Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 281020107 | 281020107 | Edison International | 350000.0 | 24115000.0 | CORP | Long | |
| 912810TJ7 | 912810TJ7 | United States of America | 27500000.0 | 24339648.3 | UST | Long | |
| 983130AV7 | 983130AV7 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | 4000000.0 | 3891809.6 | CORP | Long | |
| 88947EAT7 | 88947EAT7 | Toll Brothers Finance Corp. | 10000000.0 | 9411742.6 | CORP | Long | |
| 48128Q561 | 48128Q561 | JPMorgan Chase Bank NA | 450000.0 | 15408200.25 | CORP | Long | |
| 46590XAC0 | 46590XAC0 | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | 5000000.0 | 4229790.25 | CORP | Long | |
| 00P9RC0R0 | 00P9RC0R0 | N/A | -1000.0 | -83000.0 | CORP | N/A | |
| 78081BAN3 | 78081BAN3 | Royalty Pharma plc | 20000000.0 | 15909232.4 | CORP | Long | |
| 00774MAY1 | 00774MAY1 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 20000000.0 | 16500447.0 | CORP | Long | |
| 30231G102 | 30231G102 | Exxon Mobil Corp. | 300000.0 | 34803000.0 | CORP | Long | |
| 912810TL2 | 912810TL2 | United States of America | 50000000.0 | 53476562.5 | UST | Long | |
| 345397B69 | 345397B69 | Ford Motor Credit Co. LLC | 15000000.0 | 12496215.45 | CORP | Long | |
| 15089QAN4 | 15089QAN4 | Celanese US Holdings LLC | 20000000.0 | 20301593.2 | CORP | Long | |
| 33938XAB1 | 33938XAB1 | Flex Ltd. | 20000000.0 | 19621531.0 | CORP | Long | |
| 737446AP9 | 737446AP9 | Post Holdings, Inc. | 15000000.0 | 13927326.75 | CORP | Long | |
| 00CA4EYE4 | 00CA4EYE4 | N/A | -1000.0 | -80000.0 | CORP | N/A | |
| 02557T307 | 02557T307 | American Electric Power Co., Inc. | 200000.0 | 10290000.0 | CORP | Long | |
| 337738AU2 | 337738AU2 | Fiserv, Inc. | 20000000.0 | 18641417.8 | CORP | Long | |
| 95000U2L6 | 95000U2L6 | Wells Fargo & Co. | 15000000.0 | 14616790.05 | CORP | Long | |
| 37045XDV5 | 37045XDV5 | General Motors Financial Co., Inc. | 20000000.0 | 18716029.6 | CORP | Long | |
| 03969AAP5 | 03969AAP5 | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. | 25000000.0 | 20509500.0 | CORP | Long | |
| 674599EC5 | 674599EC5 | Occidental Petroleum Corp. | 10000000.0 | 10401068.3 | CORP | Long | |
| 00CA6K8E7 | 00CA6K8E7 | N/A | -3500.0 | -525000.0 | CORP | N/A | |
| 68251PAA5 | 68251PAA5 | 1375209 BC Ltd. | 5454000.0 | 5440392.27 | CORP | Long | |
| 44701QBE1 | 44701QBE1 | Huntsman International LLC | 20000000.0 | 18767546.4 | CORP | Long | |
| 87264ABW4 | 87264ABW4 | T-Mobile USA, Inc. | 20000000.0 | 17922495.0 | CORP | Long | |
| 37045VAZ3 | 37045VAZ3 | General Motors Co. | 15000000.0 | 14831946.9 | CORP | Long | |
| 91911KAN2 | 91911KAN2 | Bausch Health Cos., Inc. | 30000000.0 | 25551750.0 | CORP | Long | |
| 707569AS8 | 707569AS8 | Penn Entertainment, Inc. | 10000000.0 | 9410000.0 | CORP | Long | |
| 00CAC61F5 | 00CAC61F5 | N/A | -4400.0 | -176000.0 | CORP | N/A | |
| 36264FAM3 | 36264FAM3 | GSK Consumer Healthcare Capital US LLC | 25000000.0 | 22902440.0 | CORP | Long | |
| 00CAG5MA1 | 00CAG5MA1 | N/A | -1500.0 | -484500.0 | CORP | N/A | |
| 00CA6H3X7 | 00CA6H3X7 | N/A | -4000.0 | -200000.0 | CORP | N/A | |
| 91282CFV8 | 91282CFV8 | United States of America | 60000000.0 | 63131250.0 | UST | Long | |
| 30251GBD8 | 30251GBD8 | FMG Resources August 2006 Pty. Ltd. | 15000000.0 | 14666625.0 | CORP | Long | |
| 03938LBC7 | 03938LBC7 | ArcelorMittal SA | 7700000.0 | 7382760.15 | CORP | Long | |
| 06738ECD5 | 06738ECD5 | Barclays plc | 15000000.0 | 16279999.2 | CORP | Long | |
| 097023CU7 | 097023CU7 | Boeing Co. (The) | 5000000.0 | 5052253.6 | CORP | Long | |
| 20337YAA5 | 20337YAA5 | CommScope Technologies LLC | 10000000.0 | 9481700.0 | CORP | Long | |
| 6068FP851 | 6068FP851 | Mizuho Markets Cayman LP into Microchip Technology, Inc. | 629300.0 | 47420989.19 | CORP | Long | |
| 30303M8H8 | 30303M8H8 | Meta Platforms, Inc. | 10000000.0 | 9302757.3 | CORP | Long | |
| 830867AB3 | 830867AB3 | Delta Air Lines, Inc. / SkyMiles IP Ltd. | 25000000.0 | 24372305.75 | CORP | Long | |
| 478160104 | 478160104 | Johnson & Johnson | 150000.0 | 24513000.0 | CORP | Long | |
| 06748F803 | 06748F803 | Barclays Bank plc | 725000.0 | 9579337.11 | CORP | Long | |
| 61747YEY7 | 61747YEY7 | Morgan Stanley | 15000000.0 | 16503986.1 | CORP | Long | |
| 233331107 | 233331107 | DTE Energy Co. | 150000.0 | 17455500.0 | CORP | Long | |
| 131477AT8 | 131477AT8 | Calumet Specialty Products Partners LP / Calumet Finance Corp. | 15000000.0 | 15730373.1 | CORP | Long | |
| 12543DBC3 | 12543DBC3 | CHS/Community Health Systems, Inc. | 40000000.0 | 38667134.8 | CORP | Long | |
| 717081103 | 717081103 | Pfizer, Inc. | 600000.0 | 26496000.0 | CORP | Long | |
| 693475BJ3 | 693475BJ3 | PNC Financial Services Group, Inc. (The) | 10000000.0 | 10817327.6 | CORP | Long | |
| 88033GDK3 | 88033GDK3 | Tenet Healthcare Corp. | 10000000.0 | 9362000.0 | CORP | Long | |
| 07330MAC1 | 07330MAC1 | Truist Bank | 20000000.0 | 18862639.8 | CORP | Long | |
| 345370DB3 | 345370DB3 | Ford Motor Co. | 15000000.0 | 14736875.25 | CORP | Long | |
| 12543DBD1 | 12543DBD1 | CHS/Community Health Systems, Inc. | 10000000.0 | 9441934.6 | CORP | Long | |
| 16412XAJ4 | 16412XAJ4 | Cheniere Corpus Christi Holdings LLC | 10000000.0 | 9396506.2 | CORP | Long | |
| 172967PA3 | 172967PA3 | Citigroup, Inc. | 10000000.0 | 10900268.0 | CORP | Long | |
| 62482BAA0 | 62482BAA0 | Medline Borrower LP | 15000000.0 | 12843600.0 | CORP | Long | |
| 35473P546 | 35473P546 | Franklin Systematic Style Premia ETF | 1050000.0 | 22109115.0 | RF | Long | |
| 911312106 | 911312106 | United Parcel Service, Inc. | 175000.0 | 32415250.0 | CORP | Long | |
| N/A | N/A | N/A | -1600.0 | -224000.0 | CORP | N/A | |
| 983130AX3 | 983130AX3 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | 20000000.0 | 18919400.0 | CORP | Long | |
| 92343VGN8 | 92343VGN8 | Verizon Communications, Inc. | 25000000.0 | 20609303.75 | CORP | Long | |
| 35671DCE3 | 35671DCE3 | Freeport-McMoRan, Inc. | 5000000.0 | 4747750.0 | CORP | Long | |
| 00CAFRN70 | 00CAFRN70 | N/A | -1750.0 | -334250.0 | CORP | N/A | |
| 12543DBL3 | 12543DBL3 | CHS/Community Health Systems, Inc. | 20000000.0 | 12050558.8 | CORP | Long | |
| 91159HJJ0 | 91159HJJ0 | US Bancorp | 10000000.0 | 10748657.3 | CORP | Long | |
| 437076102 | 437076102 | Home Depot, Inc. (The) | 150000.0 | 48625500.0 | CORP | Long | |
| 02209SBL6 | 02209SBL6 | Altria Group, Inc. | 15000000.0 | 11730942.45 | CORP | Long | |
| 023135CH7 | 023135CH7 | Amazon.com, Inc. | 10000000.0 | 9518748.9 | CORP | Long | |
| 12429TAE4 | 12429TAE4 | Mauser Packaging Solutions Holding Co. | 20000000.0 | 19550600.0 | CORP | Long | |
| 00287YCY3 | 00287YCY3 | AbbVie, Inc. | 15000000.0 | 14730507.6 | CORP | Long | |
| N/A | N/A | Barclays Bank plc into JPMorgan Chase & Co. | 275000.0 | 36708641.46 | CORP | Long | |
| N/A | N/A | Cmi Nbc | 45000.0 | 11238400.17 | CORP | Long | |
| N/A | N/A | N/A | -620.0 | -316200.0 | CORP | N/A | |
| 30212PAP0 | 30212PAP0 | Expedia Group, Inc. | 15000000.0 | 14190086.4 | CORP | Long | |
| 28176EAD0 | 28176EAD0 | Edwards Lifesciences Corp. | 9700000.0 | 9538684.15 | CORP | Long | |
| N/A | N/A | N/A | 900.0 | 1300470.0 | CORP | N/A | |
| 172967KU4 | 172967KU4 | Citigroup, Inc. | 20000000.0 | 19198180.4 | CORP | Long | |
| 446413AL0 | 446413AL0 | Huntington Ingalls Industries, Inc. | 10000000.0 | 9319406.7 | CORP | Long | |
| 599191AA1 | 599191AA1 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | 13500000.0 | 13655452.5 | CORP | Long | |
| 694308KJ5 | 694308KJ5 | Pacific Gas and Electric Co. | 10000000.0 | 10288859.6 | CORP | Long | |
| 842587107 | 842587107 | Southern Co. (The) | 500000.0 | 33840000.0 | CORP | Long | |
| 88033GDR8 | 88033GDR8 | Tenet Healthcare Corp. | 10000000.0 | 8904100.0 | CORP | Long | |
| 59156RAP3 | 59156RAP3 | MetLife, Inc. | 10000000.0 | 10198803.3 | CORP | Long | |
| N/A | N/A | N/A | -2000.0 | -96000.0 | CORP | N/A | |
| 172967424 | 172967424 | Citigroup, Inc. | 350000.0 | 18277000.0 | CORP | Long | |
| 23918KAT5 | 23918KAT5 | DaVita, Inc. | 10500000.0 | 8177452.5 | CORP | Long | |
| N/A | N/A | N/A | -2000.0 | -64000.0 | CORP | N/A | |
| 459506AQ4 | 459506AQ4 | International Flavors & Fragrances, Inc. | 10000000.0 | 8297341.4 | CORP | Long | |
| 00CA4AFD5 | 00CA4AFD5 | N/A | -750.0 | -86250.0 | CORP | N/A | |
| 00CA655J2 | 00CA655J2 | N/A | -1500.0 | -330000.0 | CORP | N/A | |
| 05526DBW4 | 05526DBW4 | BAT Capital Corp. | 15000000.0 | 13878429.9 | CORP | Long | |
| 85208NAD2 | 85208NAD2 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | 4218750.0 | 4186153.45 | CORP | Long | |
| N/A | N/A | BNP Paribas Issuance BV into AbbVie, Inc. | 145000.0 | 21387769.57 | CORP | Long | |
| 694308JM0 | 694308JM0 | Pacific Gas and Electric Co. | 25000000.0 | 23341781.25 | CORP | Long | |
| 11135F101 | 11135F101 | Broadcom, Inc. | 62297.0 | 36444367.97 | CORP | Long | |
| 6068FP869 | 6068FP869 | Mizuho Markets Cayman LP into Workday, Inc. | 289000.0 | 47311407.19 | CORP | Long | |
| N/A | N/A | N/A | -4500.0 | -162000.0 | CORP | N/A | |
| 25746UDP1 | 25746UDP1 | Dominion Energy, Inc. | 15000000.0 | 14531143.8 | CORP | Long | |
| 00CAF47Q7 | 00CAF47Q7 | N/A | -2000.0 | -170000.0 | CORP | N/A | |
| 65339F770 | 65339F770 | NextEra Energy, Inc. | 400000.0 | 19996000.0 | CORP | Long | |
| 72147KAF5 | 72147KAF5 | Pilgrim's Pride Corp. | 21000000.0 | 18245115.0 | CORP | Long | |
| 22822VAY7 | 22822VAY7 | Crown Castle, Inc. | 10000000.0 | 8423029.9 | CORP | Long | |
| N/A | N/A | Royal Bank of Canada into Analog Devices, Inc. | 145000.0 | 24089727.06 | CORP | Long | |
| 00C9XC3E3 | 00C9XC3E3 | N/A | -2000.0 | -122000.0 | CORP | N/A | |
| 382550BR1 | 382550BR1 | Goodyear Tire & Rubber Co. (The) | 7500000.0 | 6347062.5 | CORP | Long | |
| 718172109 | 718172109 | Philip Morris International, Inc. | 200000.0 | 20848000.0 | CORP | Long | |
| 378272AV0 | 378272AV0 | Glencore Funding LLC | 15000000.0 | 14963881.05 | CORP | Long | |
| 911365BQ6 | 911365BQ6 | United Rentals North America, Inc. | 15000000.0 | 15243900.0 | CORP | Long | |
| 11135FBL4 | 11135FBL4 | Broadcom, Inc. | 30000000.0 | 24896335.2 | CORP | Long | |
| 225510486 | 225510486 | Credit Suisse AG into Amazon.com, Inc. | 349100.0 | 37435275.09 | CORP | Long | |
| N/A | N/A | United Airlines Pass-Through Trust | 8682000.0 | 8468994.94 | CORP | Long | |
| 00CA6FAS4 | 00CA6FAS4 | N/A | -1000.0 | -86000.0 | CORP | N/A | |
| 6174468L6 | 6174468L6 | Morgan Stanley | 10000000.0 | 8683762.5 | CORP | Long | |
| 06051GGC7 | 06051GGC7 | Bank of America Corp. | 10000000.0 | 9827092.9 | CORP | Long | |
| 902973304 | 902973304 | US Bancorp | 650000.0 | 32370000.0 | CORP | Long | |
| 46590XAB2 | 46590XAB2 | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | 5000000.0 | 4864525.0 | CORP | Long | |
| 98138HAJ0 | 98138HAJ0 | Workday, Inc. | 25000000.0 | 22868561.5 | CORP | Long | |
| 260543DG5 | 260543DG5 | Dow Chemical Co. (The) | 10000000.0 | 11027159.5 | CORP | Long | |
| 713448108 | 713448108 | PepsiCo, Inc. | 100000.0 | 17102000.0 | CORP | Long | |
| 04505AAA7 | 04505AAA7 | Ashtead Capital, Inc. | 25000000.0 | 25104776.0 | CORP | Long | |
| 6068FR303 | 6068FR303 | Mizuho Markets Cayman LP into International Paper Co. | 400000.0 | 15901678.85 | CORP | Long | |
| 35671DCH6 | 35671DCH6 | Freeport-McMoRan, Inc. | 15000000.0 | 14426850.0 | CORP | Long | |
| 68389XBE4 | 68389XBE4 | Oracle Corp. | 20000000.0 | 17710824.6 | CORP | Long | |
| 46625H100 | 46625H100 | JPMorgan Chase & Co. | 440000.0 | 61582400.0 | CORP | Long | |
| 281020AW7 | 281020AW7 | Edison International | 20000000.0 | 21733182.4 | CORP | Long | |
| 91282CFT3 | 91282CFT3 | United States of America | 50000000.0 | 51253906.0 | UST | Long | |
| 617446448 | 617446448 | Morgan Stanley | 600000.0 | 58398000.0 | CORP | Long | |
| 95790K109 | 95790K109 | Western Asset Diversified Income Fund | 500905.0 | 7087805.75 | RF | Long | |
| 126307AS6 | 126307AS6 | CSC Holdings LLC | 12500000.0 | 10562562.5 | CORP | Long | |
| N/A | N/A | Credit Suisse AG into Air Products and Chemicals, Inc. | 110000.0 | 29243435.73 | CORP | Long | |
| 40434LAN5 | 40434LAN5 | HP, Inc. | 25000000.0 | 24567595.75 | CORP | Long | |
| 097023CD5 | 097023CD5 | Boeing Co. (The) | 15000000.0 | 13715601.15 | CORP | Long | |
| 166764100 | 166764100 | Chevron Corp. | 450000.0 | 78309000.0 | CORP | Long | |
| 097023CY9 | 097023CY9 | Boeing Co. (The) | 10000000.0 | 10086487.0 | CORP | Long | |
| 14040HCN3 | 14040HCN3 | Capital One Financial Corp. | 15000000.0 | 13300319.1 | CORP | Long | |
| 404119BX6 | 404119BX6 | HCA, Inc. | 10000000.0 | 9511942.1 | CORP | Long | |
| 87612E106 | 87612E106 | Target Corp. | 100000.0 | 17214000.0 | CORP | Long | |
| 69888XAA7 | 69888XAA7 | Par Pharmaceutical, Inc. | 15000000.0 | 11754594.9 | CORP | Long | |
| 025537101 | 025537101 | American Electric Power Co., Inc. | 160000.0 | 15033600.0 | CORP | Long | |
| 92840VAE2 | 92840VAE2 | Vistra Operations Co. LLC | 36000000.0 | 33314901.84 | CORP | Long | |
| 842587DL8 | 842587DL8 | Southern Co. (The) | 15000000.0 | 16008132.9 | CORP | Long | |
| 767204100 | 767204100 | Rio Tinto plc | 400000.0 | 31740000.0 | CORP | Long | |
| 06738EAE5 | 06738EAE5 | Barclays plc | 15000000.0 | 14589875.25 | CORP | Long | |
| 037833EP1 | 037833EP1 | Apple, Inc. | 10000000.0 | 9350997.5 | CORP | Long | |
| 35473P504 | 35473P504 | Franklin U.S. Low Volatility ETF | 850000.0 | 40500800.0 | RF | Long | |
| 78433BAA6 | 78433BAA6 | SCIH Salt Holdings, Inc. | 10000000.0 | 8812950.0 | CORP | Long | |
| 83370G524 | 83370G524 | Societe Generale SA into Comcast Corp. | 425000.0 | 16891592.24 | CORP | Long | |
| 457756500 | 457756500 | Institutional Fiduciary Trust Money Market Portfolio | 4002000.0 | 4002000.0 | RF | Long | |
| 11135FAS0 | 11135FAS0 | Broadcom, Inc. | 10000000.0 | 9213851.0 | CORP | Long | |
| 07274NAJ2 | 07274NAJ2 | Bayer US Finance II LLC | 15000000.0 | 14750505.9 | CORP | Long | |
| 191216100 | 191216100 | Coca-Cola Co. (The) | 300000.0 | 18396000.0 | CORP | Long | |
| 30212PAM7 | 30212PAM7 | Expedia Group, Inc. | 10000000.0 | 10012343.1 | CORP | Long | |
| 90931GAA7 | 90931GAA7 | United Airlines Pass-Through Trust | 7545333.34 | 7645734.56 | CORP | Long | |
| 742718109 | 742718109 | Procter & Gamble Co. (The) | 350000.0 | 49833000.0 | CORP | Long | |
| 12527GAF0 | 12527GAF0 | CF Industries, Inc. | 12500000.0 | 12376933.13 | CORP | Long | |
| 097023DG7 | 097023DG7 | Boeing Co. (The) | 5000000.0 | 4624656.75 | CORP | Long | |
| 89832Q109 | 89832Q109 | Truist Financial Corp. | 500000.0 | 24695000.0 | CORP | Long | |
| 10373QBL3 | 10373QBL3 | BP Capital Markets America, Inc. | 10000000.0 | 9532738.9 | CORP | Long | |
| 404119CF4 | 404119CF4 | HCA, Inc. | 15000000.0 | 13329583.35 | CORP | Long | |
| 33938XAE5 | 33938XAE5 | Flex Ltd. | 10000000.0 | 10393640.9 | CORP | Long | |
| 6068FR204 | 6068FR204 | Mizuho Markets Cayman LP into Bristol-Myers Squibb Co. | 300000.0 | 22744309.06 | CORP | Long | |
| 26078JAC4 | 26078JAC4 | DuPont de Nemours, Inc. | 20000000.0 | 19986547.4 | CORP | Long | |
| 92343V104 | 92343V104 | Verizon Communications, Inc. | 700000.0 | 29099000.0 | CORP | Long | |
| 548661DY0 | 548661DY0 | Lowe's Cos., Inc. | 10000000.0 | 8142495.0 | CORP | Long | |
| 00287YBX6 | 00287YBX6 | AbbVie, Inc. | 10000000.0 | 9304017.6 | CORP | Long | |
| 03027XAW0 | 03027XAW0 | American Tower Corp. | 25000000.0 | 23382267.75 | CORP | Long | |
| 060505104 | 060505104 | Bank of America Corp. | 1450000.0 | 51446000.0 | CORP | Long | |
| 35805BAE8 | 35805BAE8 | Fresenius Medical Care US Finance III, Inc. | 20000000.0 | 15721687.8 | CORP | Long | |
| 17330U223 | 17330U223 | Citigroup Global Markets Holdings, Inc. into Northrop Grumman Corp. | 45000.0 | 20674214.1 | CORP | Long | |
| 00PAG44B8 | 00PAG44B8 | N/A | -1000.0 | -215000.0 | CORP | N/A | |
| 06051GHD4 | 06051GHD4 | Bank of America Corp. | 25000000.0 | 23395647.5 | CORP | Long | |
| 37045XED4 | 37045XED4 | General Motors Financial Co., Inc. | 10000000.0 | 10405478.9 | CORP | Long | |
| 6174467Y9 | 6174467Y9 | Morgan Stanley | 15000000.0 | 14712522.6 | CORP | Long | |
| 438516106 | 438516106 | Honeywell International, Inc. | 150000.0 | 31272000.0 | CORP | Long | |
| 92564RAB1 | 92564RAB1 | VICI Properties LP / VICI Note Co., Inc. | 20000000.0 | 18650571.0 | CORP | Long | |
| 14040HBK0 | 14040HBK0 | Capital One Financial Corp. | 10000000.0 | 9571581.8 | CORP | Long | |
| 87612EBP0 | 87612EBP0 | Target Corp. | 10000000.0 | 10096335.7 | CORP | Long | |
| 466313AK9 | 466313AK9 | Jabil, Inc. | 20000000.0 | 17176684.8 | CORP | Long | |
| 628530BK2 | 628530BK2 | Mylan, Inc. | 19000000.0 | 18302552.56 | CORP | Long | |
| 14040HCT0 | 14040HCT0 | Capital One Financial Corp. | 10000000.0 | 9813278.8 | CORP | Long | |
| 75513E101 | 75513E101 | Raytheon Technologies Corp. | 300000.0 | 29955000.0 | CORP | Long | |
| 855244BC2 | 855244BC2 | Starbucks Corp. | 10000000.0 | 8892914.4 | CORP | Long | |
| 55903VAL7 | 55903VAL7 | Warnermedia Holdings, Inc. | 20000000.0 | 17816251.4 | CORP | Long | |
| N/A | N/A | N/A | -3000.0 | -144000.0 | CORP | N/A | |
| 00CA66WT8 | 00CA66WT8 | N/A | -3000.0 | -336000.0 | CORP | N/A | |
| N/A | N/A | N/A | -2000.0 | -102000.0 | CORP | N/A | |
| 00287Y109 | 00287Y109 | AbbVie, Inc. | 125000.0 | 18468750.0 | CORP | Long | |
| 126650DG2 | 126650DG2 | CVS Health Corp. | 25000000.0 | 22959071.5 | CORP | Long | |
| 907818108 | 907818108 | Union Pacific Corp. | 100000.0 | 20419000.0 | CORP | Long | |
| 46590XAT3 | 46590XAT3 | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | 20000000.0 | 16733200.0 | CORP | Long | |
| 00C9RDHQ6 | 00C9RDHQ6 | N/A | -1500.0 | -277500.0 | CORP | N/A | |
| 17330X383 | 17330X383 | Citigroup Global Markets Holdings, Inc. | 100000.0 | 11527079.59 | CORP | Long | |
| 23918KAS7 | 23918KAS7 | DaVita, Inc. | 16000000.0 | 13497120.0 | CORP | Long | |
| 816851109 | 816851109 | Sempra Energy | 125000.0 | 20041250.0 | CORP | Long | |
| 06748B612 | 06748B612 | Barclays Bank plc into Cisco Systems, Inc. | 400000.0 | 19621974.53 | CORP | Long | |
| 12594KAB8 | 12594KAB8 | CNH Industrial NV | 7500000.0 | 7294046.18 | CORP | Long | |
| N/A | N/A | N/A | -1250.0 | -170000.0 | CORP | N/A | |
| 3140QBMZ8 | 3140QBMZ8 | FNMA | 1107918.52 | 1090055.55 | USGSE | Long | |
| 26441C204 | 26441C204 | Duke Energy Corp. | 250000.0 | 25612500.0 | CORP | Long | |
| 36267VAJ2 | 36267VAJ2 | GE HealthCare Technologies, Inc. | 15000000.0 | 16268390.85 | CORP | Long | |
| 595112BQ5 | 595112BQ5 | Micron Technology, Inc. | 15000000.0 | 14346101.7 | CORP | Long | |
| 013822AG6 | 013822AG6 | Alcoa Nederland Holding BV | 15000000.0 | 13911450.0 | CORP | Long | |
| 235851409 | 235851409 | Danaher Corp. | 20000.0 | 26880000.0 | CORP | Long | |
| 85172FAR0 | 85172FAR0 | OneMain Finance Corp. | 7500000.0 | 6576937.5 | CORP | Long | |
| 595017BA1 | 595017BA1 | Microchip Technology, Inc. | 5000000.0 | 4907967.0 | CORP | Long | |
| 969457BZ2 | 969457BZ2 | Williams Cos., Inc. (The) | 20000000.0 | 19532253.2 | CORP | Long | |
| 457756500 | 457756500 | Institutional Fiduciary Trust - Money Market Portfolio | 42630038.811 | 42630038.81 | RF | Long | |
| N/A | N/A | N/A | -2500.0 | -150000.0 | RF | N/A | |
| 38141GYN8 | 38141GYN8 | Goldman Sachs Group, Inc. (The) | 25000000.0 | 20645764.5 | CORP | Long | |
| 25746U109 | 25746U109 | Dominion Energy, Inc. | 500000.0 | 31820000.0 | CORP | Long | |
| 126650100 | 126650100 | CVS Health Corp. | 225000.0 | 19849500.0 | CORP | Long | |
| 68389XCJ2 | 68389XCJ2 | Oracle Corp. | 10000000.0 | 10878535.3 | CORP | Long | |
| 05526DBX2 | 05526DBX2 | BAT Capital Corp. | 25000000.0 | 27907535.0 | CORP | Long | |
| 345397C35 | 345397C35 | Ford Motor Credit Co. LLC | 15000000.0 | 15768750.0 | CORP | Long | |
| 91282CFX4 | 91282CFX4 | United States of America | 40000000.0 | 40135937.6 | UST | Long | |
| 115236AC5 | 115236AC5 | Brown & Brown, Inc. | 20000000.0 | 16123995.8 | CORP | Long | |
| 06738ECA1 | 06738ECA1 | Barclays plc | 10000000.0 | 10084741.8 | CORP | Long | |
| N/A | N/A | BNP Paribas Issuance BV into Comcast Corp. | 100000.0 | 4019209.44 | CORP | Long | |
| 539830109 | 539830109 | Lockheed Martin Corp. | 75000.0 | 34744500.0 | CORP | Long | |
| 62482BAB8 | 62482BAB8 | Medline Borrower LP | 10000000.0 | 8387052.1 | CORP | Long | |
| 29273VAQ3 | 29273VAQ3 | Energy Transfer LP | 15000000.0 | 15434025.0 | CORP | Long | |
| 91159HJF8 | 91159HJF8 | US Bancorp | 10000000.0 | 9990060.9 | CORP | Long | |
| 548661EH6 | 548661EH6 | Lowe's Cos., Inc. | 20000000.0 | 18563643.2 | CORP | Long | |
| 85207UAJ4 | 85207UAJ4 | Sprint LLC | 10000000.0 | 10393010.0 | CORP | Long | |
| 882508104 | 882508104 | Texas Instruments, Inc. | 350000.0 | 62023500.0 | CORP | Long | |
| 03938LBE3 | 03938LBE3 | ArcelorMittal SA | 25000000.0 | 26130231.75 | CORP | Long | |
| 907818GB8 | 907818GB8 | Union Pacific Corp. | 15000000.0 | 15138737.1 | CORP | Long | |
| 00CA6FF83 | 00CA6FF83 | N/A | -2000.0 | -164000.0 | CORP | N/A | |
| 00CA6JRQ2 | 00CA6JRQ2 | N/A | -1000.0 | -235000.0 | CORP | N/A | |
| 15135BAT8 | 15135BAT8 | Centene Corp. | 25000000.0 | 23782250.0 | CORP | Long | |
| 444859BV3 | 444859BV3 | Humana, Inc. | 15000000.0 | 16073718.0 | CORP | Long |