAB CV | 150000.0 | 131193.75 | CORP | Long | |
| 20030NCA7 | 20030NCA7 | Comcast Corp | 400000.0 | 373437.25 | CORP | Long | |
| 22160K105 | 22160K105 | Costco Wholesale Corp | 4108.0 | 2434975.92 | CORP | Long | |
| 233853AG5 | 233853AG5 | DAIMLER TRUCK FINAN NA | 150000.0 | 129701.72 | CORP | Long | |
| 02209SBN2 | 02209SBN2 | ALTRIA GROUP INC | 85000.0 | 56744.25 | CORP | Long | |
| 031162DT4 | 031162DT4 | AMGEN INC | 190000.0 | 187535.89 | CORP | Long | |
| 30231G102 | 30231G102 | Exxon Mobil Corp | 60599.0 | 6225941.26 | CORP | Long | |
| 3137FTFY8 | 3137FTFY8 | FHLMC Multifamily Structured Pass Through Certs. | 600000.0 | 491078.1 | USGSE | Long | |
| 31428X106 | 31428X106 | FedEx Corp | 7513.0 | 1944589.79 | CORP | Long | |
| 36262GAD3 | 36262GAD3 | GXO LOGISTICS INC | 120000.0 | 93991.67 | CORP | Long | |
| 362924AE2 | 362924AE2 | GS Mortgage-Backed Securities Trust | 1793110.45 | 1392882.64 | CORP | Long | |
| 375558103 | 375558103 | Gilead Sciences Inc | 11222.0 | 859605.2 | CORP | Long | |
| 38141GZM9 | 38141GZM9 | GOLDMAN SACHS GROUP INC | 100000.0 | 82490.96 | CORP | Long | |
| 42809HAD9 | 42809HAD9 | Hess Corp | 145000.0 | 145943.25 | CORP | Long | |
| 437076102 | 437076102 | Home Depot Inc/The | 2419.0 | 758332.31 | CORP | Long | |
| 459200101 | 459200101 | IBM | 31446.0 | 4986077.76 | CORP | Long | |
| 47233JDX3 | 47233JDX3 | JEFFERIES FIN GROUP INC | 50000.0 | 38983.39 | CORP | Long | |
| 499049104 | 499049104 | Knight-Swift Transportation Ho | 43737.0 | 2352175.86 | CORP | Long | |
| 55261F104 | 55261F104 | M&T Bank Corp | 11696.0 | 1499076.32 | CORP | Long | |
| 55336VBT6 | 55336VBT6 | MPLX LP | 125000.0 | 104448.3 | CORP | Long | |
| 55903VBC6 | 55903VBC6 | WARNERMEDIA HOLDINGS INC | 100000.0 | 88247.03 | CORP | Long | |
| 575767AL2 | 575767AL2 | MASS MUTUAL LIFE INS CO | 200000.0 | 157439.18 | CORP | Long | |
| 6174468G7 | 6174468G7 | Morgan Stanley | 100000.0 | 94972.37 | CORP | Long | |
| 637417106 | 637417106 | NNN REIT Inc | 29085.0 | 1181432.7 | CORP | Long | |
| 664397AM8 | 664397AM8 | Eversource Energy | 150000.0 | 145868.37 | CORP | Long | |
| 67066G104 | 67066G104 | NVIDIA Corp | 5431.0 | 2540078.7 | CORP | Long | |
| 709599BJ2 | 709599BJ2 | PENSKE TRUCK LEASING/PTL | 135000.0 | 131018.9 | CORP | Long | |
| 717081103 | 717081103 | Pfizer Inc | 78327.0 | 2386623.69 | CORP | Long | |
| 718172109 | 718172109 | Philip Morris International In | 26422.0 | 2466757.92 | CORP | Long | |
| 75513ECR0 | 75513ECR0 | RTX CORP | 100000.0 | 98256.15 | CORP | Long | |
| 78409V104 | 78409V104 | S&P Global Inc | 6148.0 | 2556522.84 | CORP | Long | |
| 842587DF1 | 842587DF1 | SOUTHERN CO | 175000.0 | 164147.67 | CORP | Long | |
| 03522AAJ9 | 03522AAJ9 | ANHEUSER-BUSCH CO/INBEV | 250000.0 | 231714.67 | CORP | Long | |
| 03769M304 | 03769M304 | APOLLO GLOBAL MANAGEMENT | 60000.0 | 3329400.0 | CORP | Long | |
| 046353AW8 | 046353AW8 | ASTRAZENECA PLC | 60000.0 | 48307.9 | CORP | Long | |
| 05348EBA6 | 05348EBA6 | AVALONBAY COMMUNITIES | 195000.0 | 183747.6 | CORP | Long | |
| 06406RBG1 | 06406RBG1 | BANK OF NY MELLON CORP | 150000.0 | 142820.52 | CORP | Long | |
| 097023CR4 | 097023CR4 | BOEING CO | 30000.0 | 21378.33 | CORP | Long | |
| 10112RBA1 | 10112RBA1 | Boston Properties LP | 150000.0 | 137927.04 | CORP | Long | |
| 12515DAR5 | 12515DAR5 | CD Commercial Mortgage Trust | 400000.0 | 368527.56 | CORP | Long | |
| 13648TAG2 | 13648TAG2 | CANADIAN PACIFIC RAILWAY | 105000.0 | 74368.3 | CORP | Long | |
| 14040HCA1 | 14040HCA1 | CAPITAL ONE FINANCIAL CO | 125000.0 | 124595.86 | CORP | Long | |
| 191216100 | 191216100 | Coca-Cola Co/The | 70283.0 | 4107338.52 | CORP | Long | |
| 20030N101 | 20030N101 | Comcast Corp | 25627.0 | 1073515.03 | CORP | Long | |
| 872540109 | 872540109 | TJX Cos Inc/The | 8700.0 | 766557.0 | CORP | Long | |
| 87264ACQ6 | 87264ACQ6 | T-MOBILE USA INC | 100000.0 | 81974.77 | CORP | Long | |
| 90384S303 | 90384S303 | Ulta Beauty Inc | 1713.0 | 729720.87 | CORP | Long | |
| 91913YAW0 | 91913YAW0 | Valero Energy Corp | 140000.0 | 131761.02 | CORP | Long | |
| 928563AJ4 | 928563AJ4 | VMWARE INC | 40000.0 | 36097.96 | CORP | Long | |
| 92857WBY5 | 92857WBY5 | VODAFONE GROUP PLC | 150000.0 | 142661.5 | CORP | Long | |
| 21036P108 | 21036P108 | Constellation Brands Inc | 8454.0 | 2033102.46 | CORP | Long | |
| 21036PBG2 | 21036PBG2 | CONSTELLATION BRANDS INC | 45000.0 | 33293.65 | CORP | Long | |
| 210385AC4 | 210385AC4 | CONSTELLATION EN GEN LLC | 125000.0 | 125835.58 | CORP | Long | |
| 235851102 | 235851102 | Danaher Corp | 8828.0 | 1971380.68 | CORP | Long | |
| 949746SH5 | 949746SH5 | WELLS FARGO & COMPANY | 275000.0 | 257632.67 | CORP | Long | |
| 95000U3B7 | 95000U3B7 | WELLS FARGO & COMPANY | 100000.0 | 93570.47 | CORP | Long | |
| 98956P102 | 98956P102 | Zimmer Biomet Holdings Inc | 11826.0 | 1375482.06 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 131.0 | 104096.01 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | -295.0 | -356675.99 | CORP | N/A | |
| 000000000 | 000000000 | Sanofi SA | 9327.0 | 868813.09 | CORP | Long | |
| 000000000 | 000000000 | Linde PLC | 8210.0 | 3397051.7 | CORP | Long | |
| 000000000 | 000000000 | CLARIVATE PLC | 25000.0 | 821250.0 | CORP | Long | |
| 254687FZ4 | 254687FZ4 | WALT DISNEY COMPANY/THE | 40000.0 | 30254.94 | CORP | Long | |
| 29444U700 | 29444U700 | Equinix Inc | 3337.0 | 2719688.37 | CORP | Long | |
| 30161NBH3 | 30161NBH3 | EXELON CORP | 30000.0 | 22951.11 | CORP | Long | |
| 30303M102 | 30303M102 | Meta Platforms Inc | 11780.0 | 3853827.0 | CORP | Long | |
| 337738AU2 | 337738AU2 | FISERV INC | 150000.0 | 137175.94 | CORP | Long | |
| 364760108 | 364760108 | Gap Inc/The | 82352.0 | 1652804.64 | CORP | Long | |
| 37045V100 | 37045V100 | General Motors Co | 95223.0 | 3009046.8 | CORP | Long | |
| 37045VAJ9 | 37045VAJ9 | General Motors Co | 100000.0 | 84490.93 | CORP | Long | |
| 378272BD9 | 378272BD9 | GLENCORE FUNDING LLC | 75000.0 | 68563.52 | CORP | Long | |
| 427098116 | 427098116 | Hercules Trust II | 4803.0 | 204061.7 | CORP | N/A | |
| 437076BY7 | 437076BY7 | HOME DEPOT INC | 150000.0 | 137359.99 | CORP | Long | |
| 43730NAC0 | 43730NAC0 | Home Partners of America Trust | 732121.54 | 687398.87 | CORP | Long | |
| 445658107 | 445658107 | JB Hunt Transport Services Inc | 9598.0 | 1778221.46 | CORP | Long | |
| 45866F104 | 45866F104 | Intercontinental Exchange Inc | 24976.0 | 2843267.84 | CORP | Long | |
| 4662AA778 | 4662AA778 | JP MORGAN CHASE BANK NA | 53623.0 | 7140974.91 | CORP | Long | |
| 46647PCU8 | 46647PCU8 | JPMORGAN CHASE & CO | 100000.0 | 82664.04 | CORP | Long | |
| 52532XAD7 | 52532XAD7 | LEIDOS INC | 50000.0 | 48465.59 | CORP | Long | |
| 553368101 | 553368101 | MP Materials Corp | 78318.0 | 1242906.66 | CORP | Long | |
| 55903VBG7 | 55903VBG7 | WARNERMEDIA HOLDINGS INC | 60000.0 | 60059.25 | CORP | Long | |
| 58155Q103 | 58155Q103 | McKesson Corp | 3831.0 | 1802715.36 | CORP | Long | |
| 58769JAF4 | 58769JAF4 | MERCEDES-BENZ FIN NA | 150000.0 | 148652.09 | CORP | Long | |
| 620076307 | 620076307 | Motorola Solutions Inc | 3819.0 | 1233040.53 | CORP | Long | |
| 65339F713 | 65339F713 | NEXTERA ENERGY INC | 112000.0 | 4148480.0 | CORP | Long | |
| 665859AX2 | 665859AX2 | NORTHERN TRUST CORP | 100000.0 | 103099.77 | CORP | Long | |
| 69448FAA9 | 69448FAA9 | PACIFIC LIFE INSURANCE C | 340000.0 | 253467.76 | CORP | Long | |
| 701094104 | 701094104 | Parker-Hannifin Corp | 5678.0 | 2459596.04 | CORP | Long | |
| 743315103 | 743315103 | Progressive Corp/The | 10894.0 | 1786942.82 | CORP | Long | |
| 745310AM4 | 745310AM4 | PUGET ENERGY INC | 45000.0 | 39114.45 | CORP | Long | |
| 79466L302 | 79466L302 | Salesforce Inc | 11354.0 | 2860072.6 | CORP | Long | |
| 87612E106 | 87612E106 | Target Corp | 9935.0 | 1329402.35 | CORP | Long | |
| 896239AE0 | 896239AE0 | TRIMBLE INC | 125000.0 | 126849.5 | CORP | Long | |
| 91282CHX2 | 91282CHX2 | United States Treasury | 8300000.0 | 8323425.09 | UST | Long | |
| 91913Y100 | 91913Y100 | Valero Energy Corp | 12051.0 | 1510713.36 | CORP | Long | |
| 920253AE1 | 920253AE1 | Valmont Industries Inc | 90000.0 | 75018.97 | CORP | Long | |
| 3137BNGT5 | 3137BNGT5 | FHLMC Multifamily Structured Pass Through Certs. | 1025000.0 | 977353.29 | USGSE | Long | |
| 33767BAC3 | 33767BAC3 | FIRSTENERGY TRANSMISSION | 80000.0 | 64796.02 | CORP | Long | |
| 4662AA810 | 4662AA810 | JP MORGAN CHASE BANK NA | 38523.0 | 5551549.53 | CORP | Long | |
| 532457108 | 532457108 | Eli Lilly & Co | 7817.0 | 4620159.68 | CORP | Long | |
| 929160109 | 929160109 | Vulcan Materials Co | 9657.0 | 2062348.92 | CORP | Long | |
| 92939UAG1 | 92939UAG1 | WEC ENERGY GROUP INC | 45000.0 | 38935.34 | CORP | Long | |
| 949746101 | 949746101 | Wells Fargo & Co | 89926.0 | 4009800.34 | CORP | Long | |
| 95000U2N2 | 95000U2N2 | WELLS FARGO & COMPANY | 210000.0 | 199678.92 | CORP | Long | |
| 61746BCY0 | 61746BCY0 | Morgan Stanley | 350000.0 | 357237.14 | CORP | Long | |
| 718172CX5 | 718172CX5 | PHILIP MORRIS INTL INC | 150000.0 | 153525.93 | CORP | Long | |
| 720198AF7 | 720198AF7 | PIEDMONT OPERATING PARTN | 40000.0 | 26531.69 | CORP | Long | |
| 806857108 | 806857108 | Schlumberger NV | 18007.0 | 937084.28 | CORP | Long | |
| 95040QAL8 | 95040QAL8 | WELLTOWER OP LLC | 110000.0 | 91475.74 | CORP | Long | |
| 000000000 | 000000000 | Deutsche Telekom AG | 43176.0 | 1033119.61 | CORP | Long | |
| 000000000 | 000000000 | TotalEnergies SE | 14501.0 | 987411.2 | CORP | Long | |
| 000000000 | 000000000 | Accenture PLC | 5364.0 | 1786962.96 | CORP | Long | |
| 871829BF3 | 871829BF3 | SYSCO CORPORATION | 150000.0 | 140035.23 | CORP | Long | |
| 87612GAA9 | 87612GAA9 | TARGA RESOURCES CORP | 30000.0 | 26463.24 | CORP | Long | |
| 907818FH6 | 907818FH6 | UNION PACIFIC CORP | 65000.0 | 56008.02 | CORP | Long | |
| 927804FX7 | 927804FX7 | VIRGINIA ELEC & POWER CO | 280000.0 | 266115.1 | CORP | Long | |
| 928563AL9 | 928563AL9 | VMWARE INC | 35000.0 | 27677.55 | CORP | Long | |
| 92936UAF6 | 92936UAF6 | WP CAREY INC | 115000.0 | 104151.78 | CORP | Long | |
| 000000000 | 000000000 | Chubb Ltd | 14606.0 | 3351054.58 | CORP | Long | |
| 00287YBX6 | 00287YBX6 | ABBVIE INC | 235000.0 | 213437.73 | CORP | Long | |
| 015271AV1 | 015271AV1 | ALEXANDRIA REAL ESTATE E | 130000.0 | 95442.45 | CORP | Long | |
| 15189TBB2 | 15189TBB2 | CENTERPOINT ENERGY INC | 150000.0 | 123023.95 | CORP | Long | |
| 20030NBY6 | 20030NBY6 | Comcast Corp | 200000.0 | 190451.81 | CORP | Long | |
| 23331A109 | 23331A109 | DR Horton Inc | 8826.0 | 1126815.42 | CORP | Long | |
| 244199105 | 244199105 | Deere & Co | 2464.0 | 897906.24 | CORP | Long | |
| 294429AQ8 | 294429AQ8 | EQUIFAX INC | 135000.0 | 130709.54 | CORP | Long | |
| 31409N200 | 31409N200 | FEDERATED MORTGAGE CORE PORTFOLIO | 12737922.22 | 103431928.42 | RF | Long | |
| 416515104 | 416515104 | Hartford Financial Services Gr | 23727.0 | 1854502.32 | CORP | Long | |
| 437076CA8 | 437076CA8 | HOME DEPOT INC | 200000.0 | 185825.55 | CORP | Long | |
| 69047QAD4 | 69047QAD4 | OVINTIV INC | 105000.0 | 108977.23 | CORP | Long | |
| 828806109 | 828806109 | Simon Property Group Inc | 8209.0 | 1025222.01 | CORP | Long | |
| 854502101 | 854502101 | Stanley Black & Decker Inc | 35256.0 | 3204770.4 | CORP | Long | |
| 883556102 | 883556102 | Thermo Fisher Scientific Inc | 4893.0 | 2425753.68 | CORP | Long | |
| 912810TT5 | 912810TT5 | United States Treasury | 28200000.0 | 26371407.66 | UST | Long | |
| 91282CHT1 | 91282CHT1 | United States Treasury | 20800000.0 | 20013500.0 | UST | Long | |
| 91324P102 | 91324P102 | UnitedHealth Group Inc | 8024.0 | 4437031.28 | CORP | Long | |
| 000000000 | 000000000 | Aptiv PLC | 16512.0 | 1367854.08 | CORP | Long | |
| 00724F101 | 00724F101 | Adobe Inc | 2428.0 | 1483532.28 | CORP | Long | |
| 01626PAN6 | 01626PAN6 | ALIMENTATION COUCHE-TARD | 150000.0 | 104109.81 | CORP | Long | |
| 01748TAB7 | 01748TAB7 | ALLEGION PLC | 40000.0 | 36069.9 | CORP | Long | |
| 02079K305 | 02079K305 | Alphabet Inc | 41964.0 | 5561488.92 | CORP | Long | |
| 02079KAF4 | 02079KAF4 | ALPHABET INC | 50000.0 | 29399.88 | CORP | Long | |
| 025816109 | 025816109 | American Express Co | 13170.0 | 2249040.9 | CORP | Long | |
| 03027X100 | 03027X100 | American Tower Corp | 14186.0 | 2961753.08 | CORP | Long | |
| 031162DR8 | 031162DR8 | AMGEN INC | 100000.0 | 99028.44 | CORP | Long | |
| 037833100 | 037833100 | Apple Inc | 59929.0 | 11383513.55 | CORP | Long | |
| 04621X108 | 04621X108 | Assurant Inc | 17732.0 | 2979330.64 | CORP | Long | |
| 06036FBC4 | 06036FBC4 | Bank | 1225000.0 | 1157446.52 | CORP | Long | |
| 06051GHX0 | 06051GHX0 | BANK OF AMERICA CORP | 200000.0 | 171879.97 | CORP | Long | |
| 06051GJB6 | 06051GJB6 | BANK OF AMERICA CORP | 400000.0 | 332556.06 | CORP | Long | |
| 092113AT6 | 092113AT6 | BLACK HILLS CORP | 75000.0 | 61037.25 | CORP | Long | |
| 096630AG3 | 096630AG3 | Boardwalk Pipelines LP | 105000.0 | 100380.58 | CORP | Long | |
| 11135F101 | 11135F101 | Broadcom Inc | 4073.0 | 3770498.29 | CORP | Long | |
| 11135FBQ3 | 11135FBQ3 | BROADCOM INC | 5000.0 | 3822.69 | CORP | Long | |
| 12513GBG3 | 12513GBG3 | CDW LLC/CDW FINANCE | 155000.0 | 142063.92 | CORP | Long | |
| 126650CZ1 | 126650CZ1 | CVS Health Corp | 125000.0 | 109687.78 | CORP | Long | |
| 126650DU1 | 126650DU1 | CVS HEALTH CORP | 75000.0 | 73759.16 | CORP | Long | |
| 161175BR4 | 161175BR4 | CHARTER COMM OPT LLC/CAP | 95000.0 | 91606.57 | CORP | Long | |
| 171484108 | 171484108 | Churchill Downs Inc | 15843.0 | 1834144.11 | CORP | Long | |
| 254687106 | 254687106 | Walt Disney Co/The | 29117.0 | 2698854.73 | CORP | Long | |
| 26441CBW4 | 26441CBW4 | DUKE ENERGY CORP | 100000.0 | 99022.17 | CORP | Long | |
| 28414H103 | 28414H103 | Elanco Animal Health Inc | 143551.0 | 1691030.78 | CORP | Long | |
| 3137FRUH2 | 3137FRUH2 | FHLMC Multifamily Structured Pass Through Certs. | 961457.81 | 852603.1 | USGSE | Long | |
| 000000000 | 000000000 | Federated Core Trust - High Yield Bond Portfolio | 14587100.14 | 78916211.77 | RF | Long | |
| 31409N887 | 31409N887 | PRUDENTIAL QMA STRAT VAL- | 11902105.09 | 95097819.67 | RF | Long | |
| 345397D67 | 345397D67 | FORD MOTOR CREDIT CO LLC | 200000.0 | 208537.65 | CORP | Long | |
| 34964C106 | 34964C106 | Fortune Brands Innovations Inc | 19440.0 | 1330279.2 | CORP | Long | |
| 35671D857 | 35671D857 | Freeport-McMoRan Inc | 38758.0 | 1446448.56 | CORP | Long | |
| 378272BH0 | 378272BH0 | GLENCORE FUNDING LLC | 35000.0 | 22783.46 | CORP | Long | |
| 38141G104 | 38141G104 | Goldman Sachs Group Inc/The | 11203.0 | 3826272.62 | CORP | Long | |
| 38141GWL4 | 38141GWL4 | GOLDMAN SACHS GROUP INC | 300000.0 | 281788.34 | CORP | Long | |
| 38141GXJ8 | 38141GXJ8 | GOLDMAN SACHS GROUP INC | 250000.0 | 242844.62 | CORP | Long | |
| 404280BB4 | 404280BB4 | HSBC Holdings PLC | 250000.0 | 240313.25 | CORP | Long | |
| 427866108 | 427866108 | Hershey Co/The | 7754.0 | 1457131.68 | CORP | Long | |
| 46625H100 | 46625H100 | JPMorgan Chase & Co | 40834.0 | 6373370.72 | CORP | Long | |
| 46647PBK1 | 46647PBK1 | JPMORGAN CHASE & CO | 250000.0 | 237533.39 | CORP | Long | |
| 46647PDR4 | 46647PDR4 | JPMORGAN CHASE & CO | 65000.0 | 63501.21 | CORP | Long | |
| 485134BR0 | 485134BR0 | EVERGY METRO | 280000.0 | 219770.42 | CORP | Long | |
| 50077LAB2 | 50077LAB2 | KRAFT HEINZ FOODS CO | 150000.0 | 122542.44 | CORP | Long | |
| 52532XAF2 | 52532XAF2 | LEIDOS INC | 130000.0 | 120327.79 | CORP | Long | |
| 548661107 | 548661107 | Lowe's Cos Inc | 8222.0 | 1634780.26 | CORP | Long | |
| 55261FAS3 | 55261FAS3 | M&T BANK CORPORATION | 65000.0 | 67798.05 | CORP | Long | |
| 58933Y105 | 58933Y105 | Merck & Co Inc | 30974.0 | 3174215.52 | CORP | Long | |
| 59523UAL1 | 59523UAL1 | MID-AMERICA APARTMENTS | 250000.0 | 247362.96 | CORP | Long | |
| 60934N583 | 60934N583 | Federated Hermes Institutional Prime Value Obligations Fund | 4610267.09 | 4611650.17 | RF | Long | |
| 61747YEU5 | 61747YEU5 | MORGAN STANLEY | 80000.0 | 74969.26 | CORP | Long | |
| 65339KCP3 | 65339KCP3 | NEXTERA ENERGY CAPITAL | 100000.0 | 96741.3 | CORP | Long | |
| 65473QBF9 | 65473QBF9 | NiSource Inc | 130000.0 | 103915.72 | CORP | Long | |
| 666807BN1 | 666807BN1 | Northrop Grumman Corp | 170000.0 | 159025.54 | CORP | Long | |
| 682680AU7 | 682680AU7 | ONEOK Inc | 200000.0 | 192051.64 | CORP | Long | |
| 68389XCK9 | 68389XCK9 | ORACLE CORP | 250000.0 | 279054.03 | CORP | Long | |
| 71951QAA0 | 71951QAA0 | Physicians Realty LP | 200000.0 | 191861.77 | CORP | Long | |
| 742718109 | 742718109 | Procter & Gamble Co/The | 17673.0 | 2713158.96 | CORP | Long | |
| 74340W103 | 74340W103 | Prologis Inc | 19371.0 | 2226309.03 | CORP | Long | |
| 74965L101 | 74965L101 | RLJ Lodging Trust | 73794.0 | 788857.86 | CORP | Long | |
| 75884RAX1 | 75884RAX1 | Regency Centers LP | 160000.0 | 150354.0 | CORP | Long | |
| 761713BW5 | 761713BW5 | Reynolds American Inc | 145000.0 | 145534.81 | CORP | Long | |
| 775109CJ8 | 775109CJ8 | ROGERS COMMUNICATIONS IN | 150000.0 | 123645.62 | CORP | Long | |
| 832248BC1 | 832248BC1 | SMITHFIELD FOODS INC | 130000.0 | 102889.18 | CORP | Long | |
| 842587107 | 842587107 | Southern Co/The | 59592.0 | 4229840.16 | CORP | Long | |
| 84346LAA8 | 84346LAA8 | SOUTHERN NATURAL GAS | 250000.0 | 197345.4 | CORP | Long | |
| 866674104 | 866674104 | Sun Communities Inc | 7674.0 | 992555.16 | CORP | Long | |
| 87162W100 | 87162W100 | TD SYNNEX Corp | 30056.0 | 2964723.84 | CORP | Long | |
| 87264ACW3 | 87264ACW3 | T-MOBILE USA INC | 210000.0 | 205273.15 | CORP | Long | |
| 89788MAE2 | 89788MAE2 | TRUIST FINANCIAL CORP | 150000.0 | 125758.02 | CORP | Long | |
| 91282CJE2 | 91282CJE2 | United States Treasury | 20000000.0 | 20092896.0 | UST | Long | |
| 92343EAM4 | 92343EAM4 | VERISIGN INC | 40000.0 | 32821.71 | CORP | Long | |
| 92826C839 | 92826C839 | Visa Inc | 14849.0 | 3811441.32 | CORP | Long | |
| 92826CAH5 | 92826CAH5 | Visa Inc | 80000.0 | 74806.37 | CORP | Long | |
| 931142103 | 931142103 | Walmart Inc | 20800.0 | 3238352.0 | CORP | Long | |
| 934423104 | 934423104 | Warner Bros Discovery Inc | 154458.0 | 1614086.1 | CORP | Long | |
| 95000U2G7 | 95000U2G7 | WELLS FARGO & COMPANY | 100000.0 | 86073.93 | CORP | Long | |
| 95058W100 | 95058W100 | Wendy's Co/The | 68389.0 | 1282293.75 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 7350000.0 | 338621.85 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | 379.0 | 212335.13 | CORP | N/A | |
| 000000000 | 000000000 | LyondellBasell Industries NV | 16100.0 | 1531110.0 | CORP | Long |