Form NPORT-P Ivy Variable Insurance For: Jun 30

  
    NPORT-P
    false
    
      
      
        
          0000810016
          XXXXXXXX
        
      
      
      
      
        S000006235
        C000017169
      
      
    
  
  
    
      Ivy Variable Insurance Portfolios
      811-05017
      0000810016
      72XHPUAYSOH6ROSGJT53
      6300 LAMAR AVE
      OVERLAND PARK
      
      66202
      9132362000
      Delaware Ivy VIP Balanced
      S000006235
      QD2I67CIB119GHXDQ256
      2022-12-31
      2022-06-30
      N
    
    
      216127331.16
      1132555.26
      214994775.90
      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
      77400.23000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            AMBS
          
          
            UST
          
        
      
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        AMERICAN HOMES 4 RENT
        549300N4PXZ37U8QKI55
        
        02666TAE7
        
          
          
        
        35000.00000000
        PA
        USD
        30723.02000000
        0.014290123967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        
        78486QAS0
        
          
          
        
        60000.00000000
        PA
        USD
        56386.89000000
        0.026227097734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-29
          Fixed
          4.57000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYU64
        
          
        
        903909.11000000
        PA
        USD
        808051.81000000
        0.375847183550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY OHIO INC
        L6KC0HABGHNFU1Z6QY21
        
        26442EAG5
        
          
          
        
        115000.00000000
        PA
        USD
        104609.60000000
        0.048656810176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        
        03040WAR6
        
          
          
        
        375000.00000000
        PA
        USD
        312824.18000000
        0.145503154060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        
        038222105
        
          
          
        
        4084.00000000
        NS
        USD
        371562.32000000
        0.172823883019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAL7
        
          
          
        
        45000.00000000
        PA
        USD
        44600.79000000
        0.020745057554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAM5
        
          
          
        
        79000.00000000
        PA
        USD
        55318.41000000
        0.025730118217
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2050-09-02
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        
        98978V103
        
          
          
        
        18310.00000000
        NS
        USD
        3147305.90000000
        1.463898779319
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        
        025816109
        
          
          
        
        10961.00000000
        NS
        USD
        1519413.82000000
        0.706721274337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        
        907818108
        
          
          
        
        12478.00000000
        NS
        USD
        2661307.84000000
        1.237847677395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackstone Inc
        5299004LW4QWGZUB8Y96
        
        09260D107
        
          
          
        
        20397.00000000
        NS
        USD
        1860818.31000000
        0.865517918847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        
        92826CAK8
        
          
          
        
        440000.00000000
        PA
        USD
        354578.62000000
        0.164924295725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DREYFUS INST PREF GOVT PLUS MMF - SL #4134
        N/A
        
        000000000
        
          
          
        
        821872.10000000
        NS
        USD
        821872.10000000
        0.382275381603
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        
        052769AH9
        
          
          
        
        60000.00000000
        PA
        USD
        49035.95000000
        0.022807972795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        
        532457108
        
          
          
        
        12428.00000000
        NS
        USD
        4029530.44000000
        1.874245745335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        
        46590XAF3
        
          
          
        
        80000.00000000
        PA
        USD
        67712.66000000
        0.031495025735
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-02-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAJ0
        
          
          
        
        15000.00000000
        PA
        USD
        13721.55000000
        0.006382271356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABF1
        
          
          
        
        290000.00000000
        PA
        USD
        270916.35000000
        0.126010666475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        
        69121KAD6
        
          
          
        
        375000.00000000
        PA
        USD
        345389.78000000
        0.160650312806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06539VAW8
        
          
        
        30000.00000000
        PA
        USD
        25926.71000000
        0.012059227900
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-15
          Variable
          3.34794800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        
        853496AG2
        
          
          
        
        219000.00000000
        PA
        USD
        173138.12000000
        0.080531314900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31400TW37
        
          
        
        10604.83000000
        PA
        USD
        11235.28000000
        0.005225838606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY INDIANA LLC
        6URPHM2EAWGJ2C6ISB97
        
        26443TAA4
        
          
          
        
        120000.00000000
        PA
        USD
        102083.24000000
        0.047481730461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZR8
        
          
          
        
        65000.00000000
        PA
        USD
        61565.31000000
        0.028635723701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        
        000000000
        
          
          
        
        29755.00000000
        NS
        USD
        3366778.25000000
        1.565981422528
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06055HAB9
        
          
          
        
        30000.00000000
        PA
        USD
        29006.25000000
        0.013491606890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833100
        
          
          
        
        28792.00000000
        NS
        USD
        3936442.24000000
        1.830947856068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA INC
        9NHEHR1SOZCYXDO8HO28
        
        24906PAA7
        
          
          
        
        365000.00000000
        PA
        USD
        308439.09000000
        0.143463527757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVLA1
        
          
        
        418032.97000000
        PA
        USD
        380422.54000000
        0.176945015713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FY9
        
          
          
        
        10000.00000000
        PA
        USD
        8343.74000000
        0.003880903601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN INC
        549300PC8KTJ71XKFY89
        
        115236AF8
        
          
          
        
        50000.00000000
        PA
        USD
        43974.39000000
        0.020453701638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371HAR9
        
          
        
        25222.90000000
        PA
        USD
        26796.83000000
        0.012463944711
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNB50
        
          
        
        805140.70000000
        PA
        USD
        751766.80000000
        0.349667473013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        
        20826FAV8
        
          
          
        
        85000.00000000
        PA
        USD
        72926.81000000
        0.033920270711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387BRK1
        
          
        
        11509.01000000
        PA
        USD
        12031.86000000
        0.005596349934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        3.00000000
        NC
        USD
        4793.64000000
        0.002229654176
        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
                
                  
                  
                  
                
              
            
            2022-09-21
            458237.61000000
            USD
            4793.64000000
          
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CH7
        
          
          
        
        65000.00000000
        PA
        USD
        62656.22000000
        0.029143136030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-13
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKC2
        
          
          
        
        400000.00000000
        PA
        USD
        310678.20000000
        0.144504999574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        57.00000000
        NC
        USD
        -20619.75000000
        -0.00959081443
        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
                
                  
                  
                  
                
              
            
            2022-09-30
            6418869.75000000
            USD
            -20619.75000000
          
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KCA6
        
          
          
        
        65000.00000000
        PA
        USD
        46600.61000000
        0.021675228993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Institutional US Government Money Market Fund
        549300BZ5TGIFZUZDZ37
        
        857492706
        
          
          
        
        19641159.38000000
        NS
        USD
        19641159.38000000
        9.135644946617
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        
        000000000
        
          
          
          
        
        6483.00000000
        NS
        USD
        1748335.44000000
        0.813199033642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389K5Q0
        
          
        
        23247.22000000
        PA
        USD
        25102.16000000
        0.011675706953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BY9
        
          
          
        
        305000.00000000
        PA
        USD
        201171.17000000
        0.093570259629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        
        235851102
        
          
          
        
        15670.00000000
        NS
        USD
        3972658.40000000
        1.847792990955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KLA CORP
        549300H0BF5JCG96TJ81
        
        482480AM2
        
          
          
        
        80000.00000000
        PA
        USD
        80580.11000000
        0.037480031625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-07-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        
        85207UAF2
        
          
          
        
        315000.00000000
        PA
        USD
        325710.00000000
        0.151496704343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388KCX8
        
          
        
        14890.63000000
        PA
        USD
        15573.14000000
        0.007243496933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        
        009279100
        
          
          
        
        106222.00000000
        NS
        USD
        2580132.38000000
        1.200090732065
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833DQ0
        
          
          
        
        500000.00000000
        PA
        USD
        394423.85000000
        0.183457411162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-11
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KM2
        
          
          
        
        648000.00000000
        PA
        USD
        633345.42000000
        0.294586423018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        
        857477BS1
        
          
          
        
        50000.00000000
        PA
        USD
        45823.19000000
        0.021313629509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-07
          Fixed
          2.20300000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TSMC GLOBAL LTD
        549300N2ZLI21P85T117
        
        872882AJ4
        
          
          
        
        600000.00000000
        PA
        USD
        529044.78000000
        0.246073318658
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2028-04-23
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NG2
        
          
          
        
        40000.00000000
        PA
        USD
        37134.43000000
        0.017272247590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687FM3
        
          
          
        
        500000.00000000
        PA
        USD
        357966.00000000
        0.166499859590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DW5
        
          
          
        
        25000.00000000
        PA
        USD
        21630.13000000
        0.010060770039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KNF57
        
          
        
        1070127.60000000
        PA
        USD
        999189.16000000
        0.464750436757
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vendee Mortgage Trust
        N/A
        
        911760KG0
        
          
        
        13649.11000000
        PA
        USD
        14402.05000000
        0.006698790675
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-12-15
          Fixed
          8.29300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513EAD3
        
          
          
        
        300000.00000000
        PA
        USD
        258899.76000000
        0.120421419039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        
        143658BQ4
        
          
          
        
        105000.00000000
        PA
        USD
        86471.70000000
        0.040220372629
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THOMSON REUTERS CORP
        549300561UZND4C7B569
        
        884903BV6
        
          
          
        
        425000.00000000
        PA
        USD
        412860.94000000
        0.192033010230
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-05-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELL CANADA
        549300JYAVAQRV5MNZ86
        
        0778FPAB5
        
          
          
        
        120000.00000000
        PA
        USD
        107721.36000000
        0.050104175577
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-07-29
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEK7
        
          
          
        
        25000.00000000
        PA
        USD
        22746.18000000
        0.010579875675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Fixed
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DWCZ4
        
          
        
        1081680.92000000
        PA
        USD
        939532.15000000
        0.437002316017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMO 2022-C1 Mortgage Trust
        N/A
        
        05609MCC7
        
          
        
        500000.00000000
        PA
        USD
        457816.90000000
        0.212943267148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-15
          Variable
          3.37400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESTLE HOLDINGS INC
        549300EAEU8YV8MQXP30
        
        641062AN4
        
          
          
        
        380000.00000000
        PA
        USD
        351385.62000000
        0.163439143360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-24
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBK6
        
          
          
        
        300000.00000000
        PA
        USD
        248405.88000000
        0.115540426022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BS3Q4
        
          
        
        315437.28000000
        PA
        USD
        308697.14000000
        0.143583553929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06539VAJ7
        
          
        
        862000.00000000
        PA
        USD
        772770.07000000
        0.359436673177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-15
          Fixed
          2.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163PBM1
        
          
        
        50000.00000000
        PA
        USD
        43708.42000000
        0.020329991655
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-03-15
          Variable
          3.73600200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189LBH3
        
          
          
        
        50000.00000000
        PA
        USD
        37447.86000000
        0.017418032528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY FRN
        254900HROIFWPRGM1V77
        
        91282CEL1
        
          
          
        
        1140000.00000000
        PA
        USD
        1139222.29000000
        0.529883707746
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-30
          Floating
          1.68277572
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387XT70
        
          
        
        21195.17000000
        PA
        USD
        22976.11000000
        0.010686822460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        
        023135106
        
          
          
        
        17400.00000000
        NS
        USD
        1848054.00000000
        0.859580886216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAG6
        
          
          
        
        10000.00000000
        PA
        USD
        9571.11000000
        0.004451787239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        
        053332102
        
          
          
        
        1297.00000000
        NS
        USD
        2787408.64000000
        1.296500637437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        
        594918104
        
          
          
        
        41496.00000000
        NS
        USD
        10657417.68000000
        4.957058903122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KNLC5
        
          
        
        830831.94000000
        PA
        USD
        750529.21000000
        0.349091835770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        
        552953CH2
        
          
          
        
        209000.00000000
        PA
        USD
        176082.50000000
        0.081900827247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Take-Two Interactive Software
        BOMSTHHJK882EWYX3334
        
        874054109
        
          
          
        
        17130.00000000
        NS
        USD
        2098938.90000000
        0.976274372813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541LBU9
        
          
        
        100000.00000000
        PA
        USD
        86910.18000000
        0.040424321770
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-03-15
          Variable
          3.50676200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC
        N/A
        
        05329WAS1
        
          
          
        
        300000.00000000
        PA
        USD
        231828.39000000
        0.107829778202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        
        824348106
        
          
          
        
        8702.00000000
        NS
        USD
        1948464.82000000
        0.906284728009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YBB0
        
          
          
        
        250000.00000000
        PA
        USD
        175997.65000000
        0.081861361171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-24
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BS2
        
          
          
        
        365000.00000000
        PA
        USD
        344690.85000000
        0.160325221185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-08
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DRV6
        
          
        
        204511.03000000
        PA
        USD
        195776.77000000
        0.091061175407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        A89MY1K3YLIGJMYWVX50
        
        341081FX0
        
          
          
        
        425000.00000000
        PA
        USD
        338629.25000000
        0.157505803842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY CORP
        4XM3TW50JULSLG8BNC79
        
        29364GAK9
        
          
          
        
        125000.00000000
        PA
        USD
        98361.38000000
        0.045750590724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAK0
        
          
          
        
        260000.00000000
        PA
        USD
        217795.50000000
        0.101302694025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        
        12513GBH1
        
          
          
        
        35000.00000000
        PA
        USD
        30256.80000000
        0.014073272186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          3.27600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CET4
        
          
          
        
        3140000.00000000
        PA
        USD
        3081002.23000000
        1.433059113693
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        
        91324P102
        
          
          
        
        15740.00000000
        NS
        USD
        8084536.20000000
        3.760340764633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DB8
        
          
          
        
        25000.00000000
        PA
        USD
        22364.49000000
        0.010402341129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ASNS1
        
          
        
        352315.73000000
        PA
        USD
        353561.84000000
        0.164451363304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCU3
        
          
          
        
        450000.00000000
        PA
        USD
        444157.52000000
        0.206589912773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371HHK7
        
          
        
        13078.35000000
        PA
        USD
        13738.04000000
        0.006389941310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBK1
        
          
          
        
        150000.00000000
        PA
        USD
        150015.42000000
        0.069776309387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216DP2
        
          
          
        
        600000.00000000
        PA
        USD
        523272.78000000
        0.243388602262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-05
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
          
        
        180000.00000000
        PA
        USD
        172563.95000000
        0.080264252597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEE8
        
          
          
        
        250000.00000000
        PA
        USD
        201932.58000000
        0.093924412421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAN5
        
          
          
        
        250000.00000000
        PA
        USD
        256158.68000000
        0.119146467130
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBA8
        
          
          
        
        4205000.00000000
        PA
        USD
        4035650.35000000
        1.877092284268
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDPP5
        
          
        
        206813.80000000
        PA
        USD
        208540.05000000
        0.096997728957
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        
        760759AV2
        
          
          
        
        72000.00000000
        PA
        USD
        61850.36000000
        0.028768308318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEGA FINANCING PLC
        2138009YFYTGEHZNNZ09
        
        50220PAD5
        
          
          
        
        350000.00000000
        PA
        USD
        300430.48000000
        0.139738502362
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-04-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2Z5
        
          
          
        
        65000.00000000
        PA
        USD
        60260.14000000
        0.028028653137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-25
          Fixed
          4.61100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163NBJ3
        
          
        
        1000000.00000000
        PA
        USD
        898617.70000000
        0.417971876869
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-01-15
          Variable
          3.00190000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833DW7
        
          
          
        
        175000.00000000
        PA
        USD
        129470.71000000
        0.060220398127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        
        775109CC3
        
          
          
        
        15000.00000000
        PA
        USD
        13734.26000000
        0.006388183127
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        
        65339F101
        
          
          
        
        51921.00000000
        NS
        USD
        4021800.66000000
        1.870650411464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DYB2
        
          
        
        247157.90000000
        PA
        USD
        214839.41000000
        0.099927735034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        
        000000000
        
          
          
          
        
        10257.00000000
        NS
        USD
        2949195.21000000
        1.371752033347
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAK9
        
          
          
        
        15000.00000000
        PA
        USD
        14959.48000000
        0.006958066742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EPKX1
        
          
        
        224597.61000000
        PA
        USD
        231272.18000000
        0.107571069590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06542BBH9
        
          
        
        730000.00000000
        PA
        USD
        643366.08000000
        0.299247308362
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.64300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LNV0
        
          
        
        82051.71000000
        PA
        USD
        84486.23000000
        0.039296875771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEP2
        
          
          
        
        90000.00000000
        PA
        USD
        89001.57000000
        0.041397084941
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAH6
        
          
          
        
        230000.00000000
        PA
        USD
        197661.06000000
        0.091937610657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CQ6
        
          
          
        
        265000.00000000
        PA
        USD
        187497.94000000
        0.087210463238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BR9
        
          
          
        
        55000.00000000
        PA
        USD
        54334.83000000
        0.025272628031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BS7
        
          
          
        
        45000.00000000
        PA
        USD
        42093.49000000
        0.019578843171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-06-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICENOW INC
        549300HJTQM36M0E1G39
        
        81762PAE2
        
          
          
        
        435000.00000000
        PA
        USD
        340821.54000000
        0.158525498386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FX1
        
          
          
        
        35000.00000000
        PA
        USD
        31191.60000000
        0.014508073449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-14
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        
        45674CAA1
        
          
          
        
        125000.00000000
        PA
        USD
        115756.06000000
        0.053841336151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        
        57636Q104
        
          
          
        
        8869.00000000
        NS
        USD
        2797992.12000000
        1.301423305886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAH4
        
          
          
        
        15000.00000000
        PA
        USD
        14045.42000000
        0.006532912225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAG8
        
          
          
        
        115000.00000000
        PA
        USD
        107967.29000000
        0.050218564403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMJG1
        
          
        
        38708.25000000
        PA
        USD
        36302.99000000
        0.016885521914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTEGRIS ESCROW CORP
        N/A
        
        29365BAA1
        
          
          
        
        55000.00000000
        PA
        USD
        51317.92000000
        0.023869379981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        
        244199105
        
          
          
        
        6730.00000000
        NS
        USD
        2015433.10000000
        0.937433522076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418D3K6
        
          
        
        498186.05000000
        PA
        USD
        480187.63000000
        0.223348510674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBX3
        
          
          
        
        60000.00000000
        PA
        USD
        48010.65000000
        0.022331077487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          1.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AT5B6
        
          
        
        459699.47000000
        PA
        USD
        440568.52000000
        0.204920569886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        
        92343E102
        
          
          
        
        7995.00000000
        NS
        USD
        1337803.35000000
        0.622249235777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAQ6
        
          
          
        
        65000.00000000
        PA
        USD
        54642.80000000
        0.025415873372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Artisan Partners Asset Managem
        549300T1FUI6JF63XU51
        
        04316A108
        
          
          
        
        49115.00000000
        NS
        USD
        1747020.55000000
        0.812587442037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMZE8
        
          
        
        820087.33000000
        PA
        USD
        792378.88000000
        0.368557271535
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        
        20825C104
        
          
          
        
        38998.00000000
        NS
        USD
        3502410.38000000
        1.629067667034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        
        30212PAS4
        
          
          
        
        159000.00000000
        PA
        USD
        163954.92000000
        0.076259955300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNUY6
        
          
        
        245849.84000000
        PA
        USD
        221514.27000000
        0.103032396518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        060505GB4
        
          
          
        
        45000.00000000
        PA
        USD
        37452.15000000
        0.017420027925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163PBG4
        
          
        
        900000.00000000
        PA
        USD
        842119.47000000
        0.391692991829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-03-15
          Fixed
          3.45820000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAT6
        
          
          
        
        15000.00000000
        PA
        USD
        12474.91000000
        0.005802424709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEF8
        
          
          
        
        120000.00000000
        PA
        USD
        92397.31000000
        0.042976537273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE HOLDINGS FINA
        549300D2L6J4NC1QVZ22
        
        09261BAD2
        
          
          
        
        325000.00000000
        PA
        USD
        258597.01000000
        0.120280601664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        
        595017104
        
          
          
        
        37429.00000000
        NS
        USD
        2173876.32000000
        1.011129833690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AV3
        
          
          
        
        65000.00000000
        PA
        USD
        50889.15000000
        0.023669947228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYG3
        
          
          
        
        25000.00000000
        PA
        USD
        21962.85000000
        0.010215527288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        
        775109CD1
        
          
          
        
        15000.00000000
        PA
        USD
        13207.73000000
        0.006143279502
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salesforce Inc
        RCGZFPDMRW58VJ54VR07
        
        79466L302
        
          
          
        
        8654.00000000
        NS
        USD
        1428256.16000000
        0.664321332470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CL6
        
          
          
        
        1000000.00000000
        PA
        USD
        901243.30000000
        0.419193115845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        
        760759AX8
        
          
          
        
        490000.00000000
        PA
        USD
        385148.28000000
        0.179143087727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2J1
        
          
          
        
        290000.00000000
        PA
        USD
        249553.58000000
        0.116074252946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-11
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        
        91159HJD3
        
          
          
        
        45000.00000000
        PA
        USD
        38773.93000000
        0.018034824259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-27
          Fixed
          2.67700000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HHA1
        
          
          
        
        194000.00000000
        PA
        USD
        184202.75000000
        0.085677779485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.70886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        
        16411QAL5
        
          
          
        
        120000.00000000
        PA
        USD
        94764.60000000
        0.044077629143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        
        808513105
        
          
          
        
        40984.00000000
        NS
        USD
        2589369.12000000
        1.204386994595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163NBQ7
        
          
        
        125000.00000000
        PA
        USD
        101651.56000000
        0.047280944187
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-01-15
          Variable
          3.57200800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DY71
        
          
        
        246675.83000000
        PA
        USD
        220547.46000000
        0.102582706522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY CORP
        4XM3TW50JULSLG8BNC79
        
        29364GAL7
        
          
          
        
        235000.00000000
        PA
        USD
        201800.00000000
        0.093862745806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PVH CORP
        123WALMHY1GZXG2YDL90
        
        693656AC4
        
          
          
        
        350000.00000000
        PA
        USD
        347071.62000000
        0.161432582976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-10
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        
        02079K107
        
          
          
        
        1063.00000000
        NS
        USD
        2325259.35000000
        1.081542256208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        
        45866F104
        
          
          
        
        26272.00000000
        NS
        USD
        2470618.88000000
        1.149152982744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR & Co Inc
        549300JOHU21WRN2Z451
        
        48251W104
        
          
          
        
        46184.00000000
        NS
        USD
        2137857.36000000
        0.994376421962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FZ6
        
          
          
        
        15000.00000000
        PA
        USD
        12254.46000000
        0.005699887333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFU3
        
          
          
        
        50000.00000000
        PA
        USD
        35554.55000000
        0.016537401828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389GSV3
        
          
        
        16353.90000000
        PA
        USD
        17060.92000000
        0.007935504445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        
        337738108
        
          
          
        
        21238.00000000
        NS
        USD
        1889544.86000000
        0.878879429553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAL8
        
          
          
        
        255000.00000000
        PA
        USD
        193132.79000000
        0.089831387386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH EDISON CO
        D8YOXB8L2ZDC8P7Q0771
        
        202795JR2
        
          
          
        
        350000.00000000
        PA
        USD
        304170.69000000
        0.141478177191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BQ0
        
          
          
        
        240000.00000000
        PA
        USD
        186814.85000000
        0.086892739238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        9128286Z8
        
          
          
        
        1400000.00000000
        PA
        USD
        1366640.66000000
        0.635662264015
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAK0
        
          
          
        
        175000.00000000
        PA
        USD
        135581.50000000
        0.063062695096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        
        12572Q105
        
          
          
        
        15278.00000000
        NS
        USD
        3127406.60000000
        1.454643066050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAJ2
        
          
          
        
        15000.00000000
        PA
        USD
        13750.48000000
        0.006395727497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKK4
        
          
          
        
        15000.00000000
        PA
        USD
        12792.60000000
        0.005950191090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CD9
        
          
          
        
        25000.00000000
        PA
        USD
        22735.29000000
        0.010574810436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBV2
        
          
          
        
        4885000.00000000
        PA
        USD
        4664029.96000000
        2.169368972095
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        17327CAQ6
        
          
          
        
        50000.00000000
        PA
        USD
        42429.36000000
        0.019735065571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31400Y3P9
        
          
          
        
        4938.70000000
        PA
        USD
        5283.27000000
        0.002457394593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL LIFE
        1DU7IM20QESYGDO4HO54
        
        668138AA8
        
          
          
        
        500000.00000000
        PA
        USD
        416177.40000000
        0.193575587247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-30
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AL7
        
          
          
        
        120000.00000000
        PA
        USD
        102921.58000000
        0.047871665517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAL7
        
          
          
        
        15000.00000000
        PA
        USD
        13420.50000000
        0.006242244698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBT6
        
          
          
        
        80000.00000000
        PA
        USD
        68950.08000000
        0.032070583906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          2.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        
        316773DF4
        
          
          
        
        40000.00000000
        PA
        USD
        38089.63000000
        0.017716537455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-25
          Fixed
          4.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TB4
        
          
          
        
        435000.00000000
        PA
        USD
        326521.88000000
        0.151874332124
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKQ1
        
          
          
        
        80000.00000000
        PA
        USD
        77951.02000000
        0.036257169353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-27
          Fixed
          4.57100000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EF47
        
          
        
        738591.45000000
        PA
        USD
        754683.95000000
        0.351024319935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELECTRIC DELIVERY
        549300SP2X2BS1KERD24
        
        68233JBU7
        
          
          
        
        450000.00000000
        PA
        USD
        409983.35000000
        0.190694563755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TF5
        
          
          
        
        1705000.00000000
        PA
        USD
        1446319.62000000
        0.672723145920
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INFO MGMT
        N/A
        
        46285MAA8
        
          
          
        
        165000.00000000
        PA
        USD
        133500.30000000
        0.062094671575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        
        92532F100
        
          
          
        
        5034.00000000
        NS
        USD
        1418530.86000000
        0.659797827208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        
        461202103
        
          
          
        
        2835.00000000
        NS
        USD
        1092722.40000000
        0.508255326403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        
        02079K305
        
          
          
        
        1532.00000000
        NS
        USD
        3338626.32000000
        1.552887183432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP
        254900X4QE7SGKQLLN38
        
        925650AC7
        
          
          
        
        60000.00000000
        PA
        USD
        56971.80000000
        0.026499155508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC
        N/A
        
        05329RAA1
        
          
          
        
        35000.00000000
        PA
        USD
        30199.75000000
        0.014046736658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        
        149123101
        
          
          
        
        9572.00000000
        NS
        USD
        1711090.72000000
        0.795875487130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        
        031162CS7
        
          
          
        
        350000.00000000
        PA
        USD
        268198.60000000
        0.124746565993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-21
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        
        000000000
        
          
          
          
        
        23831.00000000
        NS
        USD
        2122627.17000000
        0.987292440532
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BJ8
        
          
          
        
        300000.00000000
        PA
        USD
        233808.51000000
        0.108750786627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        
        91159HJC5
        
          
          
        
        45000.00000000
        PA
        USD
        41257.09000000
        0.019189810462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-27
          Fixed
          2.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389UHE2
        
          
        
        19228.07000000
        PA
        USD
        20994.47000000
        0.009765107041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QM6W9
        
          
        
        615984.49000000
        PA
        USD
        593694.41000000
        0.276143644660
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CR89
        
          
        
        66347.48000000
        PA
        USD
        64738.50000000
        0.030111661889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        
        871829107
        
          
          
        
        42533.00000000
        NS
        USD
        3602970.43000000
        1.675840919816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSL FINANCE PLC
        2549007CCNBNAF4HBC02
        
        12661PAB5
        
          
          
        
        30000.00000000
        PA
        USD
        29478.83000000
        0.013711416882
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-04-27
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189LBJ9
        
          
          
        
        55000.00000000
        PA
        USD
        53300.23000000
        0.024791407036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAS1
        
          
          
        
        160000.00000000
        PA
        USD
        125049.62000000
        0.058164027231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48128BAF8
        
          
          
        
        337000.00000000
        PA
        USD
        297613.13000000
        0.138428075172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR GROUP FINAN CO VIII
        N/A
        
        48252MAA3
        
          
          
        
        350000.00000000
        PA
        USD
        263094.58000000
        0.122372545518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        617446448
        
          
          
        
        21336.00000000
        NS
        USD
        1622816.16000000
        0.754816554591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FORTINET INC
        549300O0QJWDBAS0QX03
        
        34959EAB5
        
          
          
        
        350000.00000000
        PA
        USD
        283639.58000000
        0.131928591665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DV74
        
          
        
        530550.71000000
        PA
        USD
        462610.40000000
        0.215172856207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163NBP9
        
          
        
        100000.00000000
        PA
        USD
        84080.93000000
        0.039108359562
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-01-15
          Variable
          3.20210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBG6
        
          
          
        
        129000.00000000
        PA
        USD
        123002.79000000
        0.057211990144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS CITY SOUTHERN
        5493008C12PZMWP3WY03
        
        485170BD5
        
          
          
        
        350000.00000000
        PA
        USD
        312353.41000000
        0.145284185949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        
        26884UAE9
        
          
          
        
        265000.00000000
        PA
        USD
        244007.26000000
        0.113494506542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        
        651639AZ9
        
          
          
        
        25000.00000000
        PA
        USD
        20656.71000000
        0.009608005549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        
        30040WAQ1
        
          
          
        
        50000.00000000
        PA
        USD
        46982.81000000
        0.021853000754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCZ2
        
          
          
        
        675000.00000000
        PA
        USD
        538318.98000000
        0.250387004868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385HQV7
        
          
        
        21462.39000000
        PA
        USD
        23362.17000000
        0.010866389614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        
        743315103
        
          
          
        
        29970.00000000
        NS
        USD
        3484611.90000000
        1.620789103090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUNTINGTON NATIONAL BANK
        2WHM8VNJH63UN14OL754
        
        44644MAF8
        
          
          
        
        250000.00000000
        PA
        USD
        248503.80000000
        0.115585971314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-17
          Fixed
          4.55200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZM9
        
          
          
        
        375000.00000000
        PA
        USD
        320642.25000000
        0.149139554046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TG3
        
          
          
        
        165000.00000000
        PA
        USD
        155886.32000000
        0.072507026902
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        
        052769AG1
        
          
          
        
        500000.00000000
        PA
        USD
        437476.95000000
        0.203482595411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORMEL FOODS CORP
        MSD54751OJP1FS2ND863
        
        440452AJ9
        
          
          
        
        535000.00000000
        PA
        USD
        413244.43000000
        0.192211382006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-03
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        
        09857L108
        
          
          
        
        1152.00000000
        NS
        USD
        2014836.48000000
        0.937156017659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VEA8
        
          
          
        
        500000.00000000
        PA
        USD
        488163.60000000
        0.227058354304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89115A2C5
        
          
          
        
        75000.00000000
        PA
        USD
        74227.80000000
        0.034525397042
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-06-08
          Fixed
          4.10800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AS0
        
          
          
        
        175000.00000000
        PA
        USD
        164829.00000000
        0.076666514016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKJ0
        
          
          
        
        500000.00000000
        PA
        USD
        379842.60000000
        0.176675269624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        
        26441CAX3
        
          
          
        
        500000.00000000
        PA
        USD
        472702.95000000
        0.219867179572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        9128284R8
        
          
          
        
        5635000.00000000
        PA
        USD
        5612107.81000000
        2.610346128880
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163PBN9
        
          
        
        50000.00000000
        PA
        USD
        41300.66000000
        0.019210076071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-03-15
          Variable
          3.73600200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CD2
        
          
          
        
        700000.00000000
        PA
        USD
        570001.81000000
        0.265123562939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MB6X5
        
          
        
        611627.95000000
        PA
        USD
        551284.12000000
        0.256417449071
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNCD3
        
          
        
        571532.60000000
        PA
        USD
        552841.83000000
        0.257141982955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541LBG0
        
          
        
        850000.00000000
        PA
        USD
        792110.07000000
        0.368432240590
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-03-15
          Variable
          3.50676200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CJ3
        
          
          
        
        80000.00000000
        PA
        USD
        74047.73000000
        0.034441641518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA POWER CO
        0RL818ELFOHP5JHOFU19
        
        010392FV5
        
          
          
        
        375000.00000000
        PA
        USD
        281483.03000000
        0.130925520781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06539VBB3
        
          
        
        45000.00000000
        PA
        USD
        37057.22000000
        0.017236335089
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-15
          Variable
          3.37894800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828YV6
        
          
          
        
        1700000.00000000
        PA
        USD
        1640300.76000000
        0.762949124290
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AON CORP
        LTS3U8DGK38SETRUWX71
        
        037389BE2
        
          
          
        
        525000.00000000
        PA
        USD
        459437.32000000
        0.213696969182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        
        22160K105
        
          
          
        
        5948.00000000
        NS
        USD
        2850757.44000000
        1.325965911527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PDC7
        
          
          
        
        30000.00000000
        PA
        USD
        29498.42000000
        0.013720528732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-26
          Fixed
          4.58600000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKJ7
        
          
          
        
        35000.00000000
        PA
        USD
        31858.06000000
        0.014818062376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-04
          Fixed
          2.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYCORP
        RKPI3RZGV1V1FJTH5T61
        
        49326EEN9
        
          
          
        
        55000.00000000
        PA
        USD
        54318.83000000
        0.025265185990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513EAC5
        
          
          
        
        175000.00000000
        PA
        USD
        134255.01000000
        0.062445708012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        
        30225VAG2
        
          
          
        
        600000.00000000
        PA
        USD
        476309.70000000
        0.221544778474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        
        46284VAJ0
        
          
          
        
        54000.00000000
        PA
        USD
        47050.20000000
        0.021884345702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DXK3
        
          
        
        317719.48000000
        PA
        USD
        277123.16000000
        0.128897624995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals Inc
        5323X5O7RN0NKFCDRY08
        
        911363109
        
          
          
        
        12204.00000000
        NS
        USD
        2964473.64000000
        1.378858452532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2V4
        
          
          
        
        35000.00000000
        PA
        USD
        33181.42000000
        0.015433593612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        
        294429105
        
          
          
        
        9629.00000000
        NS
        USD
        1759988.62000000
        0.818619249064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95003QAS8
        
          
        
        865000.00000000
        PA
        USD
        743718.00000000
        0.345923754140
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-15
          Fixed
          2.65800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSL FINANCE PLC
        2549007CCNBNAF4HBC02
        
        12661PAE9
        
          
          
        
        40000.00000000
        PA
        USD
        38322.87000000
        0.017825023812
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2052-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -24.00000000
        NC
        USD
        21878.16000000
        0.010176135633
        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
                
                  
                  
                  
                
              
            
            2022-09-21
            -3078878.16000000
            USD
            21878.16000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGKB4
        
          
        
        446081.68000000
        PA
        USD
        429525.67000000
        0.199784235780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVR INC
        529900RWXR4JI3JYTV70
        
        62944TAF2
        
          
          
        
        400000.00000000
        PA
        USD
        345002.84000000
        0.160470336339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        
        40434LAN5
        
          
          
        
        40000.00000000
        PA
        USD
        39066.20000000
        0.018170767097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        
        693475BD6
        
          
          
        
        40000.00000000
        PA
        USD
        38495.60000000
        0.017905365299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132CWQB3
        
          
        
        291581.85000000
        PA
        USD
        273016.92000000
        0.126987699518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48127FAA1
        
          
          
        
        750000.00000000
        PA
        USD
        704062.50000000
        0.327478887360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.28686000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DWC84
        
          
        
        1079180.99000000
        PA
        USD
        1006215.08000000
        0.468018385929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO MANAGEMENT HOLDIN
        5493006XQW0V5K38YM64
        
        03765HAF8
        
          
          
        
        425000.00000000
        PA
        USD
        357691.94000000
        0.166372386725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-05
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYWF2
        
          
        
        374990.27000000
        PA
        USD
        345125.33000000
        0.160527309817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390REE9
        
          
        
        43172.88000000
        PA
        USD
        46014.14000000
        0.021402445621
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06540DBH7
        
          
        
        860000.00000000
        PA
        USD
        740380.79000000
        0.344371525726
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-09-15
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDS2
        
          
          
        
        15000.00000000
        PA
        USD
        12069.75000000
        0.005613973618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371K6C0
        
          
          
        
        17783.33000000
        PA
        USD
        19035.13000000
        0.008853763967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAH2
        
          
          
        
        500000.00000000
        PA
        USD
        515367.50000000
        0.239711638500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Variable
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389K5S6
        
          
        
        89518.55000000
        PA
        USD
        96212.48000000
        0.044751078065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EJ2
        
          
          
        
        40000.00000000
        PA
        USD
        34729.90000000
        0.016153834368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        
        060505104
        
          
          
        
        50465.00000000
        NS
        USD
        1570975.45000000
        0.730704010561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NATIONAL SECS CLEARING
        549300RYC9NELN2ICA34
        
        637639AB1
        
          
          
        
        350000.00000000
        PA
        USD
        329700.00000000
        0.153352563391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-23
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WTZ1
        
          
        
        186632.31000000
        PA
        USD
        176243.80000000
        0.081975852325
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        
        00217GAB9
        
          
          
        
        15000.00000000
        PA
        USD
        12761.14000000
        0.005935558176
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2032-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CS47
        
          
        
        75526.16000000
        PA
        USD
        73815.42000000
        0.034333587730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-08-18
      Ivy Variable Insurance Portfolio
      Dan Geatens
      Dan Geatens
      Division Director - Head of US Fund Administration