Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 00206RMM1 | 00206RMM1 | AT&T INC | 175000.0 | 136288.75 | CORP | Long | |
| 02079KAF4 | 02079KAF4 | ALPHABET INC | 35000.0 | 20579.92 | CORP | Long | |
| 031162DT4 | 031162DT4 | AMGEN INC | 80000.0 | 78962.48 | CORP | Long | |
| 12594KAB8 | 12594KAB8 | CNH Industrial NV | 120000.0 | 113471.6 | CORP | Long | |
| 23291KAH8 | 23291KAH8 | DH EUROPE FINANCE II | 30000.0 | 26278.14 | CORP | Long | |
| 24703L202 | 24703L202 | Dell Technologies Inc | 6685.0 | 507190.95 | CORP | Long | |
| 000000000 | 000000000 | Federated Core Trust - High Yield Bond Portfolio | 43173924.55 | 233570931.82 | RF | Long | |
| 38141GZM9 | 38141GZM9 | GOLDMAN SACHS GROUP INC | 100000.0 | 82490.96 | CORP | Long | |
| 025537AX9 | 025537AX9 | AMERICAN ELECTRIC POWER | 55000.0 | 55133.38 | CORP | Long | |
| 03522AAH3 | 03522AAH3 | ANHEUSER-BUSCH CO/INBEV | 60000.0 | 57215.38 | CORP | Long | |
| 06051GHX0 | 06051GHX0 | BANK OF AMERICA CORP | 100000.0 | 85939.99 | CORP | Long | |
| 126650CZ1 | 126650CZ1 | CVS Health Corp | 125000.0 | 109687.78 | CORP | Long | |
| 15135UAM1 | 15135UAM1 | Cenovus Energy Inc | 50000.0 | 48012.3 | CORP | Long | |
| 174610AW5 | 174610AW5 | CITIZENS FINANCIAL GROUP | 170000.0 | 122782.1 | CORP | Long | |
| 20453KAA3 | 20453KAA3 | PNC BANK NA | 200000.0 | 194620.75 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Chase Bank NA | 1.0 | -40571.62 | CORP | N/A | |
| 276480AB6 | 276480AB6 | EASTERN GAS TRAN | 45000.0 | 31525.04 | CORP | Long | |
| 3132DWD67 | 3132DWD67 | Freddie Mac | 8364659.85 | 7077500.97 | USGSE | Long | |
| 343498AB7 | 343498AB7 | Flowers Foods Inc | 25000.0 | 23720.07 | CORP | Long | |
| 34528LAH8 | 34528LAH8 | Ford Credit Auto Lease Trust | 3000000.0 | 2911341.9 | CORP | Long | |
| 36268ABB3 | 36268ABB3 | GS Mortgage-Backed Securities Trust | 1231910.82 | 1236467.66 | CORP | Long | |
| 55903VBC6 | 55903VBC6 | WARNERMEDIA HOLDINGS INC | 50000.0 | 44123.51 | CORP | Long | |
| 6174468X0 | 6174468X0 | MORGAN STANLEY | 100000.0 | 76888.93 | CORP | Long | |
| 63942KAA2 | 63942KAA2 | Navient Student Loan Trust | 1495533.46 | 1270305.52 | CORP | Long | |
| 68389XBX2 | 68389XBX2 | Oracle Corp | 75000.0 | 52417.56 | CORP | Long | |
| 832248BC1 | 832248BC1 | SMITHFIELD FOODS INC | 60000.0 | 47487.31 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley Capital Services LLC | 1.0 | 109717.73 | CORP | N/A | |
| 65339KCP3 | 65339KCP3 | NEXTERA ENERGY CAPITAL | 65000.0 | 62881.85 | CORP | Long | |
| 75513ECR0 | 75513ECR0 | RTX CORP | 75000.0 | 73692.11 | CORP | Long | |
| 84265VAE5 | 84265VAE5 | Southern Copper Corp | 135000.0 | 142377.35 | CORP | Long | |
| 00206RML3 | 00206RML3 | AT&T INC | 65000.0 | 60101.62 | CORP | Long | |
| 05526DBU8 | 05526DBU8 | BAT CAPITAL CORP | 30000.0 | 20209.14 | CORP | Long | |
| 110122CR7 | 110122CR7 | BRISTOL-MYERS SQUIBB CO | 55000.0 | 45547.82 | CORP | Long | |
| 11135FBL4 | 11135FBL4 | BROADCOM INC | 60000.0 | 49912.01 | CORP | Long | |
| 034863AS9 | 034863AS9 | ANGLO AMERICAN CAPITAL | 200000.0 | 196456.49 | CORP | Long | |
| 06051GKA6 | 06051GKA6 | BANK OF AMERICA CORP | 90000.0 | 70673.19 | CORP | Long | |
| 06051GKD0 | 06051GKD0 | BANK OF AMERICA CORP | 100000.0 | 79622.91 | CORP | Long | |
| 12769G100 | 12769G100 | Caesars Entertainment Inc | 10835.0 | 484541.2 | CORP | Long | |
| 161175BY9 | 161175BY9 | CHARTER COMM OPT LLC/CAP | 50000.0 | 29880.07 | CORP | Long | |
| 20030NCZ2 | 20030NCZ2 | COMCAST CORP | 30000.0 | 21492.9 | CORP | Long | |
| 210385AC4 | 210385AC4 | CONSTELLATION EN GEN LLC | 65000.0 | 65434.5 | CORP | Long | |
| 378272BH0 | 378272BH0 | GLENCORE FUNDING LLC | 55000.0 | 35802.58 | CORP | Long | |
| 46654WAC5 | 46654WAC5 | JP Morgan Mortgage Trust | 6604449.5 | 5353731.88 | CORP | Long | |
| 69047QAD4 | 69047QAD4 | OVINTIV INC | 70000.0 | 72651.49 | CORP | Long | |
| 74251VAS1 | 74251VAS1 | PRINCIPAL FINANCIAL GRP | 50000.0 | 40854.14 | CORP | Long | |
| 388689101 | 388689101 | Graphic Packaging Holding Co | 23623.0 | 535533.41 | CORP | Long | |
| 404119CB3 | 404119CB3 | HCA INC | 100000.0 | 65600.26 | CORP | Long | |
| 75700L108 | 75700L108 | Red Rock Resorts Inc | 7915.0 | 352454.95 | CORP | Long | |
| 75884RAX1 | 75884RAX1 | Regency Centers LP | 80000.0 | 75177.0 | CORP | Long | |
| 08162BBE1 | 08162BBE1 | BENCHMARK Mortgage Trust | 675000.0 | 594100.91 | CORP | Long | |
| 097023CR4 | 097023CR4 | BOEING CO | 30000.0 | 21378.33 | CORP | Long | |
| 776743AL0 | 776743AL0 | ROPER TECHNOLOGIES INC | 65000.0 | 51317.06 | CORP | Long | |
| 96145D105 | 96145D105 | Westrock Co | 5623.0 | 231498.91 | CORP | Long | |
| 109696104 | 109696104 | Brink's Co/The | 6130.0 | 483657.0 | CORP | Long | |
| 233853AG5 | 233853AG5 | DAIMLER TRUCK FINAN NA | 150000.0 | 129701.72 | CORP | Long | |
| 3132DWEQ2 | 3132DWEQ2 | Freddie Mac | 8105470.81 | 7117934.29 | USGSE | Long | |
| 42809HAD9 | 42809HAD9 | Hess Corp | 120000.0 | 120780.62 | CORP | Long | |
| 000000000 | 000000000 | Bank of New York Mellon | -10000000.0 | -14550.0 | CORP | N/A | |
| 000000000 | 000000000 | UBS Securities LLC | -10000000.0 | -97980.0 | CORP | N/A | |
| 55903VBD4 | 55903VBD4 | WARNERMEDIA HOLDINGS INC | 1610000.0 | 1330426.19 | CORP | Long | |
| 58769JAF4 | 58769JAF4 | MERCEDES-BENZ FIN NA | 150000.0 | 148652.09 | CORP | Long | |
| 000000000 | 000000000 | Barclays Capital, Inc. | -15000000.0 | -31635.0 | CORP | N/A | |
| 45174J509 | 45174J509 | iHeartMedia Inc | 65465.0 | 171518.3 | CORP | Long | |
| 46647PDR4 | 46647PDR4 | JPMORGAN CHASE & CO | 50000.0 | 48847.08 | CORP | Long | |
| 61747YED3 | 61747YED3 | MORGAN STANLEY | 100000.0 | 78234.42 | CORP | Long | |
| 682680AV5 | 682680AV5 | ONEOK Inc | 30000.0 | 26379.48 | CORP | Long | |
| 84346LAA8 | 84346LAA8 | SOUTHERN NATURAL GAS | 120000.0 | 94725.79 | CORP | Long | |
| 87233QAC2 | 87233QAC2 | TC PipeLines LP | 80000.0 | 75619.93 | CORP | Long | |
| 92857WBY5 | 92857WBY5 | VODAFONE GROUP PLC | 65000.0 | 61819.98 | CORP | Long | |
| 928881AB7 | 928881AB7 | VONTIER CORP | 35000.0 | 31783.08 | CORP | Long | |
| 95000U2G7 | 95000U2G7 | WELLS FARGO & COMPANY | 275000.0 | 236703.3 | CORP | Long | |
| 000000000 | 000000000 | BofA Securities, Inc. | -10000000.0 | -95550.0 | CORP | N/A | |
| 012725AD9 | 012725AD9 | Albemarle Corp | 90000.0 | 78484.17 | CORP | Long | |
| 343498AC5 | 343498AC5 | FLOWERS FOODS INC | 35000.0 | 28191.28 | CORP | Long | |
| 95082P105 | 95082P105 | WESCO International Inc | 1980.0 | 308583.0 | CORP | Long | |
| 98419MAL4 | 98419MAL4 | XYLEM INC | 40000.0 | 32668.79 | CORP | Long | |
| 52532XAF2 | 52532XAF2 | LEIDOS INC | 100000.0 | 92559.84 | CORP | Long | |
| 52532XAH8 | 52532XAH8 | LEIDOS INC | 65000.0 | 52090.91 | CORP | Long | |
| 55336VBT6 | 55336VBT6 | MPLX LP | 100000.0 | 83558.64 | CORP | Long | |
| 629377508 | 629377508 | NRG Energy Inc | 10600.0 | 507104.0 | CORP | Long | |
| 636180BR1 | 636180BR1 | NATIONAL FUEL GAS CO | 30000.0 | 24001.89 | CORP | Long | |
| 666807BN1 | 666807BN1 | Northrop Grumman Corp | 55000.0 | 51449.44 | CORP | Long | |
| 01626PAN6 | 01626PAN6 | ALIMENTATION COUCHE-TARD | 100000.0 | 69406.54 | CORP | Long | |
| 02209SBN2 | 02209SBN2 | ALTRIA GROUP INC | 65000.0 | 43392.66 | CORP | Long | |
| 03522AAJ9 | 03522AAJ9 | ANHEUSER-BUSCH CO/INBEV | 150000.0 | 139028.8 | CORP | Long | |
| 046353AT5 | 046353AT5 | AstraZeneca PLC | 125000.0 | 120669.67 | CORP | Long | |
| 08163EAZ8 | 08163EAZ8 | BENCHMARK Mortgage Trust | 520000.0 | 474966.65 | CORP | Long | |
| 172967MY4 | 172967MY4 | CITIGROUP INC | 175000.0 | 140830.12 | CORP | Long | |
| 67098H104 | 67098H104 | O-I Glass Inc | 30501.0 | 450194.76 | CORP | Long | |
| 69448FAA9 | 69448FAA9 | PACIFIC LIFE INSURANCE C | 120000.0 | 89459.21 | CORP | Long | |
| 3137FCJK1 | 3137FCJK1 | FHLMC Multifamily Structured Pass Through Certs. | 800000.0 | 756472.72 | USGSE | Long | |
| 33767BAC3 | 33767BAC3 | FIRSTENERGY TRANSMISSION | 25000.0 | 20248.76 | CORP | Long | |
| 345397D67 | 345397D67 | FORD MOTOR CREDIT CO LLC | 200000.0 | 208537.65 | CORP | Long | |
| 378272BD9 | 378272BD9 | GLENCORE FUNDING LLC | 50000.0 | 45709.01 | CORP | Long | |
| 46647PCC8 | 46647PCC8 | JPMORGAN CHASE & CO | 300000.0 | 245300.46 | CORP | Long | |
| 50060P106 | 50060P106 | Koppers Holdings Inc | 14240.0 | 643220.8 | CORP | Long | |
| 61772BAB9 | 61772BAB9 | MORGAN STANLEY | 90000.0 | 81617.9 | CORP | Long | |
| 637432NL5 | 637432NL5 | NATIONAL RURAL UTIL COOP | 110000.0 | 109440.21 | CORP | Long | |
| 665859AX2 | 665859AX2 | NORTHERN TRUST CORP | 75000.0 | 77324.83 | CORP | Long | |
| 864482104 | 864482104 | Suburban Propane Partners LP | 31096.0 | 533296.4 | CORP | Long | |
| 907818FH6 | 907818FH6 | UNION PACIFIC CORP | 40000.0 | 34466.47 | CORP | Long | |
| 000000000 | 000000000 | JPMorgan Securities LLC | -100.0 | -223500.0 | CORP | N/A | |
| 000000000 | 000000000 | JPMorgan Securities LLC | 100.0 | 331000.0 | CORP | N/A | |
| 92343VFF6 | 92343VFF6 | VERIZON COMMUNICATIONS | 30000.0 | 28108.78 | CORP | Long | |
| 927804FX7 | 927804FX7 | VIRGINIA ELEC & POWER CO | 120000.0 | 114049.33 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 13.0 | 10330.13 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | -10000000.0 | -57200.0 | CORP | N/A | |
| 06051GJT7 | 06051GJT7 | BANK OF AMERICA CORP | 140000.0 | 113789.97 | CORP | Long | |
| 501044DG3 | 501044DG3 | KROGER CO | 50000.0 | 41059.64 | CORP | Long | |
| 808625107 | 808625107 | Science Applications Internati | 4450.0 | 522474.5 | CORP | Long | |
| 000000000 | 000000000 | Bank of New York Mellon | 10000000.0 | 270960.0 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | -10000000.0 | -88620.0 | CORP | N/A | |
| 00287YBX6 | 00287YBX6 | ABBVIE INC | 60000.0 | 54494.74 | CORP | Long | |
| 031162DR8 | 031162DR8 | AMGEN INC | 80000.0 | 79222.75 | CORP | Long | |
| 035240AN0 | 035240AN0 | ANHEUSER-BUSCH INBEV WOR | 37000.0 | 32960.25 | CORP | Long | |
| 05348EBA6 | 05348EBA6 | AVALONBAY COMMUNITIES | 120000.0 | 113075.45 | CORP | Long | |
| 05523UAP5 | 05523UAP5 | BAE Systems Holdings Inc | 55000.0 | 53266.54 | CORP | Long | |
| 06406RBG1 | 06406RBG1 | BANK OF NY MELLON CORP | 200000.0 | 190427.36 | CORP | Long | |
| 06541LBG0 | 06541LBG0 | Bank | 345000.0 | 294306.77 | CORP | Long | |
| 09062XAH6 | 09062XAH6 | BIOGEN INC | 60000.0 | 49375.59 | CORP | Long | |
| 092113AS8 | 092113AS8 | BLACK HILLS CORP | 25000.0 | 17387.42 | CORP | Long | |
| 096630AG3 | 096630AG3 | Boardwalk Pipelines LP | 45000.0 | 43020.25 | CORP | Long | |
| 097023DC6 | 097023DC6 | BOEING CO | 135000.0 | 121518.6 | CORP | Long | |
| 10112RBA1 | 10112RBA1 | Boston Properties LP | 75000.0 | 68963.52 | CORP | Long | |
| 103304101 | 103304101 | Boyd Gaming Corp | 6430.0 | 379691.5 | CORP | Long | |
| 12629NAH8 | 12629NAH8 | COMM Mortgage Trust | 1000000.0 | 924090.4 | CORP | Long | |
| 13123X508 | 13123X508 | Callon Petroleum Co | 7980.0 | 249534.6 | CORP | Long | |
| 15189TBB2 | 15189TBB2 | CENTERPOINT ENERGY INC | 115000.0 | 94318.36 | CORP | Long | |
| 161175BL7 | 161175BL7 | CHARTER COMM OPT LLC/CAP | 25000.0 | 20235.94 | CORP | Long | |
| 191241AH1 | 191241AH1 | COCA-COLA FEMSA SAB CV | 150000.0 | 131193.75 | CORP | Long | |
| 20030NCA7 | 20030NCA7 | Comcast Corp | 200000.0 | 186718.63 | CORP | Long | |
| 22822VAM3 | 22822VAM3 | CROWN CASTLE INC | 90000.0 | 78660.95 | CORP | Long | |
| 25746UDJ5 | 25746UDJ5 | DOMINION ENERGY INC | 75000.0 | 68597.84 | CORP | Long | |
| 26441CBH7 | 26441CBH7 | DUKE ENERGY CORP | 130000.0 | 109203.39 | CORP | Long | |
| 302520AC5 | 302520AC5 | FNB CORP | 60000.0 | 58256.65 | CORP | Long | |
| 31409N200 | 31409N200 | FEDERATED MORTGAGE CORE PORTFOLIO | 12897021.92 | 104723818.01 | RF | Long | |
| 31409N887 | 31409N887 | PRUDENTIAL QMA STRAT VAL- | 18279013.16 | 146049315.15 | RF | Long | |
| 31418EHJ2 | 31418EHJ2 | Fannie Mae | 7559756.43 | 6872931.39 | USGSE | Long | |
| 34461LAG9 | 34461LAG9 | Fontainebleau Miami Beach Trust | 1000000.0 | 960995.6 | CORP | Long | |
| 362924AE2 | 362924AE2 | GS Mortgage-Backed Securities Trust | 3586220.89 | 2785765.27 | CORP | Long | |
| 458665304 | 458665304 | Interface Inc | 28980.0 | 292987.8 | CORP | Long | |
| 46647PCH7 | 46647PCH7 | JPMORGAN CHASE & CO | 55000.0 | 53518.3 | CORP | Long | |
| 46654UAC9 | 46654UAC9 | JP Morgan Mortgage Trust | 3563466.4 | 2765862.49 | CORP | Long | |
| 46655DAC6 | 46655DAC6 | JP Morgan Mortgage Trust | 4462302.33 | 3463513.68 | CORP | Long | |
| 47233JDX3 | 47233JDX3 | JEFFERIES FIN GROUP INC | 45000.0 | 35085.05 | CORP | Long | |
| 50077LAD8 | 50077LAD8 | Kraft Heinz Foods Co | 50000.0 | 47507.62 | CORP | Long | |
| 524ESC886 | 524ESC886 | Lehman Brothers Holdings Inc | 40000.0 | 400.0 | CORP | Long | |
| 55903VBG7 | 55903VBG7 | WARNERMEDIA HOLDINGS INC | 60000.0 | 60059.25 | CORP | Long | |
| 565849AM8 | 565849AM8 | Marathon Oil Corp | 50000.0 | 41654.29 | CORP | Long | |
| 575767AL2 | 575767AL2 | MASS MUTUAL LIFE INS CO | 150000.0 | 118079.39 | CORP | Long | |
| 60934N583 | 60934N583 | Federated Hermes Institutional Prime Value Obligations Fund | 8043472.95 | 8045885.99 | RF | Long | |
| 61746BEF9 | 61746BEF9 | Morgan Stanley | 130000.0 | 124223.56 | CORP | Long | |
| 65473QBF9 | 65473QBF9 | NiSource Inc | 65000.0 | 51957.86 | CORP | Long | |
| 68389XCK9 | 68389XCK9 | ORACLE CORP | 75000.0 | 83716.21 | CORP | Long | |
| 709599AW4 | 709599AW4 | PENSKE TRUCK LEASING/PTL | 50000.0 | 46675.39 | CORP | Long | |
| 75902AAA6 | 75902AAA6 | REG DIVERSIFIED FUNDING | 52142.85 | 21900.0 | CORP | Long | |
| 761713BW5 | 761713BW5 | Reynolds American Inc | 65000.0 | 65239.74 | CORP | Long | |
| 842587DF1 | 842587DF1 | SOUTHERN CO | 120000.0 | 112558.4 | CORP | Long | |
| 85256A109 | 85256A109 | Stagwell Inc | 120865.0 | 606742.3 | CORP | Long | |
| 87264ACQ6 | 87264ACQ6 | T-MOBILE USA INC | 65000.0 | 53283.6 | CORP | Long | |
| 87264ACW3 | 87264ACW3 | T-MOBILE USA INC | 55000.0 | 53762.01 | CORP | Long | |
| 87612GAA9 | 87612GAA9 | TARGA RESOURCES CORP | 30000.0 | 26463.24 | CORP | Long | |
| 891906AC3 | 891906AC3 | GLOBAL PAYMENTS INC | 55000.0 | 53929.98 | CORP | Long | |
| 91282CHL8 | 91282CHL8 | United States Treasury | 7000000.0 | 6973409.8 | UST | Long | |
| 920253AF8 | 920253AF8 | Valmont Industries Inc | 40000.0 | 33766.08 | CORP | Long | |
| 92343EAM4 | 92343EAM4 | VERISIGN INC | 30000.0 | 24616.29 | CORP | Long | |
| 92343VGB4 | 92343VGB4 | VERIZON COMMUNICATIONS | 45000.0 | 32391.6 | CORP | Long | |
| 92826CAH5 | 92826CAH5 | Visa Inc | 80000.0 | 74806.37 | CORP | Long | |
| 92840M102 | 92840M102 | Vistra Corp | 16780.0 | 594179.8 | CORP | Long | |
| 949746SH5 | 949746SH5 | WELLS FARGO & COMPANY | 150000.0 | 140526.91 | CORP | Long | |
| 95040QAL8 | 95040QAL8 | WELLTOWER OP LLC | 75000.0 | 62369.82 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | -15.0 | -18857.35 | CORP | N/A | |
| 000000000 | 000000000 | UBS Securities LLC | -10000000.0 | -135380.0 | CORP | N/A | |
| 000000000 | 000000000 | UBS Securities LLC | -10000000.0 | -132240.0 | CORP | N/A | |
| 000000000 | 000000000 | UBS Securities LLC | -10000000.0 | -84750.0 | CORP | N/A | |
| 00846UAM3 | 00846UAM3 | AGILENT TECHNOLOGIES INC | 30000.0 | 24751.16 | CORP | Long | |
| 037833AT7 | 037833AT7 | Apple Inc | 50000.0 | 46571.09 | CORP | Long | |
| 092113AT6 | 092113AT6 | BLACK HILLS CORP | 25000.0 | 20345.75 | CORP | Long | |
| 11135FBQ3 | 11135FBQ3 | BROADCOM INC | 3000.0 | 2293.61 | CORP | Long | |
| 20030NCS8 | 20030NCS8 | Comcast Corp | 70000.0 | 68538.18 | CORP | Long | |
| 294429AQ8 | 294429AQ8 | EQUIFAX INC | 85000.0 | 82298.6 | CORP | Long | |
| 3137FRUH2 | 3137FRUH2 | FHLMC Multifamily Structured Pass Through Certs. | 673020.47 | 596822.17 | USGSE | Long | |
| 37045VAJ9 | 37045VAJ9 | General Motors Co | 100000.0 | 84490.93 | CORP | Long | |
| 43730NAC0 | 43730NAC0 | Home Partners of America Trust | 2196364.63 | 2062196.62 | CORP | Long | |
| 446413AL0 | 446413AL0 | HUNTINGTON INGALLS INDUS | 110000.0 | 102449.6 | CORP | Long | |
| 485134BR0 | 485134BR0 | EVERGY METRO | 90000.0 | 70640.49 | CORP | Long | |
| 512807AU2 | 512807AU2 | Lam Research Corp | 75000.0 | 72304.73 | CORP | Long | |
| 55024U109 | 55024U109 | Lumentum Holdings Inc | 6725.0 | 287830.0 | CORP | Long | |
| 55261FAS3 | 55261FAS3 | M&T BANK CORPORATION | 65000.0 | 67798.05 | CORP | Long | |
| 71951QAA0 | 71951QAA0 | Physicians Realty LP | 110000.0 | 105523.97 | CORP | Long | |
| 78450MAA0 | 78450MAA0 | SMB Private Education Loan Trust | 1368825.54 | 1223583.5 | CORP | Long | |
| 912008109 | 912008109 | US Foods Holding Corp | 10405.0 | 456051.15 | CORP | Long | |
| 91913YAW0 | 91913YAW0 | Valero Energy Corp | 110000.0 | 103526.52 | CORP | Long | |
| 95040QAP9 | 95040QAP9 | WELLTOWER OP LLC | 4000000.0 | 3241392.24 | CORP | Long | |
| 00206RFS6 | 00206RFS6 | AT&T Inc | 45000.0 | 38323.0 | CORP | Long | |
| 00206RKB7 | 00206RKB7 | AT&T INC | 40000.0 | 27454.25 | CORP | Long | |
| 015271AJ8 | 015271AJ8 | ALEXANDRIA REAL ESTATE E | 25000.0 | 23800.98 | CORP | Long | |
| 01748TAB7 | 01748TAB7 | ALLEGION PLC | 20000.0 | 18034.95 | CORP | Long | |
| 02665WEQ0 | 02665WEQ0 | AMERICAN HONDA FINANCE | 75000.0 | 75706.32 | CORP | Long | |
| 11135FAQ4 | 11135FAQ4 | BROADCOM INC | 27000.0 | 25038.09 | CORP | Long | |
| 13645RBE3 | 13645RBE3 | CANADIAN PACIFIC RAILWAY | 60000.0 | 54425.1 | CORP | Long | |
| 207942AB9 | 207942AB9 | Fannie Mae - CAS | 1250000.0 | 1281547.13 | USGSE | Long | |
| 21036PBD9 | 21036PBD9 | Constellation Brands Inc | 100000.0 | 93040.16 | CORP | Long | |
| 24422EUU1 | 24422EUU1 | John Deere Capital Corp | 65000.0 | 60704.9 | CORP | Long | |
| 30161NBH3 | 30161NBH3 | EXELON CORP | 30000.0 | 22951.11 | CORP | Long | |
| 30217AAB9 | 30217AAB9 | Experian Finance PLC | 200000.0 | 191259.21 | CORP | Long | |
| 316773CV0 | 316773CV0 | Fifth Third Bancorp | 65000.0 | 60797.36 | CORP | Long | |
| 36251C103 | 36251C103 | GMS Inc | 4085.0 | 276309.4 | CORP | Long | |
| 38141GYB4 | 38141GYB4 | GOLDMAN SACHS GROUP INC | 100000.0 | 80618.91 | CORP | Long | |
| 437076BY7 | 437076BY7 | HOME DEPOT INC | 120000.0 | 109887.99 | CORP | Long | |
| 46647PCU8 | 46647PCU8 | JPMORGAN CHASE & CO | 100000.0 | 82664.04 | CORP | Long | |
| 494550BH8 | 494550BH8 | KINDER MORGAN ENER PART | 65000.0 | 63966.96 | CORP | Long | |
| 526107AE7 | 526107AE7 | LENNOX INTERNATIONAL INC | 60000.0 | 55962.9 | CORP | Long | |
| 682680AU7 | 682680AU7 | ONEOK Inc | 65000.0 | 62416.78 | CORP | Long | |
| 720198AF7 | 720198AF7 | PIEDMONT OPERATING PARTN | 40000.0 | 26531.69 | CORP | Long | |
| 78081BAH6 | 78081BAH6 | ROYALTY PHARMA PLC | 25000.0 | 23085.23 | CORP | Long | |
| 80290CAS3 | 80290CAS3 | Santander Bank Auto Credit-Linked Notes | 1056287.22 | 1046146.97 | CORP | Long | |
| 86787GAJ1 | 86787GAJ1 | TRUIST BANK | 200000.0 | 186949.47 | CORP | Long | |
| 90265EAS9 | 90265EAS9 | UDR INC | 110000.0 | 86097.63 | CORP | Long | |
| 91159HJA9 | 91159HJA9 | US BANCORP | 65000.0 | 49839.19 | CORP | Long | |
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| 000000000 | 000000000 | Morgan Stanley & Co. LLC | -10000000.0 | -102430.0 | CORP | N/A | |
| 000000000 | 000000000 | UBS Securities LLC | 6000000.0 | 92418.0 | CORP | N/A | |
| 000000000 | 000000000 | Barclays Capital, Inc. | 7500000.0 | 51540.0 | CORP | N/A | |
| 000000000 | 000000000 | Ardagh Metal Packaging SA | 77295.0 | 310725.9 | CORP | Long | |
| 00287YBV0 | 00287YBV0 | ABBVIE INC | 150000.0 | 142021.32 | CORP | Long | |
| 015271AK5 | 015271AK5 | ALEXANDRIA REAL ESTATE E | 110000.0 | 103131.16 | CORP | Long | |
| 01748NAD6 | 01748NAD6 | ALLEGION US HOLDING CO | 50000.0 | 48800.48 | CORP | Long | |
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| 023608AL6 | 023608AL6 | AMEREN CORP | 40000.0 | 36086.27 | CORP | Long | |
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| 037833DK3 | 037833DK3 | Apple Inc | 50000.0 | 47285.47 | CORP | Long | |
| 045487AB1 | 045487AB1 | ASSOC BANC-CORP | 150000.0 | 146124.35 | CORP | Long | |
| 06036FBC4 | 06036FBC4 | Bank | 500000.0 | 472427.15 | CORP | Long | |
| 172967KN0 | 172967KN0 | Citigroup Inc | 170000.0 | 162278.82 | CORP | Long | |
| 231082801 | 231082801 | Cumulus Media Inc | 38673.0 | 188337.51 | CORP | Long | |
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| 3140LQP95 | 3140LQP95 | Fannie Mae | 9731959.76 | 8249606.14 | USGSE | Long | |
| 38141GWV2 | 38141GWV2 | GOLDMAN SACHS GROUP INC | 165000.0 | 153375.42 | CORP | Long | |
| 44891ABR7 | 44891ABR7 | HYUNDAI CAPITAL AMERICA | 50000.0 | 49742.48 | CORP | Long | |
| 50077LAB2 | 50077LAB2 | KRAFT HEINZ FOODS CO | 65000.0 | 53101.73 | CORP | Long | |
| 521865204 | 521865204 | Lear Corp | 1715.0 | 229381.25 | CORP | Long | |
| 61747YEU5 | 61747YEU5 | MORGAN STANLEY | 60000.0 | 56226.95 | CORP | Long | |
| 718172CX5 | 718172CX5 | PHILIP MORRIS INTL INC | 115000.0 | 117703.21 | CORP | Long | |
| 871829BC0 | 871829BC0 | SYSCO CORPORATION | 105000.0 | 99937.53 | CORP | Long | |
| 91282CHM6 | 91282CHM6 | United States Treasury | 10000000.0 | 9993763.0 | UST | Long | |
| 920253AE1 | 920253AE1 | Valmont Industries Inc | 80000.0 | 66683.53 | CORP | Long | |
| 928563AL9 | 928563AL9 | VMWARE INC | 45000.0 | 35585.42 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 60.0 | 33615.06 | CORP | N/A | |
| 023135BC9 | 023135BC9 | Amazon.com Inc | 150000.0 | 142157.91 | CORP | Long | |
| 045054AP8 | 045054AP8 | ASHTEAD CAPITAL INC | 3390000.0 | 2648152.94 | CORP | Long | |
| 12513GBG3 | 12513GBG3 | CDW LLC/CDW FINANCE | 105000.0 | 96236.85 | CORP | Long | |
| 25179M103 | 25179M103 | Devon Energy Corp | 4898.0 | 220263.06 | CORP | Long | |
| 26441CAY1 | 26441CAY1 | Duke Energy Corp | 55000.0 | 40537.58 | CORP | Long | |
| 337738AU2 | 337738AU2 | FISERV INC | 75000.0 | 68587.97 | CORP | Long | |
| 636180BQ3 | 636180BQ3 | NATIONAL FUEL GAS CO | 50000.0 | 49953.66 | CORP | Long | |
| 775109CJ8 | 775109CJ8 | ROGERS COMMUNICATIONS IN | 100000.0 | 82430.41 | CORP | Long | |
| 822582BQ4 | 822582BQ4 | SHELL INTERNATIONAL FIN | 45000.0 | 36643.06 | CORP | Long | |
| 871829BH9 | 871829BH9 | SYSCO CORPORATION | 50000.0 | 40790.82 | CORP | Long | |
| 87264ABN4 | 87264ABN4 | T-MOBILE USA INC | 60000.0 | 40215.97 | CORP | Long | |
| 000000000 | 000000000 | BofA Securities, Inc. | 10000000.0 | 32940.0 | CORP | N/A | |
| 60934N104 | 60934N104 | FEDERATED HERMES INC | 134393.5 | 134393.5 | RF | Long |