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Form NPORT-P Variable Insurance Produ For: Mar 31

May 25, 2022 12:12 PM EDT

  
    NPORT-P
    false
    
      
      
        
          0000823535
          XXXXXXXX
        
      
      
      
      
        S000061711
        C000199916
        C000199915
        C000211325
      
      
      
    
  
  
    
      Variable Insurance Products Fund V
      811-05361
      0000823535
      S8GYVGVVOPTJ8G3T5C60
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      VIP Bond Index Portfolio
      S000061711
      549300G74XRVYKYPZH46
      2022-12-31
      2022-03-31
      N
    
    
      682139826.27
      1693700.85
      680446125.42
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1426656.25000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6191
        3133KM2Y0
        
          
        
        1126900.09900000
        PA
        USD
        1047515.17000000
        0.153945350097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES POWER CO (MN)
        3S1GHB0TEH85KX44SB51
        NORTHERN STATES POWER CO (MN) 3.6% 09/15/2047
        665772CQ0
        
          
        
        50000.00000000
        PA
        USD
        49460.61000000
        0.007268850266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIRLINES CO 5.125% 06/15/2027
        844741BK3
        
          
        
        595000.00000000
        PA
        USD
        636076.13000000
        0.093479278702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027
        60687YBS7
        
          
        
        285000.00000000
        PA
        USD
        261597.59000000
        0.038445011328
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-07-09
          Variable
          0.01554000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.95% 06/01/2045
        46625HLL2
        
          
        
        135000.00000000
        PA
        USD
        152715.54000000
        0.022443443249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 12/01/2033#ZT1566
        3132ADW38
        
          
        
        302022.77200000
        PA
        USD
        309500.67000000
        0.045484963237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE INC
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE INC 5.3% 04/01/2050
        911312BW5
        
          
        
        170000.00000000
        PA
        USD
        222286.13000000
        0.032667704568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.05300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.0% 08/20/2043#MA1223
        36179NLC0
        
          
        
        4888.77100000
        PA
        USD
        4919.81000000
        0.000723027116
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 01/01/2048#BM2006
        3140J6GQ4
        
          
        
        73802.29900000
        PA
        USD
        76030.01000000
        0.011173553226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050
        009158BA3
        
          
        
        100000.00000000
        PA
        USD
        87740.91000000
        0.012894615271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.5% 06/01/2041
        00206RJZ6
        
          
        
        1000000.00000000
        PA
        USD
        920720.00000000
        0.135311226797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 1.125% 05/11/2025
        037833DT4
        
          
        
        772000.00000000
        PA
        USD
        737115.73000000
        0.108328301457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 08/31/2022
        9128282S8
        
          
        
        562000.00000000
        PA
        USD
        563536.72000000
        0.082818712451
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 08/01/2049#RA1210
        3133KGKX5
        
          
        
        58069.18700000
        PA
        USD
        61043.11000000
        0.008971042338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2048#MA3331
        31418CVZ4
        
          
        
        76015.04100000
        PA
        USD
        75080.66000000
        0.011034034465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 08/01/2035#SB8058
        3132D55T5
        
          
        
        303803.72200000
        PA
        USD
        300771.82000000
        0.044202150436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.125% 08/15/2044
        912810RH3
        
          
        
        687000.00000000
        PA
        USD
        742657.73000000
        0.109142767113
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 07/01/2041#ZL1693
        3131XG3A4
        
          
        
        154667.89000000
        PA
        USD
        164742.91000000
        0.024211014486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 04/01/2036#
        3140XCNV6
        
          
        
        21404.48800000
        PA
        USD
        21244.39000000
        0.003122126676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL CORP 1.375% 09/14/2030
        904764BK2
        
          
        
        135000.00000000
        PA
        USD
        116628.49000000
        0.017140003542
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-14
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2049#CA4142
        3140QBS82
        
          
        
        86135.63800000
        PA
        USD
        84969.18000000
        0.012487275160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA DEVELOPMENT BANK
        549300ML2LNRZUCS7149
        KOREA DEVELOPMENT BANK 0.4% 06/19/2024
        500630DF2
        
          
        
        300000.00000000
        PA
        USD
        285672.00000000
        0.041983044553
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-06-19
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN B V 3.25% 04/06/2050
        822582CH3
        
          
        
        100000.00000000
        PA
        USD
        93806.61000000
        0.013786045139
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2050-04-06
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENTAL DEL URUGUAY
        549300RDR012H2V82H43
        URUGUAY REP 7.625% 3/21/36
        760942AS1
        
          
        
        678000.00000000
        PA
        USD
        963099.00000000
        0.141539346616
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2036-03-21
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 03/20/2049#MA5818
        36179UPB2
        
          
        
        47567.71600000
        PA
        USD
        49418.30000000
        0.007262632286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.75% 04/15/2027
        87264ABD6
        
          
        
        80000.00000000
        PA
        USD
        80467.62000000
        0.011825715070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 03/01/2051#BR8852
        3140L7ZS4
        
          
        
        368675.85000000
        PA
        USD
        352674.14000000
        0.051829840280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032
        46647PCC8
        
          
        
        189000.00000000
        PA
        USD
        173152.94000000
        0.025446972733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          0.02580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 01/31/2027
        912828Z78
        
          
        
        5287000.00000000
        PA
        USD
        5052389.38000000
        0.742511301226
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.95% 06/28/2038
        931142EB5
        
          
        
        150000.00000000
        PA
        USD
        162246.24000000
        0.023844097855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-28
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 6.25% 7/15/32
        3134A4KX1
        
          
        
        360000.00000000
        PA
        USD
        478035.98000000
        0.070253317954
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 4% 10/17/2049
        465410BZ0
        
          
        
        497000.00000000
        PA
        USD
        476408.30000000
        0.070014110184
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2049-10-17
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 4.279% 03/15/2032 144A
        55903VAL7
        
          
        
        189000.00000000
        PA
        USD
        189840.80000000
        0.027899460796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.04279000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.8% 11/15/2037
        68389XBP9
        
          
        
        110000.00000000
        PA
        USD
        99482.33000000
        0.014620162608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 4.05% 05/03/2047
        548661DQ7
        
          
        
        53000.00000000
        PA
        USD
        53387.52000000
        0.007845958409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-03
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUR WIEDERAUFB
        549300GDPG70E3MBBU98
        KREDITANSTALT FUR WIEDER(UNGTD 0.25% 10/19/2023
        500769JH8
        
          
        
        300000.00000000
        PA
        USD
        290948.95000000
        0.042758557824
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-10-19
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELECTRIC AND POWER CO
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELECTRIC AND POWER CO 3.3% 12/01/2049
        927804GC2
        
          
        
        60000.00000000
        PA
        USD
        56247.38000000
        0.008266250317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY 0.75% 05/15/2025
        880591EW8
        
          
        
        600000.00000000
        PA
        USD
        568038.51000000
        0.083480306343
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 07/20/2048#MA5332
        36179T4R3
        
          
        
        26035.70900000
        PA
        USD
        27155.22000000
        0.003990796476
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.5% 04/15/2025
        87264ABB0
        
          
        
        410000.00000000
        PA
        USD
        412713.20000000
        0.060653325014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 1.65% 02/01/2028
        00206RKG6
        
          
        
        200000.00000000
        PA
        USD
        182221.57000000
        0.026779720420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 09/01/2048#G08837
        3128MJ4X5
        
          
        
        61127.38500000
        PA
        USD
        63694.41000000
        0.009360683766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027
        46647PCB0
        
          
        
        188000.00000000
        PA
        USD
        175099.06000000
        0.025732979211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Variable
          0.01578000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 3.5% 08/01/2050
        694308JJ7
        
          
        
        682000.00000000
        PA
        USD
        549047.28000000
        0.080689309482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028
        161175BK9
        
          
        
        48000.00000000
        PA
        USD
        48504.44000000
        0.007128329222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 04/01/2049#MA3676
        31418DCN0
        
          
        
        34959.91800000
        PA
        USD
        37234.72000000
        0.005472104051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 12/31/2023
        91282CDR9
        
          
        
        2213000.00000000
        PA
        USD
        2155600.31000000
        0.316792208739
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP 3.6% 01/15/2028
        03027XAR1
        
          
        
        32000.00000000
        PA
        USD
        31693.35000000
        0.004657730982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.8% 04/01/2028
        58013MFF6
        
          
        
        84000.00000000
        PA
        USD
        86426.42000000
        0.012701434657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/49#MA5876
        36179UQ54
        
          
        
        139337.95800000
        PA
        USD
        142549.45000000
        0.020949410199
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 05/20/2050#MA6655
        36179VMC1
        
          
        
        78312.38600000
        PA
        USD
        76209.17000000
        0.011199883011
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 05/01/2052 #TBA
        21H022655
        
          
        
        100000.00000000
        PA
        USD
        96776.38000000
        0.014222489685
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 4.05% 06/29/2048
        931142EC3
        
          
        
        80000.00000000
        PA
        USD
        90734.76000000
        0.013334598671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-29
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2021-B24 MTG TR
        N/A
        BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054
        08163CBC2
        
          
        
        500000.00000000
        PA
        USD
        470315.95000000
        0.069118763768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Fixed
          0.02584300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2048#MA3444
        31418CZJ6
        
          
        
        32338.91800000
        PA
        USD
        33584.95000000
        0.004935725069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 02/01/2045#FM1191
        3140X4KD7
        
          
        
        84214.25000000
        PA
        USD
        87629.42000000
        0.012878230432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.375% 08/15/2050
        912810SP4
        
          
        
        8655000.00000000
        PA
        USD
        6661645.31000000
        0.979011425171
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP 4.7% 03/01/2049
        101137AU1
        
          
        
        140000.00000000
        PA
        USD
        155997.80000000
        0.022925812077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 11/01/2050#SD7530
        3132DVLK9
        
          
        
        801945.15000000
        PA
        USD
        768604.20000000
        0.112955922781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2
        N/A
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051
        17327FAD8
        
          
        
        1000000.00000000
        PA
        USD
        1031316.80000000
        0.151564798662
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-10
          Fixed
          0.04009000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 11/30/2028
        91282CDL2
        
          
        
        1801000.00000000
        PA
        USD
        1696457.57000000
        0.249315486799
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP 2.921% 03/17/2052
        594918CE2
        
          
        
        534000.00000000
        PA
        USD
        501099.79000000
        0.073642830972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          0.02921000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 03/20/2048#MA5080
        36179TUD5
        
          
        
        14613.73100000
        PA
        USD
        15468.17000000
        0.002273239485
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        CHUBB INA HOLDINGS INC 4.35% 11/03/2045
        00440EAW7
        
          
        
        128000.00000000
        PA
        USD
        139069.10000000
        0.020437929588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-03
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030
        3137F83Q4
        
          
        
        890000.00000000
        PA
        USD
        803853.61000000
        0.118136260898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Fixed
          0.01547000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 5% 11/49#785295
        3622AAXY5
        
          
        
        136413.55900000
        PA
        USD
        143792.56000000
        0.021132100636
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-11-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 11/01/2049#RA1746
        3133KG5F1
        
          
        
        36484.70500000
        PA
        USD
        37869.38000000
        0.005565375212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA 5.88% 4/1/36
        880591CS9
        
          
        
        260000.00000000
        PA
        USD
        340432.98000000
        0.050030849950
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          0.05880000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.016% 12/03/2029
        92343VEU4
        
          
        
        100000.00000000
        PA
        USD
        103785.18000000
        0.015252519798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-03
          Fixed
          0.04016000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051
        06051GJA8
        
          
        
        220000.00000000
        PA
        USD
        227662.49000000
        0.033457827371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-20
          Variable
          0.04083000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 3.45% 05/15/2023
        14913Q2L2
        
          
        
        182000.00000000
        PA
        USD
        184509.58000000
        0.027115971875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        KIMCO REALTY CORP 1.9% 03/01/2028
        49446RAX7
        
          
        
        570000.00000000
        PA
        USD
        516821.72000000
        0.075953363637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.8% 02/14/2039
        02209SBE2
        
          
        
        100000.00000000
        PA
        USD
        107780.17000000
        0.015839633142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-02-14
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 2% 06/30/2030
        776743AJ5
        
          
        
        330000.00000000
        PA
        USD
        292959.61000000
        0.043054049256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 07/01/2045#G08653
        3128MJWP1
        
          
        
        17058.36200000
        PA
        USD
        16967.67000000
        0.002493609613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2.5% 02/01/2040#MA3933
        31418DLP5
        
          
        
        106637.00400000
        PA
        USD
        103549.85000000
        0.015217935135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 3.05% 01/29/2024
        68323AFC3
        
          
        
        90000.00000000
        PA
        USD
        91036.80000000
        0.013378987196
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-01-29
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025
        06051GHR3
        
          
        
        1900000.00000000
        PA
        USD
        1911462.13000000
        0.280913074318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Variable
          0.03458000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT HEALTHCARE INC
        N/A
        PIEDMONT HEALTHCARE INC 2.719% 01/01/2042
        72014TAD1
        
          
        
        37000.00000000
        PA
        USD
        30818.47000000
        0.004529156511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-01-01
          Fixed
          0.02719000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.8% 03/22/2030
        254687FQ4
        
          
        
        110000.00000000
        PA
        USD
        114317.78000000
        0.016800416040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 10/01/2050#FM8356
        3140XCJA7
        
          
        
        68240.74700000
        PA
        USD
        71735.59000000
        0.010542434929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TYSON FOODS INC
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC 5.1% 09/28/2048
        902494BH5
        
          
        
        50000.00000000
        PA
        USD
        58213.65000000
        0.008555218087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-28
          Fixed
          0.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PAC RY CO 3.1% 12/02/2051
        13645RBH6
        
          
        
        140000.00000000
        PA
        USD
        123779.79000000
        0.018190975798
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-12-02
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.8% 02/15/2029
        55336VAS9
        
          
        
        30000.00000000
        PA
        USD
        31940.40000000
        0.004694038044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO GOV 6.05% 1/11/40
        91086QAV0
        
          
        
        170000.00000000
        PA
        USD
        193375.00000000
        0.028418855332
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2040-01-11
          Fixed
          0.06050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/46#MA3873
        36179SJS7
        
          
        
        1090978.29500000
        PA
        USD
        1091085.43000000
        0.160348540353
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-08-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 01/20/2049#MA5711
        36179UKY7
        
          
        
        38196.24100000
        PA
        USD
        39682.23000000
        0.005831796011
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.476% 01/25/2039
        35137LAJ4
        
          
        
        189000.00000000
        PA
        USD
        213967.18000000
        0.031445131657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          0.05476000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 1.375% 05/15/2023
        298785JC1
        
          
        
        350000.00000000
        PA
        USD
        347641.00000000
        0.051090157914
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-05-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 09/01/2049#SD8012
        3132DV3V5
        
          
        
        401354.12300000
        PA
        USD
        410364.68000000
        0.060308180863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 3% 10/31/2025
        9128285J5
        
          
        
        130000.00000000
        PA
        USD
        132046.48000000
        0.019405868454
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 05/20/2049#MA5932
        36179USV5
        
          
        
        137875.51200000
        PA
        USD
        143164.03000000
        0.021039730355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048
        026874DM6
        
          
        
        280000.00000000
        PA
        USD
        281596.00000000
        0.041384025785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Variable
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        ALLSTATE CORP 1.45% 12/15/2030
        020002BJ9
        
          
        
        110000.00000000
        PA
        USD
        95092.04000000
        0.013974955025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030
        459058JC8
        
          
        
        176000.00000000
        PA
        USD
        154496.47000000
        0.022705173007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-14
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        CONOCOPHILLIPS CO 5.95% 03/15/2046
        20826FAR7
        
          
        
        86000.00000000
        PA
        USD
        113848.69000000
        0.016731477444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 4.375% 12/01/2047
        036752AD5
        
          
        
        175000.00000000
        PA
        USD
        187395.54000000
        0.027540099502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2% 09/01/2035#QN3582
        3133G96T1
        
          
        
        268802.34400000
        PA
        USD
        261556.72000000
        0.038439004974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 5.5% 8/15/28
        912810FE3
        
          
        
        4000.00000000
        PA
        USD
        4715.63000000
        0.000693020332
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER AMERICAN DEV BANK
        VKU1UKDS9E7LYLMACP54
        INTER AMERICAN DEV BANK 4.375% 01/24/2044
        4581X0CE6
        
          
        
        39000.00000000
        PA
        USD
        48611.96000000
        0.007144130620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-24
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 1.5% 05/20/2051#MA7365
        36179WFE3
        
          
        
        121491.80100000
        PA
        USD
        110797.64000000
        0.016283087795
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 2.493% 02/15/2027
        14448CAP9
        
          
        
        50000.00000000
        PA
        USD
        47645.53000000
        0.007002101741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.02493000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.987% 11/01/2063 144A
        20030NDV0
        
          
        
        305000.00000000
        PA
        USD
        249589.36000000
        0.036680252951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2063-11-01
          Fixed
          0.02987000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.5% 01/20/2049#MA5713
        36179UK27
        
          
        
        16211.07600000
        PA
        USD
        17121.42000000
        0.002516205083
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 07/15/2024
        91282CCL3
        
          
        
        120000.00000000
        PA
        USD
        114534.37000000
        0.016832246627
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.05% 07/08/2026
        931142EM1
        
          
        
        10000.00000000
        PA
        USD
        10112.63000000
        0.001486176439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-08
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 02/01/2049#FM1922
        3140X5D42
        
          
        
        87968.98200000
        PA
        USD
        92666.61000000
        0.013618507996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK4
        N/A
        BANK 2017-BNK4 ASB 3.419 05/15/2050
        06541FAY5
        
          
        
        196209.89000000
        PA
        USD
        197560.76000000
        0.029034004694
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03419000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.5% 05/13/2040
        254687FY7
        
          
        
        30000.00000000
        PA
        USD
        29219.69000000
        0.004294195955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-13
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
        961214EF6
        
          
        
        320000.00000000
        PA
        USD
        315414.33000000
        0.046354048941
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-07-24
          Variable
          0.04110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.75% 04/01/2040
        20030NDH1
        
          
        
        31000.00000000
        PA
        USD
        31205.00000000
        0.004585961890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2047#FM8492
        3140XCNJ3
        
          
        
        451358.73900000
        PA
        USD
        465713.66000000
        0.068442400155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 12/47#MA4901
        36179TNS0
        
          
        
        57128.92600000
        PA
        USD
        58838.41000000
        0.008647034320
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 2.625% 01/30/2024
        045167EL3
        
          
        
        80000.00000000
        PA
        USD
        80437.20000000
        0.011821244474
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2024-01-30
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 01/20/2049#MA5710
        36179UKX9
        
          
        
        198043.11500000
        PA
        USD
        202793.32000000
        0.029802994303
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.125% 05/15/2048
        912810SC3
        
          
        
        169000.00000000
        PA
        USD
        188685.86000000
        0.027729728034
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-05-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.5% 07/01/2027
        58013MFP4
        
          
        
        91000.00000000
        PA
        USD
        92487.71000000
        0.013592216421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER AMERICAN DEV BANK
        VKU1UKDS9E7LYLMACP54
        INTER AMERICAN DEV BANK 1.75% 03/14/2025
        4581X0DK1
        
          
        
        194000.00000000
        PA
        USD
        189592.32000000
        0.027862943577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-14
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 0.5% 08/14/2023
        89236THF5
        
          
        
        280000.00000000
        PA
        USD
        273279.50000000
        0.040161812932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-14
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.937% 11/01/2056 144A
        20030NDT5
        
          
        
        385000.00000000
        PA
        USD
        317826.44000000
        0.046708538431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-11-01
          Fixed
          0.02937000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 04/20/2050#MA6598
        36179VKK5
        
          
        
        85901.58900000
        PA
        USD
        83628.11000000
        0.012290188286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MANITOBA PROVINCE CDA
        5493003QILFOB3JRKE30
        MANITOBA PROVINCE CDA 2.6% 04/16/2024
        563469UU7
        
          
        
        410000.00000000
        PA
        USD
        411271.00000000
        0.060441375832
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-16
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.75% 10/21/2045
        38141GVS0
        
          
        
        28000.00000000
        PA
        USD
        31283.18000000
        0.004597451411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-21
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2050#BQ6117
        3140KRYP8
        
          
        
        698528.30700000
        PA
        USD
        651284.81000000
        0.095714382912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 07/15/2022
        9128287C8
        
          
        
        58000.00000000
        PA
        USD
        58176.72000000
        0.008549790766
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2048#BK0920
        3140HEAW2
        
          
        
        39439.41200000
        PA
        USD
        40300.19000000
        0.005922612899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 2.973% 09/16/2062
        907818FN3
        
          
        
        290000.00000000
        PA
        USD
        245400.76000000
        0.036064686215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-09-16
          Fixed
          0.02973000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2045#FM1067
        3140X4FH4
        
          
        
        399743.57900000
        PA
        USD
        406710.63000000
        0.059771172882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.875% 11/15/2030
        91282CAV3
        
          
        
        5093000.00000000
        PA
        USD
        4509891.28000000
        0.662784474996
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 02/01/2051#QB9996
        3133AHC96
        
          
        
        775750.66400000
        PA
        USD
        722072.29000000
        0.106117481314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 12/20/2047#MA4900
        36179TNR2
        
          
        
        202578.68100000
        PA
        USD
        205726.06000000
        0.030233996831
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2050#MA3905
        31418DKT8
        
          
        
        991357.20400000
        PA
        USD
        975453.75000000
        0.143355030407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 09/33#FM1628
        3140X4Y26
        
          
        
        27301.44400000
        PA
        USD
        27977.41000000
        0.004111627497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        CI7MUJI4USF3V0NJ1H64
        EXPEDIA GROUP INC 5% 02/15/2026
        30212PAM7
        
          
        
        160000.00000000
        PA
        USD
        167545.06000000
        0.024622825193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAGEO CAPITAL PLC
        213800L23DJLALFC4O95
        DIAGEO CAPITAL PLC 1.375% 09/29/2025
        25243YBC2
        
          
        
        200000.00000000
        PA
        USD
        189398.43000000
        0.027834449036
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-09-29
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 04/01/2035#MA3984
        31418DNA6
        
          
        
        551390.99300000
        PA
        USD
        545888.22000000
        0.080225046422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 3.926% 07/25/2028
        3137FHPJ6
        
          
        
        80000.00000000
        PA
        USD
        85024.01000000
        0.012495333109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Fixed
          0.03926000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN CORP
        549300RLHFT5RU20WM87
        BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048
        084664CQ2
        
          
        
        243000.00000000
        PA
        USD
        260621.32000000
        0.038301536339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON and CO
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON and CO 4.669% 06/06/2047
        075887BX6
        
          
        
        130000.00000000
        PA
        USD
        141599.13000000
        0.020809748885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-06
          Fixed
          0.04669000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 02/15/2051
        912810SU3
        
          
        
        2014000.00000000
        PA
        USD
        1759811.17000000
        0.258626084308
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 12/01/2048#BM5091
        3140J9UR0
        
          
        
        36024.24000000
        PA
        USD
        38435.84000000
        0.005648623537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.4% 01/15/2028
        756109BH6
        
          
        
        230000.00000000
        PA
        USD
        229345.89000000
        0.033705223886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 3.05% 06/05/2023
        02005NBK5
        
          
        
        120000.00000000
        PA
        USD
        120438.08000000
        0.017699870055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-05
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2047#MA3147
        31418CP99
        
          
        
        76424.86600000
        PA
        USD
        75676.51000000
        0.011121602015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW 3.75% 09/01/2046
        26441CAT2
        
          
        
        80000.00000000
        PA
        USD
        75512.45000000
        0.011097491363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.65% 02/01/2030
        20030NDA6
        
          
        
        80000.00000000
        PA
        USD
        76791.42000000
        0.011285451872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST TRANSN TR FD AUT
        N/A
        NJ TRANSP 4.081% 6/15/2039
        6461366R7
        
          
        
        80000.00000000
        PA
        USD
        80125.68000000
        0.011775462745
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-06-15
          Fixed
          0.04081000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 09/15/2022
        912828YF1
        
          
        
        174000.00000000
        PA
        USD
        174414.61000000
        0.025632390792
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINL INC 3.878% 03/27/2028
        74432QCC7
        
          
        
        23000.00000000
        PA
        USD
        23690.37000000
        0.003481593783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-27
          Fixed
          0.03878000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        ECOLAB INC 1.3% 01/30/2031
        278865BF6
        
          
        
        300000.00000000
        PA
        USD
        258778.23000000
        0.038030671398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          0.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 4.5% 04/16/2050
        698299BH6
        
          
        
        200000.00000000
        PA
        USD
        198350.00000000
        0.029149993304
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2050-04-16
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC 4.45% 05/08/2025
        53944YAF0
        
          
        
        200000.00000000
        PA
        USD
        204959.80000000
        0.030121385418
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-08
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA POWER and LIGHT
        0RL818ELFOHP5JHOFU19
        ALABAMA POWER CO 6% 03/01/2039
        010392FB9
        
          
        
        180000.00000000
        PA
        USD
        222405.36000000
        0.032685226896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.875% 8/15/40
        912810QK7
        
          
        
        52000.00000000
        PA
        USD
        62111.56000000
        0.009128064321
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANNER HEALTH
        PLD0E0WJKFN8IZJ2WD85
        BANNER HEALTH 2.913% 01/01/2051
        06654DAE7
        
          
        
        100000.00000000
        PA
        USD
        86046.89000000
        0.012645658015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.02913000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2050#FM7476
        3140XBJW1
        
          
        
        621195.52700000
        PA
        USD
        644431.53000000
        0.094707208392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO 3.3% 05/03/2027 144A
        025816CN7
        
          
        
        30000.00000000
        PA
        USD
        30143.33000000
        0.004429936312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-03
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029
        38141GWZ3
        
          
        
        60000.00000000
        PA
        USD
        61433.51000000
        0.009028416461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Variable
          0.04223000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GRP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC 4.375% 05/30/2028
        92857WBK5
        
          
        
        97000.00000000
        PA
        USD
        101437.38000000
        0.014907481461
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-30
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP B V/NXP FDG LLC/NXP USA INC
        N/A
        NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032 144A
        62954HAH1
        
          
        
        270000.00000000
        PA
        USD
        243346.40000000
        0.035762772526
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-02-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS FORT WORTH TX INTL ARPT
        N/A
        DFW ARPT 2.843% 11/1/2046
        2350368N3
        
          
        
        150000.00000000
        PA
        USD
        131008.58000000
        0.019253336172
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.02843000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 5.316%/VAR 03/26/2041
        172967MM0
        
          
        
        617000.00000000
        PA
        USD
        722214.57000000
        0.106138391126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-26
          Variable
          0.05316000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.1% 02/15/2028
        00206RGL0
        
          
        
        143000.00000000
        PA
        USD
        148473.39000000
        0.021820006676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC 4% 09/01/2036
        375558BJ1
        
          
        
        40000.00000000
        PA
        USD
        40864.55000000
        0.006005552603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 04/01/2049#BN3138
        3140JKPY6
        
          
        
        28083.92400000
        PA
        USD
        29592.41000000
        0.004348971784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.25% 01/15/2031
        756109AX2
        
          
        
        220000.00000000
        PA
        USD
        216041.59000000
        0.031749991943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 3% 09/30/2025
        9128285C0
        
          
        
        148000.00000000
        PA
        USD
        150283.59000000
        0.022086038025
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 10/20/2050#MA6935
        36179VV49
        
          
        
        108828.04500000
        PA
        USD
        112866.35000000
        0.016587110394
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        APPALACHIAN POWER CO 3.3% 06/01/2027
        037735CW5
        
          
        
        110000.00000000
        PA
        USD
        110592.28000000
        0.016252907595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024
        110122CM8
        
          
        
        70000.00000000
        PA
        USD
        70519.25000000
        0.010363678675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-26
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 02/15/2052
        912810TD0
        
          
        
        781000.00000000
        PA
        USD
        749027.81000000
        0.110078929399
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO LEASE TRUST 2021
        N/A
        FORD CREDIT AUTO LEASE TRUST 2021 0.26% 02/15/2024
        34532QAC2
        
          
        
        400000.00000000
        PA
        USD
        396856.80000000
        0.058323030314
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.00260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 09/20/2048#MA5468
        36179UCD2
        
          
        
        14606.04300000
        PA
        USD
        15229.53000000
        0.002238168376
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        KROGER CO 2.65% 10/15/2026
        501044DE8
        
          
        
        230000.00000000
        PA
        USD
        224218.52000000
        0.032951693252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP 3.7% 06/15/2026
        22822VAC5
        
          
        
        100000.00000000
        PA
        USD
        100633.82000000
        0.014789388349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 1.25% 02/10/2031
        459058JR5
        
          
        
        110000.00000000
        PA
        USD
        98996.36000000
        0.014548743287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-10
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 5.5% 09/01/2041
        88732JBB3
        
          
        
        351000.00000000
        PA
        USD
        364366.80000000
        0.053548221731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2049#MA3747
        31418DEV0
        
          
        
        4929.74500000
        PA
        USD
        5116.84000000
        0.000751983119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 3.65% 08/16/2023
        913017DB2
        
          
        
        4000.00000000
        PA
        USD
        4051.78000000
        0.000595459338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-16
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRIEN LTD
        5493002QQ7GD21OWF963
        NUTRIEN LTD 4.2% 04/01/2029
        67077MAT5
        
          
        
        13000.00000000
        PA
        USD
        13584.42000000
        0.001996399052
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        APPALACHIAN POWER CO 4.45% 06/01/2045
        037735CV7
        
          
        
        18000.00000000
        PA
        USD
        18166.07000000
        0.002669729361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LTD
        254900BA3U6G5DNV5V04
        VALE OVERSEAS LTD 3.75% 07/08/2030
        91911TAQ6
        
          
        
        300000.00000000
        PA
        USD
        288457.50000000
        0.042392408336
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA 6.7% 1/26/36 DT
        698299AW4
        
          
        
        100000.00000000
        PA
        USD
        123581.25000000
        0.018161797882
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2036-01-26
          Fixed
          0.06700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 0.75% 09/23/2030
        298785JH0
        
          
        
        250000.00000000
        PA
        USD
        218353.09000000
        0.032089695545
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2030-09-23
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 03/01/2045#G08631
        3128MJVZ0
        
          
        
        36076.30100000
        PA
        USD
        35884.49000000
        0.005273671001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP 4% 07/01/2042
        87612EBA3
        
          
        
        15000.00000000
        PA
        USD
        16186.59000000
        0.002378820217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 02/01/2049#ZT1712
        3132AD3V8
        
          
        
        17864.94700000
        PA
        USD
        18791.04000000
        0.002761576456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY 3.3% 01/15/2028
        30040WAE8
        
          
        
        62000.00000000
        PA
        USD
        60873.66000000
        0.008946139558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TR 2021-1
        N/A
        CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025
        14316NAC3
        
          
        
        400000.00000000
        PA
        USD
        390362.12000000
        0.057368556512
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          0.00340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 3.05% 04/15/2030
        88579YBN0
        
          
        
        19000.00000000
        PA
        USD
        18890.28000000
        0.002776161005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST TRANSN TR FD AUT
        N/A
        NJ TRANSP 4.131% 6/15/2042
        6461366S5
        
          
        
        80000.00000000
        PA
        USD
        79133.39000000
        0.011629633418
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-15
          Fixed
          0.04131000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 2.15% 09/08/2022
        89236TEC5
        
          
        
        1000000.00000000
        PA
        USD
        1002470.33000000
        0.147325452015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-08
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        AMGEN INC 3.375% 02/21/2050
        031162CS7
        
          
        
        110000.00000000
        PA
        USD
        99248.61000000
        0.014585814554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-21
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 2.8% 09/14/2027
        437076BT8
        
          
        
        84000.00000000
        PA
        USD
        83006.32000000
        0.012198808531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE REALTY LP
        2549009GZDBNY1KE9O81
        DUKE REALTY LP 1.75% 02/01/2031
        26441YBF3
        
          
        
        370000.00000000
        PA
        USD
        320912.59000000
        0.047162086462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GRP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC 6.15% 02/27/2037
        92857WAQ3
        
          
        
        392000.00000000
        PA
        USD
        469539.83000000
        0.069004703305
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2037-02-27
          Fixed
          0.06150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT DEVELOPMENT CANADA
        Z6MHCSLXHKYG4B6PHW02
        EXPORT DEVELOPMENT CANADA 2.75% 03/15/2023
        30216BHC9
        
          
        
        145000.00000000
        PA
        USD
        146242.65000000
        0.021492171758
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-03-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC 1.4% 02/25/2031
        713448FA1
        
          
        
        440000.00000000
        PA
        USD
        384682.15000000
        0.056533814453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-25
          Fixed
          0.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 08/01/2049#SD8022
        3132DV4F9
        
          
        
        23086.23000000
        PA
        USD
        24268.56000000
        0.003566565976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034
        91087BAR1
        
          
        
        619000.00000000
        PA
        USD
        575670.00000000
        0.084601848477
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 7.125% 2/15/23
        912810EP9
        
          
        
        175000.00000000
        PA
        USD
        183285.16000000
        0.026936028166
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.625% 11/15/2050
        912810SS8
        
          
        
        4208000.00000000
        PA
        USD
        3448258.73000000
        0.506764400763
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 07/31/2026
        91282CCP4
        
          
        
        5694000.00000000
        PA
        USD
        5254049.56000000
        0.772147766549
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 2.7% 02/06/2030
        25466AAR2
        
          
        
        500000.00000000
        PA
        USD
        457647.85000000
        0.067257029308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-06
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 07/01/2035#FM4457
        3140X75T2
        
          
        
        285666.24500000
        PA
        USD
        287821.25000000
        0.042298903505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
        549300S8SEQBOJLKHW63
        CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051
        15189XAW8
        
          
        
        250000.00000000
        PA
        USD
        238060.87000000
        0.034985998318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 4.2% 04/01/2050
        58013MFR0
        
          
        
        40000.00000000
        PA
        USD
        41756.24000000
        0.006136597511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 04/32#AS9505
        3138WKR31
        
          
        
        190563.47400000
        PA
        USD
        192715.62000000
        0.028321951261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        PFIZER INC 4% 12/15/2036
        717081EC3
        
          
        
        36000.00000000
        PA
        USD
        38211.86000000
        0.005615706897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        LAM RESEARCH CORP 2.875% 06/15/2050
        512807AW8
        
          
        
        150000.00000000
        PA
        USD
        132682.74000000
        0.019499374754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.875% 08/05/2030
        3135G05Q2
        
          
        
        339000.00000000
        PA
        USD
        296009.13000000
        0.043502214053
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-08-05
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.8% 02/14/2029
        02209SBD4
        
          
        
        120000.00000000
        PA
        USD
        125798.37000000
        0.018487631173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        ZOETIS INC 4.45% 08/20/2048
        98978VAP8
        
          
        
        60000.00000000
        PA
        USD
        67125.49000000
        0.009864923539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-20
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.0% 03/20/2043#MA0851
        36179M5L0
        
          
        
        8946.34100000
        PA
        USD
        9003.13000000
        0.001323121649
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2051#SD8161
        3132DWB69
        
          
        
        3116570.55900000
        PA
        USD
        2980327.50000000
        0.437996101184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 2.78% 12/01/2060
        715638DQ2
        
          
        
        100000.00000000
        PA
        USD
        78456.25000000
        0.011530119295
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2060-12-01
          Fixed
          0.02780000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 05/15/2028
        9128284N7
        
          
        
        216000.00000000
        PA
        USD
        221037.19000000
        0.032484157340
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE III LLC
        N/A
        LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040
        50249AAH6
        
          
        
        20000.00000000
        PA
        USD
        17902.98000000
        0.002631065022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2046#BM4621
        3140J9D32
        
          
        
        523011.62200000
        PA
        USD
        535886.23000000
        0.078755129903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 04/01/2033#MA3339
        31418CV92
        
          
        
        81895.61500000
        PA
        USD
        82794.92000000
        0.012167740678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3% 10/20/2042#783692
        3622A2C59
        
          
        
        260770.61800000
        PA
        USD
        262426.04000000
        0.038566762333
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 2.375% 08/26/2029
        88579YBJ9
        
          
        
        177000.00000000
        PA
        USD
        168322.55000000
        0.024737086995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-26
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TYSON FOODS INC
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC 4% 03/01/2026
        902494BJ1
        
          
        
        70000.00000000
        PA
        USD
        71717.99000000
        0.010539848390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 3.5% 04/01/2051
        548661EB9
        
          
        
        300000.00000000
        PA
        USD
        275805.10000000
        0.040532981186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC 4.95% 09/01/2048
        95040QAF1
        
          
        
        76000.00000000
        PA
        USD
        85315.85000000
        0.012538222617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2% 11/15/26
        912828U24
        
          
        
        585000.00000000
        PA
        USD
        572203.13000000
        0.084092348919
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCES CO
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES CO 1.125% 01/15/2026
        723787AT4
        
          
        
        230000.00000000
        PA
        USD
        213300.30000000
        0.031347125368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP 3.45% 08/08/2036
        594918BS2
        
          
        
        31000.00000000
        PA
        USD
        32242.89000000
        0.004738492702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-08
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY 3.45% 01/15/2050
        30040WAH1
        
          
        
        60000.00000000
        PA
        USD
        54456.91000000
        0.008003118537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 10/31/2023
        91282CDD0
        
          
        
        599000.00000000
        PA
        USD
        582199.92000000
        0.085561501234
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP OPERATING LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP 3.5% 03/01/2028
        26884ABJ1
        
          
        
        61000.00000000
        PA
        USD
        61219.68000000
        0.008996991490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 10/31/2026
        91282CDG3
        
          
        
        2630000.00000000
        PA
        USD
        2473843.75000000
        0.363562030494
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS and ELECTRIC CO
        88V8C2WYSOD1SPSSLH72
        BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050
        059165EM8
        
          
        
        200000.00000000
        PA
        USD
        173877.56000000
        0.025553464632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO 6.75% 04/01/2046
        37045VAL4
        
          
        
        69000.00000000
        PA
        USD
        83100.42000000
        0.012212637693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026
        31620MBR6
        
          
        
        246000.00000000
        PA
        USD
        225769.76000000
        0.033179667216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.01150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 2% 09/01/2029
        254687FL5
        
          
        
        50000.00000000
        PA
        USD
        46225.62000000
        0.006793428351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 07/01/2049#SD0040
        3132DMBH7
        
          
        
        472251.85500000
        PA
        USD
        465118.68000000
        0.068354960462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 12/31/2025
        9128285T3
        
          
        
        331000.00000000
        PA
        USD
        332176.60000000
        0.048817472477
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 05/31/2025
        9128284R8
        
          
        
        144000.00000000
        PA
        USD
        145473.75000000
        0.021379172364
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2048#BJ9252
        3140HBH68
        
          
        
        110181.97300000
        PA
        USD
        112741.69000000
        0.016568790061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 02/20/2049#MA5764
        36179UMM1
        
          
        
        28561.06000000
        PA
        USD
        29672.20000000
        0.004360697914
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 08/31/2023
        9128284X5
        
          
        
        1634000.00000000
        PA
        USD
        1648999.61000000
        0.242340950796
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 2.65% 11/20/2040
        92343VFT6
        
          
        
        60000.00000000
        PA
        USD
        51039.50000000
        0.007500887740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIEMAE 30YR 2% 02/01/2051#BP1737
        3140K84X6
        
          
        
        943165.56500000
        PA
        USD
        877902.85000000
        0.129018715399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 02/15/2029
        9128286B1
        
          
        
        391000.00000000
        PA
        USD
        395704.22000000
        0.058153644383
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 0.75% 10/08/2030
        045167EY5
        
          
        
        100000.00000000
        PA
        USD
        87174.27000000
        0.012811340493
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2030-10-08
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC 4.375% 08/17/2048
        046353AU2
        
          
        
        50000.00000000
        PA
        USD
        56763.52000000
        0.008342103493
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2048-08-17
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK and CO INC
        4YV9Y5M8S0BRK1RP0397
        MERCK and CO INC 4.15% 05/18/2043
        58933YAJ4
        
          
        
        266000.00000000
        PA
        USD
        288923.86000000
        0.042460945724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-18
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 5.597/VAR 03/24/2051
        6174468N2
        
          
        
        90000.00000000
        PA
        USD
        115297.42000000
        0.016944386291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Variable
          0.05597000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050
        25470DBH1
        
          
        
        100000.00000000
        PA
        USD
        96923.38000000
        0.014244093158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 04/01/2045#G08635
        3128MJV56
        
          
        
        50076.08600000
        PA
        USD
        49809.84000000
        0.007320173947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2048#G67710
        3132XCR72
        
          
        
        111894.73400000
        PA
        USD
        113406.71000000
        0.016666523000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 2.875% 08/15/2023
        298785HR0
        
          
        
        260000.00000000
        PA
        USD
        262542.44000000
        0.038583868757
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 4% 04/35#SB8056
        3132D55R9
        
          
        
        106180.88600000
        PA
        USD
        109358.34000000
        0.016071564803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP BILLITON FIN USA LTD
        5493003NUVITP3TMY274
        BHP BILLITON FIN USA LTD 5% 09/30/2043
        055451AV0
        
          
        
        176000.00000000
        PA
        USD
        208721.95000000
        0.030674280035
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2043-09-30
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 06/30/2025
        912828ZW3
        
          
        
        635000.00000000
        PA
        USD
        589929.88000000
        0.086697514757
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE REPUBLIC OF
        549300FLZTJM5YJF8D34
        CHILE REP 3.86% 06/21/2047
        168863CE6
        
          
        
        325000.00000000
        PA
        USD
        316834.38000000
        0.046562742907
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2047-06-21
          Fixed
          0.03860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 08/15/2049
        912810SJ8
        
          
        
        129000.00000000
        PA
        USD
        122660.86000000
        0.018026535153
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-08-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 11/30/2027
        91282CAY7
        
          
        
        1680000.00000000
        PA
        USD
        1516725.00000000
        0.222901555808
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-30
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2048#
        3140JADM7
        
          
        
        14035.47000000
        PA
        USD
        13924.35000000
        0.002046355983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 01/31/2024
        9128285Z9
        
          
        
        3559000.00000000
        PA
        USD
        3570956.03000000
        0.524796291226
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 10/01/2050#SD7526
        3132DVLF0
        
          
        
        1676842.11700000
        PA
        USD
        1609432.90000000
        0.236526131882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC 2.8% 10/01/2050
        375558BT9
        
          
        
        180000.00000000
        PA
        USD
        147298.31000000
        0.021647314092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        STRYKER CORP 2.9% 06/15/2050
        863667AZ4
        
          
        
        100000.00000000
        PA
        USD
        86794.36000000
        0.012755508005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX COMPANIES INC
        V167QI9I69W364E2DY52
        TJX COMPANIES INC NEW 3.875% 04/15/2030
        872540AT6
        
          
        
        687000.00000000
        PA
        USD
        715291.59000000
        0.105120973325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#FM0076
        3140X3CN6
        
          
        
        400504.01800000
        PA
        USD
        394079.09000000
        0.057914811368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC 4.9% 03/15/2049
        571748BJ0
        
          
        
        50000.00000000
        PA
        USD
        57853.21000000
        0.008502246958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        INTEL CORP 3.734% 12/08/2047
        458140BG4
        
          
        
        617000.00000000
        PA
        USD
        616232.19000000
        0.090562965527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-08
          Fixed
          0.03734000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE INC 3% 06/15/2050
        45866FAL8
        
          
        
        138000.00000000
        PA
        USD
        120454.64000000
        0.017702303753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        NORFOLK SOUTHERN CORP 4.05% 08/15/2052
        655844BV9
        
          
        
        90000.00000000
        PA
        USD
        94509.98000000
        0.013889414087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 4.1% 03/25/2025
        126650CW8
        
          
        
        32000.00000000
        PA
        USD
        32794.52000000
        0.004819561575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-25
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 3.95% 12/01/2027
        87165BAM5
        
          
        
        150000.00000000
        PA
        USD
        148555.45000000
        0.021832066412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 2% 12/15/2022
        298785HN9
        
          
        
        510000.00000000
        PA
        USD
        511744.03000000
        0.075207134096
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2022-12-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.95% 04/01/2030
        68389XBV6
        
          
        
        150000.00000000
        PA
        USD
        138384.38000000
        0.020337301489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 06/15/2022
        9128286Y1
        
          
        
        25000.00000000
        PA
        USD
        25062.50000000
        0.003683245309
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 09/01/2050#RA3520
        3133KJ4D1
        
          
        
        26033.08300000
        PA
        USD
        24288.66000000
        0.003569519921
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM 30YR 4% 10/01/2050#QB4571
        3133ABCG3
        
          
        
        198117.11700000
        PA
        USD
        202410.16000000
        0.029746684188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 3.751% 07/18/2039
        606822BK9
        
          
        
        290000.00000000
        PA
        USD
        284818.07000000
        0.041857548946
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2039-07-18
          Fixed
          0.03751000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 02/29/2028
        91282CBP5
        
          
        
        3054000.00000000
        PA
        USD
        2831869.20000000
        0.416178312170
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-02-29
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 09/20/2051#MA7589
        36179WNE4
        
          
        
        872879.62100000
        PA
        USD
        847868.48000000
        0.124604792109
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 02/01/2035#FM3019
        3140X6K91
        
          
        
        47059.95600000
        PA
        USD
        48210.43000000
        0.007085120805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELEC and GAS CO
        549300RUHPVD434XUK18
        PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050
        74456QCC8
        
          
        
        70000.00000000
        PA
        USD
        64866.43000000
        0.009532926645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THOMSON REUTERS CORP
        549300561UZND4C7B569
        THOMSON REUTERS CORP 3.35% 05/15/2026
        884903BV6
        
          
        
        76000.00000000
        PA
        USD
        76254.67000000
        0.011206569800
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-05-15
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKROCK INC
        549300LRIF3NWCU26A80
        BLACKROCK INC 3.5% 03/18/2024
        09247XAL5
        
          
        
        470000.00000000
        PA
        USD
        479470.16000000
        0.070464088498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC ENTERPRISES 18 CORP
        7260JQNI6SCF9FIV2392
        TWDC ENTERPRISES 18 CORP 2.95% 06/15/2027
        25468PDV5
        
          
        
        98000.00000000
        PA
        USD
        97521.24000000
        0.014331956103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030
        3137FWHT0
        
          
        
        770000.00000000
        PA
        USD
        688949.72000000
        0.101249708722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Fixed
          0.01378000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 08/20/2048#MA5398
        36179T7K5
        
          
        
        66410.56500000
        PA
        USD
        68112.42000000
        0.010009965147
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 07/31/2026
        912828Y95
        
          
        
        909000.00000000
        PA
        USD
        885706.88000000
        0.130165614427
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FED HOME LN MTG CORP 0.25% 08/24/2023
        3137EAEV7
        
          
        
        500000.00000000
        PA
        USD
        487259.44000000
        0.071608819831
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-08-24
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        FISERV INC 3.5% 07/01/2029
        337738AU2
        
          
        
        80000.00000000
        PA
        USD
        78743.39000000
        0.011572318080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 3.839% 03/20/2060
        907818FG8
        
          
        
        70000.00000000
        PA
        USD
        70243.38000000
        0.010323136156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-03-20
          Fixed
          0.03839000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON and JOHNSON
        549300G0CFPGEF6X2043
        JOHNSON and JOHNSON 1.3% 09/01/2030
        478160CQ5
        
          
        
        110000.00000000
        PA
        USD
        97949.20000000
        0.014394850134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          0.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 3.777% 03/02/2025
        606822AU8
        
          
        
        84000.00000000
        PA
        USD
        85387.01000000
        0.012548680462
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-03-02
          Fixed
          0.03777000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        SUZANO AUSTRIA GMBH 2.5% 09/15/2028
        86964WAL6
        
          
        
        298000.00000000
        PA
        USD
        267842.40000000
        0.039362763633
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2028-09-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 08/01/2049#CA4574
        3140QCCL8
        
          
        
        133040.23700000
        PA
        USD
        136068.62000000
        0.019996971827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP 1.6% 01/15/2026
        337932AN7
        
          
        
        85000.00000000
        PA
        USD
        79050.00000000
        0.011617378223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.01600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3.75% 06/01/2026
        00914AAB8
        
          
        
        158000.00000000
        PA
        USD
        157069.68000000
        0.023083338141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 12/01/2048#MA3538
        31418C4Y7
        
          
        
        18201.83800000
        PA
        USD
        19145.39000000
        0.002813652585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC 5.65% 01/17/2029
        37045XCS3
        
          
        
        250000.00000000
        PA
        USD
        270329.40000000
        0.039728259137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-17
          Fixed
          0.05650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 2.375% 02/08/2041
        037833EE6
        
          
        
        330000.00000000
        PA
        USD
        287459.11000000
        0.042245682539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-08
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
        95000U2K8
        
          
        
        310000.00000000
        PA
        USD
        299853.22000000
        0.044067150770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Variable
          0.02164000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2048#MA5137
        36179TV69
        
          
        
        73169.07600000
        PA
        USD
        75112.72000000
        0.011038746080
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.375% 10/15/2028
        125523AH3
        
          
        
        30000.00000000
        PA
        USD
        31557.63000000
        0.004637785244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLS PASS THRU TR 2016-AA
        N/A
        UNITED AIRLS PASS THRU 3.1% 01/07/2030
        90931LAA6
        
          
        
        209702.01300000
        PA
        USD
        203100.09000000
        0.029848077961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-07
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 7.25% 8/15/22
        912810EM6
        
          
        
        190000.00000000
        PA
        USD
        194601.56000000
        0.028599113541
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 4.5% 12/06/2048
        437076BX9
        
          
        
        90000.00000000
        PA
        USD
        101111.87000000
        0.014859643728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-06
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049
        92277GAQ0
        
          
        
        160000.00000000
        PA
        USD
        175510.95000000
        0.025793511557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 03/01/2035#SB8035
        3132D54U3
        
          
        
        779829.60400000
        PA
        USD
        772047.06000000
        0.113461893772
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2046#FM2316
        3140X5SE4
        
          
        
        1592686.97000000
        PA
        USD
        1631893.03000000
        0.239826926634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 08/15/2022
        912828YA2
        
          
        
        361000.00000000
        PA
        USD
        361817.89000000
        0.053173627783
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2% 04/01/2036#SB8098
        3132D57K2
        
          
        
        2294835.30700000
        PA
        USD
        2232977.56000000
        0.328163755598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP IND
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATIONAL CORP IND 4.35% 03/01/2048
        534187BG3
        
          
        
        160000.00000000
        PA
        USD
        161449.53000000
        0.023727011436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 2.75% 8/15/42
        912810QX9
        
          
        
        197000.00000000
        PA
        USD
        200316.68000000
        0.029439021329
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2051#BR8853
        3140L7ZT2
        
          
        
        1090127.34000000
        PA
        USD
        1014695.54000000
        0.149122098295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 2.3% 06/15/2026
        68323AFF6
        
          
        
        50000.00000000
        PA
        USD
        49197.66000000
        0.007230206501
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 04/15/2024
        91282CBV2
        
          
        
        2669000.00000000
        PA
        USD
        2563699.62000000
        0.376767465376
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN ENERGY PTNRS LP 5% 03/01/2043
        494550BP0
        
          
        
        215000.00000000
        PA
        USD
        221135.41000000
        0.032498591988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA PWR and LT CO
        A89MY1K3YLIGJMYWVX50
        FLORIDA PWR and LT CO 4.125% 06/01/2048
        341081FR3
        
          
        
        26000.00000000
        PA
        USD
        28181.65000000
        0.004141643099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP 4% 03/01/2029
        101137AX5
        
          
        
        100000.00000000
        PA
        USD
        103205.69000000
        0.015167356553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 12/31/2026
        912828YX2
        
          
        
        527000.00000000
        PA
        USD
        509913.67000000
        0.074938139986
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.55% 03/15/2035
        00287YCY3
        
          
        
        80000.00000000
        PA
        USD
        85880.46000000
        0.012621199062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        OVINTIV INC 6.5% 02/01/2038
        292505AG9
        
          
        
        50000.00000000
        PA
        USD
        59225.79000000
        0.008703964617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-02-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC INC
        D56MRZY2INAN94ZONZ37
        MEDTRONIC INC 4.625% 03/15/2045
        585055BU9
        
          
        
        168000.00000000
        PA
        USD
        193665.34000000
        0.028461524397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHWAB CHARLES CORP
        549300VSGCJ7E698NM85
        SCHWAB CHARLES CORP 2% 03/20/2028
        808513BP9
        
          
        
        215000.00000000
        PA
        USD
        201230.92000000
        0.029573380240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 03/01/2035#SB8036
        3132D54V1
        
          
        
        78998.91600000
        PA
        USD
        79767.66000000
        0.011722847264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030
        3137F8ZV8
        
          
        
        700000.00000000
        PA
        USD
        635708.15000000
        0.093425199475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Fixed
          0.01621000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 09/01/2051#CB1549
        3140QLWK8
        
          
        
        928372.37500000
        PA
        USD
        888658.28000000
        0.130599359273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROPERTY GROUP LP 2.65% 07/15/2030
        828807DK0
        
          
        
        125000.00000000
        PA
        USD
        117883.23000000
        0.017324403152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 08/20/2050#MA6819
        36179VSG6
        
          
        
        1373228.75800000
        PA
        USD
        1335811.84000000
        0.196314122470
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE JOHN CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        DEERE JOHN CAPITAL CORP 3.65% 10/12/2023
        24422EUM9
        
          
        
        290000.00000000
        PA
        USD
        295801.44000000
        0.043471691431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-12
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC ENTERPRISES 18 CORP
        7260JQNI6SCF9FIV2392
        TWDC ENTERPRISES 18 CORP 3% 02/13/2026
        25468PDK9
        
          
        
        210000.00000000
        PA
        USD
        210378.49000000
        0.030917729139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-13
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/46#MA2705
        31418CAF1
        
          
        
        6256.94300000
        PA
        USD
        6207.41000000
        0.000912255910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        NEWELL BRANDS INC STEP 04/01/2023
        651229AV8
        
          
        
        60000.00000000
        PA
        USD
        60586.65000000
        0.008903959878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Variable
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 09/01/2032#BM5110
        3140J9VC2
        
          
        
        23163.52700000
        PA
        USD
        23425.13000000
        0.003442613474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2051#FM7837
        3140XBV72
        
          
        
        3857926.43500000
        PA
        USD
        3785789.77000000
        0.556368774627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 1.125% 10/07/2030
        683234AR9
        
          
        
        175000.00000000
        PA
        USD
        153865.25000000
        0.022612407397
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-10-07
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORPORATION
        VGRQXHF3J8VDLUA7XE92
        IBM CORPORATION 2.95% 05/15/2050
        459200KL4
        
          
        
        175000.00000000
        PA
        USD
        153041.91000000
        0.022491407369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 07/01/2046#ZS9775
        3132AA2G8
        
          
        
        1111121.26100000
        PA
        USD
        1132570.12000000
        0.166445230223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 07/20/2048#MA5330
        36179T4P7
        
          
        
        31296.26500000
        PA
        USD
        32108.05000000
        0.004718676291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HLDGS INC
        5493005X2GO78EFZ3E94
        PAYPAL HLDGS INC 2.3% 06/01/2030
        70450YAH6
        
          
        
        120000.00000000
        PA
        USD
        111704.62000000
        0.016416379758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041
        00774MAZ8
        
          
        
        150000.00000000
        PA
        USD
        131541.29000000
        0.019331624516
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2041-10-29
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
        11120VAJ2
        
          
        
        41000.00000000
        PA
        USD
        41136.84000000
        0.006045568997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC 0.375% 07/21/2025
        3137EAEU9
        
          
        
        448000.00000000
        PA
        USD
        417243.16000000
        0.061319058836
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-07-21
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 01/31/2028
        91282CBJ9
        
          
        
        598000.00000000
        PA
        USD
        542451.41000000
        0.079719964554
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026
        404280BX6
        
          
        
        1060000.00000000
        PA
        USD
        1073659.52000000
        0.157787586686
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Variable
          0.04292000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 09/30/2025
        91282CAM3
        
          
        
        14303000.00000000
        PA
        USD
        13212396.25000000
        1.941725546874
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 11/01/2051#BQ6788
        3140KSRJ8
        
          
        
        2172972.77000000
        PA
        USD
        2020575.89000000
        0.296948695056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 10/01/2036#BU1646
        3140M2ZL9
        
          
        
        69403.31000000
        PA
        USD
        67467.46000000
        0.009915180273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2050#BK0534
        3140HDSY1
        
          
        
        75842.14600000
        PA
        USD
        74720.28000000
        0.010981072153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2050#FM5035
        3140X8SZ1
        
          
        
        319454.49500000
        PA
        USD
        327025.69000000
        0.048060482348
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES POWER CO (MN)
        3S1GHB0TEH85KX44SB51
        NORTHERN STATES POWER CO (MN) 2.9% 03/01/2050
        665772CR8
        
          
        
        80000.00000000
        PA
        USD
        70575.58000000
        0.010371957068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 04/01/2051#BR7913
        3140L6YK4
        
          
        
        398995.43200000
        PA
        USD
        371386.78000000
        0.054579894884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2046#MA2737
        31418CBF0
        
          
        
        70565.25200000
        PA
        USD
        70006.58000000
        0.010288335458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB COML MTG SECS TR 2014-C24
        N/A
        JPMBB 2014-C24 A5 3.6385% 11/47
        46643GAE0
        
          
        
        150000.00000000
        PA
        USD
        150219.33000000
        0.022076594220
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          0.03638500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT AUTH NY and NJ
        54930006MR4KZ4W74Z83
        PORT AUTHORITY 3.175% 7/15/2060
        73358XCN0
        
          
        
        400000.00000000
        PA
        USD
        337837.88000000
        0.049649467809
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2060-07-15
          Fixed
          0.03175000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES LTD
        5BV01I6231JPDAPMGH09
        TRANSCANADA PIPELINES LTD 4.1% 04/15/2030
        89352HBA6
        
          
        
        190000.00000000
        PA
        USD
        196188.29000000
        0.028832303200
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
        N/A
        BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047
        05723KAF7
        
          
        
        172000.00000000
        PA
        USD
        173737.55000000
        0.025532888425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          0.04080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC 3.784% 03/09/2026
        86562MAC4
        
          
        
        640000.00000000
        PA
        USD
        647236.53000000
        0.095119437942
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-03-09
          Fixed
          0.03784000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.50% 02/15/2045
        912810RK6
        
          
        
        128000.00000000
        PA
        USD
        124670.00000000
        0.018321803202
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2049#ZT2087
        3132AEJ80
        
          
        
        21518.73700000
        PA
        USD
        22008.57000000
        0.003234432408
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        ALLSTATE CORP 5.55% 05/09/2035
        020002AS0
        
          
        
        156000.00000000
        PA
        USD
        185191.00000000
        0.027216114998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-09
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 04/01/2050#RA2457
        3133KHWS1
        
          
        
        237008.99000000
        PA
        USD
        233651.26000000
        0.034337951422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 3.35% 12/01/2024
        036752AC7
        
          
        
        89000.00000000
        PA
        USD
        89691.67000000
        0.013181303654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2048#BK7877
        3140HMXF6
        
          
        
        17229.25600000
        PA
        USD
        17923.79000000
        0.002634123309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 3% 11/13/2027
        037833DK3
        
          
        
        96000.00000000
        PA
        USD
        96592.29000000
        0.014195435375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-13
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 3.068/VAR 04/30/2041
        95000U2Q5
        
          
        
        100000.00000000
        PA
        USD
        89897.51000000
        0.013211554396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-30
          Variable
          0.03068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 2.75% 03/01/2026
        907818EH7
        
          
        
        160000.00000000
        PA
        USD
        158974.74000000
        0.023363310343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERSTATE PWR and LT CO
        EF9UQIIO4KY2BWOK3P26
        INTERSTATE PWR and LT CO 2.3% 06/01/2030
        461070AS3
        
          
        
        93000.00000000
        PA
        USD
        84781.31000000
        0.012459665333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL INC
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL INC 3.812% 11/21/2047
        438516BS4
        
          
        
        20000.00000000
        PA
        USD
        21535.68000000
        0.003164935355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-21
          Fixed
          0.03812000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 2.750% 11/15/42
        912810QY7
        
          
        
        587000.00000000
        PA
        USD
        596126.02000000
        0.087608114401
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-11-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SERVICES INC 1.45% 02/15/2031
        760759AX8
        
          
        
        500000.00000000
        PA
        USD
        424721.34000000
        0.062418070165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC.
        WDJNR2L6D8RWOEB8T652
        TEXAS INSTRUMENTS INC 4.15% 05/15/2048
        882508BD5
        
          
        
        70000.00000000
        PA
        USD
        77735.23000000
        0.011424156460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 11/15/2051
        912810TB4
        
          
        
        1965000.00000000
        PA
        USD
        1723673.44000000
        0.253315196546
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 12/31/2027
        91282CBB6
        
          
        
        5260000.00000000
        PA
        USD
        4742424.21000000
        0.696958073950
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-12-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/01/2049#MA3744
        31418DES7
        
          
        
        382069.17800000
        PA
        USD
        376178.78000000
        0.055284138735
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 4% 04/15/2030
        053332AZ5
        
          
        
        150000.00000000
        PA
        USD
        153978.46000000
        0.022629045011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 1.5% 09/18/2030
        92343VFL3
        
          
        
        270000.00000000
        PA
        USD
        234465.89000000
        0.034457671407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-18
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER and GAMBLE CO
        2572IBTT8CCZW6AU4141
        PROCTER and GAMBLE CO 3% 03/25/2030
        742718FH7
        
          
        
        105000.00000000
        PA
        USD
        105573.49000000
        0.015515334139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 03/31/2026
        91282CBT7
        
          
        
        2331000.00000000
        PA
        USD
        2173748.55000000
        0.319459317761
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 10/20/2051#MA7650
        36179WQB7
        
          
        
        47165.40000000
        PA
        USD
        46698.38000000
        0.006862906298
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/46#BC1443
        3140EVS99
        
          
        
        82041.33300000
        PA
        USD
        85158.68000000
        0.012515124536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG 4.1% 01/13/2026
        25152R2Y8
        
          
        
        200000.00000000
        PA
        USD
        202517.85000000
        0.029762510569
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-01-13
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE LLC 1.2% 05/28/2026
        04636NAA1
        
          
        
        290000.00000000
        PA
        USD
        268865.69000000
        0.039513148793
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-28
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 09/20/2049#MA6154
        36179UZT2
        
          
        
        20790.53900000
        PA
        USD
        20991.73000000
        0.003084995154
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELEC DELIVERY CO LLC
        549300SP2X2BS1KERD24
        ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049
        68233JBR4
        
          
        
        100000.00000000
        PA
        USD
        91623.06000000
        0.013465145377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER AMERICAN DEV BANK
        VKU1UKDS9E7LYLMACP54
        INTER AMERICAN DEV BANK 2.25% 06/18/2029
        4581X0DG0
        
          
        
        1029000.00000000
        PA
        USD
        1010915.09000000
        0.148566514266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-18
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 04/01/2051#CB0072
        3140QKCJ5
        
          
        
        1303643.13100000
        PA
        USD
        1247060.85000000
        0.183271063411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES GRP INC
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL SERVICES GRP INC 2.2% 11/01/2024
        693475AY1
        
          
        
        70000.00000000
        PA
        USD
        69187.61000000
        0.010167977656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028
        95000U2A0
        
          
        
        82000.00000000
        PA
        USD
        81866.70000000
        0.012031327233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-22
          Variable
          0.03584000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 05/31/2026
        91282CCF6
        
          
        
        1269000.00000000
        PA
        USD
        1180269.13000000
        0.173455191514
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 11/01/2032#MA3187
        31418CRH9
        
          
        
        33474.80100000
        PA
        USD
        33255.80000000
        0.004887352393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 06/20/2048#MA5264
        36179TZ57
        
          
        
        16078.47100000
        PA
        USD
        16495.53000000
        0.002424222783
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 02/15/2050
        912810SL3
        
          
        
        287000.00000000
        PA
        USD
        258513.01000000
        0.037991694028
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FHMS K068 A2 3.244% 08/25/2027
        3137FBBX3
        
          
        
        130000.00000000
        PA
        USD
        133069.44000000
        0.019556205117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Fixed
          0.03244000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC 2.05% 08/15/2050
        02079KAF4
        
          
        
        170000.00000000
        PA
        USD
        134103.33000000
        0.019708148079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC 4.205% 11/15/2023
        26078JAB6
        
          
        
        30000.00000000
        PA
        USD
        30698.49000000
        0.004511523962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.04205000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 01/01/2033#BJ4685
        3140H6F38
        
          
        
        71114.19600000
        PA
        USD
        71895.11000000
        0.010565878372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CAPITAL CORP
        WEQ82666OJYSI5GUAB47
        ARES CAPITAL CORP 2.15% 07/15/2026
        04010LBA0
        
          
        
        234000.00000000
        PA
        USD
        211474.17000000
        0.031078752909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAP HLDGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAP HLDGS INC 2.44% 01/15/2032
        65339KBZ2
        
          
        
        500000.00000000
        PA
        USD
        457213.95000000
        0.067193262320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.02440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 10/31/2024
        9128283D0
        
          
        
        279000.00000000
        PA
        USD
        277321.64000000
        0.040755855554
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-31
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 1.5% 07/01/2051#SD8154
        3132DWBX0
        
          
        
        572114.51200000
        PA
        USD
        511216.87000000
        0.075129661394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 3.625% 04/15/2025
        053332AY8
        
          
        
        62000.00000000
        PA
        USD
        62658.20000000
        0.009208399851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2019-C17 COML MTG TR
        N/A
        CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052
        12597BAU3
        
          
        
        200000.00000000
        PA
        USD
        194591.26000000
        0.028597599829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          0.03016100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
        06051GJK6
        
          
        
        924000.00000000
        PA
        USD
        853946.36000000
        0.125498011980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Variable
          0.01197000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 05/31/2027
        912828ZS2
        
          
        
        4223000.00000000
        PA
        USD
        3821815.00000000
        0.561663129118
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-31
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.971/VAR 07/22/2038
        61744YAL2
        
          
        
        120000.00000000
        PA
        USD
        121064.35000000
        0.017791908202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-22
          Variable
          0.03971000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC PROVINCE CDA
        549300WN65YFEQH74Y36
        QUEBEC PROVINCE CDA 1.5% 02/11/2025
        748148RZ8
        
          
        
        2149000.00000000
        PA
        USD
        2082230.57000000
        0.306009615193
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-02-11
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2048#BN1628
        3140JHY23
        
          
        
        5279.06900000
        PA
        USD
        5479.63000000
        0.000805299610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN CORP 4.09% 09/15/2052
        539830BN8
        
          
        
        70000.00000000
        PA
        USD
        76900.07000000
        0.011301419337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          0.04090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.625% 04/22/2025
        3135G03U5
        
          
        
        258000.00000000
        PA
        USD
        243644.91000000
        0.035806642274
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.25% 11/21/2049
        00287YCB3
        
          
        
        390000.00000000
        PA
        USD
        404709.56000000
        0.059477090820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028
        06051GHD4
        
          
        
        220000.00000000
        PA
        USD
        217776.73000000
        0.032004992293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          0.03419000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO 2.1% 11/15/2030
        260543DC4
        
          
        
        250000.00000000
        PA
        USD
        224918.06000000
        0.033054499334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTE 2% 08/15/2025
        912828K74
        
          
        
        50000.00000000
        PA
        USD
        49115.23000000
        0.007218092390
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC 4.582% 12/10/2025
        539439AM1
        
          
        
        1518000.00000000
        PA
        USD
        1549240.36000000
        0.227680091358
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-10
          Fixed
          0.04582000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 09/30/2022
        91282CAN1
        
          
        
        42000.00000000
        PA
        USD
        41808.05000000
        0.006144211633
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL CORP 3.125% 03/22/2023
        904764BA4
        
          
        
        100000.00000000
        PA
        USD
        101066.39000000
        0.014852959877
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-22
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2046#G61471
        31335BT48
        
          
        
        73455.79000000
        PA
        USD
        76511.58000000
        0.011244325912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONTINENTAL GAS PIPE LINE CO LLC
        N/A
        TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050
        893574AR4
        
          
        
        180000.00000000
        PA
        USD
        175030.50000000
        0.025722903468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        HASBRO INC 3.55% 11/19/2026
        418056AY3
        
          
        
        110000.00000000
        PA
        USD
        109294.78000000
        0.016062223872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-19
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2048#MA3495
        31418C3D4
        
          
        
        19840.94100000
        PA
        USD
        20311.18000000
        0.002984979889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 01/01/2049#BN3942
        3140JLLY8
        
          
        
        34955.85700000
        PA
        USD
        37427.02000000
        0.005500364922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 3.55% 03/22/2051
        92343VGB4
        
          
        
        500000.00000000
        PA
        USD
        469848.39000000
        0.069050050025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-22
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 3.5% 06/08/2023
        907818EU8
        
          
        
        270000.00000000
        PA
        USD
        273413.44000000
        0.040181497077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-08
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRIEN LTD
        5493002QQ7GD21OWF963
        NUTRIEN LTD 5% 04/01/2049
        67077MAU2
        
          
        
        103000.00000000
        PA
        USD
        119556.13000000
        0.017570256561
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.805% 05/01/2050
        097023CW3
        
          
        
        130000.00000000
        PA
        USD
        150115.81000000
        0.022061380672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.05805000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2048
        912810SA7
        
          
        
        87000.00000000
        PA
        USD
        94785.82000000
        0.013929952197
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC 3.85% 03/26/2050
        57636QAQ7
        
          
        
        115000.00000000
        PA
        USD
        121497.46000000
        0.017855559090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-26
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 07/31/2027
        91282CAD3
        
          
        
        1259000.00000000
        PA
        USD
        1128821.36000000
        0.165894303432
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-07-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL CAP FDG INC
        549300MROK5WY0D2NU17
        PPL CAP FDG INC 4% 09/15/2047
        69352PAM5
        
          
        
        20000.00000000
        PA
        USD
        18783.38000000
        0.002760450724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.125% 2/15/42
        912810QU5
        
          
        
        65000.00000000
        PA
        USD
        70169.53000000
        0.010312282982
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OREILLY AUTOMOTIVE INC
        549300K2RLMQL149Q332
        OREILLY AUTOMOTIVE INC 3.6% 09/01/2027
        67103HAF4
        
          
        
        260000.00000000
        PA
        USD
        262786.53000000
        0.038619740811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.6% 04/01/2050
        68389XBX2
        
          
        
        300000.00000000
        PA
        USD
        248808.69000000
        0.036565523809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RETAIL PROPERTIES INC
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL PPTYS INC 3% 04/15/2052
        637417AR7
        
          
        
        100000.00000000
        PA
        USD
        80186.98000000
        0.011784471540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
        03523TBV9
        
          
        
        130000.00000000
        PA
        USD
        158505.84000000
        0.023294399670
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 08/46#G08716
        3128MJYN4
        
          
        
        133069.54800000
        PA
        USD
        135117.16000000
        0.019857142976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 12/31/2024
        9128283P3
        
          
        
        160000.00000000
        PA
        USD
        158912.50000000
        0.023354163403
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-31
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 06/30/2023
        9128284U1
        
          
        
        1031000.00000000
        PA
        USD
        1039537.97000000
        0.152773001588
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-30
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.375% 04/15/2040
        87264AAX3
        
          
        
        74000.00000000
        PA
        USD
        74313.98000000
        0.010921361328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.125% 02/15/2043
        912810QZ4
        
          
        
        838000.00000000
        PA
        USD
        901897.50000000
        0.132545026903
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC.
        J5OIVXX3P24RJRW5CK77
        BAXTER INTERNATIONAL INC 1.915% 02/01/2027 144A
        071813CJ6
        
          
        
        180000.00000000
        PA
        USD
        168206.52000000
        0.024720034947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          0.01915000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.5% 09/15/2023
        00774MAP0
        
          
        
        150000.00000000
        PA
        USD
        151127.75000000
        0.022210097809
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2047#ZM4372
        3131XX2D2
        
          
        
        204683.38400000
        PA
        USD
        207291.32000000
        0.030464031207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 11/01/2048#ZT1321
        3132ADPE2
        
          
        
        78601.47800000
        PA
        USD
        81725.82000000
        0.012010623170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC 4.6% 03/15/2049
        25746UCZ0
        
          
        
        50000.00000000
        PA
        USD
        54209.36000000
        0.007966737993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 3.377% 04/05/2040
        14448CAR5
        
          
        
        195000.00000000
        PA
        USD
        177247.83000000
        0.026048767621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-05
          Fixed
          0.03377000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC 1.1% 08/15/2030
        02079KAD9
        
          
        
        200000.00000000
        PA
        USD
        174781.06000000
        0.025686245166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6496
        3133KNGD9
        
          
        
        988484.74000000
        PA
        USD
        944577.43000000
        0.138817372119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 4% 01/01/2039#ZA6152
        31329PZR7
        
          
        
        149094.84500000
        PA
        USD
        153408.87000000
        0.022545336694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 2.375% 10/17/2024
        465410BX5
        
          
        
        200000.00000000
        PA
        USD
        196602.40000000
        0.028893161803
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-10-17
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 10/20/2047#MA4780
        36179TJZ9
        
          
        
        9636.60800000
        PA
        USD
        10152.30000000
        0.001492006438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGELLAN MIDSTREAM PARTNRS MLP
        MZF5TI8NFVZZNUSKDL39
        MAGELLAN MIDSTREAM PARTNRS MLP 3.95% 03/01/2050
        559080AP1
        
          
        
        75000.00000000
        PA
        USD
        70945.78000000
        0.010426362550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2050#QA7718
        3133A2SF8
        
          
        
        260844.78100000
        PA
        USD
        261885.89000000
        0.038487380589
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 05/15/2031
        91282CCB5
        
          
        
        203000.00000000
        PA
        USD
        191121.33000000
        0.028087650566
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN CORP 4.03% 10/15/2047
        666807BP6
        
          
        
        106000.00000000
        PA
        USD
        111530.74000000
        0.016390825935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-15
          Fixed
          0.04030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON CO
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CALIFORNIA EDISON CO 4% 04/01/2047
        842400GG2
        
          
        
        562000.00000000
        PA
        USD
        539986.97000000
        0.079357784522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 02/20/2051#MA7195
        36179V7G9
        
          
        
        852911.20700000
        PA
        USD
        860232.17000000
        0.126421789744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 08/20/2050#MA6823
        36179VSL5
        
          
        
        44657.37500000
        PA
        USD
        46342.40000000
        0.006810590621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 02/01/2049#MA3593
        31418C7F5
        
          
        
        110490.66500000
        PA
        USD
        114727.19000000
        0.016860583918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4% 01/22/2025
        06051GFM6
        
          
        
        370000.00000000
        PA
        USD
        376774.63000000
        0.055371706285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 04/30/2023
        9128284L1
        
          
        
        84000.00000000
        PA
        USD
        84853.13000000
        0.012470220173
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 3.85% 05/04/2043
        037833AL4
        
          
        
        369000.00000000
        PA
        USD
        388128.42000000
        0.057040286585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-04
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 08/01/2051#
        3132DWB51
        
          
        
        335382.79300000
        PA
        USD
        311861.43000000
        0.045831906208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE JOHN CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        DEERE JOHN CAPITAL CORP 2.8% 07/18/2029
        24422EUY3
        
          
        
        220000.00000000
        PA
        USD
        215982.53000000
        0.031741312343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-18
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 10/01/2048#ZA5757
        31329PME0
        
          
        
        88908.68100000
        PA
        USD
        91099.20000000
        0.013388157650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2020-BN28
        N/A
        BANK 2020-BN28 1.844% 03/15/2063
        06540YAH2
        
          
        
        360000.00000000
        PA
        USD
        320496.66000000
        0.047100960388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          0.01844000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 2.75% 06/01/2060
        191216CY4
        
          
        
        30000.00000000
        PA
        USD
        25406.92000000
        0.003733862101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HLDGS INC
        5493005X2GO78EFZ3E94
        PAYPAL HLDGS INC 1.65% 06/01/2025
        70450YAG8
        
          
        
        70000.00000000
        PA
        USD
        67305.56000000
        0.009891387059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN DEVELOPMENT BANK
        549300LNCLMO3ITVCU07
        AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026
        00828EEF2
        
          
        
        160000.00000000
        PA
        USD
        149251.52000000
        0.021934362534
        Long
        DBT
        CORP
        CI
        N
        
        2
        
          2026-07-22
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 06/15/2023
        912828ZU7
        
          
        
        3000.00000000
        PA
        USD
        2941.41000000
        0.000432276691
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELEC and GAS CO
        549300RUHPVD434XUK18
        PUBLIC SERVICE ELEC and GAS CO 3.6% 12/01/2047
        74456QBT2
        
          
        
        44000.00000000
        PA
        USD
        43440.93000000
        0.006384183607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC 4.725% 11/15/2028
        26078JAD2
        
          
        
        35000.00000000
        PA
        USD
        37508.73000000
        0.005512373220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.04725000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW 4.2% 06/15/2049
        26441CBF1
        
          
        
        90000.00000000
        PA
        USD
        90438.50000000
        0.013291059588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 02/01/2034#FM2743
        3140X6BM2
        
          
        
        90102.73700000
        PA
        USD
        91120.32000000
        0.013391261496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2048#Q54900
        3132XXNS4
        
          
        
        254875.20700000
        PA
        USD
        257283.78000000
        0.037811043429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY CORP NEW
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP NEW 0.9% 09/15/2025
        29364GAM5
        
          
        
        400000.00000000
        PA
        USD
        366809.01000000
        0.053907134789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS LP
        GL16H1DHB0QSHP25F723
        PROLOGIS LP 3% 04/15/2050
        74340XBP5
        
          
        
        145000.00000000
        PA
        USD
        128949.81000000
        0.018950774379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 04/01/2049#ZA6691
        31329QNG2
        
          
        
        889528.35300000
        PA
        USD
        909046.92000000
        0.133595722870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 08/01/2049#RA1839
        3133KHBG0
        
          
        
        545056.61000000
        PA
        USD
        572970.87000000
        0.084205177837
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 4.5% 02/23/2036
        037833BW9
        
          
        
        90000.00000000
        PA
        USD
        102895.59000000
        0.015121783511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-02-23
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        METLIFE INC 4.875% 11/13/2043
        59156RBG2
        
          
        
        100000.00000000
        PA
        USD
        113039.99000000
        0.016612628946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-13
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/01/2046#MA2806
        31418CDL5
        
          
        
        278280.54100000
        PA
        USD
        276077.37000000
        0.040572994640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELEC DELIVERY CO LLC
        549300SP2X2BS1KERD24
        ONCOR ELEC DELIVERY CO LLC 3.75% 04/01/2045
        68233JBB9
        
          
        
        120000.00000000
        PA
        USD
        118676.70000000
        0.017441013412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 01/31/2029
        91282CDW8
        
          
        
        581000.00000000
        PA
        USD
        556307.50000000
        0.081756288884
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC 4.95% 08/15/2047
        166756AW6
        
          
        
        30000.00000000
        PA
        USD
        35499.06000000
        0.005217027281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.005%/VAR 04/23/2029
        46647PAR7
        
          
        
        43000.00000000
        PA
        USD
        43963.19000000
        0.006460936194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Variable
          0.04005000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLSON COORS BEVERAGE CO
        54930073LBBH6ZCBE225
        MOLSON COORS BEVERAGE CO 4.2% 07/15/2046
        60871RAH3
        
          
        
        92000.00000000
        PA
        USD
        89258.40000000
        0.013117629253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 11/20/2047#MA4838
        36179TLT0
        
          
        
        19425.91600000
        PA
        USD
        20007.20000000
        0.002940306256
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 1% 05/12/2026
        023135BX3
        
          
        
        6000.00000000
        PA
        USD
        5630.50000000
        0.000827471829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-12
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.7% 09/15/2024
        254687CZ7
        
          
        
        300000.00000000
        PA
        USD
        306418.85000000
        0.045032051554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS COMMERCIAL MORTGAGE TRUST 2019-C16
        N/A
        UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052
        90276YAE3
        
          
        
        350000.00000000
        PA
        USD
        350978.71000000
        0.051580675807
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          0.03604800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2049#CA3816
        3140QBG28
        
          
        
        82215.73300000
        PA
        USD
        83789.64000000
        0.012313927123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.875% 05/15/2049
        912810SH2
        
          
        
        1000.00000000
        PA
        USD
        1075.39000000
        0.000158041902
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-05-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS CORP 2.125% 08/15/2026
        369550AX6
        
          
        
        160000.00000000
        PA
        USD
        154984.17000000
        0.022776846573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 01/15/2023
        912828Z29
        
          
        
        2000.00000000
        PA
        USD
        1999.77000000
        0.000293891011
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.75% 11/15/2043
        912810RD2
        
          
        
        1730000.00000000
        PA
        USD
        2046130.48000000
        0.300704259097
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECO ENERGY COMPANY
        YH65D4JBECK76IFEJ279
        PECO ENERGY COMPANY 3.9% 03/01/2048
        693304AW7
        
          
        
        96000.00000000
        PA
        USD
        98955.75000000
        0.014542775144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2050#
        31418DTS1
        
          
        
        173218.54800000
        PA
        USD
        170169.10000000
        0.025008460426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 12/01/2033#CA2869
        3140QAFK1
        
          
        
        36667.85200000
        PA
        USD
        36359.21000000
        0.005343436995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL CO LTD
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040
        874060AY2
        
          
        
        272000.00000000
        PA
        USD
        242516.86000000
        0.035640861332
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          0.03025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GRP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC 5.25% 05/30/2048
        92857WBM1
        
          
        
        170000.00000000
        PA
        USD
        190424.68000000
        0.027985269205
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2048-05-30
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINL INC 4.35% 02/25/2050
        74432QCE3
        
          
        
        285000.00000000
        PA
        USD
        309388.32000000
        0.045468452011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-25
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 02/15/2024
        91282CBM2
        
          
        
        2144000.00000000
        PA
        USD
        2058826.26000000
        0.302570061476
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 09/30/2022
        9128282W9
        
          
        
        358000.00000000
        PA
        USD
        359440.39000000
        0.052824224662
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060
        035240AU4
        
          
        
        50000.00000000
        PA
        USD
        53142.42000000
        0.007809937923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 04/01/2027#ZK4062
        3131X7QP6
        
          
        
        87935.83400000
        PA
        USD
        87580.37000000
        0.012871021926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COML MTG TR 2019-C54
        N/A
        WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052
        95001YAE4
        
          
        
        538000.00000000
        PA
        USD
        528579.67000000
        0.077681340263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          0.03146000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2048#BJ9256
        3140HBJA7
        
          
        
        2075886.22000000
        PA
        USD
        2124112.59000000
        0.312164697636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.85% 04/01/2060
        68389XBY0
        
          
        
        80000.00000000
        PA
        USD
        65653.36000000
        0.009648575772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/01/2050#BQ1318
        3140KLPC0
        
          
        
        122278.30200000
        PA
        USD
        114084.69000000
        0.016766160572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVELERS COS INC
        549300Y650407RU8B149
        TRAVELERS COS INC 4% 05/30/2047
        89417EAM1
        
          
        
        32000.00000000
        PA
        USD
        32934.60000000
        0.004840148068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-30
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 4.7% 12/09/2035
        58013MEZ3
        
          
        
        109000.00000000
        PA
        USD
        118512.74000000
        0.017416917456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-09
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        EQUINOR ASA 3.125% 04/06/2030
        29446MAF9
        
          
        
        357000.00000000
        PA
        USD
        355591.56000000
        0.052258591344
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2030-04-06
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1% 07/31/2028
        91282CCR0
        
          
        
        1229000.00000000
        PA
        USD
        1124583.00000000
        0.165271423847
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-31
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 12/15/2023
        91282CBA8
        
          
        
        357000.00000000
        PA
        USD
        344393.44000000
        0.050612888682
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2047#BH4095
        3140GSRR5
        
          
        
        46906.50900000
        PA
        USD
        48293.06000000
        0.007097264308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC
        254900OPFK0OOKZFLV35
        FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 3.914% 07/01/2049
        351837AA7
        
          
        
        120000.00000000
        PA
        USD
        116878.82000000
        0.017176792641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03914000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025
        009158BB1
        
          
        
        100000.00000000
        PA
        USD
        95280.97000000
        0.014002720632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 02/01/2049#CA3536
        3140QA4W7
        
          
        
        27213.85900000
        PA
        USD
        28984.63000000
        0.004259650972
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 05/15/2024
        91282CCC3
        
          
        
        524000.00000000
        PA
        USD
        500849.84000000
        0.073606097718
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 11/30/2024
        912828YV6
        
          
        
        2519000.00000000
        PA
        USD
        2453860.22000000
        0.360625202838
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/01/2050#SD8059
        3132DV5U5
        
          
        
        98891.03500000
        PA
        USD
        102628.72000000
        0.015082563654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 11/15/2031
        91282CDJ7
        
          
        
        10000.00000000
        PA
        USD
        9175.00000000
        0.001348380078
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINL INC 5.125%/VAR 03/01/2052
        744320BJ0
        
          
        
        50000.00000000
        PA
        USD
        50545.00000000
        0.007428214830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Variable
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        VISA INC 1.1% 02/15/2031
        92826CAN2
        
          
        
        250000.00000000
        PA
        USD
        214432.71000000
        0.031513547067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 10/31/2028
        91282CDF5
        
          
        
        580000.00000000
        PA
        USD
        542209.38000000
        0.079684395243
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-10-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 11/01/2051#
        31418D6B3
        
          
        
        663935.51400000
        PA
        USD
        617164.31000000
        0.090699952126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 09/20/2047#MA4721
        36179TG66
        
          
        
        9670.35300000
        PA
        USD
        10175.76000000
        0.001495454176
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/01/2048#CA2604
        3140Q93N1
        
          
        
        184674.36800000
        PA
        USD
        189051.22000000
        0.027783422219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 02/01/2051#QB9002
        3133AGAB5
        
          
        
        907606.19000000
        PA
        USD
        869134.94000000
        0.127730162246
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK ST DORM AUTH ST PERSINCOME TAX REV
        N/A
        NEW YORK ST D 2.202% 3/15/2034
        64990FE42
        
          
        
        200000.00000000
        PA
        USD
        170877.12000000
        0.025112512749
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-03-15
          Fixed
          0.02202000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 08/01/2034#CA4490
        3140QB7C6
        
          
        
        29058.89200000
        PA
        USD
        29778.37000000
        0.004376300913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 02/15/2041
        912810SW9
        
          
        
        6405000.00000000
        PA
        USD
        5703202.16000000
        0.838156313474
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 09/01/2044#FM6331
        3140XAA93
        
          
        
        2324674.66500000
        PA
        USD
        2378993.71000000
        0.349622640371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 05/20/2049#MA5931
        36179USU7
        
          
        
        148194.41100000
        PA
        USD
        151540.57000000
        0.022270766830
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.5% 2/15/39
        912810QA9
        
          
        
        8000.00000000
        PA
        USD
        9165.62000000
        0.001347001571
        Long
        DBT
        UST
        US
        N
        
        2
        
          2039-02-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.75% 08/15/2047
        912810RY6
        
          
        
        51000.00000000
        PA
        USD
        52854.73000000
        0.007767658309
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-08-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTAL CAPITAL INTL SA
        549300U37G2I8G4RUG09
        TOTAL CAP INTL 3.127% 05/29/2050
        89153VAV1
        
          
        
        220000.00000000
        PA
        USD
        200712.52000000
        0.029497194928
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2050-05-29
          Fixed
          0.03127000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYLAN INC
        30ZMPDNA1RHIBH89C294
        MYLAN INC 4.55% 04/15/2028
        628530BK2
        
          
        
        20000.00000000
        PA
        USD
        20220.67000000
        0.002971678321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.3% 02/01/2052
        00206RKE1
        
          
        
        50000.00000000
        PA
        USD
        42859.62000000
        0.006298752891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL, STATE OF
        213800T8ZHTFZIBYPE21
        ISRAEL STATE OF 3.375% 01/15/2050
        46513JXN6
        
          
        
        225000.00000000
        PA
        USD
        212906.25000000
        0.031289214832
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2050-01-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027
        14913R2G1
        
          
        
        530000.00000000
        PA
        USD
        481129.62000000
        0.070707966733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC 1.625% 05/01/2030
        713448EZ7
        
          
        
        267000.00000000
        PA
        USD
        240058.80000000
        0.035279618919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 02/28/2026
        9128286F2
        
          
        
        191000.00000000
        PA
        USD
        190731.41000000
        0.028030346984
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 08/15/2028
        9128284V9
        
          
        
        113000.00000000
        PA
        USD
        115785.27000000
        0.017016081901
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS INC
        WPTL2Z3FIYTHSP5V2253
        CONOCOPHILLIPS INC 6.5% 02/01/2039
        20825CAQ7
        
          
        
        260000.00000000
        PA
        USD
        347656.15000000
        0.051092384394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-02-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        METLIFE INC 4.05% 03/01/2045
        59156RBN7
        
          
        
        18000.00000000
        PA
        USD
        18393.21000000
        0.002703110402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 05/01/2051#SD8146
        3132DWBP7
        
          
        
        2085896.89000000
        PA
        USD
        1941562.42000000
        0.285336685369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN UNIV
        OBWWNZE695DUK77DTI34
        NORTHWESTERN UNIV 3.662% 12/01/2057
        668444AQ5
        
          
        
        100000.00000000
        PA
        USD
        109056.51000000
        0.016027207140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          0.03662000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.8% 05/01/2025
        02005NBJ8
        
          
        
        250000.00000000
        PA
        USD
        265179.30000000
        0.038971388048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EMISIONES SAU
        549300Y5MFC4SW5Z3K71
        TELEFONICA EMISIONES SAU 5.213% 03/08/2047
        87938WAU7
        
          
        
        250000.00000000
        PA
        USD
        267913.53000000
        0.039373217069
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2047-03-08
          Fixed
          0.05213000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024
        22550L2E0
        
          
        
        700000.00000000
        PA
        USD
        669738.78000000
        0.098426422751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-02
          Fixed
          0.00495000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 01/20/2051#MA7140
        36179V4Z0
        
          
        
        57104.63500000
        PA
        USD
        59179.02000000
        0.008697091186
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 3.25% 08/15/2029
        126650DG2
        
          
        
        195000.00000000
        PA
        USD
        192533.74000000
        0.028295221738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2047#BJ2545
        3140H3ZK5
        
          
        
        13623.09500000
        PA
        USD
        13476.92000000
        0.001980600593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 09/30/2027
        91282CAL5
        
          
        
        1151000.00000000
        PA
        USD
        1027582.23000000
        0.151015957268
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/01/2049#ZT1710
        3132AD3T3
        
          
        
        37726.51400000
        PA
        USD
        38597.07000000
        0.005672318286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        XCEL ENERGY INC 3.4% 06/01/2030
        98389BAY6
        
          
        
        63000.00000000
        PA
        USD
        62894.76000000
        0.009243165277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/20/2046#MA3802
        36179SGK7
        
          
        
        165699.34700000
        PA
        USD
        165715.62000000
        0.024353966289
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 12/01/2049#FM2373
        3140X5T78
        
          
        
        90551.50900000
        PA
        USD
        95302.16000000
        0.014005834766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 1.5% 10/18/2024
        045167EQ2
        
          
        
        200000.00000000
        PA
        USD
        194895.90000000
        0.028642370456
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2024-10-18
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 09/01/2048#ZS4791
        3132A5KC8
        
          
        
        5731.00200000
        PA
        USD
        5966.86000000
        0.000876904104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 08/31/2026
        912828YD6
        
          
        
        253000.00000000
        PA
        USD
        241140.63000000
        0.035438607259
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CORP / BROADCOM CAYMAN FIN LTD
        N/A
        BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.5% 01/15/2028
        11134LAR0
        
          
        
        1324000.00000000
        PA
        USD
        1299967.00000000
        0.191046278527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 4.125% 11/16/2028
        913017CY3
        
          
        
        260000.00000000
        PA
        USD
        271778.68000000
        0.039941248814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV CA REGTS MED CTR POOLED REV
        N/A
        UNIV CA MED CTR 3.006% 5/15/2050
        913366KB5
        
          
        
        175000.00000000
        PA
        USD
        153142.29000000
        0.022506159456
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03006000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE INC
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE INC 2.8% 11/15/2024
        911312BL9
        
          
        
        88000.00000000
        PA
        USD
        88406.53000000
        0.012992436388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/31/2022
        91282CAG6
        
          
        
        176000.00000000
        PA
        USD
        175415.63000000
        0.025779503100
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 11/01/2036#BU2287
        3140M3RH5
        
          
        
        489265.96000000
        PA
        USD
        464500.54000000
        0.068264117120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIS NORTH AMERICA INC
        5493004KVU1HWZCP0C66
        WILLIS NORTH AMERICA INC 2.95% 09/15/2029
        970648AJ0
        
          
        
        170000.00000000
        PA
        USD
        159642.60000000
        0.023461460655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 4.049% 11/01/2052
        20030NCG4
        
          
        
        146000.00000000
        PA
        USD
        151010.50000000
        0.022192866467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-11-01
          Fixed
          0.04049000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 2.65% 04/15/2025
        88579YBM2
        
          
        
        24000.00000000
        PA
        USD
        23829.29000000
        0.003502009800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.705% 05/01/2040
        097023CV5
        
          
        
        836000.00000000
        PA
        USD
        934188.62000000
        0.137290607602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.05705000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 05/01/2047#BH2036
        3140GQHN9
        
          
        
        16068.09700000
        PA
        USD
        16783.86000000
        0.002466596453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 01/31/2023
        91282CBG5
        
          
        
        93000.00000000
        PA
        USD
        91899.26000000
        0.013505736393
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE CORP 3.362% 02/15/2050
        68902VAM9
        
          
        
        50000.00000000
        PA
        USD
        44265.27000000
        0.006505330598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          0.03362000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL CO LTD
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030
        874060AX4
        
          
        
        200000.00000000
        PA
        USD
        180527.12000000
        0.026530699971
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-03-31
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO 2.5% 07/30/2024
        025816CG2
        
          
        
        219000.00000000
        PA
        USD
        217907.16000000
        0.032024160599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-30
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC 4.2% 06/01/2029
        124857AZ6
        
          
        
        210000.00000000
        PA
        USD
        212387.04000000
        0.031212910481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN BANK INTL COOPERATION
        549300TJ3QFYVCTSCJ29
        JAPAN BANK INTL COOPERATION 0.625% 07/15/2025
        471048CJ5
        
          
        
        750000.00000000
        PA
        USD
        699975.00000000
        0.102870010402
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        CONSTELLATION BRANDS INC 5.25% 11/15/2048
        21036PBD9
        
          
        
        50000.00000000
        PA
        USD
        55877.97000000
        0.008211960934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 2.375% 08/15/2024
        91324PDR0
        
          
        
        90000.00000000
        PA
        USD
        89574.97000000
        0.013164153142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026
        571903AS2
        
          
        
        390000.00000000
        PA
        USD
        385371.48000000
        0.056635120048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        NOMURA HOLDINGS INC 3.103% 01/16/2030
        65535HAQ2
        
          
        
        623000.00000000
        PA
        USD
        586762.94000000
        0.086232093633
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-01-16
          Fixed
          0.03103000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 11/01/2048#ZT1481
        3132ADUE6
        
          
        
        361413.33500000
        PA
        USD
        369978.98000000
        0.054373001208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 3.75% 11/13/2047
        037833DG2
        
          
        
        57000.00000000
        PA
        USD
        59129.24000000
        0.008689775397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-13
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP 3.3% 02/06/2027
        594918BY9
        
          
        
        115000.00000000
        PA
        USD
        117962.91000000
        0.017336113116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-06
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2049#FM5659
        3140X9JD8
        
          
        
        287627.72900000
        PA
        USD
        291741.90000000
        0.042875091664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2046#BC0909
        3140EVAK3
        
          
        
        81424.52500000
        PA
        USD
        84518.44000000
        0.012421033325
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 02/15/2027
        912828V98
        
          
        
        393000.00000000
        PA
        USD
        388885.78000000
        0.057151590033
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 03/31/2027
        912828ZE3
        
          
        
        2260000.00000000
        PA
        USD
        2066046.10000000
        0.303631106536
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-03-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO 4.8% 05/15/2049
        260543CV3
        
          
        
        50000.00000000
        PA
        USD
        55185.64000000
        0.008110214451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/15/2023
        912828ZP8
        
          
        
        806000.00000000
        PA
        USD
        790667.11000000
        0.116198341126
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 2.236% 05/11/2030
        166764BY5
        
          
        
        80000.00000000
        PA
        USD
        75651.65000000
        0.011117948530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-11
          Fixed
          0.02236000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVARTIS CAP CORP
        5493002KF87V5RSRQS84
        NOVARTIS CAP CORP 2.75% 08/14/2050
        66989HAS7
        
          
        
        50000.00000000
        PA
        USD
        44761.63000000
        0.006578276858
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-14
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 4% 06/22/2050
        92556VAF3
        
          
        
        100000.00000000
        PA
        USD
        84007.64000000
        0.012345964928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 2.722% 02/15/2030
        14448CAQ7
        
          
        
        100000.00000000
        PA
        USD
        93988.18000000
        0.013812729103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.02722000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY HEALTH INC
        5493006NA7JSVYYYF398
        BON SECOURS MERCY HEALTH INC 2.095% 06/01/2031
        09778PAB1
        
          
        
        71000.00000000
        PA
        USD
        63222.88000000
        0.009291386582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.02095000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        FISERV INC 2.75% 07/01/2024
        337738AS7
        
          
        
        440000.00000000
        PA
        USD
        438645.38000000
        0.064464380589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.8% 07/15/2046
        125523CF5
        
          
        
        465000.00000000
        PA
        USD
        514475.09000000
        0.075608497246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL EST EQUITS INC 3% 05/18/2051
        015271AX7
        
          
        
        125000.00000000
        PA
        USD
        105180.17000000
        0.015457530886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-18
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/50#MA6766
        36179VQT0
        
          
        
        277687.80700000
        PA
        USD
        275458.86000000
        0.040482096922
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2% 05/01/2052 #TBA
        01F020653
        
          
        
        1400000.00000000
        PA
        USD
        1297045.26000000
        0.190616892586
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66 3.9% 03/15/2028
        718546AR5
        
          
        
        94000.00000000
        PA
        USD
        95555.21000000
        0.014043023603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 10/01/2036#MA4441
        31418D5B4
        
          
        
        1937837.90000000
        PA
        USD
        1839749.39000000
        0.270373997480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 03/20/2050#MA6543
        36179VHU7
        
          
        
        656829.22900000
        PA
        USD
        671146.92000000
        0.098633366394
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.45% 08/15/2052
        20030NDP3
        
          
        
        135000.00000000
        PA
        USD
        107078.73000000
        0.015736547832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2049#BO5379
        3140K06R4
        
          
        
        74928.26000000
        PA
        USD
        73848.01000000
        0.010852881255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.5% 05/15/2046
        912810RS9
        
          
        
        93000.00000000
        PA
        USD
        91121.84000000
        0.013391484879
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-05-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.8% 02/15/2027
        00206RHW5
        
          
        
        43000.00000000
        PA
        USD
        43952.93000000
        0.006459428360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 05/31/2023
        9128284S6
        
          
        
        176000.00000000
        PA
        USD
        177705.00000000
        0.026115954424
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042
        035240AG5
        
          
        
        461000.00000000
        PA
        USD
        508953.11000000
        0.074796973777
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-01-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK NEW YORK MELLON CORP
        WFLLPEPC7FZXENRZV188
        BANK NEW YORK MELLON CORP 3.85% 04/28/2028
        06406RAH0
        
          
        
        27000.00000000
        PA
        USD
        28068.44000000
        0.004125005485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-28
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 2.95% 06/15/2029
        437076BY7
        
          
        
        686000.00000000
        PA
        USD
        680165.36000000
        0.099958738038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050
        035240AT7
        
          
        
        100000.00000000
        PA
        USD
        106844.23000000
        0.015702085148
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
        11120VAH6
        
          
        
        19000.00000000
        PA
        USD
        19488.15000000
        0.002864025419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 12/20/2049#MA6338
        36179VBF6
        
          
        
        169967.22100000
        PA
        USD
        168868.50000000
        0.024817321120
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATIONAL RAILWAY CO
        3SU7BEP7TH9YEQOZCS77
        CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050
        136375CZ3
        
          
        
        210000.00000000
        PA
        USD
        170919.05000000
        0.025118674883
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2050-05-01
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 08/20/2049#MA6090
        36179UXT4
        
          
        
        44610.95800000
        PA
        USD
        45060.09000000
        0.006622139257
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-08-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES GROUP LLC / JEFFERIES GROUP CAP FIN INC
        N/A
        JEFFERIES GROUP LLC / JEFFERIES GROUP CAP FIN INC 4.85% 01/15/2027
        47233JAG3
        
          
        
        100000.00000000
        PA
        USD
        104844.21000000
        0.015408157396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048
        29379VBQ5
        
          
        
        105000.00000000
        PA
        USD
        105419.71000000
        0.015492734260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 11/20/2047#MA4840
        36179TLV5
        
          
        
        20984.33300000
        PA
        USD
        22348.95000000
        0.003284455471
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 3.9% 06/15/2047
        437076BS0
        
          
        
        29000.00000000
        PA
        USD
        30206.65000000
        0.004439241972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 03/01/2045#FM5678
        3140X9JY2
        
          
        
        29606.15700000
        PA
        USD
        30622.81000000
        0.004500401847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/31/2022
        912828ZR4
        
          
        
        21000.00000000
        PA
        USD
        20990.83000000
        0.003084862888
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 08/15/2051
        912810SZ2
        
          
        
        1854000.00000000
        PA
        USD
        1672655.63000000
        0.245817496420
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        GENERAL ELECTRIC CO 4.35% 05/01/2050
        369604BY8
        
          
        
        489000.00000000
        PA
        USD
        525773.35000000
        0.077268916723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 4.55% 03/01/2048
        036752AH6
        
          
        
        120000.00000000
        PA
        USD
        132696.51000000
        0.019501398427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 8.1% 07/15/2036
        24703TAJ5
        
          
        
        80000.00000000
        PA
        USD
        105199.11000000
        0.015460314354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          0.08100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.576% 01/25/2049
        35137LAK1
        
          
        
        23000.00000000
        PA
        USD
        26734.33000000
        0.003928941469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-25
          Fixed
          0.05576000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 09/01/2033#ZS8716
        3132A9VH7
        
          
        
        73042.87400000
        PA
        USD
        74851.37000000
        0.011000337455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 4.25% 02/01/2024
        00914AAA0
        
          
        
        170000.00000000
        PA
        USD
        171838.39000000
        0.025253783301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2065
        880591ES7
        
          
        
        30000.00000000
        PA
        USD
        37006.58000000
        0.005438576048
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2065-09-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020
        N/A
        JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053
        46652JAW2
        
          
        
        500000.00000000
        PA
        USD
        457593.20000000
        0.067248997812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-05-13
          Fixed
          0.02179800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        INTL FIN CORP 2.875% 07/31/2023
        45950KCP3
        
          
        
        112000.00000000
        PA
        USD
        113018.74000000
        0.016609505995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-31
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 3.16% 01/23/2030
        698299BK9
        
          
        
        800000.00000000
        PA
        USD
        781900.00000000
        0.114909905544
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2030-01-23
          Fixed
          0.03160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        EQUINOR ASA 3.625% 09/10/2028
        29446MAB8
        
          
        
        120000.00000000
        PA
        USD
        122057.51000000
        0.017937865385
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2028-09-10
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH EDISON CO
        D8YOXB8L2ZDC8P7Q0771
        COMMONWEALTH EDISON CO 4% 03/01/2048
        202795JM3
        
          
        
        42000.00000000
        PA
        USD
        44616.43000000
        0.006556937916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 01/15/2024
        91282CBE0
        
          
        
        908000.00000000
        PA
        USD
        873701.72000000
        0.128401307224
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
        46647PBP0
        
          
        
        50000.00000000
        PA
        USD
        46784.83000000
        0.006875611198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Variable
          0.02956000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 08/15/2048
        912810SD1
        
          
        
        3000.00000000
        PA
        USD
        3275.63000000
        0.000481394467
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-08-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 3.4% 04/15/2026
        30161NAU5
        
          
        
        150000.00000000
        PA
        USD
        150510.43000000
        0.022119374977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1
        N/A
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 0.35% 10/16/2025
        36261LAC5
        
          
        
        396000.00000000
        PA
        USD
        388328.37000000
        0.057069671718
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-10-16
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031
        3137F9Z79
        
          
        
        100000.00000000
        PA
        USD
        92378.34000000
        0.013576143143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Fixed
          0.01846000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 5.012% 08/21/2054
        92343VCM4
        
          
        
        38000.00000000
        PA
        USD
        44821.44000000
        0.006587066679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2054-08-21
          Fixed
          0.05012000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2051#BN9102
        3140JSDG1
        
          
        
        948400.55300000
        PA
        USD
        883071.97000000
        0.129778381713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 01/20/2052#MA7826
        36179WVT2
        
          
        
        994089.00000000
        PA
        USD
        946327.99000000
        0.139074638630
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO 6.125% 10/01/2025
        37045VAV2
        
          
        
        455000.00000000
        PA
        USD
        488452.24000000
        0.071784116589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 2.95% 11/21/2026
        00287YBV0
        
          
        
        50000.00000000
        PA
        USD
        49530.04000000
        0.007279053866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
        N/A
        WELLS FARGO TR 2013-LC12 2.725% 02/15/2053
        95002EBB2
        
          
        
        90000.00000000
        PA
        USD
        85842.31000000
        0.012615592446
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          0.02725000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 1.65% 03/25/2026
        68389XCC7
        
          
        
        207000.00000000
        PA
        USD
        193028.62000000
        0.028367950494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON and JOHNSON
        549300G0CFPGEF6X2043
        JOHNSON and JOHNSON 3.4% 01/15/2038
        478160CL6
        
          
        
        116000.00000000
        PA
        USD
        118267.99000000
        0.017380948407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-01-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2047#AS9990
        3138WLC43
        
          
        
        22779.68700000
        PA
        USD
        23779.48000000
        0.003494689603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 06/01/2049#FM5663
        3140X9JH9
        
          
        
        173562.82100000
        PA
        USD
        175774.24000000
        0.025832205289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE LLC 2.25% 05/28/2031
        04636NAB9
        
          
        
        290000.00000000
        PA
        USD
        270030.71000000
        0.039684362936
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-28
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025
        606822BN3
        
          
        
        740000.00000000
        PA
        USD
        715427.74000000
        0.105140982257
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-02-25
          Fixed
          0.02193000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 1.05% 05/21/2027
        683234AQ1
        
          
        
        1413000.00000000
        PA
        USD
        1298688.30000000
        0.190858357698
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-05-21
          Fixed
          0.01050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 01/31/2026
        9128286A3
        
          
        
        461000.00000000
        PA
        USD
        462746.76000000
        0.068006377391
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        EQUITABLE HOLDINGS INC 4.35% 04/20/2028
        054561AJ4
        
          
        
        360000.00000000
        PA
        USD
        367717.65000000
        0.054040670710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 05/46#MA3663
        36179SB89
        
          
        
        56880.24300000
        PA
        USD
        58137.25000000
        0.008543990160
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027
        459058GE7
        
          
        
        92000.00000000
        PA
        USD
        91541.30000000
        0.013453129730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-22
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 08/20/2048#MA5397
        36179T7J8
        
          
        
        64808.39100000
        PA
        USD
        65708.97000000
        0.009656748351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 04/30/2023
        91282CBX8
        
          
        
        751000.00000000
        PA
        USD
        737740.16000000
        0.108420069192
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 2.55% 08/20/2060
        037833EA4
        
          
        
        200000.00000000
        PA
        USD
        163904.33000000
        0.024087774752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-08-20
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.5% 04/15/2050
        87264AAZ8
        
          
        
        80000.00000000
        PA
        USD
        80932.47000000
        0.011894030545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FNDTN HOSPS
        DW4Z57L3G4IRMHYZYK62
        KAISER FNDTN HOSPS 2.81% 06/01/2041
        48305QAF0
        
          
        
        63000.00000000
        PA
        USD
        55011.74000000
        0.008084657689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.02810000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COML MTG TR 2019-C52
        N/A
        WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052
        95002MAX7
        
          
        
        200000.00000000
        PA
        USD
        193566.64000000
        0.028447019208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          0.02892000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP 4.5% 11/15/2048
        855244AS8
        
          
        
        50000.00000000
        PA
        USD
        53327.79000000
        0.007837180345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 02/01/2035#SB8032
        3132D54R0
        
          
        
        127826.67100000
        PA
        USD
        129070.57000000
        0.018968521559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW FIN CORP
        N/A
        CDW LLC / CDW FIN CORP 2.67% 12/01/2026
        12513GBG3
        
          
        
        150000.00000000
        PA
        USD
        141378.75000000
        0.020777361310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.02670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 12/47#BJ1662
        3140H2Z43
        
          
        
        61471.67400000
        PA
        USD
        62072.41000000
        0.009122310743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 04/01/2035#SB8041
        3132D55A6
        
          
        
        14252.80000000
        PA
        USD
        14378.13000000
        0.002113044583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS TR 2014-GC26
        N/A
        GSMS 2014-GC26 A4 3.364% 11/10/2047
        36250HAD5
        
          
        
        84449.12000000
        PA
        USD
        83689.52000000
        0.012299213247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Fixed
          0.03364000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALGREENS BOOTS ALLIANCE INC
        549300RPTUOIXG4LIH86
        WALGREENS BOOTS ALLIANCE INC 3.45% 06/01/2026
        931427AQ1
        
          
        
        81000.00000000
        PA
        USD
        81411.57000000
        0.011964440233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN TRUST CORP
        549300GLF98S992BC502
        NORTHERN TRUST CORP 1.95% 05/01/2030
        665859AV6
        
          
        
        220000.00000000
        PA
        USD
        201537.62000000
        0.029618453610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.65% 06/01/2044
        00206RJK9
        
          
        
        40000.00000000
        PA
        USD
        41671.57000000
        0.006124154204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-01
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 03/20/2049#MA5816
        36179UN99
        
          
        
        473747.76900000
        PA
        USD
        479664.74000000
        0.070492684443
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN B V 3.125% 11/07/2049
        822582CE0
        
          
        
        100000.00000000
        PA
        USD
        90940.30000000
        0.013364805324
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2049-11-07
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OESTERREICHISCHE KONTROLLBANK
        5299000OVRLMF858L016
        OESTERREICHISCHE KONTROLLBANK 0.375% 09/17/2025
        676167CB3
        
          
        
        83000.00000000
        PA
        USD
        76820.31000000
        0.011289697616
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2025-09-17
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 12/20/2048#MA5652
        36179UH54
        
          
        
        13027.50800000
        PA
        USD
        13537.39000000
        0.001989487410
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGELLAN MIDSTREAM PARTNRS MLP
        MZF5TI8NFVZZNUSKDL39
        MAGELLAN MIDSTREAM PARTNRS MLP 5% 03/01/2026
        559080AK2
        
          
        
        72000.00000000
        PA
        USD
        75842.69000000
        0.011146024228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 02/20/2050#MA6476
        36179VFR6
        
          
        
        473318.36700000
        PA
        USD
        483672.82000000
        0.071081721525
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 5% 04/15/2030
        11135FBD2
        
          
        
        50000.00000000
        PA
        USD
        53149.68000000
        0.007811004870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC 5.85% 09/01/2043
        92553PAU6
        
          
        
        363000.00000000
        PA
        USD
        418238.29000000
        0.061465305536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.05850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 11/01/2034#SB8016
        3132D53Z3
        
          
        
        84459.32600000
        PA
        USD
        85281.21000000
        0.012533131840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.625% 12/15/2047
        931142DW0
        
          
        
        20000.00000000
        PA
        USD
        20954.49000000
        0.003079522274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2348
        3140QMTE4
        
          
        
        787891.23800000
        PA
        USD
        733372.79000000
        0.107778229988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 10/01/2034#MA3798
        31418DGG1
        
          
        
        189995.29500000
        PA
        USD
        191844.16000000
        0.028193879402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN INTERNATIONAL COOPERATION AGENCY
        254900XEIG78M2AJB031
        JAPAN INTERNATL CO OPEA AGENCY 1.75% 04/28/2031
        47109LAE4
        
          
        
        200000.00000000
        PA
        USD
        183323.46000000
        0.026941656826
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2031-04-28
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC 3.85% 01/15/2028
        166756AR7
        
          
        
        55000.00000000
        PA
        USD
        57289.84000000
        0.008419452747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUR WIEDERAUFB
        549300GDPG70E3MBBU98
        KREDITANSTALT FUR WIEDER(UNGTD 2.375% 12/29/2022
        500769HR8
        
          
        
        996000.00000000
        PA
        USD
        1002088.06000000
        0.147269272696
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-12-29
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.946%/VAR 01/23/2049
        06051GHA0
        
          
        
        23000.00000000
        PA
        USD
        23278.45000000
        0.003421057028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-23
          Variable
          0.03946000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENERGY CO 3.65% 04/15/2029
        595620AT2
        
          
        
        190000.00000000
        PA
        USD
        195291.80000000
        0.028700552873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 1.995% 05/11/2027
        166764BX7
        
          
        
        80000.00000000
        PA
        USD
        76774.70000000
        0.011282994660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          0.01995000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 12/20/2051#MA7766
        36179WTX6
        
          
        
        198064.07000000
        PA
        USD
        188563.55000000
        0.027711753062
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 3.7% 04/15/2050
        88579YBP5
        
          
        
        24000.00000000
        PA
        USD
        24224.63000000
        0.003560109918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY
        549300FC3G3YU2FBZD92
        SOUTHERN COMPANY 3.25% 07/01/2026
        842587CV7
        
          
        
        112000.00000000
        PA
        USD
        112010.51000000
        0.016461334088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON NORTHN SANTA FE LLC
        N/A
        BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051
        12189LBF7
        
          
        
        211000.00000000
        PA
        USD
        193724.49000000
        0.028470217224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLAXOSMITHKLINE CAPITAL INC
        5493007Q8VD7Q3ZYZS59
        GLAXOSMITHKLINE CAPITAL INC 3.875% 05/15/2028
        377372AN7
        
          
        
        130000.00000000
        PA
        USD
        135731.86000000
        0.019947480767
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2049#MA3804
        31418DGN6
        
          
        
        612690.77900000
        PA
        USD
        626445.93000000
        0.092064001336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4280
        3133GAXH4
        
          
        
        127193.94000000
        PA
        USD
        123765.40000000
        0.018188861009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
        161175BL7
        
          
        
        190000.00000000
        PA
        USD
        194539.30000000
        0.028589963662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2049#ZT2086
        3132AEJ72
        
          
        
        135036.01800000
        PA
        USD
        135733.24000000
        0.019947683575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 02/28/2027
        912828ZB9
        
          
        
        691000.00000000
        PA
        USD
        648352.34000000
        0.095283420065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2041#AI9851
        3138AP5M6
        
          
        
        28011.43100000
        PA
        USD
        29836.09000000
        0.004384783583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 07/01/2048#BK0916
        3140HEAS1
        
          
        
        22846.07100000
        PA
        USD
        24064.29000000
        0.003536545966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 4.45% 11/16/2038
        913017CW7
        
          
        
        370000.00000000
        PA
        USD
        401274.23000000
        0.058972226456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-16
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 11/30/2026
        912828YU8
        
          
        
        180000.00000000
        PA
        USD
        173250.00000000
        0.025461236904
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 02/15/2028
        9128283W8
        
          
        
        363000.00000000
        PA
        USD
        368615.16000000
        0.054172570939
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED MATERIALS INC
        41BNNE1AFPNAZELZ6K07
        APPLIED MATERIALS INC 4.35% 04/01/2047
        038222AM7
        
          
        
        28000.00000000
        PA
        USD
        31578.09000000
        0.004640792095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.65% 09/15/2059
        00206RLV2
        
          
        
        257000.00000000
        PA
        USD
        225371.68000000
        0.033121164421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA PITTSBURGH PA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA PITTSBURGH PA 3.875% 04/10/2025
        20453KAA3
        
          
        
        260000.00000000
        PA
        USD
        265011.03000000
        0.038946658684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-10
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.95% 02/14/2049
        02209SBF9
        
          
        
        30000.00000000
        PA
        USD
        32476.62000000
        0.004772842226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-14
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORP NEW
        54930042348RKR3ZPN35
        DEVON ENERGY CORP NEW 5% 06/15/2045
        25179MAU7
        
          
        
        80000.00000000
        PA
        USD
        87098.36000000
        0.012800184576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 01/31/2025
        912828Z52
        
          
        
        1386000.00000000
        PA
        USD
        1343337.19000000
        0.197420066014
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 2.65% 01/13/2031
        254687FX9
        
          
        
        200000.00000000
        PA
        USD
        190989.10000000
        0.028068217727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-13
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 01/01/2047#ZS4702
        3132A5GK5
        
          
        
        26354.62000000
        PA
        USD
        25459.88000000
        0.003741645230
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC 1.2% 03/01/2026
        37940XAE2
        
          
        
        346000.00000000
        PA
        USD
        318759.74000000
        0.046845698445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN CORP
        549300RLHFT5RU20WM87
        BERKSHIRE HATHAWAY FIN CORP 2.85% 10/15/2050
        084664CV1
        
          
        
        220000.00000000
        PA
        USD
        190469.11000000
        0.027991798745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 09/01/2050#
        3132DV7C3
        
          
        
        80150.80400000
        PA
        USD
        76753.40000000
        0.011279864361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2042#BM4320
        3140J8YS6
        
          
        
        73442.26700000
        PA
        USD
        75978.41000000
        0.011165969966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE13 MTG TR
        N/A
        COMM 2013-CR13 A3 3.928% 11/12/46
        12630BAZ1
        
          
        
        44439.68000000
        PA
        USD
        44589.14000000
        0.006552927312
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          0.03928000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        SUNCOR ENERGY INC 4% 11/15/2047
        867224AB3
        
          
        
        179000.00000000
        PA
        USD
        179187.73000000
        0.026333859993
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.33% 03/15/2050
        06051GHS1
        
          
        
        60000.00000000
        PA
        USD
        64339.90000000
        0.009455546529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Variable
          0.04330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2050#QA8779
        3133A3XG8
        
          
        
        937729.03000000
        PA
        USD
        972878.40000000
        0.142976550773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.0% 10/31/2022
        9128283C2
        
          
        
        48000.00000000
        PA
        USD
        48215.63000000
        0.007085885009
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 03/01/2035#MA3957
        31418DMF6
        
          
        
        20148.80200000
        PA
        USD
        20591.01000000
        0.003026104379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
        00774MAM7
        
          
        
        150000.00000000
        PA
        USD
        145879.65000000
        0.021438824405
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-08-14
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#
        3132DWCH4
        
          
        
        729402.30000000
        PA
        USD
        678247.20000000
        0.099676840628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 10/20/2048#MA5528
        36179UD90
        
          
        
        65035.06500000
        PA
        USD
        66666.11000000
        0.009797411949
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 3.55% 03/10/2051
        715638DT6
        
          
        
        170000.00000000
        PA
        USD
        158610.00000000
        0.023309707275
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2051-03-10
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA INC
        5493009NTB34VXE1T760
        BP CAP MARKETS AMERICA INC 3% 02/24/2050
        10373QBG4
        
          
        
        240000.00000000
        PA
        USD
        207297.81000000
        0.030464984993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-24
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND REPUBLIC OF
        259400R9L8QEP0TPXS31
        POLAND GOVT 3.25% 04/06/26
        731011AU6
        
          
        
        73000.00000000
        PA
        USD
        74224.94000000
        0.010908275795
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2026-04-06
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 11/01/2049#MA3885
        31418DJ78
        
          
        
        31186.99900000
        PA
        USD
        32776.88000000
        0.004816969158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4% 06/34#FM1084
        3140X4F27
        
          
        
        7824.69200000
        PA
        USD
        8105.30000000
        0.001191174392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 05/01/2035#MA4028
        31418DPN6
        
          
        
        43999.40300000
        PA
        USD
        44965.05000000
        0.006608171950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 07/01/2034#MA3729
        31418DEB4
        
          
        
        284380.12000000
        PA
        USD
        281719.80000000
        0.041402219731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2046#BD6712
        3140FEN67
        
          
        
        7826.20700000
        PA
        USD
        7764.25000000
        0.001141052863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/20/2049#MA6038
        36179UV74
        
          
        
        304773.82000000
        PA
        USD
        303541.80000000
        0.044609233363
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.0% 07/20/2042#MA0219
        36179MG46
        
          
        
        37119.55500000
        PA
        USD
        37355.20000000
        0.005489810082
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2049#BN8321
        3140JRG70
        
          
        
        2479.26100000
        PA
        USD
        2576.45000000
        0.000378641291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 01/31/2025
        9128283V0
        
          
        
        238000.00000000
        PA
        USD
        237944.22000000
        0.034968855154
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-31
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 07/01/2033#ZS8705
        3132A9U62
        
          
        
        47992.51200000
        PA
        USD
        49180.78000000
        0.007227725776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 4.25% 04/01/2046
        437076BH4
        
          
        
        104000.00000000
        PA
        USD
        113753.70000000
        0.016717517486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 12/31/2024
        912828YY0
        
          
        
        2363000.00000000
        PA
        USD
        2315555.40000000
        0.340299593677
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 02/01/2052#QD7087
        3133B42U8
        
          
        
        798346.54000000
        PA
        USD
        741857.22000000
        0.109025122237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 12/20/2048#MA5650
        36179UH39
        
          
        
        257900.31800000
        PA
        USD
        261262.46000000
        0.038395759816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 10/01/2036#BU0185
        3140M1F33
        
          
        
        969315.51000000
        PA
        USD
        920251.18000000
        0.135242327881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN B V 3.75% 09/12/2046
        822582BY7
        
          
        
        70000.00000000
        PA
        USD
        70739.05000000
        0.010395981012
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2046-09-12
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 08/01/2047#Q50234
        3132XSHL7
        
          
        
        30408.97700000
        PA
        USD
        30133.26000000
        0.004428456401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.375% 08/25/2025
        3135G05X7
        
          
        
        95000.00000000
        PA
        USD
        88409.62000000
        0.012992890501
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-08-25
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2050#SD8038
        3132DV4X0
        
          
        
        67127.87100000
        PA
        USD
        67495.44000000
        0.009919292281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 08/01/2035#CA6563
        3140QEJH6
        
          
        
        375053.15400000
        PA
        USD
        371310.20000000
        0.054568640503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032
        06051GJP5
        
          
        
        180000.00000000
        PA
        USD
        165088.00000000
        0.024261729743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-11
          Variable
          0.02651000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC 7% 06/15/2038
        25746UBD0
        
          
        
        130000.00000000
        PA
        USD
        169120.89000000
        0.024854412962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.375% 11/15/2048
        912810SE9
        
          
        
        157000.00000000
        PA
        USD
        183837.19000000
        0.027017155823
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2020-B19 A5
        N/A
        BENCHMARK 2020-B19 A5 1.85% 09/15/2053
        08162WBC9
        
          
        
        410000.00000000
        PA
        USD
        366445.91000000
        0.053853772739
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          0.01850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORP 4.3% 03/01/2048
        126408HK2
        
          
        
        140000.00000000
        PA
        USD
        150404.01000000
        0.022103735237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC 0.95% 08/15/2025
        65473PAK1
        
          
        
        280000.00000000
        PA
        USD
        257314.40000000
        0.037815543418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL OHARE INTL ARPT REV
        N/A
        CHICAGO ILL O HARE INTL ARPT BUILD AMERICA BONDS
        167593AN2
        
          
        
        250000.00000000
        PA
        USD
        335252.70000000
        0.049269543535
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          0.06395000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 02/01/2049#G08864
        3128MJ6A3
        
          
        
        25032.72000000
        PA
        USD
        26349.96000000
        0.003872453529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 01/20/2051#MA7136
        36179V4V9
        
          
        
        543985.46300000
        PA
        USD
        528865.77000000
        0.077723386208
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.272% 01/15/2036
        92343VCV4
        
          
        
        276000.00000000
        PA
        USD
        290762.74000000
        0.042731191954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-15
          Fixed
          0.04272000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.6% 01/13/2051
        254687FZ4
        
          
        
        30000.00000000
        PA
        USD
        29663.17000000
        0.004359370843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-13
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON and JOHNSON
        549300G0CFPGEF6X2043
        JOHNSON and JOHNSON 2.45% 09/01/2060
        478160CT9
        
          
        
        110000.00000000
        PA
        USD
        89081.62000000
        0.013091649238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-09-01
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.125% 08/15/2046
        92343VDC5
        
          
        
        54000.00000000
        PA
        USD
        55448.73000000
        0.008148878791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        FEDERAL HOME LOAN BANKS 1.5% 08/15/2024
        3130AGWK7
        
          
        
        100000.00000000
        PA
        USD
        97876.46000000
        0.014384160089
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KELLOGG CO
        LONOZNOJYIBXOHXWDB86
        KELLOGG CO 4.5% 04/01/2046
        487836BQ0
        
          
        
        32000.00000000
        PA
        USD
        34394.83000000
        0.005054746983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTERN ENERGY GAS HOLDINGS LLC
        549300BFOD6TDMVV4O24
        EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024
        257375AN5
        
          
        
        50000.00000000
        PA
        USD
        49479.01000000
        0.007271554374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        WESTERN UN CO 2.85% 01/10/2025
        959802AY5
        
          
        
        70000.00000000
        PA
        USD
        69193.60000000
        0.010168857961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.125% 09/30/2024
        02005NAV2
        
          
        
        290000.00000000
        PA
        USD
        302684.90000000
        0.044483301277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAY AREA TOLL AU CA BRIDGE REV
        N/A
        BAY AREA TA CA 6.263% 4/1/49
        072024ND0
        
          
        
        75000.00000000
        PA
        USD
        106566.95000000
        0.015661335412
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.06263000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING CO
        549300G6UZOB126GBY72
        GE CAPITAL INTL FUNDING CO 4.418% 11/15/2035
        36164QNA2
        
          
        
        200000.00000000
        PA
        USD
        214757.70000000
        0.031561308379
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          0.04418000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2320
        3140QMSJ4
        
          
        
        1228705.98600000
        PA
        USD
        1174896.28000000
        0.172665584549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE INC 2.85% 03/27/2030
        654106AK9
        
          
        
        570000.00000000
        PA
        USD
        562690.95000000
        0.082694416057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-27
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR TREE INC
        549300PMSTQITB1WHR43
        DOLLAR TREE INC 4% 05/15/2025
        256746AG3
        
          
        
        248000.00000000
        PA
        USD
        253701.06000000
        0.037284518277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAP CORP
        5IDHQUFVC8Q2KIBBFF06
        AMER WATER CAP CORP 3.75% 09/01/2047
        03040WAR6
        
          
        
        240000.00000000
        PA
        USD
        234267.24000000
        0.034428477325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 1.5% 10/01/2051#SD8171
        3132DWCG6
        
          
        
        1962513.96000000
        PA
        USD
        1753004.60000000
        0.257625774401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 2.9% 05/15/2050
        91324PDZ2
        
          
        
        120000.00000000
        PA
        USD
        106365.47000000
        0.015631725426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2049#MA3851
        31418DH54
        
          
        
        85565.44000000
        PA
        USD
        88792.78000000
        0.013049200617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2048#MA3384
        31418CXN9
        
          
        
        14262.31100000
        PA
        USD
        14581.61000000
        0.002142948494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 03/20/2051#MA7259
        36179WB49
        
          
        
        251518.98500000
        PA
        USD
        260419.86000000
        0.038271929293
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050
        026874DP9
        
          
        
        240000.00000000
        PA
        USD
        263044.62000000
        0.038657670339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-30
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2048#MA3564
        31418C6A7
        
          
        
        72980.05900000
        PA
        USD
        75823.93000000
        0.011143267213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
        06738EBL8
        
          
        
        516000.00000000
        PA
        USD
        501176.00000000
        0.073654030977
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Variable
          0.02852000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC 3.35% 03/26/2030
        57636QAP9
        
          
        
        53000.00000000
        PA
        USD
        54013.76000000
        0.007937992146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-26
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048
        026874DL8
        
          
        
        100000.00000000
        PA
        USD
        114576.10000000
        0.016838379369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040
        009158AZ9
        
          
        
        60000.00000000
        PA
        USD
        53046.30000000
        0.007795811897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY REPUBLIC OF
        5299008DH62LEB10JK83
        HUNGARY REPUBLIC OF 5.375% 03/25/2024
        445545AL0
        
          
        
        964000.00000000
        PA
        USD
        1010272.00000000
        0.148472004212
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2024-03-25
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        NEWMONT CORP 2.8% 10/01/2029
        651639AX4
        
          
        
        100000.00000000
        PA
        USD
        95654.63000000
        0.014057634605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039
        110122CQ9
        
          
        
        100000.00000000
        PA
        USD
        107381.36000000
        0.015781023065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC DEL
        5493000C01ZX7D35SD85
        BERKSHIRE HATHAWAY INC DEL 4.5% 02/11/2043
        084670BK3
        
          
        
        33000.00000000
        PA
        USD
        36192.38000000
        0.005318919257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-11
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3ML+0 03/05/2024
        06051GHF9
        
          
        
        113000.00000000
        PA
        USD
        113645.15000000
        0.016701564716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Variable
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2049
        912810SF6
        
          
        
        134000.00000000
        PA
        USD
        147290.08000000
        0.021646104591
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC PROVINCE CDA
        549300WN65YFEQH74Y36
        QUEBEC PROVINCE CDA 2.75% 04/12/2027
        748149AN1
        
          
        
        95000.00000000
        PA
        USD
        95118.75000000
        0.013978880391
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-12
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 11/01/2036#MA4470
        31418D6G2
        
          
        
        1319491.65000000
        PA
        USD
        1282687.47000000
        0.188506837217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS FORT WORTH TX INTL ARPT
        N/A
        DFW ARPT 3.144% 11/1/2045
        2350364X5
        
          
        
        20000.00000000
        PA
        USD
        18226.97000000
        0.002678679372
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.03144000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 1.5% 11/01/2051#BQ6746
        3140KSP84
        
          
        
        266581.59400000
        PA
        USD
        238122.52000000
        0.034995058551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030
        459058JG9
        
          
        
        160000.00000000
        PA
        USD
        138478.37000000
        0.020351114486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-26
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 1.75% 07/02/2024
        3135G0V75
        
          
        
        100000.00000000
        PA
        USD
        98623.57000000
        0.014493957172
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-07-02
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.75% 2/15/41
        912810QN1
        
          
        
        48000.00000000
        PA
        USD
        63875.63000000
        0.009387316293
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 05/51#MA7368
        36179WFH6
        
          
        
        40817.31600000
        PA
        USD
        40438.66000000
        0.005942962784
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST WTR RES AUTH
        N/A
        MA WTR 2.823% 8/1/2041
        576051ZT6
        
          
        
        100000.00000000
        PA
        USD
        92149.75000000
        0.013542549006
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-08-01
          Fixed
          0.02823000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 03/31/2028
        91282CBS9
        
          
        
        2218000.00000000
        PA
        USD
        2068804.85000000
        0.304036539075
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE CORP 2.056% 04/05/2025
        68902VAH0
        
          
        
        48000.00000000
        PA
        USD
        46728.52000000
        0.006867335745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-05
          Fixed
          0.02056000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 02/20/2046#MA3453
        36179RZS1
        
          
        
        308348.98200000
        PA
        USD
        309150.13000000
        0.045433447035
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 2.976%/VAR 11/05/2030
        17308CC53
        
          
        
        270000.00000000
        PA
        USD
        256097.32000000
        0.037636678413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Variable
          0.02976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 3.125% 07/31/2029
        29379VBV4
        
          
        
        70000.00000000
        PA
        USD
        68737.49000000
        0.010101826938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GROUP INC
        IU7C3FTM7Y3BQM112U94
        HARTFORD FINL SVCS GROUP INC 4.4% 03/15/2048
        416515BD5
        
          
        
        70000.00000000
        PA
        USD
        72655.86000000
        0.010677680022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVARTIS CAP CORP
        5493002KF87V5RSRQS84
        NOVARTIS CAP CORP 3.1% 05/17/2027
        66989HAN8
        
          
        
        90000.00000000
        PA
        USD
        90878.72000000
        0.013355755379
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 01/01/2049#CA2978
        3140QAJY7
        
          
        
        36359.26600000
        PA
        USD
        39225.06000000
        0.005764609207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 07/01/2033#BK0931
        3140HEA93
        
          
        
        23768.97500000
        PA
        USD
        24015.13000000
        0.003529321294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        NASDAQ INC 2.5% 12/21/2040
        63111XAE1
        
          
        
        100000.00000000
        PA
        USD
        80493.75000000
        0.011829555198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-21
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 11/15/2027
        9128283F5
        
          
        
        682000.00000000
        PA
        USD
        674141.01000000
        0.099073385065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        KROGER CO 5.4% 01/15/2049
        501044DM0
        
          
        
        28000.00000000
        PA
        USD
        33563.55000000
        0.004932580074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 2.1% 05/12/2031
        023135BZ8
        
          
        
        105000.00000000
        PA
        USD
        97541.25000000
        0.014334896820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-12
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 03/01/2049#FM3664
        3140X7CA5
        
          
        
        81036.89900000
        PA
        USD
        82982.83000000
        0.012195356384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3% 02/15/2041
        87264ABL8
        
          
        
        529000.00000000
        PA
        USD
        447173.30000000
        0.065717664234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP 4.227% 03/19/2040
        30231GBF8
        
          
        
        421000.00000000
        PA
        USD
        452696.22000000
        0.066529325847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-19
          Fixed
          0.04227000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2049#G08861
        3128MJ5X4
        
          
        
        20738.47300000
        PA
        USD
        20874.50000000
        0.003067766751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030
        06051GHQ5
        
          
        
        60000.00000000
        PA
        USD
        60968.40000000
        0.008960062776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Variable
          0.03974000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 09/30/2026
        912828YG9
        
          
        
        653000.00000000
        PA
        USD
        628742.07000000
        0.092401447596
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 10/31/2026
        912828YQ7
        
          
        
        457000.00000000
        PA
        USD
        439933.91000000
        0.064653746059
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 09/20/2048#MA5466
        36179UCB6
        
          
        
        32136.29200000
        PA
        USD
        32949.78000000
        0.004842378958
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 08/01/2033#MA3438
        31418CZC1
        
          
        
        51630.16300000
        PA
        USD
        52908.49000000
        0.007775559008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 0.45% 09/14/2023
        14913R2F3
        
          
        
        170000.00000000
        PA
        USD
        165709.41000000
        0.024353053652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-14
          Fixed
          0.00450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 06/01/2035#MA4053
        31418DQF2
        
          
        
        14820.12900000
        PA
        USD
        14672.23000000
        0.002156266227
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVARTIS CAP CORP
        5493002KF87V5RSRQS84
        NOVARTIS CAP CORP 4% 11/20/2045
        66989HAK4
        
          
        
        35000.00000000
        PA
        USD
        37500.03000000
        0.005511094647
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-11-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.375% 05/15/2051
        912810SX7
        
          
        
        1985000.00000000
        PA
        USD
        1945144.93000000
        0.285863179660
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.6% 07/01/2030
        58013MFQ2
        
          
        
        340000.00000000
        PA
        USD
        346244.43000000
        0.050884914626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048
        035240AN0
        
          
        
        78000.00000000
        PA
        USD
        84183.36000000
        0.012371789162
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 01/20/2050#MA6409
        36179VDN7
        
          
        
        813130.37700000
        PA
        USD
        807365.85000000
        0.118652428140
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE CO OF CO
        5BANEF6PGSEK0SNMQF44
        PUBLIC SERVICE CO OF CO 3.7% 06/15/2028
        744448CP4
        
          
        
        87000.00000000
        PA
        USD
        88758.27000000
        0.013044128944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 2.25% 02/01/2032
        00206RKH4
        
          
        
        50000.00000000
        PA
        USD
        44335.92000000
        0.006515713492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC 4.2% 03/01/2048
        571748BD3
        
          
        
        110000.00000000
        PA
        USD
        113720.32000000
        0.016712611880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.125% 05/15/2040
        912810SR0
        
          
        
        3721000.00000000
        PA
        USD
        2932031.72000000
        0.430898437137
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 4.45% 12/15/2048
        91324PDQ2
        
          
        
        102000.00000000
        PA
        USD
        114921.54000000
        0.016889146062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2046#AS8483
        3138WJM96
        
          
        
        43405.77400000
        PA
        USD
        43035.00000000
        0.006324527158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV CA REGTS MED CTR POOLED REV
        N/A
        UNIV CA MED CTR 3.256% 5/15/2060
        913366KC3
        
          
        
        150000.00000000
        PA
        USD
        133278.90000000
        0.019586987862
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2060-05-15
          Fixed
          0.03256000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 05/15/2026
        912828R36
        
          
        
        264000.00000000
        PA
        USD
        254729.06000000
        0.037435595631
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2047#BE3774
        3140FPFQ7
        
          
        
        29256.82600000
        PA
        USD
        30158.22000000
        0.004432124583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3.8% 03/15/2025
        00287YCX5
        
          
        
        61000.00000000
        PA
        USD
        62133.52000000
        0.009131291615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 07/01/2051#BR2137
        3140L0LT2
        
          
        
        166880.21900000
        PA
        USD
        159584.93000000
        0.023452985333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5% 05/15/2050
        29278NAR4
        
          
        
        160000.00000000
        PA
        USD
        161894.25000000
        0.023792368558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        ROYAL BANK OF CANADA 4.65% 01/27/2026
        780082AD5
        
          
        
        55000.00000000
        PA
        USD
        57327.58000000
        0.008424999108
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-01-27
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST
        N/A
        CA ST GO 7.6% 11/01/40
        13063BJC7
        
          
        
        350000.00000000
        PA
        USD
        532452.97000000
        0.078250569752
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-01
          Fixed
          0.07600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESSIVE CORP OHIO
        529900TACNVLY9DCR586
        PROGRESSIVE CORP OHIO 4.2% 03/15/2048
        743315AT0
        
          
        
        135000.00000000
        PA
        USD
        143953.59000000
        0.021155765992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 08/15/2027
        9128282R0
        
          
        
        639000.00000000
        PA
        USD
        632110.78000000
        0.092896521324
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-08-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 03/20/2052#
        36179WY85
        
          
        
        400000.00000000
        PA
        USD
        380782.00000000
        0.055960639024
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-03-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 08/48#BK4769
        3140HJJP7
        
          
        
        34626.03200000
        PA
        USD
        36540.02000000
        0.005370009268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 02/01/2032#BE3171
        3140FNQZ0
        
          
        
        42220.38300000
        PA
        USD
        41970.55000000
        0.006168093024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ELEC POWER CO
        R64UBJHEC74EB3HGQ410
        SOUTHWESTERN ELEC POWER CO 3.85% 02/01/2048
        845437BQ4
        
          
        
        190000.00000000
        PA
        USD
        177138.68000000
        0.026032726674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 10YR 2.5% 04/01/2030#FM7132
        3140XA4S8
        
          
        
        68462.34100000
        PA
        USD
        68335.36000000
        0.010042728946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#CA5423
        3140QDAZ7
        
          
        
        412594.17300000
        PA
        USD
        405253.26000000
        0.059556994280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 3.1% 05/12/2051
        023135CB0
        
          
        
        105000.00000000
        PA
        USD
        98541.57000000
        0.014481906255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-12
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 3.875% 09/12/2023
        780097BD2
        
          
        
        220000.00000000
        PA
        USD
        222252.77000000
        0.032662801902
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 09/20/2050#MA6865
        36179VTW0
        
          
        
        520387.70000000
        PA
        USD
        506045.87000000
        0.074369718791
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 0.653%/VAR 09/16/2024
        46647PBS4
        
          
        
        790000.00000000
        PA
        USD
        768170.25000000
        0.112892148445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-16
          Variable
          0.00653000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 11/01/2032#BH5773
        3140GUMX2
        
          
        
        126061.22100000
        PA
        USD
        125236.49000000
        0.018405055936
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 10YR 2.5% 02/01/2031#
        3140XCNU8
        
          
        
        72585.49000000
        PA
        USD
        72360.13000000
        0.010634218830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 07/15/2023
        912828ZY9
        
          
        
        534000.00000000
        PA
        USD
        521213.20000000
        0.076598746106
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY TEX INC
        LWXX58X12AJXISQ28573
        ENTERGY TEX INC 3.55% 09/30/2049
        29365TAJ3
        
          
        
        29000.00000000
        PA
        USD
        27290.15000000
        0.004010626114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-30
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP 4.35% 06/01/2028
        91913YAV2
        
          
        
        20000.00000000
        PA
        USD
        20757.11000000
        0.003050514834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2.5% 12/01/2037#BM5330
        3140J94Q1
        
          
        
        22318.11400000
        PA
        USD
        21818.46000000
        0.003206493384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.875% 04/15/2030
        87264ABF1
        
          
        
        80000.00000000
        PA
        USD
        80307.13000000
        0.011802129073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC 3.375% 04/01/2030
        25746UDG1
        
          
        
        720000.00000000
        PA
        USD
        710292.96000000
        0.104386362632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/20/2049#MA5875
        36179UQ47
        
          
        
        53947.53200000
        PA
        USD
        54604.46000000
        0.008024802840
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.375% 05/15/2027
        912828X88
        
          
        
        46000.00000000
        PA
        USD
        45802.34000000
        0.006731222103
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 05/01/2048#CA1711
        3140Q83V5
        
          
        
        40742.87900000
        PA
        USD
        42489.69000000
        0.006244387088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 09/01/2051#SD8166
        3132DWCB7
        
          
        
        1301336.67000000
        PA
        USD
        1210070.16000000
        0.177834822595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING GROEP NV 2.727%/VAR 04/01/2032
        456837AW3
        
          
        
        200000.00000000
        PA
        USD
        183422.65000000
        0.026956234027
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2032-04-01
          Variable
          0.02727000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 07/01/2051#RA5561
        3133KMFA8
        
          
        
        1444851.84000000
        PA
        USD
        1343971.71000000
        0.197513316600
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 12/31/2023
        9128285U0
        
          
        
        1205000.00000000
        PA
        USD
        1212672.46000000
        0.178217262865
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2048#BN0594
        3140JGUU7
        
          
        
        14970.31300000
        PA
        USD
        15320.44000000
        0.002251528729
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.887% 11/01/2051 144A
        20030NDR9
        
          
        
        179000.00000000
        PA
        USD
        150903.32000000
        0.022177115037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02887000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 10/20/2051#MA7649
        36179WQA9
        
          
        
        98193.96800000
        PA
        USD
        95372.68000000
        0.014016198555
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/45#G08669
        3128MJW71
        
          
        
        134283.46800000
        PA
        USD
        139492.04000000
        0.020500085868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE II BV
        549300ZSNDBYN4Z4VZ93
        LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027
        50247WAB3
        
          
        
        166000.00000000
        PA
        USD
        165699.23000000
        0.024351557575
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-03-02
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 5.82% 06/16/2028
        045167AW3
        
          
        
        110000.00000000
        PA
        USD
        129463.98000000
        0.019026338039
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2028-06-16
          Fixed
          0.05820000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/20/2049#MA5874
        36179UQ39
        
          
        
        23149.91000000
        PA
        USD
        23092.50000000
        0.003393729369
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING LTD
        5493001NTNQJDH60PM02
        ALIBABA GROUP HOLDING LTD 3.15% 02/09/2051
        01609WAZ5
        
          
        
        245000.00000000
        PA
        USD
        187579.35000000
        0.027567112662
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2051-02-09
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW 3.95% 08/15/2047
        26441CAY1
        
          
        
        250000.00000000
        PA
        USD
        244282.02000000
        0.035900273493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2% 05/31/2024
        912828XT2
        
          
        
        442000.00000000
        PA
        USD
        438270.63000000
        0.064409306428
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-31
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.05% 11/21/2039
        00287YCA5
        
          
        
        50000.00000000
        PA
        USD
        51370.35000000
        0.007549510252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2376
        3140QMUA0
        
          
        
        1001808.43900000
        PA
        USD
        957935.44000000
        0.140780497413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 0.375% 07/28/2025
        459058JE4
        
          
        
        270000.00000000
        PA
        USD
        251000.55000000
        0.036887644829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-28
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.375% 11/15/2040
        912810ST6
        
          
        
        4560000.00000000
        PA
        USD
        3727978.11000000
        0.547872633957
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.5% 02/25/2026
        125523BZ2
        
          
        
        74000.00000000
        PA
        USD
        77408.65000000
        0.011376161478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-25
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 04/30/2028
        91282CBZ3
        
          
        
        2488000.00000000
        PA
        USD
        2317727.50000000
        0.340618810720
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-04-30
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039
        03523TBU1
        
          
        
        270000.00000000
        PA
        USD
        315299.13000000
        0.046337118872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-01-23
          Fixed
          0.05450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 11/01/2036#MA4469
        31418D6F4
        
          
        
        966678.33000000
        PA
        USD
        917747.49000000
        0.134874379574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3% 5/15/42
        912810QW1
        
          
        
        89000.00000000
        PA
        USD
        94260.04000000
        0.013852682303
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 08/01/2050#MA4100
        31418DRW4
        
          
        
        371231.66800000
        PA
        USD
        346356.21000000
        0.050901342084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 05/15/2030
        912828ZQ6
        
          
        
        3069000.00000000
        PA
        USD
        2675904.25000000
        0.393257327808
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 10YR 2.5% 02/01/2030#SA0021
        3132CJAW3
        
          
        
        99293.06500000
        PA
        USD
        99108.90000000
        0.014565282437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 06/01/2048#MA3385
        31418CXP4
        
          
        
        17949.03400000
        PA
        USD
        18634.02000000
        0.002738500419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY 2.55% 03/15/2031
        30040WAL2
        
          
        
        120000.00000000
        PA
        USD
        110195.86000000
        0.016194648758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.3% 04/22/2024
        931142DP5
        
          
        
        3220000.00000000
        PA
        USD
        3274192.34000000
        0.481183185219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-22
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2046#BC4754
        3140F0H80
        
          
        
        79522.00100000
        PA
        USD
        82543.62000000
        0.012130809026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 11/01/2033#BM5111
        3140J9VD0
        
          
        
        23076.46300000
        PA
        USD
        23337.08000000
        0.003429673434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 5.375% 02/07/2035
        949746JM4
        
          
        
        100000.00000000
        PA
        USD
        115035.00000000
        0.016905820417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-07
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 01/01/2029#ZS8509
        3132A9N29
        
          
        
        46726.44800000
        PA
        USD
        47181.15000000
        0.006933855339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 4.875% 05/01/2025
        097023CT0
        
          
        
        660000.00000000
        PA
        USD
        680902.05000000
        0.100067003773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO 7.375% 11/01/2029
        260543BJ1
        
          
        
        46000.00000000
        PA
        USD
        57544.66000000
        0.008456901707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 01/01/2035#CA5039
        3140QCS56
        
          
        
        289585.93900000
        PA
        USD
        294213.84000000
        0.043238373915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 3.577% 04/05/2050
        14448CAS3
        
          
        
        50000.00000000
        PA
        USD
        45752.52000000
        0.006723900436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          0.03577000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 07/20/2049#MA6039
        36179UV82
        
          
        
        268764.56200000
        PA
        USD
        271533.43000000
        0.039905206283
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.8% 08/15/2038
        125523AJ9
        
          
        
        80000.00000000
        PA
        USD
        87571.62000000
        0.012869736005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-08-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 09/01/2049#QA4552
        31346YBV4
        
          
        
        479965.50100000
        PA
        USD
        504546.21000000
        0.074149325148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 3% 04/01/2025
        89236TGX7
        
          
        
        580000.00000000
        PA
        USD
        580925.71000000
        0.085374240266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICA MOVIL SAB DE CV
        5493000FNR3UCEAONM59
        AMERICA MOVIL SAB DE CV 3.625% 04/22/2029
        02364WBH7
        
          
        
        200000.00000000
        PA
        USD
        200810.00000000
        0.029511520824
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 2.6% 11/21/2024
        00287YBZ1
        
          
        
        60000.00000000
        PA
        USD
        59584.98000000
        0.008756752044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 10/01/2035#FM4685
        3140X8F36
        
          
        
        725094.20500000
        PA
        USD
        705209.22000000
        0.103639243968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.75% 11/15/2047
        912810RZ3
        
          
        
        107000.00000000
        PA
        USD
        111020.86000000
        0.016315892743
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-11-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 05/01/2045#ZS9711
        3132AAYG3
        
          
        
        14340.61900000
        PA
        USD
        14831.63000000
        0.002179692035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 12/01/2048#ZA6106
        31329PYB3
        
          
        
        11600.65600000
        PA
        USD
        12197.67000000
        0.001792598935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029
        3137FMTY8
        
          
        
        300000.00000000
        PA
        USD
        301962.57000000
        0.044377145922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Fixed
          0.02903000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3.98%/VAR 03/20/2030
        172967ME8
        
          
        
        160000.00000000
        PA
        USD
        162439.90000000
        0.023872558595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Variable
          0.03980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAGEO CAPITAL PLC
        213800L23DJLALFC4O95
        DIAGEO CAPITAL PLC 2% 04/29/2030
        25243YBD0
        
          
        
        200000.00000000
        PA
        USD
        182370.08000000
        0.026801545807
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-04-29
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3.25% 03/01/2025
        00912XBA1
        
          
        
        88000.00000000
        PA
        USD
        86809.50000000
        0.012757733016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER and GAMBLE CO
        2572IBTT8CCZW6AU4141
        PROCTER and GAMBLE CO 3.55% 03/25/2040
        742718FJ3
        
          
        
        160000.00000000
        PA
        USD
        164293.30000000
        0.024144938719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-25
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 01/48#MA4962
        36179TQP3
        
          
        
        41727.86400000
        PA
        USD
        42376.17000000
        0.006227703916
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041
        26442CAM6
        
          
        
        341000.00000000
        PA
        USD
        356624.45000000
        0.052410387344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 11/30/2022
        91282CAX9
        
          
        
        1068000.00000000
        PA
        USD
        1059531.09000000
        0.155711238615
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 05/01/2051#MA4326
        31418DYY2
        
          
        
        904938.60900000
        PA
        USD
        865661.38000000
        0.127219679510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 10/01/2043#G61529
        31335BVW3
        
          
        
        191516.25200000
        PA
        USD
        191276.03000000
        0.028110385650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 2.978% 05/11/2040
        166764BZ2
        
          
        
        80000.00000000
        PA
        USD
        74130.09000000
        0.010894336411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-11
          Fixed
          0.02978000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 05/01/2033#BJ5753
        3140H7MB0
        
          
        
        55854.05500000
        PA
        USD
        56467.39000000
        0.008298583516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3.2% 11/21/2029
        00287YBX6
        
          
        
        80000.00000000
        PA
        USD
        79048.68000000
        0.011617184233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE UNIV NC REV
        FY5ICUIRRDCHN4HHL592
        DUKE UNIV NC REV 2.832% 10/01/2055
        26442TAH0
        
          
        
        30000.00000000
        PA
        USD
        26330.87000000
        0.003869648017
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2055-10-01
          Fixed
          0.02832000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        CONSTELLATION BRANDS INC 3.6% 02/15/2028
        21036PAY4
        
          
        
        63000.00000000
        PA
        USD
        62524.76000000
        0.009188789187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 09/30/2028
        91282CCY5
        
          
        
        748000.00000000
        PA
        USD
        694120.63000000
        0.102009638099
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-09-30
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP 2.525% 06/01/2050
        594918CC6
        
          
        
        326000.00000000
        PA
        USD
        281499.38000000
        0.041369826277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.02525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 05/01/2050#RA2606
        3133KH3P9
        
          
        
        93748.97200000
        PA
        USD
        98601.45000000
        0.014490706364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 02/20/2052#MA7881
        36179WXJ2
        
          
        
        249249.58000000
        PA
        USD
        242068.72000000
        0.035575001599
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGE WASHINGTON UNIVERSITY
        5493002S4P5IVD462L47
        GEORGE WASH UNIV 4.126% 09/15/2048
        372546AW1
        
          
        
        100000.00000000
        PA
        USD
        105902.10000000
        0.015563627456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-15
          Fixed
          0.04126000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3.52%/VAR 10/27/2028
        172967LS8
        
          
        
        205000.00000000
        PA
        USD
        203072.71000000
        0.029844054130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-27
          Variable
          0.03520000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 1% 09/15/2025
        776743AM8
        
          
        
        50000.00000000
        PA
        USD
        46389.57000000
        0.006817522837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        MASCO CORP 2% 02/15/2031
        574599BQ8
        
          
        
        103000.00000000
        PA
        USD
        89346.08000000
        0.013130514916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL INC
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL INC 2.8% 06/01/2050
        438516CA2
        
          
        
        150000.00000000
        PA
        USD
        138452.57000000
        0.020347322855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKROCK INC
        549300LRIF3NWCU26A80
        BLACKROCK INC 3.375% 06/01/2022
        09247XAJ0
        
          
        
        37000.00000000
        PA
        USD
        37124.25000000
        0.005455869114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2049#FM2214
        3140X5N82
        
          
        
        297338.90600000
        PA
        USD
        309575.98000000
        0.045496030976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 09/01/2051#MA4414
        31418D3Y6
        
          
        
        665962.26000000
        PA
        USD
        636849.25000000
        0.093592898277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2048#BK1523
        3140HEVR0
        
          
        
        36387.80600000
        PA
        USD
        37389.51000000
        0.005494852362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.0% 01/20/2043#MA0698
        36179MX39
        
          
        
        4371.62800000
        PA
        USD
        4399.38000000
        0.000646543471
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-01-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030
        3137F62M8
        
          
        
        590000.00000000
        PA
        USD
        531622.39000000
        0.078128505717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Fixed
          0.01493000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC 4.95% 01/15/2031
        92556HAB3
        
          
        
        190000.00000000
        PA
        USD
        201966.28000000
        0.029681450515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK NEW YORK MELLON CORP
        WFLLPEPC7FZXENRZV188
        BANK NEW YORK MELLON CORP 0.35% 12/07/2023
        06406RAP2
        
          
        
        1100000.00000000
        PA
        USD
        1063510.56000000
        0.156296071102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-07
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 02/28/2029
        91282CEB3
        
          
        
        230000.00000000
        PA
        USD
        222021.88000000
        0.032628869752
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE JOHN CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        DEERE JOHN CAPITAL CORP 2.6% 03/07/2024
        24422EUX5
        
          
        
        60000.00000000
        PA
        USD
        60148.31000000
        0.008839540376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-07
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS INSTITUTE OF TECHNOLOGY
        DLZO3A31IADZ27B62557
        MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050
        575718AG6
        
          
        
        250000.00000000
        PA
        USD
        231930.00000000
        0.034084990910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02989000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 10/20/2048#MA5529
        36179UEA6
        
          
        
        27910.90200000
        PA
        USD
        29020.74000000
        0.004264957785
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 03/20/2048#MA5077
        36179TUA1
        
          
        
        73861.52000000
        PA
        USD
        74870.59000000
        0.011003162073
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 09/20/2049#MA6153
        36179UZS4
        
          
        
        108222.86100000
        PA
        USD
        107692.37000000
        0.015826729843
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 8.35% 07/15/2046
        24703TAK2
        
          
        
        187000.00000000
        PA
        USD
        273279.94000000
        0.040161877596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          0.08350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC 4.7% 12/01/2044
        25746UCC1
        
          
        
        26000.00000000
        PA
        USD
        27779.16000000
        0.004082492200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        ABBOTT LABORATORIES 3.875% 09/15/2025
        002824BM1
        
          
        
        240000.00000000
        PA
        USD
        248172.29000000
        0.036471996933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 04/30/2027
        912828ZN3
        
          
        
        718000.00000000
        PA
        USD
        651248.44000000
        0.095709037890
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-04-30
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELECTRIC AND POWER CO
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047
        927804FY5
        
          
        
        50000.00000000
        PA
        USD
        49919.55000000
        0.007336297193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 3% 01/01/2040#MA3890
        31418DKC5
        
          
        
        581256.41300000
        PA
        USD
        574293.19000000
        0.084399509166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL INC
        5493003T8SZSHOGGAW52
        BRIGHTHOUSE FINANCIAL INC 4.7% 06/22/2047
        10922NAF0
        
          
        
        28000.00000000
        PA
        USD
        27198.24000000
        0.003997118799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-22
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA INC 4.5% 02/15/2027
        404119BU2
        
          
        
        1013000.00000000
        PA
        USD
        1046272.31000000
        0.153762696400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2048#MA3334
        31418CV43
        
          
        
        19220.74000000
        PA
        USD
        19964.33000000
        0.002934005978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 09/01/2050#BP6715
        3140KEN95
        
          
        
        33014.26300000
        PA
        USD
        30802.05000000
        0.004526743389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
        N/A
        WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052
        95001RAX7
        
          
        
        123000.00000000
        PA
        USD
        129539.92000000
        0.019037498364
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          0.04302000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA PWR and LT CO
        A89MY1K3YLIGJMYWVX50
        FLORIDA PWR and LT CO 2.85% 04/01/2025
        341081FZ5
        
          
        
        317000.00000000
        PA
        USD
        317534.47000000
        0.046665629818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 1.4% 09/15/2027
        776743AN6
        
          
        
        50000.00000000
        PA
        USD
        45310.77000000
        0.006658979793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.5% 5/15/38
        912810PX0
        
          
        
        92000.00000000
        PA
        USD
        118054.69000000
        0.017349601326
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-05-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2050#SD8098
        3132DV7K5
        
          
        
        48406.16900000
        PA
        USD
        45162.57000000
        0.006637199965
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 3.65% 12/07/2023
        14913Q2S7
        
          
        
        310000.00000000
        PA
        USD
        316429.16000000
        0.046503190800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-07
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.7% 04/15/2024
        20030NCR0
        
          
        
        30000.00000000
        PA
        USD
        30625.12000000
        0.004500741330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        ROYAL BANK OF CANADA 0.75% 10/07/2024
        78016EZX8
        
          
        
        480000.00000000
        PA
        USD
        455321.12000000
        0.066915087468
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-10-07
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 01/20/2050#MA6412
        36179VDR8
        
          
        
        48229.81400000
        PA
        USD
        50079.77000000
        0.007359843509
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.375% 11/15/39
        912810QD3
        
          
        
        24000.00000000
        PA
        USD
        30509.06000000
        0.004483684873
        Long
        DBT
        UST
        US
        N
        
        2
        
          2039-11-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 08/01/2050#RA3205
        3133KJR20
        
          
        
        25161.98500000
        PA
        USD
        23475.93000000
        0.003450079164
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 1.25% 01/15/2026
        91324PDW9
        
          
        
        81000.00000000
        PA
        USD
        76151.19000000
        0.011191362130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 05/20/2051#MA7367
        36179WFG8
        
          
        
        1939156.48300000
        PA
        USD
        1884501.55000000
        0.276950882604
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 03/15/2023
        912828ZD5
        
          
        
        2000000.00000000
        PA
        USD
        1978125.00000000
        0.290710010109
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030
        785592AX4
        
          
        
        850000.00000000
        PA
        USD
        888902.38000000
        0.130635232796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 01/20/2047#MA4198
        36179SUX3
        
          
        
        14002.90200000
        PA
        USD
        14861.64000000
        0.002184102377
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP 2.65% 09/15/2030
        87612EBK1
        
          
        
        77000.00000000
        PA
        USD
        74842.44000000
        0.010999025081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 08/31/2025
        91282CAJ0
        
          
        
        154000.00000000
        PA
        USD
        142486.09000000
        0.020940098661
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-31
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/01/2048#BK7608
        3140HMN26
        
          
        
        4429.35800000
        PA
        USD
        4535.72000000
        0.000666580325
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.375% 2/15/38
        912810PW2
        
          
        
        12000.00000000
        PA
        USD
        15180.47000000
        0.002230958401
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-02-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 12/20/2049#MA6337
        36179VBE9
        
          
        
        170716.99100000
        PA
        USD
        166305.48000000
        0.024440653534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 02/20/2050#MA6477
        36179VFS4
        
          
        
        36829.22400000
        PA
        USD
        38241.89000000
        0.005620120178
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 4.05% 04/15/2030
        30161NAX9
        
          
        
        150000.00000000
        PA
        USD
        154835.26000000
        0.022754962401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        NORFOLK SOUTHERN CORP 4.15% 02/28/2048
        655844BY3
        
          
        
        38000.00000000
        PA
        USD
        39685.08000000
        0.005832214853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-28
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 2.875% 01/15/2026
        00914AAJ1
        
          
        
        120000.00000000
        PA
        USD
        115820.82000000
        0.017021306415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038
        38148YAA6
        
          
        
        887000.00000000
        PA
        USD
        896329.47000000
        0.131726735815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-10-31
          Variable
          0.04017000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 04/01/2051#BR8989
        3140L77B2
        
          
        
        30530.33000000
        PA
        USD
        28417.77000000
        0.004176343863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.625% 01/20/2027
        61746BEF9
        
          
        
        96000.00000000
        PA
        USD
        96825.25000000
        0.014229671737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-20
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/51#MA7311
        36179WDQ8
        
          
        
        2745038.82000000
        PA
        USD
        2617228.17000000
        0.384634149894
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 08/01/2032#MA3090
        31418CNG5
        
          
        
        147351.78000000
        PA
        USD
        149015.91000000
        0.021899736721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.125% 08/15/2040
        912810SQ2
        
          
        
        331000.00000000
        PA
        USD
        259485.90000000
        0.038134672284
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 4.2% 03/25/2050
        191216CQ1
        
          
        
        150000.00000000
        PA
        USD
        168210.20000000
        0.024720575768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-25
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COML MTG TR 2015-GC29
        N/A
        CITIGROUP COML MTG TR 2015-GC29 A4 3.192% 04/10/2048
        17323VAZ8
        
          
        
        80000.00000000
        PA
        USD
        79544.62000000
        0.011690068769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-10
          Fixed
          0.03192000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 3.5% 08/15/2039
        91324PDT6
        
          
        
        772000.00000000
        PA
        USD
        765801.21000000
        0.112543988626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER INC 2.55% 09/15/2026
        26138EAU3
        
          
        
        50000.00000000
        PA
        USD
        48428.19000000
        0.007117123338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2048#CA2855
        3140QAE55
        
          
        
        13832.79300000
        PA
        USD
        14380.47000000
        0.002113388475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 06/20/2047#MA4510
        36179TAK1
        
          
        
        50336.34200000
        PA
        USD
        51228.51000000
        0.007528665104
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
        46647PBK1
        
          
        
        200000.00000000
        PA
        USD
        193001.12000000
        0.028363909028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Variable
          0.02083000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II SARL
        222100KDGL314CKTZ511
        DH EUROPE FINANCE II SARL 2.6% 11/15/2029
        23291KAH8
        
          
        
        80000.00000000
        PA
        USD
        76255.65000000
        0.011206713823
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-11-15
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 10/01/2033#MA3488
        31418C2W3
        
          
        
        67691.76800000
        PA
        USD
        68392.79000000
        0.010051168997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 4% 11/01/2033#ZT1346
        3132ADP77
        
          
        
        95003.06600000
        PA
        USD
        98410.10000000
        0.014462585107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 12/20/2049#MA6341
        36179VBJ8
        
          
        
        26864.32100000
        PA
        USD
        27901.06000000
        0.004100406918
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINL INC 3.935% 12/07/2049
        744320BA9
        
          
        
        38000.00000000
        PA
        USD
        38615.17000000
        0.005674978305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-07
          Fixed
          0.03935000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        COSTCO WHOLESALE CORP 1.375% 06/20/2027
        22160KAN5
        
          
        
        395000.00000000
        PA
        USD
        367123.77000000
        0.053953392676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026
        00774MAL9
        
          
        
        150000.00000000
        PA
        USD
        151503.59000000
        0.022265332160
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-04-03
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 11/30/2023
        9128285P1
        
          
        
        1045000.00000000
        PA
        USD
        1055939.84000000
        0.155183459873
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 09/01/2033#MA3462
        31418CZ49
        
          
        
        53978.88100000
        PA
        USD
        55315.37000000
        0.008129279884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 04/30/2025
        912828ZL7
        
          
        
        1297000.00000000
        PA
        USD
        1214468.25000000
        0.178481176485
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-04-30
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/01/2045#AS5709
        3138WFKX3
        
          
        
        1649785.10800000
        PA
        USD
        1639301.38000000
        0.240915675578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2048#MA3276
        31418CUA0
        
          
        
        103420.35900000
        PA
        USD
        104414.88000000
        0.015345062026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 4.25% 04/01/2050
        126650DL1
        
          
        
        37000.00000000
        PA
        USD
        38385.75000000
        0.005641262190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 04/51#MA7312
        36179WDR6
        
          
        
        85448.62000000
        PA
        USD
        83066.96000000
        0.012207720331
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        NEWMONT CORP 2.25% 10/01/2030
        651639AY2
        
          
        
        100000.00000000
        PA
        USD
        91393.04000000
        0.013431341084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP DEL
        N1GZ7BBF3NP8GI976H15
        US BANCORP DEL 1.375% 07/22/2030
        91159HJA9
        
          
        
        210000.00000000
        PA
        USD
        181758.71000000
        0.026711697401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-22
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        BIOGEN INC 3.25% 02/15/2051 144A
        09062XAJ2
        
          
        
        270000.00000000
        PA
        USD
        223190.58000000
        0.032800624716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028
        780097BP5
        
          
        
        290000.00000000
        PA
        USD
        278365.82000000
        0.040909310759
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-22
          Variable
          0.03073000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 1.15% 05/15/2026
        91324PEC2
        
          
        
        180000.00000000
        PA
        USD
        167263.87000000
        0.024581500834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.01150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 04/30/2026
        91282CBW0
        
          
        
        1731000.00000000
        PA
        USD
        1612264.22000000
        0.236942229482
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 08/15/2023
        912828VS6
        
          
        
        57000.00000000
        PA
        USD
        57327.30000000
        0.008424957958
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2020-BNK25
        N/A
        BANK 2020-BNK25 2.649% 01/15/2063
        06539WBB1
        
          
        
        220000.00000000
        PA
        USD
        209301.29000000
        0.030759421235
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-01-15
          Fixed
          0.02649000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        XCEL ENERGY INC 4% 06/15/2028
        98389BAV2
        
          
        
        76000.00000000
        PA
        USD
        77136.84000000
        0.011336215626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6235
        3133KM4U6
        
          
        
        941686.25400000
        PA
        USD
        875348.79000000
        0.128643364595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAMPA ELECTRIC CO
        WS423EPRKJIIJUITXD73
        TAMPA ELECTRIC CO 4.45% 06/15/2049
        875127BF8
        
          
        
        100000.00000000
        PA
        USD
        107225.33000000
        0.015758092521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDWIRTSCHAFTLICHE RENTENBANK
        529900Z3J0N6S0F7CT25
        LANDWIRTSCHAFTLICHE RENTENBANK 3.125% 11/14/2023
        515110BV5
        
          
        
        80000.00000000
        PA
        USD
        81046.49000000
        0.011910787198
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-11-14
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 01/01/2033#ZS8682
        3132A9UF2
        
          
        
        10294.88500000
        PA
        USD
        10407.93000000
        0.001529574438
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 3.4% 05/06/2030
        02209SBJ1
        
          
        
        300000.00000000
        PA
        USD
        288521.39000000
        0.042401797764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 10/31/2027
        91282CAU5
        
          
        
        3232000.00000000
        PA
        USD
        2901477.52000000
        0.426408118381
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-10-31
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.375% 05/15/2044
        912810RG5
        
          
        
        1976000.00000000
        PA
        USD
        2218677.50000000
        0.326062184369
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN POWER CO
        5LADC78JBG2BMZD5XF57
        SOUTHERN POWER CO 4.95% 12/15/2046
        843646AU4
        
          
        
        80000.00000000
        PA
        USD
        84522.45000000
        0.012421622644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2321
        3140QMSK1
        
          
        
        1114764.02900000
        PA
        USD
        1065595.91000000
        0.156602539156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 01/01/2036#
        31418DVX7
        
          
        
        418536.55400000
        PA
        USD
        407254.82000000
        0.059851148354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.375% 02/29/2024
        9128286G0
        
          
        
        394000.00000000
        PA
        USD
        394430.94000000
        0.057966520090
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 08/31/2028
        91282CCV1
        
          
        
        110000.00000000
        PA
        USD
        101346.09000000
        0.014894065263
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP 1.35% 07/15/2025
        22822VAS0
        
          
        
        79000.00000000
        PA
        USD
        73649.21000000
        0.010823665129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.01350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMBERLY-CLARK CORP
        MP3J6QPYPGN75NVW2S34
        KIMBERLY-CLARK CORP 3.1% 03/26/2030
        494368CB7
        
          
        
        22000.00000000
        PA
        USD
        21925.49000000
        0.003222222771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-26
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALGREENS BOOTS ALLIANCE INC
        549300RPTUOIXG4LIH86
        WALGREENS BOOTS ALLIANCE INC 4.1% 04/15/2050
        931427AT5
        
          
        
        130000.00000000
        PA
        USD
        126630.84000000
        0.018609972967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 1.75% 04/19/2023
        459058FF5
        
          
        
        55000.00000000
        PA
        USD
        54891.10000000
        0.008066928144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-19
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP 3.25% 01/15/2051
        22822VAU5
        
          
        
        40000.00000000
        PA
        USD
        33501.39000000
        0.004923444891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 2.5% 06/03/2050
        023135BT2
        
          
        
        110000.00000000
        PA
        USD
        91834.73000000
        0.013496252909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-03
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 5.2% 09/20/2047
        25470DAT6
        
          
        
        18000.00000000
        PA
        USD
        18724.04000000
        0.002751729975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-20
          Fixed
          0.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        KROGER CO 3.7% 08/01/2027
        501044DJ7
        
          
        
        100000.00000000
        PA
        USD
        102661.06000000
        0.015087316418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#BO9347
        3140K5L54
        
          
        
        970663.57000000
        PA
        USD
        956912.08000000
        0.140630101965
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 09/48#G08842
        3128MJ5C0
        
          
        
        71559.67900000
        PA
        USD
        73210.50000000
        0.010759191251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 09/01/2047#MA3120
        31418CPE8
        
          
        
        341804.87600000
        PA
        USD
        346159.91000000
        0.050872493364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        SHERWIN WILLIAMS CO 3.8% 08/15/2049
        824348BK1
        
          
        
        80000.00000000
        PA
        USD
        76908.66000000
        0.011302681744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV
        N/A
        GOLDEN ST TOBAC 2.746% 6/1/2034
        38122NB50
        
          
        
        80000.00000000
        PA
        USD
        72687.25000000
        0.010682293172
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-01
          Fixed
          0.02746000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027
        86562MCM0
        
          
        
        800000.00000000
        PA
        USD
        756068.49000000
        0.111113644674
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-01-14
          Fixed
          0.02174000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 02/051#MA7194
        36179V7F1
        
          
        
        850306.27100000
        PA
        USD
        842949.59000000
        0.123881900198
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 12/20/2047#MA4899
        36179TNQ4
        
          
        
        276195.80800000
        PA
        USD
        275791.37000000
        0.040530963392
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 4.05% 08/22/2047
        023135BJ4
        
          
        
        280000.00000000
        PA
        USD
        304580.00000000
        0.044761809733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-22
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 03/20/2050#MA6541
        36179VHS2
        
          
        
        107808.19700000
        PA
        USD
        107010.22000000
        0.015726479437
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA REPUBLIC OF 3.5% 02/14/2050
        455780CR5
        
          
        
        200000.00000000
        PA
        USD
        186850.00000000
        0.027459925631
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2050-02-14
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL CORP
        E8CD46SWUD2TSN8PA636
        SOUTHERN CO GAS CAP 3.95% 10/01/2046
        8426EPAB4
        
          
        
        308000.00000000
        PA
        USD
        290728.53000000
        0.042726164370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 4.2% 09/15/2023
        29278NAC7
        
          
        
        30000.00000000
        PA
        USD
        30395.30000000
        0.004466966430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        KIMCO REALTY CORP 3.3% 02/01/2025
        49446RAU3
        
          
        
        180000.00000000
        PA
        USD
        179156.80000000
        0.026329314446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 5.5% 02/15/2049
        55336VAT7
        
          
        
        310000.00000000
        PA
        USD
        343334.17000000
        0.050457215813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 4.337% 01/10/2028
        06738EAU9
        
          
        
        200000.00000000
        PA
        USD
        203261.62000000
        0.029871816798
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-01-10
          Fixed
          0.04337000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 08/01/2048#ZS4794
        3132A5KF1
        
          
        
        22733.72300000
        PA
        USD
        23963.71000000
        0.003521764487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODYS CORP
        549300GCEDD8YCF5WU84
        MOODYS CORP 4.875% 12/17/2048
        615369AQ8
        
          
        
        123000.00000000
        PA
        USD
        139904.30000000
        0.020560672590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-17
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 1.25% 08/20/2030
        037833DY3
        
          
        
        50000.00000000
        PA
        USD
        43688.32000000
        0.006420540637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-20
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        SHERWIN WILLIAMS CO 3.45% 06/01/2027
        824348AW6
        
          
        
        290000.00000000
        PA
        USD
        290644.05000000
        0.042713748986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030
        06738EBK0
        
          
        
        726000.00000000
        PA
        USD
        753091.15000000
        0.110676087623
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-06-20
          Variable
          0.05088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.97/VAR 03/05/29
        06051GHG7
        
          
        
        125000.00000000
        PA
        USD
        126902.23000000
        0.018649857095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Variable
          0.03970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2.698% 02/15/2053
        61770KAX3
        
          
        
        100000.00000000
        PA
        USD
        95316.63000000
        0.014007961312
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          0.02698000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 02/46#BC2310
        3140EWR80
        
          
        
        12294.36900000
        PA
        USD
        12761.52000000
        0.001875463688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE CORP
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA FINANCE CORP 1.2% 07/08/2025
        02665WDL2
        
          
        
        330000.00000000
        PA
        USD
        310971.80000000
        0.045701164042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-08
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS TX AREA RAP TR SALE TAX
        N/A
        DALLAS TX DART 2.613% 12/1/2048
        235241WM4
        
          
        
        200000.00000000
        PA
        USD
        164924.12000000
        0.024237645544
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.02613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 03/31/2023
        91282CBU4
        
          
        
        3056000.00000000
        PA
        USD
        3008369.37000000
        0.442117201878
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 08/20/2050#MA6822
        36179VSK7
        
          
        
        147047.78700000
        PA
        USD
        150230.20000000
        0.022078191702
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AON CORP2
        LTS3U8DGK38SETRUWX71
        AON CORP 3.75% 05/02/2029
        037389BC6
        
          
        
        120000.00000000
        PA
        USD
        122698.41000000
        0.018032053591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-02
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 06/20/2049#MA5986
        36179UUK6
        
          
        
        275902.28700000
        PA
        USD
        282132.02000000
        0.041462800574
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-06-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2046#BD0975
        3140F8CM7
        
          
        
        8641.47600000
        PA
        USD
        8969.83000000
        0.001318227801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS CORP 4.25% 04/01/2050
        369550BJ6
        
          
        
        50000.00000000
        PA
        USD
        56268.28000000
        0.008269321831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II SARL
        222100KDGL314CKTZ511
        DH EUROPE FINANCE II SARL 2.2% 11/15/2024
        23291KAG0
        
          
        
        70000.00000000
        PA
        USD
        68567.81000000
        0.010076890357
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-15
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2019-C17 COML MTG TR
        N/A
        CSAIL 2019-C17 COML MTG TR 2.7628% 09/15/2052
        12597BAT6
        
          
        
        200000.00000000
        PA
        USD
        191585.70000000
        0.028155895498
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          0.02762800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER AMERICAN DEV BANK
        VKU1UKDS9E7LYLMACP54
        INTER AMERICAN DEV BANK 0.625% 07/15/2025
        4581X0DN5
        
          
        
        390000.00000000
        PA
        USD
        365718.70000000
        0.053746900208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANCORP 2.55% 05/05/2027
        316773DA5
        
          
        
        200000.00000000
        PA
        USD
        193232.58000000
        0.028397924946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-05
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC 4.5% 02/01/2045
        375558BA0
        
          
        
        311000.00000000
        PA
        USD
        331371.07000000
        0.048699089850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 08/15/2031
        91282CCS8
        
          
        
        7374000.00000000
        PA
        USD
        6703426.88000000
        0.985151745241
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        INTL FIN CORP 1.375% 10/16/2024
        45950KCR9
        
          
        
        1051000.00000000
        PA
        USD
        1023383.83000000
        0.150398950301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-16
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED EDISON CO OF NEW YORK INC
        VZFZPMWDHTQCFKYOBP05
        CONSOLIDATED EDISON CO OF NY 5.5% 12/01/2039
        209111EY5
        
          
        
        256000.00000000
        PA
        USD
        299482.07000000
        0.044012605673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-12-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE REPUBLIC OF
        549300FLZTJM5YJF8D34
        CHILE GOVERNMENT INTERNATIONAL BOND 3.24% 02/02/2028
        168863CF3
        
          
        
        200000.00000000
        PA
        USD
        199787.50000000
        0.029361251763
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2028-02-06
          Fixed
          0.03240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 0.8% 06/03/2025
        023135BQ8
        
          
        
        110000.00000000
        PA
        USD
        104032.72000000
        0.015288898872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-03
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2049#MA3745
        31418DET5
        
          
        
        220430.73300000
        PA
        USD
        221499.98000000
        0.032552170072
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 03/20/2048#MA5076
        36179TT96
        
          
        
        102002.27200000
        PA
        USD
        101789.16000000
        0.014959179896
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL EST EQUITS INC 4.85% 04/15/2049
        015271AQ2
        
          
        
        90000.00000000
        PA
        USD
        101641.14000000
        0.014937426521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.125% 05/15/2025
        912828XB1
        
          
        
        13000.00000000
        PA
        USD
        12841.56000000
        0.001887226559
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC 4.15% 03/01/2047
        375558BK8
        
          
        
        60000.00000000
        PA
        USD
        61694.48000000
        0.009066769240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 6.25% 04/15/2049
        29279FAA7
        
          
        
        30000.00000000
        PA
        USD
        34424.29000000
        0.005059076496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/20/2046#MA3597
        36179R7J2
        
          
        
        234431.85200000
        PA
        USD
        239612.58000000
        0.035214041354
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 01/20/2048#MA4961
        36179TQN8
        
          
        
        26785.24700000
        PA
        USD
        26746.03000000
        0.003930660929
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNING INC
        549300X2937PB0CJ7I56
        CORNING INC 5.35% 11/15/2048
        219350BK0
        
          
        
        10000.00000000
        PA
        USD
        11822.66000000
        0.001737486563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.05350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029
        06051GHM4
        
          
        
        80000.00000000
        PA
        USD
        82536.25000000
        0.012129725913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Variable
          0.04271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040
        45866FAP9
        
          
        
        80000.00000000
        PA
        USD
        68222.91000000
        0.010026203023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 6.375% 07/24/2042
        617482V92
        
          
        
        190000.00000000
        PA
        USD
        254477.60000000
        0.037398640464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-24
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2043#AQ2928
        3138MJHE2
        
          
        
        187048.47200000
        PA
        USD
        191652.91000000
        0.028165772842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE ENERGY PARTNERS LP
        CZ6VG2MNE1J6YDI02G48
        ENBRIDGE ENERGY PARTNERS LP 5.875% 10/15/2025
        29250RAW6
        
          
        
        76000.00000000
        PA
        USD
        82120.53000000
        0.012068630701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY VA UNIV REVS
        N/A
        UNIV VA REV 2.584% 11/1/2051
        915217XM0
        
          
        
        140000.00000000
        PA
        USD
        118926.92000000
        0.017477786345
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02584000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVANT HEALTH INC
        549300ZUXEGFGE8EP917
        NOVANT HEALTH INC 3.168% 11/01/2051
        66988AAH7
        
          
        
        105000.00000000
        PA
        USD
        94600.20000000
        0.013902673035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03168000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 04/01/2050#BK2255
        3140HFQH5
        
          
        
        179979.30900000
        PA
        USD
        177429.52000000
        0.026075469221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORP
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP 3.3% 02/15/2050
        871829BJ5
        
          
        
        50000.00000000
        PA
        USD
        43682.63000000
        0.006419704421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        FEDEX CORP 4.95% 10/17/2048
        31428XBS4
        
          
        
        102000.00000000
        PA
        USD
        113287.57000000
        0.016649013899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-10-17
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVALONBAY COMMUNITIES INC
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUNITIES INC 3.2% 01/15/2028
        05348EBC2
        
          
        
        63000.00000000
        PA
        USD
        62218.25000000
        0.009143743740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        VISA INC 4.15% 12/14/2035
        92826CAE2
        
          
        
        38000.00000000
        PA
        USD
        41322.00000000
        0.006072780556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-14
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 10/31/2025
        91282CAT8
        
          
        
        2234000.00000000
        PA
        USD
        2059730.55000000
        0.302702958111
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEGRIS BAPTIST MEDICAL CENTER INC
        549300S00ZKDLJSB3927
        INTEGRIS BAPTIST MEDICAL CENTER INC 3.875% 08/15/2050
        45834QAA7
        
          
        
        83000.00000000
        PA
        USD
        84290.47000000
        0.012387530305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.411/VAR 04/23/2039
        38141GXA7
        
          
        
        100000.00000000
        PA
        USD
        105482.26000000
        0.015501926759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-04-23
          Variable
          0.04411000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS CORP 3.375% 05/15/2023
        369550BD9
        
          
        
        81000.00000000
        PA
        USD
        81967.33000000
        0.012046116060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 4.75% 04/15/2029
        11135FBA8
        
          
        
        50000.00000000
        PA
        USD
        52536.57000000
        0.007720900749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 2.5% 06/01/2040
        191216CW8
        
          
        
        30000.00000000
        PA
        USD
        26648.53000000
        0.003916332095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2048#FM1319
        3140X4PD2
        
          
        
        124779.29100000
        PA
        USD
        131158.52000000
        0.019275371715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA CORP 3.5% 04/01/2050
        67066GAH7
        
          
        
        50000.00000000
        PA
        USD
        50530.50000000
        0.007426083875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMBERLY-CLARK CORP
        MP3J6QPYPGN75NVW2S34
        KIMBERLY-CLARK CORP 1.05% 09/15/2027
        494368CC5
        
          
        
        110000.00000000
        PA
        USD
        99723.86000000
        0.014655658438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.01050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP 4.39% 08/15/2037
        05526DBD6
        
          
        
        521000.00000000
        PA
        USD
        484486.73000000
        0.071201335697
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-08-15
          Fixed
          0.04390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELEC and GAS CO
        549300RUHPVD434XUK18
        PUBLIC SERVICE ELEC and GAS CO 2.45% 01/15/2030
        74456QCB0
        
          
        
        70000.00000000
        PA
        USD
        66356.96000000
        0.009751978521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 12/01/2036#MA4496
        31418D7J5
        
          
        
        391809.57700000
        PA
        USD
        371977.16000000
        0.054666658549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 2.625% 09/01/2029
        58013MFJ8
        
          
        
        150000.00000000
        PA
        USD
        142663.83000000
        0.020966219759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 03/01/2049#
        3140X7KS7
        
          
        
        166348.83800000
        PA
        USD
        170154.92000000
        0.025006376499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 5.05% 03/15/2042 144A
        55903VAN3
        
          
        
        100000.00000000
        PA
        USD
        102003.02000000
        0.014990609276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          0.05050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.02% 03/25/2031
        3137FYUJ3
        
          
        
        200000.00000000
        PA
        USD
        187244.40000000
        0.027517887604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Fixed
          0.02020000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2046#BD3861
        3140FBJF8
        
          
        
        8694.00100000
        PA
        USD
        9024.35000000
        0.001326240191
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.3% 05/14/2036
        00287YAV1
        
          
        
        40000.00000000
        PA
        USD
        41773.52000000
        0.006139137021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-14
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 01/37#MA4516
        31418EAS9
        
          
        
        984853.15600000
        PA
        USD
        957382.94000000
        0.140699300684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2019-B9 MTG TR
        N/A
        BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052
        08160JAE7
        
          
        
        130000.00000000
        PA
        USD
        134730.14000000
        0.019800265585
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          0.04015600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES LTD
        5BV01I6231JPDAPMGH09
        TRANSCANADA PIPELINES LTD 7.625% 01/15/2039
        8935268Z9
        
          
        
        231000.00000000
        PA
        USD
        322505.75000000
        0.047396221089
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-01-15
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035
        161175AZ7
        
          
        
        621000.00000000
        PA
        USD
        701563.11000000
        0.103103402869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          0.06384000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 1.5% 12/01/2050#CA8090
        3140QF7C7
        
          
        
        2001559.36200000
        PA
        USD
        1791009.13000000
        0.263211011583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON OIL CORP
        1FRVQX2CRLGC1XLP5727
        MARATHON OIL CORP 4.4% 07/15/2027
        565849AP1
        
          
        
        240000.00000000
        PA
        USD
        247414.31000000
        0.036360602369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028
        14040HBW4
        
          
        
        251000.00000000
        PA
        USD
        252577.01000000
        0.037119325184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-31
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.522/VAR 04/22/2031
        46647PBL9
        
          
        
        150000.00000000
        PA
        USD
        139052.84000000
        0.020435539979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Variable
          0.02522000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 05/20/2051#MA7369
        36179WFJ2
        
          
        
        86611.11500000
        PA
        USD
        87259.81000000
        0.012823911657
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 08/15/2026
        9128282A7
        
          
        
        557000.00000000
        PA
        USD
        533784.41000000
        0.078446241378
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTERNATIONAL INC
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS INTL INC 3.125% 03/02/2028
        718172CE7
        
          
        
        54000.00000000
        PA
        USD
        52781.13000000
        0.007756841875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-02
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        FISERV INC 4.4% 07/01/2049
        337738AV0
        
          
        
        240000.00000000
        PA
        USD
        247811.35000000
        0.036418952322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 7.125% 03/15/2033
        023551AM6
        
          
        
        130000.00000000
        PA
        USD
        160413.23000000
        0.023574714295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDMICHIGAN HEALTH
        N/A
        MIDMICHIGAN HEALTH 3.409% 06/01/2050
        597861AA1
        
          
        
        33000.00000000
        PA
        USD
        28959.89000000
        0.004256015122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.03409000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023
        00774MAF2
        
          
        
        300000.00000000
        PA
        USD
        301785.54000000
        0.044351129167
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-03
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 08/20/2050#MA6820
        36179VSH4
        
          
        
        438989.31700000
        PA
        USD
        435328.45000000
        0.063976916575
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN UNIVERSITY DC
        549300ZMGVN6I2E7LS27
        AMERICAN UNIVERSITY DC 3.672% 04/01/2049
        030360AD3
        
          
        
        130000.00000000
        PA
        USD
        126241.38000000
        0.018552736988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.03672000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 5.15% 03/19/2029
        87165BAP8
        
          
        
        159000.00000000
        PA
        USD
        166570.37000000
        0.024479582405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-19
          Fixed
          0.05150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2049#MA3694
        31418DC83
        
          
        
        50909.85100000
        PA
        USD
        52841.99000000
        0.007765786008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 4.75% 12/07/2046
        94974BGU8
        
          
        
        157000.00000000
        PA
        USD
        170688.19000000
        0.025084747142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-07
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC NEW
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC NEW 4.55% 07/15/2028
        682680AU7
        
          
        
        59000.00000000
        PA
        USD
        60622.94000000
        0.008909293143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 06/20/2050#MA6709
        36179VN22
        
          
        
        377694.21900000
        PA
        USD
        367432.53000000
        0.053998768789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 10/31/2024
        912828YM6
        
          
        
        2714000.00000000
        PA
        USD
        2647846.25000000
        0.389133856609
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-31
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030
        86562MBW9
        
          
        
        200000.00000000
        PA
        USD
        187652.75000000
        0.027577899702
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-01-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CREDIT FUND
        549300ORP3TTCNXSYO43
        BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 144A
        09261HAS6
        
          
        
        180000.00000000
        PA
        USD
        180255.83000000
        0.026490830539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 10/20/2046#MA4002
        36179SNT0
        
          
        
        32795.74500000
        PA
        USD
        32084.06000000
        0.004715150663
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        NEWMONT CORP 5.45% 06/09/2044
        651639AV8
        
          
        
        80000.00000000
        PA
        USD
        94957.53000000
        0.013955187112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-09
          Fixed
          0.05450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 0.875% 05/17/2030
        298785JE7
        
          
        
        18000.00000000
        PA
        USD
        15832.74000000
        0.002326817569
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2030-05-17
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 4% 11/15/2047
        68389XBQ7
        
          
        
        187000.00000000
        PA
        USD
        165377.10000000
        0.024304216575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 6.8% 06/01/2038
        404280AJ8
        
          
        
        449000.00000000
        PA
        USD
        560594.44000000
        0.082386307902
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2038-06-01
          Fixed
          0.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD FIN INC
        549300XH8D8K6OYWGD17
        BROOKFIELD FIN INC 2.724% 04/15/2031
        11271LAH5
        
          
        
        312000.00000000
        PA
        USD
        287920.82000000
        0.042313536552
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-04-15
          Fixed
          0.02724000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.55% 09/15/2055
        00206RLJ9
        
          
        
        340000.00000000
        PA
        USD
        299868.52000000
        0.044069399295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 1.141% 05/11/2023
        166764BV1
        
          
        
        80000.00000000
        PA
        USD
        78984.99000000
        0.011607824197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          0.01141000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 4.05% 05/04/2047
        913017CP2
        
          
        
        18000.00000000
        PA
        USD
        18521.57000000
        0.002721974497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-04
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 3.7% 08/15/2049
        91324PDU3
        
          
        
        40000.00000000
        PA
        USD
        40590.29000000
        0.005965246693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 3.078% 05/11/2050
        166764CA6
        
          
        
        80000.00000000
        PA
        USD
        75522.19000000
        0.011098922777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          0.03078000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 05/20/2050#MA6658
        36179VMF4
        
          
        
        39921.37700000
        PA
        USD
        40785.36000000
        0.005993914650
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2046#BD3862
        3140FBJG6
        
          
        
        7183.21000000
        PA
        USD
        7456.15000000
        0.001095773746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION SOFR 0.981%/VAR 09/25/25
        06051GJG5
        
          
        
        600000.00000000
        PA
        USD
        568685.77000000
        0.083575429230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-25
          Variable
          0.00981000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 1.5% 08/28/2024
        459056HV2
        
          
        
        1012000.00000000
        PA
        USD
        989756.53000000
        0.145457001373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-28
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 4.709% 01/25/2029
        35137LAH8
        
          
        
        34000.00000000
        PA
        USD
        36298.05000000
        0.005334448774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-25
          Fixed
          0.04709000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047
        136385AY7
        
          
        
        19000.00000000
        PA
        USD
        21021.77000000
        0.003089409905
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-06-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2048#MA3275
        31418CT95
        
          
        
        52370.66900000
        PA
        USD
        51759.66000000
        0.007606724186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        METLIFE INC 4.55% 03/23/2030
        59156RBZ0
        
          
        
        600000.00000000
        PA
        USD
        654295.05000000
        0.096156775026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-23
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY HEALTH CORP
        TWSRHFGEDJDX0GKMGJ67
        TRINITY HEALTH CORP 2.632% 12/01/2040
        896517AB5
        
          
        
        50000.00000000
        PA
        USD
        41439.41000000
        0.006090035412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.02632000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC 4.35% 04/09/2025
        37045XCK0
        
          
        
        84000.00000000
        PA
        USD
        85431.58000000
        0.012555230577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-09
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2% 02/01/2036#SB8089
        3132D57A4
        
          
        
        1200789.49000000
        PA
        USD
        1168421.97000000
        0.171714104372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 06/49#BN6683
        3140JPM93
        
          
        
        112130.38100000
        PA
        USD
        112709.33000000
        0.016564034357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC NEW
        2T3D6M0JSY48PSZI1Q41
        ONEOK INC NEW 4.45% 09/01/2049
        682680AZ6
        
          
        
        40000.00000000
        PA
        USD
        38385.79000000
        0.005641268068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.375% 05/15/2029
        9128286T2
        
          
        
        108000.00000000
        PA
        USD
        107687.81000000
        0.015826059694
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2048#BN1202
        3140JHKQ5
        
          
        
        23093.50400000
        PA
        USD
        23633.61000000
        0.003473252196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP
        N/A
        BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP 3.54% 08/15/2050
        06684QAB8
        
          
        
        100000.00000000
        PA
        USD
        91292.45000000
        0.013416558135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          0.03540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2047#FM3371
        3140X6W98
        
          
        
        84755.36000000
        PA
        USD
        89446.65000000
        0.013145294926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 08/01/2031#BD6462
        3140FEFC3
        
          
        
        41020.97100000
        PA
        USD
        40803.88000000
        0.005996636394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 10YR 3.5% 02/01/2027#MA2926
        31418CHC1
        
          
        
        77658.29300000
        PA
        USD
        79477.93000000
        0.011680267846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 04/01/2038
        161175BM5
        
          
        
        42000.00000000
        PA
        USD
        43140.93000000
        0.006340094886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EMISIONES SAU
        549300Y5MFC4SW5Z3K71
        TELEFONICA EMISIONES SAU 4.103% 03/08/2027
        87938WAT0
        
          
        
        150000.00000000
        PA
        USD
        153412.19000000
        0.022545824609
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-03-08
          Fixed
          0.04103000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 03/20/2048#MA5078
        36179TUB9
        
          
        
        47132.84300000
        PA
        USD
        48469.56000000
        0.007123203173
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORPORATION
        VGRQXHF3J8VDLUA7XE92
        IBM CORPORATION 1.95% 05/15/2030
        459200KJ9
        
          
        
        175000.00000000
        PA
        USD
        159223.81000000
        0.023399914269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 4.375% 03/19/2024
        87165BAN3
        
          
        
        45000.00000000
        PA
        USD
        45835.17000000
        0.006736046879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-19
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2048#BJ5743
        3140H7LZ8
        
          
        
        3801.16700000
        PA
        USD
        3897.49000000
        0.000572784509
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 01/20/2051#MA7137
        36179V4W7
        
          
        
        23101.25500000
        PA
        USD
        22901.39000000
        0.003365643383
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 2.125% 03/01/2030
        58013MFM1
        
          
        
        400000.00000000
        PA
        USD
        363922.37000000
        0.053482907228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        EQUINOR ASA 3.25% 11/18/2049
        29446MAC6
        
          
        
        160000.00000000
        PA
        USD
        150694.46000000
        0.022146420468
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2049-11-18
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027
        06738EBU8
        
          
        
        400000.00000000
        PA
        USD
        371351.85000000
        0.054574761487
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-24
          Variable
          0.02279000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 07/01/2035#MA4074
        31418DQ47
        
          
        
        31117.89600000
        PA
        USD
        30298.56000000
        0.004452749287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 1.5% 10/01/2036#QN8096
        3133GE7H5
        
          
        
        500269.49000000
        PA
        USD
        474947.10000000
        0.069799368716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 10/31/2022
        91282CAR2
        
          
        
        55000.00000000
        PA
        USD
        54660.55000000
        0.008033045961
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 08/01/2050#CA6799
        3140QERV6
        
          
        
        844203.81700000
        PA
        USD
        787635.49000000
        0.115752806956
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 07/31/2025
        91282CAB7
        
          
        
        45000.00000000
        PA
        USD
        41719.92000000
        0.006131259836
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        AMGEN INC 3.15% 02/21/2040
        031162CR9
        
          
        
        410000.00000000
        PA
        USD
        374787.79000000
        0.055079715498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-21
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.329% 09/21/2028
        92343VER1
        
          
        
        643000.00000000
        PA
        USD
        678284.02000000
        0.099682251784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          0.04329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.9% 12/15/2048
        125523AK6
        
          
        
        30000.00000000
        PA
        USD
        33615.88000000
        0.004940270617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2050#BQ6253
        3140KR5P0
        
          
        
        729988.90600000
        PA
        USD
        679705.15000000
        0.099891104469
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2048#BN0877
        3140JG6P5
        
          
        
        22520.03800000
        PA
        USD
        23401.11000000
        0.003439083437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDINAL HEALTH INC
        CCU46N3GJMF4OK4N7U60
        CARDINAL HEALTH INC 3.41% 06/15/2027
        14149YBJ6
        
          
        
        67000.00000000
        PA
        USD
        67290.93000000
        0.009889236999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.03410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 02/20/2046#MA3454
        36179RZT9
        
          
        
        309348.69600000
        PA
        USD
        316185.02000000
        0.046467311398
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 07/01/2029#ZS7325
        3132A8D63
        
          
        
        62177.70900000
        PA
        USD
        62159.53000000
        0.009135114107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO LEASE TR 2021-A
        N/A
        MERCEDES-BENZ AUTO LEASE TR 2021-A A3 0.25% 01/16/2024
        58770GAC4
        
          
        
        400000.00000000
        PA
        USD
        396214.44000000
        0.058228627542
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-01-16
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        AMGEN INC 4.4% 05/01/2045
        031162BZ2
        
          
        
        102000.00000000
        PA
        USD
        107108.06000000
        0.015740858239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 07/01/2031#BD1045
        3140F8ET0
        
          
        
        49024.24500000
        PA
        USD
        48764.79000000
        0.007166590884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.375% 01/22/2047
        61746BEG7
        
          
        
        148000.00000000
        PA
        USD
        160291.67000000
        0.023556849545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-01-22
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.65% 07/23/2048
        172967MD0
        
          
        
        78000.00000000
        PA
        USD
        88083.39000000
        0.012944946956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-23
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 0.5% 10/28/2025
        459058JL8
        
          
        
        218000.00000000
        PA
        USD
        202267.39000000
        0.029725702365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-28
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR INC
        WRJR7GS4GTRECRRTVX92
        CATERPILLAR INC 3.25% 09/19/2049
        149123CF6
        
          
        
        110000.00000000
        PA
        USD
        106794.64000000
        0.015694797282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-19
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY REPUBLIC OF
        5299008DH62LEB10JK83
        HUNGARY GOVT 5.75% 11/22/23
        445545AJ5
        
          
        
        50000.00000000
        PA
        USD
        52290.63000000
        0.007684756815
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2023-11-22
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 4% 09/15/2055
        25470DBL2
        
          
        
        85000.00000000
        PA
        USD
        73336.18000000
        0.010777661487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AB SVENSK EXPORTKREDIT
        1FOLRR5RWTWWI397R131
        AB SVENSK EXPORTKREDIT 0.25% 09/29/2023
        00254ENC2
        
          
        
        200000.00000000
        PA
        USD
        194081.75000000
        0.028522721013
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-09-29
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.8% 06/15/2038
        29278NAD5
        
          
        
        70000.00000000
        PA
        USD
        75725.87000000
        0.011128856080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA CORP 3.5% 04/01/2040
        67066GAG9
        
          
        
        50000.00000000
        PA
        USD
        50364.44000000
        0.007401679298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 3.419% 04/15/2033 144A
        11135FBK6
        
          
        
        82000.00000000
        PA
        USD
        76532.37000000
        0.011247381260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          0.03419000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON and CO
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON and CO 2.823% 05/20/2030
        075887CJ6
        
          
        
        150000.00000000
        PA
        USD
        142717.12000000
        0.020974051386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-20
          Fixed
          0.02823000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 01/20/2051#MA7139
        36179V4Y3
        
          
        
        67446.06200000
        PA
        USD
        68889.92000000
        0.010124228418
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN TRANSN AUTH NY RV
        N/A
        METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39
        59259YBY4
        
          
        
        60000.00000000
        PA
        USD
        75526.99000000
        0.011099628196
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-11-15
          Fixed
          0.06668000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA CORP 2% 06/15/2031
        67066GAN4
        
          
        
        216000.00000000
        PA
        USD
        197047.49000000
        0.028958573300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON and CO
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON and CO 3.7% 06/06/2027
        075887BW8
        
          
        
        52000.00000000
        PA
        USD
        52754.98000000
        0.007752998809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        ABBOTT LABORATORIES 4.9% 11/30/2046
        002824BH2
        
          
        
        20000.00000000
        PA
        USD
        24357.72000000
        0.003579669144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-30
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 08/01/2048#ZS4786
        3132A5J71
        
          
        
        441415.77500000
        PA
        USD
        459996.20000000
        0.067602148475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        6665183.86600000
        NS
        USD
        6666516.90000000
        0.979727365760
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 4.1% 06/03/2026
        94974BFY1
        
          
        
        1194000.00000000
        PA
        USD
        1223984.61000000
        0.179879723651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-03
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029
        46647PAX4
        
          
        
        200000.00000000
        PA
        USD
        208472.57000000
        0.030637630550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Variable
          0.04452000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGERSOLL-RAND GLOBAL HLDG CO LTD
        549300UCF0D858BIOV83
        INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028
        45687AAP7
        
          
        
        210000.00000000
        PA
        USD
        210016.26000000
        0.030864494947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-21
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 07/20/2051#MA7472
        36179WJR0
        
          
        
        478944.37100000
        PA
        USD
        465445.37000000
        0.068402971611
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        KROGER CO 1.7% 01/15/2031
        501044DQ1
        
          
        
        400000.00000000
        PA
        USD
        347010.34000000
        0.050997474603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2% 11/01/2035#QN4289
        3133GAXS0
        
          
        
        404142.92000000
        PA
        USD
        393249.17000000
        0.057792844328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 10/01/2039#AL0939
        3138EHBH4
        
          
        
        56467.93900000
        PA
        USD
        59529.85000000
        0.008748650007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 01/01/2047#MA2888
        31418CF66
        
          
        
        36759.03100000
        PA
        USD
        35511.06000000
        0.005218790830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2043#FM2319
        3140X5SH7
        
          
        
        781952.79600000
        PA
        USD
        801201.58000000
        0.117746512187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
        45866FAJ3
        
          
        
        50000.00000000
        PA
        USD
        51063.94000000
        0.007504479501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2049#MA3802
        31418DGL0
        
          
        
        321477.11500000
        PA
        USD
        316319.95000000
        0.046487141036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        MASCO CORP 3.125% 02/15/2051
        574599BR6
        
          
        
        52000.00000000
        PA
        USD
        43239.90000000
        0.006354639755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 01/01/2051#SD8121
        3132DWAW3
        
          
        
        1729079.10000000
        PA
        USD
        1609975.12000000
        0.236605817838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC 3.95% 03/30/2048
        65473QBG7
        
          
        
        46000.00000000
        PA
        USD
        43980.32000000
        0.006463453660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-30
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 3% 09/27/2023
        459058GL1
        
          
        
        100000.00000000
        PA
        USD
        101153.60000000
        0.014865776469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-27
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051
        95000U2M4
        
          
        
        130000.00000000
        PA
        USD
        154280.16000000
        0.022673383569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-04
          Variable
          0.05013000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 03/20/2050#MA6545
        36179VHW3
        
          
        
        87477.69700000
        PA
        USD
        91034.14000000
        0.013378596276
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032
        38141GYB4
        
          
        
        255000.00000000
        PA
        USD
        231759.52000000
        0.034059936759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          0.02615000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORP 4.5% 03/15/2049
        126408HP1
        
          
        
        160000.00000000
        PA
        USD
        175166.14000000
        0.025742837449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAROLINAS LLC 3.95% 03/15/2048
        26442CAU8
        
          
        
        31000.00000000
        PA
        USD
        31804.24000000
        0.004674027643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 12/01/2034#MA3865
        31418DJK9
        
          
        
        323326.89900000
        PA
        USD
        326473.23000000
        0.047979291497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 5% 06/01/2030#ZA2168
        31329KMR2
        
          
        
        9128.99200000
        PA
        USD
        9617.92000000
        0.001413472667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC 0.375% 09/23/2025
        3137EAEX3
        
          
        
        231000.00000000
        PA
        USD
        214395.95000000
        0.031508144728
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-09-23
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN BANK INTL COOPERATION
        549300TJ3QFYVCTSCJ29
        JAPAN BANK INTL COOPERATION 1.25% 01/21/2031
        471048CL0
        
          
        
        580000.00000000
        PA
        USD
        517765.22000000
        0.076092022668
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2031-01-21
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 4.125% 08/25/2027
        715638BU5
        
          
        
        50000.00000000
        PA
        USD
        51962.50000000
        0.007636534041
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2027-08-25
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST UNIV REV
        N/A
        CA ST UNIV REV 2.719% 11/1/2052
        13077DRW4
        
          
        
        195000.00000000
        PA
        USD
        164407.89000000
        0.024161779141
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2052-11-01
          Fixed
          0.02719000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 01/01/2037#BQ6983
        3140KSXM4
        
          
        
        493002.43600000
        PA
        USD
        468047.89000000
        0.068785444212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 1.625% 01/15/2025
        459058HT3
        
          
        
        155000.00000000
        PA
        USD
        151154.45000000
        0.022214021706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/01/2048#BM5024
        3140J9SN2
        
          
        
        437225.68700000
        PA
        USD
        432534.43000000
        0.063566300672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP 3.75% 03/01/2026
        101137AW7
        
          
        
        120000.00000000
        PA
        USD
        122578.10000000
        0.018014372544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.25% 11/15/2027
        68389XBN4
        
          
        
        96000.00000000
        PA
        USD
        93229.45000000
        0.013701224316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 2.7% 08/21/2040
        126650DP2
        
          
        
        467000.00000000
        PA
        USD
        398164.20000000
        0.058515168964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-21
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024
        00774MAK1
        
          
        
        150000.00000000
        PA
        USD
        152026.39000000
        0.022342164106
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMPBELL SOUP CO
        5493007JDSMX8Z5Z1902
        CAMPBELL SOUP CO 4.15% 03/15/2028
        134429BG3
        
          
        
        80000.00000000
        PA
        USD
        81966.71000000
        0.012046024944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.75% 8/15/41
        912810QS0
        
          
        
        45000.00000000
        PA
        USD
        52906.64000000
        0.007775287127
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVALONBAY COMMUNITIES INC
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUNITIES INC 2.3% 03/01/2030
        05348EBG3
        
          
        
        130000.00000000
        PA
        USD
        121715.51000000
        0.017887604242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 08/15/2029
        912828YB0
        
          
        
        466000.00000000
        PA
        USD
        441917.26000000
        0.064945223948
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 3.875% 09/16/2046
        02209SAV5
        
          
        
        38000.00000000
        PA
        USD
        32176.23000000
        0.004728696188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-16
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.125% 11/15/2025
        125523AG5
        
          
        
        25000.00000000
        PA
        USD
        25767.49000000
        0.003786852336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE and CO
        PWFTNG3EI0Y73OXWDH08
        DEERE and CO 2.875% 09/07/2049
        244199BG9
        
          
        
        130000.00000000
        PA
        USD
        119124.53000000
        0.017506827587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-07
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.875% 01/31/2024
        91282CDV0
        
          
        
        2980000.00000000
        PA
        USD
        2904103.13000000
        0.426793984344
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 1.862% 12/01/2032
        715638DP4
        
          
        
        340000.00000000
        PA
        USD
        291188.75000000
        0.042793799409
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2032-12-01
          Fixed
          0.01862000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKER-HANNIFIN CORP
        5493002CONDB4N2HKI23
        PARKER-HANNIFIN CORP 4% 06/14/2049
        701094AP9
        
          
        
        110000.00000000
        PA
        USD
        109539.46000000
        0.016098182634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-14
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE III LLC
        N/A
        LYB INTERNATIONAL FINANCE III LLC 3.625% 04/01/2051
        50249AAJ2
        
          
        
        120000.00000000
        PA
        USD
        108574.24000000
        0.015956331580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 06/30/2027
        912828ZV5
        
          
        
        2827000.00000000
        PA
        USD
        2554901.25000000
        0.375474435749
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-06-30
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT IMPORT BANK KOREA
        549300APVP4R32PI3Y06
        EXPORT IMPORT BANK KOREA 2.875% 01/21/2025
        302154BT5
        
          
        
        350000.00000000
        PA
        USD
        349769.23000000
        0.051402927716
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-01-21
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN ENERGY PTNRS LP 5% 08/15/2042
        494550BN5
        
          
        
        100000.00000000
        PA
        USD
        102363.36000000
        0.015043565710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2050#FM7147
        3140XA5H1
        
          
        
        164372.65600000
        PA
        USD
        165632.28000000
        0.024341718442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66 PARTNERS LP
        549300TL5L4IG0H4FX64
        PHILLIPS 66 PARTNERS LP 3.15% 12/15/2029
        718549AH1
        
          
        
        170000.00000000
        PA
        USD
        163963.31000000
        0.024096442594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB COML MTG SECS TR 2014-C21
        N/A
        JPMBB 2014-C21 A5 3.7748% 08/15/47
        46642EAY2
        
          
        
        150000.00000000
        PA
        USD
        151650.93000000
        0.022286985601
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          0.03774800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 1.5% 12/01/2051#
        31418D7D8
        
          
        
        966469.08000000
        PA
        USD
        863293.09000000
        0.126871629912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR INC
        P3CH2EG5X6Z1XWU1OO74
        UDR INC 2.1% 06/15/2033
        90265EAV2
        
          
        
        80000.00000000
        PA
        USD
        67690.85000000
        0.009948010205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-15
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRICK GOLD CORP
        0O4KBQCJZX82UKGCBV73
        BARRICK GOLD CORP 5.25% 04/01/2042
        067901AH1
        
          
        
        163000.00000000
        PA
        USD
        188744.45000000
        0.027738338561
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2042-04-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030
        009158BC9
        
          
        
        60000.00000000
        PA
        USD
        55306.23000000
        0.008127936648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST STRATEGIC FD LTD OBLIG REV
        N/A
        MI STRAT FND 3.225% 9/1/2047
        594698SJ2
        
          
        
        100000.00000000
        PA
        USD
        90914.36000000
        0.013360993119
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-09-01
          Fixed
          0.03225000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 02/20/2051#MA7193
        36179V7E4
        
          
        
        388015.39000000
        PA
        USD
        377230.77000000
        0.055438741717
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 12/01/2034#CA4890
        3140QCNG7
        
          
        
        304683.99400000
        PA
        USD
        309553.18000000
        0.045492680233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 3.35% 04/15/2050
        437076CD2
        
          
        
        100000.00000000
        PA
        USD
        94221.56000000
        0.013847027189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SERVICES INC 3.95% 05/15/2028
        760759AT7
        
          
        
        28000.00000000
        PA
        USD
        28782.00000000
        0.004229871980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 1.5% 11/01/2051#
        3132DWCM3
        
          
        
        588176.15000000
        PA
        USD
        525385.05000000
        0.077211851221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE III LLC
        N/A
        LYB INTERNATIONAL FINANCE III LLC 4.2% 10/15/2049
        50249AAA1
        
          
        
        100000.00000000
        PA
        USD
        99000.28000000
        0.014549319380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 0.375% 09/03/2025
        045167EW9
        
          
        
        450000.00000000
        PA
        USD
        417054.15000000
        0.061291281472
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2025-09-03
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 3.65% 04/05/2029
        548661DR5
        
          
        
        80000.00000000
        PA
        USD
        81296.28000000
        0.011947496938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-05
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK CR CARD ISSUANCE TR
        R8AG6FXVDQAMDKCSJJ64
        CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030
        17305EGS8
        
          
        
        250000.00000000
        PA
        USD
        266560.93000000
        0.039174435718
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-10-13
          Fixed
          0.03960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 03/20/2051#MA7254
        36179WBX5
        
          
        
        3721208.85900000
        PA
        USD
        3549110.02000000
        0.521585749027
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.625% 02/15/2044
        912810RE0
        
          
        
        2647000.00000000
        PA
        USD
        3078378.28000000
        0.452405879760
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-02-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.55% 05/01/2028
        20030NCH2
        
          
        
        76000.00000000
        PA
        USD
        77346.27000000
        0.011366993963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL PAPER CO
        824LMFJDH41EY779Q875
        INTERNATIONAL PAPER CO 4.8% 06/15/2044
        460146CK7
        
          
        
        155000.00000000
        PA
        USD
        165267.49000000
        0.024288108025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 5.05% 03/25/2048
        126650CZ1
        
          
        
        131000.00000000
        PA
        USD
        148356.32000000
        0.021802801788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          0.05050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP 3.9% 11/15/2047
        87612EBG0
        
          
        
        40000.00000000
        PA
        USD
        42717.80000000
        0.006277910683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT DEVELOPMENT CANADA
        Z6MHCSLXHKYG4B6PHW02
        EXPORT DEVELOPMENT CANADA 2.625% 02/21/2024
        30216BHH8
        
          
        
        120000.00000000
        PA
        USD
        120602.40000000
        0.017724018918
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-02-21
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK and CO INC
        4YV9Y5M8S0BRK1RP0397
        MERCK and CO INC 3.7% 02/10/2045
        58933YAT2
        
          
        
        45000.00000000
        PA
        USD
        45831.52000000
        0.006735510467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-10
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 09/01/2034#MA3768
        31418DFJ6
        
          
        
        278650.69200000
        PA
        USD
        281362.27000000
        0.041349676262
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 02/01/2051#MA4256
        31418DWS7
        
          
        
        694611.13200000
        PA
        USD
        664734.10000000
        0.097690922935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA REPUBLIC OF 2.85% 02/14/2030
        455780CQ7
        
          
        
        200000.00000000
        PA
        USD
        196412.50000000
        0.028865253642
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-02-14
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 12/01/2051#RA6510
        3133KNGT4
        
          
        
        1085389.78000000
        PA
        USD
        1010285.80000000
        0.148474032294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FHMS K057 A2 2.57% 07/26
        3137BRQJ7
        
          
        
        159400.00000000
        PA
        USD
        158320.89000000
        0.023267218973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Fixed
          0.02570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2350
        3140QMTG9
        
          
        
        1127742.54500000
        PA
        USD
        1049355.53000000
        0.154215813831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.5% 07/15/2023
        55336VAE0
        
          
        
        82000.00000000
        PA
        USD
        83356.92000000
        0.012250333551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 5.141% 03/15/2052 144A
        55903VAQ6
        
          
        
        175000.00000000
        PA
        USD
        179041.55000000
        0.026312377029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          0.05141000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW 2.45% 06/01/2030
        26441CBH7
        
          
        
        182000.00000000
        PA
        USD
        167688.24000000
        0.024643867271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024
        60687YBJ7
        
          
        
        400000.00000000
        PA
        USD
        387739.74000000
        0.056983165237
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-08
          Variable
          0.00849000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028
        161175BJ2
        
          
        
        100000.00000000
        PA
        USD
        98746.19000000
        0.014511977702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 11/15/2041
        912810TC2
        
          
        
        1258000.00000000
        PA
        USD
        1138293.44000000
        0.167286343102
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIEMAE 15YR 2.5% 11/01/2032#BJ1106
        3140H2GQ5
        
          
        
        45153.32200000
        PA
        USD
        44857.92000000
        0.006592427868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 04/20/2050#MA6603
        36179VKQ2
        
          
        
        187202.85100000
        PA
        USD
        194696.66000000
        0.028613089666
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONTINENTAL GAS PIPE LINE CO LLC
        N/A
        TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030
        893574AP8
        
          
        
        66000.00000000
        PA
        USD
        64364.33000000
        0.009459136821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PERKINELMER INC 2.25% 09/15/2031
        714046AN9
        
          
        
        90000.00000000
        PA
        USD
        79547.46000000
        0.011690486142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 12/01/2049#MA3872
        31418DJS2
        
          
        
        53602.32400000
        PA
        USD
        53828.83000000
        0.007910814389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 06/30/2028
        91282CCH2
        
          
        
        2989000.00000000
        PA
        USD
        2780470.56000000
        0.408624644351
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030
        46647PBE5
        
          
        
        720000.00000000
        PA
        USD
        680343.11000000
        0.099984860605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Variable
          0.02739000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 02/15/2032
        91282CDY4
        
          
        
        956000.00000000
        PA
        USD
        917760.00000000
        0.134876218074
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031
        31620MBT2
        
          
        
        200000.00000000
        PA
        USD
        176852.00000000
        0.025990595492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 06/01/2048#ZS4773
        3132A5JS5
        
          
        
        146597.07000000
        PA
        USD
        152882.29000000
        0.022467949230
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048
        110122DL9
        
          
        
        42000.00000000
        PA
        USD
        47526.88000000
        0.006984664652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-20
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 2.699%/VAR 01/22/2031
        6174468L6
        
          
        
        230000.00000000
        PA
        USD
        215824.27000000
        0.031718054073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Variable
          0.02699000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 11/15/2045
        912810RP5
        
          
        
        224000.00000000
        PA
        USD
        238892.50000000
        0.035108216664
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-11-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028
        38141GWL4
        
          
        
        440000.00000000
        PA
        USD
        440504.76000000
        0.064737639549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Variable
          0.03691000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        TORONTO DOMINION BANK 2.65% 06/12/2024
        89114QCA4
        
          
        
        510000.00000000
        PA
        USD
        509334.27000000
        0.074852989968
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-12
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029
        46647PAV8
        
          
        
        30000.00000000
        PA
        USD
        31025.01000000
        0.004559510127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Variable
          0.04203000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC 5.5% 12/01/2046
        29250NAM7
        
          
        
        60000.00000000
        PA
        USD
        71931.23000000
        0.010571186654
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2046-12-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK CR CARD ISSUANCE TR
        R8AG6FXVDQAMDKCSJJ64
        CITIBANK CR CARD ISSUANCE TR 2018-A6 A6 3.21% 12/09/2024
        17305EGR0
        
          
        
        100000.00000000
        PA
        USD
        101028.62000000
        0.014847409107
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-12-07
          Fixed
          0.03210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PAC RY CO 1.75% 12/02/2026
        13645RBE3
        
          
        
        140000.00000000
        PA
        USD
        131875.99000000
        0.019380812833
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-02
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 3.75% 01/24/2024
        95000U2C6
        
          
        
        150000.00000000
        PA
        USD
        152739.61000000
        0.022446980634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-24
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS and ELECTRIC CO
        88V8C2WYSOD1SPSSLH72
        BALTIMORE GAS and ELECTRIC CO 3.2% 09/15/2049
        059165EL0
        
          
        
        150000.00000000
        PA
        USD
        135225.43000000
        0.019873054595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2048#MA3536
        31418C4W1
        
          
        
        7872.11000000
        PA
        USD
        8056.22000000
        0.001183961477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 01/01/2033#BJ4684
        3140H6F20
        
          
        
        36501.21700000
        PA
        USD
        36228.20000000
        0.005324183450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#SD8177
        3132DWCN1
        
          
        
        1667042.56500000
        PA
        USD
        1549607.08000000
        0.227733985411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        COMMONSPIRIT HEALTH 3.91% 10/01/2050
        20268JAG8
        
          
        
        125000.00000000
        PA
        USD
        119089.04000000
        0.017501611891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.03910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP OPERATING LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP 4.15% 12/01/2028
        26884ABK8
        
          
        
        330000.00000000
        PA
        USD
        341189.40000000
        0.050142015253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 01/31/2026
        91282CBH3
        
          
        
        2692000.00000000
        PA
        USD
        2480320.48000000
        0.364513866321
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN CORP
        549300RLHFT5RU20WM87
        BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030
        084664CW9
        
          
        
        120000.00000000
        PA
        USD
        104867.10000000
        0.015411521365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2048#Q56567
        3132Y0JM3
        
          
        
        53498.07300000
        PA
        USD
        54764.41000000
        0.008048309477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 02/28/2023
        9128284A5
        
          
        
        262000.00000000
        PA
        USD
        264292.50000000
        0.038841061786
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET SOUND ENERGY INC
        8MNFJR7KOMBQ7X62LK44
        PUGET SOUND ENERGY INC 4.223% 06/15/2048
        745332CH7
        
          
        
        45000.00000000
        PA
        USD
        46849.01000000
        0.006885043245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          0.04223000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 3.75% 11/01/2046
        913017CJ6
        
          
        
        30000.00000000
        PA
        USD
        29495.70000000
        0.004334759049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.875% 11/14/2048
        00287YBD0
        
          
        
        100000.00000000
        PA
        USD
        113021.07000000
        0.016609848418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-14
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.5% 09/15/2053
        00206RKJ0
        
          
        
        347000.00000000
        PA
        USD
        304473.08000000
        0.044746096513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 12/20/2049#MA6339
        36179VBG4
        
          
        
        715836.89300000
        PA
        USD
        722484.58000000
        0.106178072445
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.75% 08/15/2041
        912810TA6
        
          
        
        3010000.00000000
        PA
        USD
        2608823.44000000
        0.383398970548
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 11/20/2051#MA7704
        36179WRZ3
        
          
        
        1133163.18000000
        PA
        USD
        1078808.86000000
        0.158544346083
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESSEX PORTFOLIO LP
        5493003GN3O58H286O74
        ESSEX PORTFOLIO LP 2.65% 03/15/2032
        29717PAV9
        
          
        
        170000.00000000
        PA
        USD
        155500.67000000
        0.022852752656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 2.5% 03/19/2024
        459058GQ0
        
          
        
        130000.00000000
        PA
        USD
        130348.76000000
        0.019156367437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-19
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 4.85% 03/01/2048
        96949LAE5
        
          
        
        83000.00000000
        PA
        USD
        88557.87000000
        0.013014677678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NEW YORK BNCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026
        251526BZ1
        
          
        
        200000.00000000
        PA
        USD
        201007.78000000
        0.029540587048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-13
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY SOUTHN CALIF
        0GMCSQ6M60R4T46U5511
        UNIVERSITY SOUTHN CALIF 2.945% 10/01/2051
        914886AF3
        
          
        
        240000.00000000
        PA
        USD
        213049.46000000
        0.031310261318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02945000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 0.5% 06/17/2025
        3135G04Z3
        
          
        
        2248000.00000000
        PA
        USD
        2106846.80000000
        0.309627275590
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-06-17
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN MUN PWR REV
        N/A
        AMERICAN MUN PWR-OHIO INC TAXABLE-COMB HYDROELEC PROJS-B
        02765UEJ9
        
          
        
        55000.00000000
        PA
        USD
        80758.87000000
        0.011868517871
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.07834000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 04/20/2049#MA5877
        36179UQ62
        
          
        
        17561.17900000
        PA
        USD
        18237.52000000
        0.002680229825
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC 3.936% 10/16/2023
        86562MBF6
        
          
        
        80000.00000000
        PA
        USD
        81548.39000000
        0.011984547630
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-10-16
          Fixed
          0.03936000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED EDISON CO OF NEW YORK INC
        VZFZPMWDHTQCFKYOBP05
        CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050
        209111FY4
        
          
        
        130000.00000000
        PA
        USD
        133661.33000000
        0.019643190696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 05/01/2035#FM3340
        3140X6WA5
        
          
        
        238434.95300000
        PA
        USD
        243787.08000000
        0.035827535919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 11/20/2050#MA6995
        36179VXY1
        
          
        
        875973.96400000
        PA
        USD
        851558.47000000
        0.125147081919
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIPPINES REPUBLIC OF
        529900RAHBALMYIJ3T08
        PHILIPPINES GOVT 3% 02/01/2028
        718286CC9
        
          
        
        200000.00000000
        PA
        USD
        200772.00000000
        0.029505936252
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2028-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        AETNA INC 4.75% 03/15/2044
        00817YAP3
        
          
        
        60000.00000000
        PA
        USD
        65299.95000000
        0.009596637788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRA ENERGY PARTNERS LP
        2HKVXE7U4NF5B6UGSU72
        SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026
        84756NAH2
        
          
        
        158000.00000000
        PA
        USD
        158059.91000000
        0.023228864724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 2.5% 04/27/2026
        68323ADP6
        
          
        
        115000.00000000
        PA
        USD
        114004.10000000
        0.016754316872
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-04-27
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        2IGI19DL77OX0HC3ZE78
        CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032
        13607HR53
        
          
        
        143000.00000000
        PA
        USD
        142322.75000000
        0.020916093821
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-04-07
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC DEL
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC DEL 4.3% 03/01/2028
        49456BAP6
        
          
        
        112000.00000000
        PA
        USD
        116059.36000000
        0.017056362827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 03/01/2033#ZS8690
        3132A9UP0
        
          
        
        7668.72300000
        PA
        USD
        7752.93000000
        0.001139389249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/20/2048#MA5135
        36179TV44
        
          
        
        111307.23800000
        PA
        USD
        111100.77000000
        0.016327636509
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032
        91087BAK6
        
          
        
        387000.00000000
        PA
        USD
        410220.00000000
        0.060286918342
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 03/01/2049#MA3616
        31418DAS1
        
          
        
        71950.42200000
        PA
        USD
        74709.20000000
        0.010979443810
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 07/20/2049#MA6041
        36179UWA6
        
          
        
        49657.06400000
        PA
        USD
        51573.41000000
        0.007579352438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/49#CA4421
        3140QB4F2
        
          
        
        80261.52200000
        PA
        USD
        78973.96000000
        0.011606203202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON and JOHNSON
        549300G0CFPGEF6X2043
        JOHNSON and JOHNSON 2.1% 09/01/2040
        478160CR3
        
          
        
        220000.00000000
        PA
        USD
        185736.59000000
        0.027296296218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST
        N/A
        CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA
        13063A5G5
        
          
        
        145000.00000000
        PA
        USD
        215012.82000000
        0.031598801428
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-04-01
          Fixed
          0.07550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORP 4.75% 11/15/2048
        126408HN6
        
          
        
        70000.00000000
        PA
        USD
        80167.71000000
        0.011781639575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF CHICAGO
        54930099Y7GU6182V326
        UNIVERSITY OF CHICAGO 3% 10/01/2052
        91412NBG4
        
          
        
        100000.00000000
        PA
        USD
        89162.60000000
        0.013103550254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RABOBANK NEDERLAND NEW YORK BRH
        DG3RU1DBUFHT4ZF9WN62
        RABOBANK NEDERLAND NY BRH 0.375% 01/12/2024
        21688AAQ5
        
          
        
        1300000.00000000
        PA
        USD
        1249297.11000000
        0.183599709562
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-12
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAUDER ESTEE COS INC
        549300VFZ8XJ9NUPU221
        LAUDER ESTEE COS INC 1.95% 03/15/2031
        29736RAR1
        
          
        
        200000.00000000
        PA
        USD
        181435.53000000
        0.026664202090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 10/15/2027
        00774MAR6
        
          
        
        220000.00000000
        PA
        USD
        224292.03000000
        0.032962496459
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-10-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/20/2050#MA6599
        36179VKL3
        
          
        
        40352.03400000
        PA
        USD
        40040.75000000
        0.005884484973
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEST VA UNIV HEALTH SYS OBLIGATED GROUP
        N/A
        WEST VA UNIV HEALTH SYS OBLIGATED GROUP 3.129% 06/01/2050
        956708AB7
        
          
        
        70000.00000000
        PA
        USD
        59106.01000000
        0.008686361460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.03129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/48#CA1564
        3140Q8W27
        
          
        
        15151.53600000
        PA
        USD
        15801.14000000
        0.002322173557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
        549300XK5HGW68R8K327
        SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026
        82481LAD1
        
          
        
        110000.00000000
        PA
        USD
        110190.01000000
        0.016193789028
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-09-23
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 07/01/2050#
        31418DQ96
        
          
        
        397717.81200000
        PA
        USD
        390964.72000000
        0.057457116058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 06/20/2050#MA6710
        36179VN30
        
          
        
        747724.04200000
        PA
        USD
        741722.21000000
        0.109005280843
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTMAN CHEMICAL CO
        FDPVHDGJ1IQZFK9KH630
        EASTMAN CHEMICAL CO 4.5% 12/01/2028
        277432AW0
        
          
        
        174000.00000000
        PA
        USD
        178803.48000000
        0.026277389688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 2.75% 09/01/2049
        254687FM3
        
          
        
        100000.00000000
        PA
        USD
        85088.46000000
        0.012504804836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2049#FM7075
        3140XA2H4
        
          
        
        142618.96500000
        PA
        USD
        147079.87000000
        0.021615211624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 2.75% 06/01/2031
        00206RJY9
        
          
        
        300000.00000000
        PA
        USD
        281303.66000000
        0.041341062795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2050#SD0506
        3132DMR31
        
          
        
        1747013.11900000
        PA
        USD
        1771456.10000000
        0.260337451242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/46#BM5900
        3140JARW0
        
          
        
        444634.76000000
        PA
        USD
        443754.56000000
        0.065215237977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 02/20/2050#MA6474
        36179VFP0
        
          
        
        473441.04600000
        PA
        USD
        470084.68000000
        0.069084775772
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 01/01/2035#SB8026
        3132D54K5
        
          
        
        780482.68000000
        PA
        USD
        772937.52000000
        0.113592757916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTERNATIONAL INC
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS INTL INC 2.875% 05/01/2024
        718172CH0
        
          
        
        80000.00000000
        PA
        USD
        80160.25000000
        0.011780543235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 11/15/2024
        91282CDH1
        
          
        
        3110000.00000000
        PA
        USD
        2972601.16000000
        0.436860619665
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOHLS CORP
        549300JF6LPRTRJ0FH50
        KOHLS CORP 4.25% 07/17/2025
        500255AU8
        
          
        
        265000.00000000
        PA
        USD
        268029.32000000
        0.039390233846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-17
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 10YR 2.5% 01/01/2027#MA2869
        31418CFK5
        
          
        
        7193.57500000
        PA
        USD
        7171.24000000
        0.001053902687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 2.625% 09/16/2026
        02209SAU7
        
          
        
        110000.00000000
        PA
        USD
        106126.26000000
        0.015596570549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-16
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 5% 01/21/2044
        06051GFC8
        
          
        
        400000.00000000
        PA
        USD
        460070.53000000
        0.067613072190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-21
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 10/01/2050#
        3132DV7L3
        
          
        
        1003990.78000000
        PA
        USD
        961120.27000000
        0.141248547694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 4.45% 04/15/2046
        30161NAV3
        
          
        
        144000.00000000
        PA
        USD
        150554.07000000
        0.022125788416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        INTEL CORP 3.25% 11/15/2049
        458140BJ8
        
          
        
        110000.00000000
        PA
        USD
        101468.41000000
        0.014912041704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP 3.557% 08/15/2027
        05526DBB0
        
          
        
        130000.00000000
        PA
        USD
        126522.47000000
        0.018594046651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          0.03557000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 10YR 3.5% 05/01/2029#MA3656
        31418DB27
        
          
        
        145710.40100000
        PA
        USD
        149682.38000000
        0.021997682756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYLOR SCOTT and WHITE HLDGS
        549300JQDKSBWYRGGV95
        BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050
        072863AJ2
        
          
        
        120000.00000000
        PA
        USD
        101022.36000000
        0.014846489123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          0.02839000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 02/01/2035#MA3931
        31418DLM2
        
          
        
        14756.51400000
        PA
        USD
        14900.11000000
        0.002189756020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC 5.319% 11/15/2038
        26078JAE0
        
          
        
        679000.00000000
        PA
        USD
        779864.02000000
        0.114610693024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          0.05319000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 3.875% 08/22/2037
        023135BF2
        
          
        
        440000.00000000
        PA
        USD
        465713.31000000
        0.068442348718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-22
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
        00774MAV7
        
          
        
        250000.00000000
        PA
        USD
        231238.08000000
        0.033983304682
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLINA HEALTH SYSTEM
        5493001V00JCD7SQ0G44
        ALLINA HEALTH SYSTEM 3.887% 04/15/2049
        01959LAC6
        
          
        
        20000.00000000
        PA
        USD
        20197.22000000
        0.002968232053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          0.03887000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038
        46647PAJ5
        
          
        
        734000.00000000
        PA
        USD
        740303.96000000
        0.108796851410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-24
          Variable
          0.03882000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES INC
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROPERTIES 3% 01/15/2030
        42250PAA1
        
          
        
        140000.00000000
        PA
        USD
        134492.12000000
        0.019765285593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 2.7% 06/22/2030
        92556VAD8
        
          
        
        100000.00000000
        PA
        USD
        87956.53000000
        0.012926303305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-22
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 01/01/2048#BJ0902
        3140H2AC2
        
          
        
        101055.19900000
        PA
        USD
        105387.85000000
        0.015488052038
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 12/01/2035#MA4206
        31418DU83
        
          
        
        1892386.22100000
        PA
        USD
        1841376.57000000
        0.270613131769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 3.75% 04/01/2030
        126650DJ6
        
          
        
        380000.00000000
        PA
        USD
        386646.09000000
        0.056822439801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/01/2048#BM2007
        3140J6GR2
        
          
        
        374348.78100000
        PA
        USD
        383484.20000000
        0.056357760838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 144A
        92343VGM0
        
          
        
        9000.00000000
        PA
        USD
        8128.94000000
        0.001194648583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.02355000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FREDDIE MAC POOL 30YR 3% 03/50#QA8169
        3133A3CE6
        
          
        
        344327.87000000
        PA
        USD
        339449.74000000
        0.049886350633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC 2.348% 01/15/2025
        86562MBV1
        
          
        
        200000.00000000
        PA
        USD
        194346.87000000
        0.028561683686
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-01-15
          Fixed
          0.02348000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED EDISON CO OF NEW YORK INC
        VZFZPMWDHTQCFKYOBP05
        CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048
        209111FT5
        
          
        
        50000.00000000
        PA
        USD
        54911.80000000
        0.008069970266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        PFIZER INC 3.45% 03/15/2029
        717081ET6
        
          
        
        70000.00000000
        PA
        USD
        71999.74000000
        0.010581255048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/01/2049#FM3102
        3140X6NU1
        
          
        
        166943.51700000
        PA
        USD
        170743.64000000
        0.025092896207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS TR 2020-GC45
        N/A
        GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053
        36258YBG2
        
          
        
        260000.00000000
        PA
        USD
        250999.94000000
        0.036887555182
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-13
          Fixed
          0.02910600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 06/01/2048#BK7355
        3140HME59
        
          
        
        200314.46800000
        PA
        USD
        208746.26000000
        0.030677852691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.5% 04/01/2025
        68389XBT1
        
          
        
        80000.00000000
        PA
        USD
        78136.61000000
        0.011483144231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN CORP 3.25% 01/15/2028
        666807BN1
        
          
        
        80000.00000000
        PA
        USD
        80003.63000000
        0.011757525983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.0% 02/15/2025
        912828J27
        
          
        
        82000.00000000
        PA
        USD
        80846.88000000
        0.011881452032
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA 1.849% 03/25/2026
        05964HAL9
        
          
        
        200000.00000000
        PA
        USD
        186932.25000000
        0.027472013289
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-03-25
          Fixed
          0.01849000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.875% 08/15/2045
        912810RN0
        
          
        
        156000.00000000
        PA
        USD
        162605.63000000
        0.023896914674
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 3% 08/15/2026
        126650DF4
        
          
        
        20000.00000000
        PA
        USD
        19836.23000000
        0.002915180094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA CORP 2.85% 04/01/2030
        67066GAF1
        
          
        
        100000.00000000
        PA
        USD
        98387.94000000
        0.014459328420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2047
        912810RV2
        
          
        
        49000.00000000
        PA
        USD
        52722.85000000
        0.007748276906
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA 3.4% 02/11/2024
        064159MK9
        
          
        
        140000.00000000
        PA
        USD
        141880.93000000
        0.020851162891
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-02-11
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        MARATHON PETROLEUM CORP 5.125% 12/15/2026
        56585ABC5
        
          
        
        410000.00000000
        PA
        USD
        436290.63000000
        0.064118320863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        VISA INC 2.7% 04/15/2040
        92826CAK8
        
          
        
        150000.00000000
        PA
        USD
        136375.50000000
        0.020042071650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 09/01/2049#FM6263
        3140X95Z4
        
          
        
        502062.34600000
        PA
        USD
        527886.88000000
        0.077579526178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        FEDERAL HOME LOAN BANKS 0.375% 09/04/2025
        3130AK5E2
        
          
        
        160000.00000000
        PA
        USD
        148673.76000000
        0.021849453534
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-09-04
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 4.2% 01/31/2050
        29379VBW2
        
          
        
        418000.00000000
        PA
        USD
        414770.17000000
        0.060955622275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-31
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LILLY (ELI) and CO
        FRDRIPF3EKNDJ2CQJL29
        LILLY (ELI) and CO 2.25% 05/15/2050
        532457BY3
        
          
        
        200000.00000000
        PA
        USD
        162209.48000000
        0.023838695517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING CORP 2.894%/VAR 02/04/2030
        961214EM1
        
          
        
        590000.00000000
        PA
        USD
        568880.03000000
        0.083603978147
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-02-04
          Variable
          0.02894000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 12/20/2050#MA7052
        36179VZR4
        
          
        
        782574.87300000
        PA
        USD
        760762.63000000
        0.111803506784
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP 1.2% 08/05/2025
        89788MAA0
        
          
        
        700000.00000000
        PA
        USD
        659075.26000000
        0.096859286191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-05
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2044#FM1130
        3140X4HG4
        
          
        
        449552.69800000
        PA
        USD
        448662.76000000
        0.065936558860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.45% 04/01/2024
        00206RDC3
        
          
        
        1190000.00000000
        PA
        USD
        1224692.32000000
        0.179983730415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2049#CA4406
        3140QB3Q9
        
          
        
        100811.62800000
        PA
        USD
        99509.43000000
        0.014624145289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC 3.3% 03/26/2027
        57636QAR5
        
          
        
        38000.00000000
        PA
        USD
        38728.07000000
        0.005691570361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-26
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        NORFOLK SOUTHERN CORP 3.8% 08/01/2028
        655844BZ0
        
          
        
        63000.00000000
        PA
        USD
        64326.43000000
        0.009453566946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2050#
        31418DLT7
        
          
        
        485268.46500000
        PA
        USD
        477483.74000000
        0.070172159435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        AETNA INC 2.8% 06/15/2023
        00817YAV0
        
          
        
        110000.00000000
        PA
        USD
        110407.62000000
        0.016225769517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2.5% 09/01/2041#MA4423
        31418D4H2
        
          
        
        190840.49000000
        PA
        USD
        184540.35000000
        0.027120493909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHER DANIELS MIDLAND CO
        549300LO13MQ9HYSTR83
        ARCHER DANIELS MIDLAND CO 2.5% 08/11/2026
        039483BL5
        
          
        
        350000.00000000
        PA
        USD
        343641.37000000
        0.050502362665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-11
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027
        89788MAD4
        
          
        
        29000.00000000
        PA
        USD
        26854.73000000
        0.003946635743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-02
          Variable
          0.01267000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 05/01/2051#SD8147
        3132DWBQ5
        
          
        
        1542759.62500000
        PA
        USD
        1475798.92000000
        0.216886960608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIPPINES REPUBLIC OF
        529900RAHBALMYIJ3T08
        PHILIPPINES GOVT 2.65% 12/10/2045
        718286CL9
        
          
        
        500000.00000000
        PA
        USD
        413180.00000000
        0.060721927065
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2045-12-10
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2050#
        31418DVA7
        
          
        
        10233557.87300000
        PA
        USD
        9541432.68000000
        1.402231906914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#QC9345
        3133AUL22
        
          
        
        3739415.50000000
        PA
        USD
        3475990.88000000
        0.510839984260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 04/20/2050#MA6602
        36179VKP4
        
          
        
        189547.17000000
        PA
        USD
        196817.67000000
        0.028924798400
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2048#MA3333
        31418CV35
        
          
        
        72185.32300000
        PA
        USD
        74172.48000000
        0.010900566147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC 2.95% 09/01/2029
        65473PAH8
        
          
        
        190000.00000000
        PA
        USD
        181061.55000000
        0.026609241089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 10/01/2048#FS0098
        3140XFDC2
        
          
        
        189985.96100000
        PA
        USD
        205176.50000000
        0.030153232171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 4.3% 03/25/2028
        126650CX6
        
          
        
        264000.00000000
        PA
        USD
        276164.81000000
        0.040585845033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO 3.6% 11/15/2050
        260543DD2
        
          
        
        150000.00000000
        PA
        USD
        139559.92000000
        0.020510061676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FNDTN HOSPS
        DW4Z57L3G4IRMHYZYK62
        KAISER FNDTN HOSPS 4.15% 05/01/2047
        48305QAD5
        
          
        
        30000.00000000
        PA
        USD
        32055.12000000
        0.004710897571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 4.5% 04/15/2024
        29278NAH6
        
          
        
        50000.00000000
        PA
        USD
        51158.45000000
        0.007518368918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025
        86562MCA6
        
          
        
        400000.00000000
        PA
        USD
        376363.67000000
        0.055311310615
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-08
          Fixed
          0.01474000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 12/01/2049#FM3155
        3140X6QH7
        
          
        
        54085.43800000
        PA
        USD
        56889.15000000
        0.008360566380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2.5% 05/01/2040#MA4016
        31418DPA4
        
          
        
        40239.98000000
        PA
        USD
        39163.05000000
        0.005755496068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 11/20/2048#MA5596
        36179UGD8
        
          
        
        42003.72500000
        PA
        USD
        43660.81000000
        0.006416497701
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-11-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER INC 4.597% 05/25/2028
        49271VAF7
        
          
        
        36000.00000000
        PA
        USD
        37961.41000000
        0.005578900162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-25
          Fixed
          0.04597000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENERGY CO 3.65% 08/01/2048
        595620AS4
        
          
        
        30000.00000000
        PA
        USD
        29723.57000000
        0.004368247373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-01
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 2.95% 09/11/2049
        037833DQ0
        
          
        
        240000.00000000
        PA
        USD
        220246.48000000
        0.032367952696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-11
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 03/01/2050#SD8053
        3132DV5N1
        
          
        
        99264.85400000
        PA
        USD
        103008.91000000
        0.015138437291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        CONAGRA BRANDS INC 5.3% 11/01/2038
        205887CD2
        
          
        
        13000.00000000
        PA
        USD
        14291.19000000
        0.002100267672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-01
          Fixed
          0.05300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.8% 05/13/2060
        254687GA8
        
          
        
        30000.00000000
        PA
        USD
        30187.65000000
        0.004436449686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-13
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP 2.25% 01/15/2031
        22822VAT8
        
          
        
        100000.00000000
        PA
        USD
        88138.45000000
        0.012953038706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 03/01/2052#
        31418EB90
        
          
        
        1495225.93000000
        PA
        USD
        1428342.53000000
        0.209912655335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC 5.25% 02/15/2043
        65473QBB8
        
          
        
        156000.00000000
        PA
        USD
        168435.46000000
        0.024753680520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2050#FM2326
        3140X5SQ7
        
          
        
        492042.90600000
        PA
        USD
        484149.50000000
        0.071151775565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST
        N/A
        FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST 1.875% 08/20/2035
        314353AA1
        
          
        
        35871.85100000
        PA
        USD
        32664.47000000
        0.004800449114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-08-20
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5.5% 06/01/2049#SD0067
        3132DMCC7
        
          
        
        205103.41900000
        PA
        USD
        217475.01000000
        0.031960650795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCO INC
        549300JEB576INN13W07
        WRKCO INC 4.65% 03/15/2026
        92940PAB0
        
          
        
        290000.00000000
        PA
        USD
        301793.28000000
        0.044352266656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        WESTLAKE CHEMICAL CORP 3.6% 08/15/2026
        960413AT9
        
          
        
        625000.00000000
        PA
        USD
        632639.27000000
        0.092974189486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 02/01/2033#BM5108
        3140J9VA6
        
          
        
        35245.46000000
        PA
        USD
        35632.49000000
        0.005236636475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 05/01/2050#BP2770
        3140KACG9
        
          
        
        74807.83700000
        PA
        USD
        71736.26000000
        0.010542533393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        VISA INC 2.05% 04/15/2030
        92826CAM4
        
          
        
        350000.00000000
        PA
        USD
        326565.40000000
        0.047992837022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 03/01/2049#MA3617
        31418DAT9
        
          
        
        14441.68900000
        PA
        USD
        15190.32000000
        0.002232405980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
        N/A
        MA SCH BLDG 3.395% 10/15/2040
        576000XQ1
        
          
        
        100000.00000000
        PA
        USD
        93833.06000000
        0.013789932295
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-10-15
          Fixed
          0.03395000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER INC 3.8% 05/01/2050
        49271VAK6
        
          
        
        190000.00000000
        PA
        USD
        180490.96000000
        0.026525385810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        ILLINOIS ST TXBL
        452151LF8
        
          
        
        500000.00000000
        PA
        USD
        531703.70000000
        0.078140455230
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.457%/VAR 04/22/2039
        61744YAR9
        
          
        
        295000.00000000
        PA
        USD
        318143.14000000
        0.046755081425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-04-22
          Variable
          0.04457000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 05/48#G08814
        3128MJ3Y4
        
          
        
        31139.91400000
        PA
        USD
        31924.46000000
        0.004691695463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC 2% 11/18/2031
        57636QAU8
        
          
        
        240000.00000000
        PA
        USD
        218798.12000000
        0.032155098225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-18
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 01/01/2049#BM5152
        3140J9WN7
        
          
        
        45711.57000000
        PA
        USD
        48685.97000000
        0.007155007307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2050#BQ7835
        3140KTV51
        
          
        
        99734.17300000
        PA
        USD
        103550.47000000
        0.015218026252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 05/01/2044#BM3279
        3140J7UD5
        
          
        
        39628.08100000
        PA
        USD
        42840.63000000
        0.006295962075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 3.6% 09/15/2037
        907818EQ7
        
          
        
        38000.00000000
        PA
        USD
        38270.69000000
        0.005624352696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 08/15/2024
        91282CCT6
        
          
        
        1798000.00000000
        PA
        USD
        1712314.06000000
        0.251645794726
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP 3.1% 06/15/2050
        03027XBD1
        
          
        
        160000.00000000
        PA
        USD
        129288.45000000
        0.019000541728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        MARATHON PETROLEUM CORP 4.75% 09/15/2044
        56585AAH5
        
          
        
        21000.00000000
        PA
        USD
        21352.92000000
        0.003138076506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.95% 10/01/2026
        46625HRV4
        
          
        
        224000.00000000
        PA
        USD
        222265.48000000
        0.032664669794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.125% 12/31/2022
        912828N30
        
          
        
        19000.00000000
        PA
        USD
        19096.48000000
        0.002806464654
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELEC UTILS CORP
        549300GCZLSGYEYPIR35
        PPL ELEC UTILS CORP 3% 10/01/2049
        69351UAW3
        
          
        
        100000.00000000
        PA
        USD
        87838.21000000
        0.012908914713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP 3.452% 04/15/2051
        30231GBM3
        
          
        
        330000.00000000
        PA
        USD
        319900.12000000
        0.047013291434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          0.03452000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL CORP 2% 07/28/2026
        904764AU1
        
          
        
        280000.00000000
        PA
        USD
        269649.98000000
        0.039628409939
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-28
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA 2.958% 03/25/2031
        05964HAM7
        
          
        
        200000.00000000
        PA
        USD
        184816.24000000
        0.027161039367
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2031-03-25
          Fixed
          0.02958000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 11/30/2023
        91282CDM0
        
          
        
        4620000.00000000
        PA
        USD
        4490603.92000000
        0.659949958158
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFICORP
        SGY07Y7FNYBNLM6Z1M11
        PACIFICORP 6% 01/15/2039
        695114CL0
        
          
        
        235000.00000000
        PA
        USD
        291273.50000000
        0.042806254473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTERN GAS TRANSMISSION and STORAGE INC
        H2VQBNB3NSKRM5QWBI71
        EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049 144A
        276480AA8
        
          
        
        60000.00000000
        PA
        USD
        58489.13000000
        0.008595703291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 2.987% 10/30/2056
        92343VFW9
        
          
        
        227000.00000000
        PA
        USD
        186839.99000000
        0.027458454537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-10-30
          Fixed
          0.02987000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 4.101% 03/01/2028
        036752AG8
        
          
        
        50000.00000000
        PA
        USD
        51868.98000000
        0.007622790116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04101000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP 4.54% 08/15/2047
        05526DBF1
        
          
        
        213000.00000000
        PA
        USD
        190078.47000000
        0.027934389351
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          0.04540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.7% 05/14/2045
        00287YAS8
        
          
        
        120000.00000000
        PA
        USD
        130284.21000000
        0.019146881014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-14
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        ROYAL BANK OF CANADA 2.55% 07/16/2024
        78013XZU5
        
          
        
        360000.00000000
        PA
        USD
        358369.92000000
        0.052666905815
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-16
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE CORP 2.565% 02/15/2030
        68902VAK3
        
          
        
        70000.00000000
        PA
        USD
        65421.46000000
        0.009614495190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.02565000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 11/20/2049#MA6287
        36179U6Y3
        
          
        
        43665.87800000
        PA
        USD
        45444.54000000
        0.006678638954
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-11-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2051#MA4437
        31418D4X7
        
          
        
        48828.77800000
        PA
        USD
        45404.27000000
        0.006672720778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 3.2% 03/01/2029
        097023CD5
        
          
        
        126000.00000000
        PA
        USD
        120069.03000000
        0.017645633579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE INC 2.35% 09/15/2022
        45866FAE4
        
          
        
        34000.00000000
        PA
        USD
        34125.52000000
        0.005015168537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.02350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/20/2050#MA6600
        36179VKM1
        
          
        
        1558545.24200000
        PA
        USD
        1572166.46000000
        0.231049366183
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        ANALOG DEVICES INC 2.8% 10/01/2041
        032654AW5
        
          
        
        130000.00000000
        PA
        USD
        116643.03000000
        0.017142140375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-10-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP 2.25% 04/15/2025
        87612EBL9
        
          
        
        508000.00000000
        PA
        USD
        500781.20000000
        0.073596010219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 07/01/2051#RA5605
        3133KMGN9
        
          
        
        1605996.03700000
        PA
        USD
        1535788.80000000
        0.225703217731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 02/15/2031
        91282CBL4
        
          
        
        4289000.00000000
        PA
        USD
        3872665.44000000
        0.569136232146
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAY AREA TOLL AU CA BRIDGE REV
        N/A
        BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1
        072024NV0
        
          
        
        75000.00000000
        PA
        USD
        115275.50000000
        0.016941164876
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.07043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032
        46647PCR5
        
          
        
        40000.00000000
        PA
        USD
        36549.84000000
        0.005371452439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Variable
          0.02545000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/01/2048#BN0633
        3140JGV36
        
          
        
        8306.25000000
        PA
        USD
        8494.93000000
        0.001248435354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 08/01/2035#MA4099
        31418DRV6
        
          
        
        346609.99800000
        PA
        USD
        343150.90000000
        0.050430282013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 01/52#SD8188
        3132DWCZ4
        
          
        
        2282291.83000000
        PA
        USD
        2120801.65000000
        0.311678113927
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.0% 05/15/2045
        912810RM2
        
          
        
        4000.00000000
        PA
        USD
        4249.69000000
        0.000624544668
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-05-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NEW YORK BNCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027
        251526CP2
        
          
        
        150000.00000000
        PA
        USD
        137462.46000000
        0.020201813907
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-16
          Variable
          0.02311000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 02/28/2026
        91282CBQ3
        
          
        
        10148000.00000000
        PA
        USD
        9382143.13000000
        1.378822331335
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORP
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP 6.6% 04/01/2050
        871829BN6
        
          
        
        220000.00000000
        PA
        USD
        295682.14000000
        0.043454158816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        APPALACHIAN POWER CO 4.5% 03/01/2049
        037735CX3
        
          
        
        90000.00000000
        PA
        USD
        93994.33000000
        0.013813632922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3.106%/VAR 04/08/2026
        172967MQ1
        
          
        
        500000.00000000
        PA
        USD
        495750.23000000
        0.072856646761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Variable
          0.03106000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.65% 06/01/2051
        00206RKA9
        
          
        
        280000.00000000
        PA
        USD
        254792.70000000
        0.037444948318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 09/01/2048#Q58587
        3132Y2RH1
        
          
        
        77648.57700000
        PA
        USD
        78236.76000000
        0.011497862516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC.
        J5OIVXX3P24RJRW5CK77
        BAXTER INTERNATIONAL INC 2.539% 02/01/2032 144A
        071813CQ0
        
          
        
        180000.00000000
        PA
        USD
        164364.92000000
        0.024155464166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          0.02539000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#BP2187
        3140K9ND7
        
          
        
        73510.09300000
        PA
        USD
        72468.67000000
        0.010650170129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP INC 2.2% 06/17/2025
        40434LAA3
        
          
        
        160000.00000000
        PA
        USD
        154308.52000000
        0.022677551423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-17
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.375% 5/15/41
        912810QQ4
        
          
        
        32000.00000000
        PA
        USD
        40663.75000000
        0.005976042552
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA INC 5.25% 06/15/2049
        404119BZ1
        
          
        
        100000.00000000
        PA
        USD
        109516.07000000
        0.016094745183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 1.75% 02/15/2031
        776743AL0
        
          
        
        50000.00000000
        PA
        USD
        43194.02000000
        0.006347897120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3% 11/15/2044
        912810RJ9
        
          
        
        1659000.00000000
        PA
        USD
        1758021.56000000
        0.258363078916
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-11-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IDAHO ENERGY RES AUTH TRANSMISSION FACS REV
        N/A
        IDAHO ENERGY RE 2.861% 9/1/2046
        451174AX4
        
          
        
        45000.00000000
        PA
        USD
        38416.64000000
        0.005645801859
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.02861000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN 1.625% 11/15/22
        912828TY6
        
          
        
        697000.00000000
        PA
        USD
        698470.24000000
        0.102648867251
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 05/20/2049#MA5933
        36179USW3
        
          
        
        13436.81500000
        PA
        USD
        13990.44000000
        0.002056068728
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026
        60687YBD0
        
          
        
        400000.00000000
        PA
        USD
        383452.77000000
        0.056353141810
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-05-25
          Variable
          0.02226000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 05/15/2024
        912828WJ5
        
          
        
        217000.00000000
        PA
        USD
        217449.26000000
        0.031956866513
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 3.95% 03/15/2027
        444859BF8
        
          
        
        445000.00000000
        PA
        USD
        451989.75000000
        0.066425501316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 09/15/2023
        91282CAK7
        
          
        
        23903000.00000000
        PA
        USD
        23224192.09000000
        3.413083155652
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 05/31/2025
        912828ZT0
        
          
        
        3744000.00000000
        PA
        USD
        3484552.48000000
        0.512098217599
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 3.875% 02/08/2029
        92343VES9
        
          
        
        210000.00000000
        PA
        USD
        218471.40000000
        0.032107082668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-08
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041
        06051GJE0
        
          
        
        100000.00000000
        PA
        USD
        84435.83000000
        0.012408892761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Variable
          0.02676000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HLDGS USA INC
        549300SMVCQN2P0O6I58
        SANTANDER HLDGS USA INC 4.5% 07/17/2025
        80282KAE6
        
          
        
        82000.00000000
        PA
        USD
        83810.06000000
        0.012316928096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-17
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP STEP 07/15/2047
        337932AJ6
        
          
        
        140000.00000000
        PA
        USD
        146067.60000000
        0.021466445989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-15
          Variable
          0.05350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2048#BJ5511
        3140H7DR5
        
          
        
        44670.94700000
        PA
        USD
        45914.63000000
        0.006747724512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AHS HOSPITAL CORP
        549300D7W3C9Z4RGJG34
        AHS HOSPITAL CORP 2.78% 07/01/2051
        001306AC3
        
          
        
        250000.00000000
        PA
        USD
        212230.00000000
        0.031189831504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02780000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE JOHN CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        DEERE JOHN CAPITAL CORP 2.8% 03/06/2023
        24422ETG4
        
          
        
        64000.00000000
        PA
        USD
        64557.06000000
        0.009487460886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-06
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        FEDEX CORP 4.25% 05/15/2030
        31428XBZ8
        
          
        
        175000.00000000
        PA
        USD
        183577.17000000
        0.026978942658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 06/30/2025
        912828XZ8
        
          
        
        113000.00000000
        PA
        USD
        113750.39000000
        0.016717031040
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 07/31/2024
        912828Y87
        
          
        
        2907000.00000000
        PA
        USD
        2861578.13000000
        0.420544408013
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 03/01/2033#G18680
        3128MMXJ7
        
          
        
        34174.05100000
        PA
        USD
        33942.00000000
        0.004988197997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 05/15/2047
        912810RX8
        
          
        
        208000.00000000
        PA
        USD
        224575.00000000
        0.033004082411
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-05-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051
        161175BV5
        
          
        
        30000.00000000
        PA
        USD
        24722.96000000
        0.003633345694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 08/15/2030
        91282CAE1
        
          
        
        1630000.00000000
        PA
        USD
        1415807.81000000
        0.208070522721
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC 1.9% 08/15/2040
        02079KAE7
        
          
        
        264000.00000000
        PA
        USD
        215298.42000000
        0.031640773891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC 4.663% 02/15/2030
        595112BQ5
        
          
        
        230000.00000000
        PA
        USD
        240379.90000000
        0.035326808548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.04663000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERGY COMPANY
        549300JD0S5IZJE9LY15
        BERKSHIRE HATHAWAY ENERGY COMPANY 4.25% 10/15/2050
        084659AX9
        
          
        
        290000.00000000
        PA
        USD
        309490.20000000
        0.045483424541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE CAPITAL US LLC
        549300N8C3A3L0UVQB07
        GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.625% 03/24/2032 144A
        36264FAD3
        
          
        
        250000.00000000
        PA
        USD
        249765.00000000
        0.036706065428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-24
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.25% 05/15/2050
        912810SN9
        
          
        
        2000.00000000
        PA
        USD
        1491.72000000
        0.000219226760
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK NEW YORK MELLON CORP
        WFLLPEPC7FZXENRZV188
        BANK NEW YORK MELLON CORP 1.8% 07/28/2031
        06406RAW7
        
          
        
        80000.00000000
        PA
        USD
        70766.73000000
        0.010400048932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-28
          Fixed
          0.01800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.7% 06/26/2028
        931142EE9
        
          
        
        170000.00000000
        PA
        USD
        177385.96000000
        0.026069067538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-26
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2019-B12 MTG TR
        N/A
        BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052
        08162FAE3
        
          
        
        95000.00000000
        PA
        USD
        93254.04000000
        0.013704838122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          0.03115600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 09/01/2032#BH4033
        3140GSPT3
        
          
        
        33774.16900000
        PA
        USD
        34652.61000000
        0.005092630952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON NORTHN SANTA FE LLC
        N/A
        BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027
        12189LBA8
        
          
        
        30000.00000000
        PA
        USD
        30439.15000000
        0.004473410731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING LTD
        5493001NTNQJDH60PM02
        ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031
        01609WAX0
        
          
        
        240000.00000000
        PA
        USD
        208488.00000000
        0.030639898180
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-02-09
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 2.891% 04/06/2036
        907818FQ6
        
          
        
        79000.00000000
        PA
        USD
        73817.60000000
        0.010848412128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-06
          Fixed
          0.02891000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 4% 03/01/2026#ZK3061
        3131X6MJ6
        
          
        
        20382.79200000
        PA
        USD
        20960.90000000
        0.003080464303
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        FEDEX CORP 4.05% 02/15/2048
        31428XBQ8
        
          
        
        150000.00000000
        PA
        USD
        148166.78000000
        0.021774946533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 3.75% 07/15/2023
        125523AF7
        
          
        
        10000.00000000
        PA
        USD
        10145.99000000
        0.001491079105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GRP INC
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032
        174610AW5
        
          
        
        78000.00000000
        PA
        USD
        68802.78000000
        0.010111422114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-30
          Fixed
          0.02638000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.7% 04/15/2048
        55336VAN0
        
          
        
        28000.00000000
        PA
        USD
        28207.09000000
        0.004145381823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.875% 05/15/2043
        912810RB6
        
          
        
        190000.00000000
        PA
        USD
        196694.53000000
        0.028906701449
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 1.554% 05/11/2025
        166764BW9
        
          
        
        80000.00000000
        PA
        USD
        77180.69000000
        0.011342659928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          0.01554000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 10/01/2031#BE0499
        3140FKRV4
        
          
        
        255421.55700000
        PA
        USD
        253830.33000000
        0.037303516107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2049#
        31418DFQ0
        
          
        
        887311.80300000
        PA
        USD
        873632.03000000
        0.128391065414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 01/01/2049#ZT1595
        3132ADXY9
        
          
        
        38145.21500000
        PA
        USD
        39655.49000000
        0.005827866236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.8% 01/15/2051
        20030NDL2
        
          
        
        180000.00000000
        PA
        USD
        151787.91000000
        0.022307116512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP
        N/A
        PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.7% 10/01/2051
        743820AB8
        
          
        
        130000.00000000
        PA
        USD
        102679.58000000
        0.015090038162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 10/01/2049#MA3818
        31418DG48
        
          
        
        24497.62800000
        PA
        USD
        25752.24000000
        0.003784611159
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 5.375% 07/15/2040
        68389XAM7
        
          
        
        641000.00000000
        PA
        USD
        676335.86000000
        0.099395945503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 5.3% 10/01/2029
        24703TAG1
        
          
        
        390000.00000000
        PA
        USD
        424807.42000000
        0.062430720688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.05300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 1.875% 06/19/2023
        459058GX5
        
          
        
        20000.00000000
        PA
        USD
        19952.15000000
        0.002932215976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-19
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        INTL FIN CORP 0.75% 08/27/2030
        45950KCU2
        
          
        
        60000.00000000
        PA
        USD
        52714.12000000
        0.007746993925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-27
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE INC 3.375% 03/27/2050
        654106AM5
        
          
        
        40000.00000000
        PA
        USD
        39748.37000000
        0.005841516104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-27
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC 2.95% 06/01/2029
        57636QAM6
        
          
        
        50000.00000000
        PA
        USD
        49818.62000000
        0.007321464277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        PFIZER INC 2.55% 05/28/2040
        717081EZ2
        
          
        
        125000.00000000
        PA
        USD
        111791.08000000
        0.016429086128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-28
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 09/30/2024
        912828YH7
        
          
        
        1783000.00000000
        PA
        USD
        1741001.99000000
        0.255861841953
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-09-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 4.25% 03/15/2029
        026874DN4
        
          
        
        100000.00000000
        PA
        USD
        104586.22000000
        0.015370242564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        PFIZER INC 2.7% 05/28/2050
        717081FA6
        
          
        
        380000.00000000
        PA
        USD
        336304.95000000
        0.049424184727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-28
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032
        015271AW9
        
          
        
        125000.00000000
        PA
        USD
        109252.82000000
        0.016056057330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-18
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 10/20/2049#MA6221
        36179U4E9
        
          
        
        96861.90800000
        PA
        USD
        100592.40000000
        0.014783301166
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 2.844% 06/20/2030
        715638DA7
        
          
        
        190000.00000000
        PA
        USD
        182732.50000000
        0.026854807922
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2030-06-20
          Fixed
          0.02844000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP 2.85% 04/15/2025
        91913YAY6
        
          
        
        190000.00000000
        PA
        USD
        187726.49000000
        0.027588736710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2347
        3140QMTD6
        
          
        
        937268.86300000
        PA
        USD
        872707.07000000
        0.128255131067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUR WIEDERAUFB
        549300GDPG70E3MBBU98
        KREDITANSTALT FUR WIEDER(UNGTD 2.625% 02/28/2024
        500769HX5
        
          
        
        400000.00000000
        PA
        USD
        402050.34000000
        0.059086285450
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-02-28
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 01/20/2050#MA6410
        36179VDP2
        
          
        
        907097.47900000
        PA
        USD
        915237.86000000
        0.134505558310
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.9% 03/01/2038
        20030NCJ8
        
          
        
        50000.00000000
        PA
        USD
        51498.68000000
        0.007568369937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-01
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC 4.375% 11/16/2045
        046353AM0
        
          
        
        45000.00000000
        PA
        USD
        50197.13000000
        0.007377091017
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2045-11-16
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 11/20/2048#MA5597
        36179UGE6
        
          
        
        11751.63900000
        PA
        USD
        12244.10000000
        0.001799422399
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-11-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024
        06051GJH3
        
          
        
        500000.00000000
        PA
        USD
        483756.80000000
        0.071094063428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-24
          Variable
          0.00810000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 4.7% 03/23/2050
        254687FS0
        
          
        
        100000.00000000
        PA
        USD
        115973.56000000
        0.017043753453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-23
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 07/01/2050#CA6399
        3140QEDD1
        
          
        
        557967.72000000
        PA
        USD
        535406.57000000
        0.078684637915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCES CO
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030
        723787AQ0
        
          
        
        19000.00000000
        PA
        USD
        16842.78000000
        0.002475255478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES GRP INC
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026
        693475BB0
        
          
        
        514000.00000000
        PA
        USD
        475077.84000000
        0.069818582581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-13
          Fixed
          0.01150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        PUGET ENERGY INC 4.1% 06/15/2030
        745310AK8
        
          
        
        200000.00000000
        PA
        USD
        199617.35000000
        0.029336246110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 02/28/2023
        91282CBN0
        
          
        
        88000.00000000
        PA
        USD
        86817.50000000
        0.012758908715
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 3.95% 02/15/2027
        29379VBL6
        
          
        
        85000.00000000
        PA
        USD
        87086.93000000
        0.012798504796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 2.5% 03/29/2032
        45906M3D1
        
          
        
        290000.00000000
        PA
        USD
        288282.17000000
        0.042366641418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-29
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        EOG RESOURCES INC 4.375% 04/15/2030
        26875PAU5
        
          
        
        510000.00000000
        PA
        USD
        552179.79000000
        0.081149670689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 07/01/2049#SD8001
        3132DV3J2
        
          
        
        410344.02000000
        PA
        USD
        412462.71000000
        0.060616512401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORPORATION
        VGRQXHF3J8VDLUA7XE92
        IBM CORPORATION 3.5% 05/15/2029
        459200KA8
        
          
        
        843000.00000000
        PA
        USD
        859574.19000000
        0.126325091419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 10/15/2023
        91282CAP6
        
          
        
        3458000.00000000
        PA
        USD
        3351423.37000000
        0.492533243235
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC PROVINCE CDA
        549300WN65YFEQH74Y36
        QUEBEC PROVINCE CDA 2.5% 04/09/2024
        748149AQ4
        
          
        
        140000.00000000
        PA
        USD
        140260.40000000
        0.020613005903
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-09
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.625% 08/15/43
        912810RC4
        
          
        
        971000.00000000
        PA
        USD
        1126511.72000000
        0.165554873180
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 10YR 2% 10/01/2030#RD5039
        3133LPS40
        
          
        
        167782.40700000
        PA
        USD
        164465.73000000
        0.024170279446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVARTIS CAP CORP
        5493002KF87V5RSRQS84
        NOVARTIS CAP CORP 1.75% 02/14/2025
        66989HAP3
        
          
        
        100000.00000000
        PA
        USD
        97583.56000000
        0.014341114800
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-14
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 02/01/2048#CA1218
        3140Q8K87
        
          
        
        128490.21400000
        PA
        USD
        133393.80000000
        0.019603873843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELECTRIC AND POWER CO
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELECTRIC AND POWER CO 4.6% 12/01/2048
        927804GA6
        
          
        
        52000.00000000
        PA
        USD
        58485.15000000
        0.008595118381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CREDIT FUND
        549300ORP3TTCNXSYO43
        BLACKSTONE PRIVATE CREDIT FUND 2.7% 01/15/2025 144A
        09261HAN7
        
          
        
        160000.00000000
        PA
        USD
        152796.14000000
        0.022455288419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC 3% 02/01/2051
        370334CP7
        
          
        
        80000.00000000
        PA
        USD
        68925.80000000
        0.010129501429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/46#BC2843
        3140EXER0
        
          
        
        85387.47100000
        PA
        USD
        88631.96000000
        0.013025566123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 06/01/2033#MA3392
        31418CXW9
        
          
        
        20228.16000000
        PA
        USD
        20735.32000000
        0.003047312524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC 4.2% 04/17/2028
        370334CG7
        
          
        
        89000.00000000
        PA
        USD
        92929.07000000
        0.013657079749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PPTY LTD PARTNERSHIP
        BVHHEFJI6SHNOKQT2572
        BOSTON PPTYS LTD PARTNERSHIP 3.65% 02/01/2026
        10112RAX2
        
          
        
        100000.00000000
        PA
        USD
        101309.28000000
        0.014888655576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALGREENS BOOTS ALLIANCE INC
        549300RPTUOIXG4LIH86
        WALGREENS BOOTS ALLIANCE INC 3.2% 04/15/2030
        931427AS7
        
          
        
        130000.00000000
        PA
        USD
        126734.67000000
        0.018625232074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.125% 11/15/41
        912810QT8
        
          
        
        113000.00000000
        PA
        USD
        121841.37000000
        0.017906100931
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030
        3137FX3Q9
        
          
        
        590000.00000000
        PA
        USD
        528218.21000000
        0.077628219232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Fixed
          0.01406000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 02/15/2030
        912828Z94
        
          
        
        1266000.00000000
        PA
        USD
        1186875.00000000
        0.174426006065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPTIAL ONE MULTI-ASSET EXECUT
        R42WS16M9R97TJJKGU15
        CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028
        14041NFV8
        
          
        
        116000.00000000
        PA
        USD
        112144.61000000
        0.016481041747
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.02060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.375% 04/30/2026
        9128286S4
        
          
        
        405000.00000000
        PA
        USD
        402642.77000000
        0.059173350388
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 06/30/2024
        9128286Z8
        
          
        
        805000.00000000
        PA
        USD
        793365.24000000
        0.116594864804
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-30
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 06/01/2051#
        31418DZW5
        
          
        
        2220670.19200000
        PA
        USD
        2124286.00000000
        0.312190182387
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 11/20/2047#MA4836
        36179TLR4
        
          
        
        48561.22200000
        PA
        USD
        48490.11000000
        0.007126223250
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 04/30/2024
        9128286R6
        
          
        
        1443000.00000000
        PA
        USD
        1439167.03000000
        0.211503449903
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-30
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 08/20/2048#MA5399
        36179T7L3
        
          
        
        134829.39000000
        PA
        USD
        140296.01000000
        0.020618239234
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.125% 03/31/2024
        912828W71
        
          
        
        1201000.00000000
        PA
        USD
        1195980.19000000
        0.175764126698
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-31
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031
        3137FL2L7
        
          
        
        124000.00000000
        PA
        USD
        132171.30000000
        0.019424212301
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Fixed
          0.03718000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.3% 07/01/2025
        58013MFN9
        
          
        
        32000.00000000
        PA
        USD
        32358.88000000
        0.004755538872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUTTER HEALTH
        549300MJCC12LU768G81
        SUTTER HEALTH 3.361% 08/15/2050
        86944BAJ2
        
          
        
        130000.00000000
        PA
        USD
        115926.36000000
        0.017036816827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          0.03361000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        CONAGRA BRANDS INC 4.85% 11/01/2028
        205887CC4
        
          
        
        190000.00000000
        PA
        USD
        200951.74000000
        0.029532351275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 3.25% 02/05/2050
        907818FK9
        
          
        
        50000.00000000
        PA
        USD
        46536.16000000
        0.006839066057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-05
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN B V 4.375% 05/11/2045
        822582BF8
        
          
        
        293000.00000000
        PA
        USD
        316069.84000000
        0.046450384268
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2045-05-11
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 1.875% 09/24/2026
        3135G0Q22
        
          
        
        60000.00000000
        PA
        USD
        58408.02000000
        0.008583783170
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2026-09-24
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAROLINAS LLC 2.45% 08/15/2029
        26442CAY0
        
          
        
        190000.00000000
        PA
        USD
        179764.13000000
        0.026418569124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        SHERWIN WILLIAMS CO 4.5% 06/01/2047
        824348AX4
        
          
        
        50000.00000000
        PA
        USD
        52953.82000000
        0.007782220813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILDREN'S HOSPITAL OF PHILADELPHIA/THE
        254900N2KNSY5WTR1Q61
        CHILDRENS HOSPITAL OF PHILADELPHIA/THE 2.704% 07/01/2050
        16877PAA8
        
          
        
        79000.00000000
        PA
        USD
        65601.30000000
        0.009640924909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02704000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NEW YORK BNCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG NEW YORK BNCH 3.7% 05/30/2024
        251526BY4
        
          
        
        200000.00000000
        PA
        USD
        200800.63000000
        0.029510143786
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-30
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 3.755% 03/15/2027 144A
        55903VAG8
        
          
        
        100000.00000000
        PA
        USD
        99817.97000000
        0.014669489070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.03755000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2047#Q48875
        3132WN2H4
        
          
        
        1370169.28800000
        PA
        USD
        1408928.50000000
        0.207059522769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027
        136385AX9
        
          
        
        558000.00000000
        PA
        USD
        564206.08000000
        0.082917083207
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-06-01
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERGY COMPANY
        549300JD0S5IZJE9LY15
        BERKSHIRE HATHAWAY ENERGY COMPANY 4.45% 01/15/2049
        084659AR2
        
          
        
        54000.00000000
        PA
        USD
        58237.36000000
        0.008558702566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC 2.875% 04/15/2030
        370334CL6
        
          
        
        40000.00000000
        PA
        USD
        38425.35000000
        0.005647081901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032
        46647PBX3
        
          
        
        250000.00000000
        PA
        USD
        219000.64000000
        0.032184861051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Variable
          0.01953000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4.4% 01/15/2029
        92277GAN7
        
          
        
        40000.00000000
        PA
        USD
        42072.42000000
        0.006183064085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/01/2050#CA6301
        3140QEAB8
        
          
        
        821017.29400000
        PA
        USD
        766002.65000000
        0.112573592733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.4% 04/01/2030
        20030NDG3
        
          
        
        87000.00000000
        PA
        USD
        88135.20000000
        0.012952561078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 1.875% 01/24/2030
        045167ER0
        
          
        
        610000.00000000
        PA
        USD
        582357.84000000
        0.085584709537
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2030-01-24
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM INC
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM INC 1.65% 05/20/2032
        747525BP7
        
          
        
        54000.00000000
        PA
        USD
        46819.89000000
        0.006880763700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-20
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 4.35% 04/15/2047
        75513ECK5
        
          
        
        50000.00000000
        PA
        USD
        53537.18000000
        0.007867952803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
        026874DQ7
        
          
        
        44000.00000000
        PA
        USD
        43019.37000000
        0.006322230135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2047#MA4383
        36179S2Q9
        
          
        
        56646.60100000
        PA
        USD
        58500.97000000
        0.008597443326
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 2.6% 06/01/2050
        191216CX6
        
          
        
        30000.00000000
        PA
        USD
        25625.99000000
        0.003766057156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/01/2046#BE2267
        3140FMQV1
        
          
        
        20798.30600000
        PA
        USD
        20620.64000000
        0.003030458875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 2.572/VAR 02/11/2031
        95000U2J1
        
          
        
        690000.00000000
        PA
        USD
        641023.42000000
        0.094206344345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-11
          Variable
          0.02572000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/49#MA3692
        31418DC67
        
          
        
        346933.29900000
        PA
        USD
        348724.59000000
        0.051249404908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 02/01/2052#SD8194
        3132DWC76
        
          
        
        2576232.30000000
        PA
        USD
        2460994.08000000
        0.361673612070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA REPUBLIC OF 3.85% 10/15/2030
        455780CS3
        
          
        
        348000.00000000
        PA
        USD
        366226.50000000
        0.053821527718
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-10-15
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC DEL
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC DEL 5.2% 03/01/2048
        49456BAQ4
        
          
        
        30000.00000000
        PA
        USD
        32605.52000000
        0.004791785680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030
        3137FREH0
        
          
        
        680000.00000000
        PA
        USD
        654410.17000000
        0.096173693339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Fixed
          0.02253000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 3.45% 03/25/2030
        191216CT5
        
          
        
        186000.00000000
        PA
        USD
        191180.08000000
        0.028096284607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032
        45866FAN4
        
          
        
        180000.00000000
        PA
        USD
        155512.31000000
        0.022854463298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          0.01850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
        25470DBJ7
        
          
        
        220000.00000000
        PA
        USD
        213685.67000000
        0.031403760270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 2.5% 02/15/2046
        912810RQ3
        
          
        
        112000.00000000
        PA
        USD
        109655.00000000
        0.016115162671
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-02-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 1.65% 06/01/2030
        191216CV0
        
          
        
        30000.00000000
        PA
        USD
        26910.24000000
        0.003954793626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059
        03523TBW7
        
          
        
        170000.00000000
        PA
        USD
        214549.11000000
        0.031530653491
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2059-01-23
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 4.55% 04/17/2026
        225433AR2
        
          
        
        250000.00000000
        PA
        USD
        254318.89000000
        0.037375316060
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 11/20/2047#MA4837
        36179TLS2
        
          
        
        88987.73300000
        PA
        USD
        90370.30000000
        0.013281036752
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027
        46647PCP9
        
          
        
        390000.00000000
        PA
        USD
        359410.53000000
        0.052819836365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Variable
          0.01470000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY 6% 10/15/2039
        816851AP4
        
          
        
        274000.00000000
        PA
        USD
        334978.34000000
        0.049229222929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-10-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 06/01/2046#AS7375
        3138WHFR8
        
          
        
        28347.32900000
        PA
        USD
        28131.76000000
        0.004134311145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 2.7% 04/15/2030
        437076CB6
        
          
        
        146000.00000000
        PA
        USD
        141447.11000000
        0.020787407660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2018-K079 A2 3.926% 06/25/2028
        3137FGZT5
        
          
        
        20000.00000000
        PA
        USD
        21248.84000000
        0.003122780659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-25
          Fixed
          0.03926000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 06/20/2051#MA7417
        36179WG28
        
          
        
        280139.72500000
        PA
        USD
        267030.59000000
        0.039243458082
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.125% 07/01/2049
        161175BS2
        
          
        
        60000.00000000
        PA
        USD
        59524.70000000
        0.008747893150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        CONAGRA BRANDS INC 5.4% 11/01/2048
        205887CE0
        
          
        
        60000.00000000
        PA
        USD
        68891.32000000
        0.010124434165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        N/A
        CENOVUS ENERGY INC 5.4% 06/15/2047
        15135UAR0
        
          
        
        124000.00000000
        PA
        USD
        139617.22000000
        0.020518482622
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-06-15
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUR WIEDERAUFB
        549300GDPG70E3MBBU98
        KREDITANSTALT FUR WIEDER(UNGTD 0.375% 07/18/2025
        500769JF2
        
          
        
        2072000.00000000
        PA
        USD
        1927581.60000000
        0.283282030419
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-07-18
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC DEL
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC DEL 3.15% 01/15/2023
        49456BAM3
        
          
        
        119000.00000000
        PA
        USD
        119627.41000000
        0.017580732041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUR WIEDERAUFB
        549300GDPG70E3MBBU98
        KREDITANSTALT FUR WIEDER(UNGTD 2.875% 04/03/2028
        500769HS6
        
          
        
        14000.00000000
        PA
        USD
        14222.89000000
        0.002090230140
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-04-03
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 11/01/2049#RA1735
        3133KG4U9
        
          
        
        129332.90200000
        PA
        USD
        132155.64000000
        0.019421910870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 08/01/2046#BC1497
        3140EVUX3
        
          
        
        82303.76700000
        PA
        USD
        85431.09000000
        0.012555158565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 06/01/2035#FM3869
        3140X7JP5
        
          
        
        49195.29500000
        PA
        USD
        49674.02000000
        0.007300213513
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO 5.95% 04/01/2049
        37045VAT7
        
          
        
        200000.00000000
        PA
        USD
        222259.06000000
        0.032663726296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2049#FM1675
        3140X42H8
        
          
        
        489856.08700000
        PA
        USD
        481997.77000000
        0.070835552146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 02/01/2048#G61896
        31335CC93
        
          
        
        12469.33400000
        PA
        USD
        12630.03000000
        0.001856139601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP 3.8% 08/15/2029
        03027XAW0
        
          
        
        70000.00000000
        PA
        USD
        69659.31000000
        0.010237299823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAP HLDGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027
        65339KBY5
        
          
        
        500000.00000000
        PA
        USD
        468917.13000000
        0.068913189815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 1.45% 06/01/2027
        191216CU2
        
          
        
        30000.00000000
        PA
        USD
        28139.96000000
        0.004135516236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 3.75% 06/15/2027
        96949LAD7
        
          
        
        35000.00000000
        PA
        USD
        35382.40000000
        0.005199882647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 10/31/2023
        9128285K2
        
          
        
        810000.00000000
        PA
        USD
        818637.89000000
        0.120308994263
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.074% 01/25/2031
        3137FXYV4
        
          
        
        200000.00000000
        PA
        USD
        188286.74000000
        0.027671072398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Fixed
          0.02074000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3.875% 07/03/2023
        00912XBC7
        
          
        
        526000.00000000
        PA
        USD
        531303.08000000
        0.078081579151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-03
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051
        46647PBN5
        
          
        
        100000.00000000
        PA
        USD
        88562.17000000
        0.013015309616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-22
          Variable
          0.03109000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 10/20/2049#MA6220
        36179U4D1
        
          
        
        340736.53000000
        PA
        USD
        348217.23000000
        0.051174842061
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/20/2051#MA7313
        36179WDS4
        
          
        
        861410.68100000
        PA
        USD
        853419.55000000
        0.125420590715
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II SARL
        222100KDGL314CKTZ511
        DH EUROPE FINANCE II SARL 3.4% 11/15/2049
        23291KAK1
        
          
        
        50000.00000000
        PA
        USD
        47544.87000000
        0.006987308505
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2049-11-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP 2.1% 06/15/2030
        03027XBC3
        
          
        
        160000.00000000
        PA
        USD
        139537.54000000
        0.020506772657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 02/15/2026
        912828P46
        
          
        
        261000.00000000
        PA
        USD
        252293.20000000
        0.037077615783
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2050#FM2432
        3140X5V26
        
          
        
        108201.10400000
        PA
        USD
        106600.58000000
        0.015666277757
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FNDTN HOSPS
        DW4Z57L3G4IRMHYZYK62
        KAISER FNDTN HOSPS 3.266% 11/01/2049
        48305QAE3
        
          
        
        80000.00000000
        PA
        USD
        74503.77000000
        0.010949253323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.03266000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 6% 06/15/2048
        29278NAE3
        
          
        
        356000.00000000
        PA
        USD
        394624.92000000
        0.057995027858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP 2.55% 11/15/2030
        855244AZ2
        
          
        
        597000.00000000
        PA
        USD
        556027.81000000
        0.081715184968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PAC RY CO 2.45% 12/02/2031
        13645RBF0
        
          
        
        140000.00000000
        PA
        USD
        130024.54000000
        0.019108719286
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026
        681936BH2
        
          
        
        230000.00000000
        PA
        USD
        238524.96000000
        0.035054202102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2050#QA6848
        3133A1TD4
        
          
        
        104095.26100000
        PA
        USD
        104567.67000000
        0.015367516412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 08/31/2024
        912828YE4
        
          
        
        1923000.00000000
        PA
        USD
        1868540.04000000
        0.274605140685
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2048#FM3055
        3140X6MD0
        
          
        
        64412.52300000
        PA
        USD
        65293.61000000
        0.009595706046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 08/01/2049#
        3132DV3P8
        
          
        
        43032.38200000
        PA
        USD
        44011.92000000
        0.006468097672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 09/01/2034#SB8006
        3132D53P5
        
          
        
        2542.33400000
        PA
        USD
        2567.07000000
        0.000377262784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4% 03/22/2050
        92343VFD1
        
          
        
        114000.00000000
        PA
        USD
        115674.61000000
        0.016999819042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-22
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        STATE STREET CORP SOFR 1.684%/VAR 11/18/2027
        857477BQ5
        
          
        
        204000.00000000
        PA
        USD
        191395.28000000
        0.028127910917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-18
          Variable
          0.01684000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE INC 2.4% 03/27/2025
        654106AH6
        
          
        
        38000.00000000
        PA
        USD
        37744.28000000
        0.005546990215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC 3.7% 09/01/2049
        15189TAY3
        
          
        
        80000.00000000
        PA
        USD
        74507.30000000
        0.010949772100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON NORTHN SANTA FE LLC
        N/A
        BURLINGTON NORTHN SANTA FE LLC 4.45% 03/15/2043
        12189LAN1
        
          
        
        100000.00000000
        PA
        USD
        109358.47000000
        0.016071583908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORP
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP 4.45% 03/15/2048
        871829BH9
        
          
        
        52000.00000000
        PA
        USD
        53925.35000000
        0.007924999200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC 3.49% 05/15/2027
        65473QBE2
        
          
        
        50000.00000000
        PA
        USD
        49840.26000000
        0.007324644543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.03490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE CO OF CO
        5BANEF6PGSEK0SNMQF44
        PUBLIC SERVICE CO OF CO 6.25% 09/01/2037
        744448BZ3
        
          
        
        182000.00000000
        PA
        USD
        235817.06000000
        0.034656242601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-09-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROPERTY GROUP LP 3.375% 12/01/2027
        828807DE4
        
          
        
        935000.00000000
        PA
        USD
        929249.76000000
        0.136564780852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.5% 8/15/39
        912810QC5
        
          
        
        17000.00000000
        PA
        USD
        21942.62000000
        0.003224740237
        Long
        DBT
        UST
        US
        N
        
        2
        
          2039-08-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTA PROVINCE CDA
        LQPXMHHNJKIPJYE53543
        ALBERTA PROVINCE CDA 2.95% 01/23/2024
        013051EF0
        
          
        
        110000.00000000
        PA
        USD
        110900.90000000
        0.016298263133
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-01-23
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044
        026874DA2
        
          
        
        25000.00000000
        PA
        USD
        26977.12000000
        0.003964622472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-16
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 3% 08/07/2025
        88579YAR2
        
          
        
        310000.00000000
        PA
        USD
        311145.81000000
        0.045726736970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-07
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENTUCKY UTILITIES CO
        AGX0G2MXE54NFNNICD28
        KENTUCKY UTILITIES CO 5.125% 11/01/2040
        491674BG1
        
          
        
        100000.00000000
        PA
        USD
        112143.63000000
        0.016480897724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 10/01/2048#MA3496
        31418C3E2
        
          
        
        16194.72000000
        PA
        USD
        16861.22000000
        0.002477965465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 3.125% 11/15/2028
        9128285M8
        
          
        
        940000.00000000
        PA
        USD
        978738.28000000
        0.143837732839
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC 4% 05/02/2047
        713448DV7
        
          
        
        116000.00000000
        PA
        USD
        124284.97000000
        0.018265218267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-02
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 06/30/2026
        9128287B0
        
          
        
        589000.00000000
        PA
        USD
        574090.94000000
        0.084369786020
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2048#G08800
        3128MJ3J7
        
          
        
        81628.80400000
        PA
        USD
        82476.72000000
        0.012120977241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFLAC INC
        549300N0B7DOGLXWPP39
        AFLAC INC 3.6% 04/01/2030
        001055BJ0
        
          
        
        224000.00000000
        PA
        USD
        231192.53000000
        0.033976610544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 10/20/2050#MA6931
        36179VVY3
        
          
        
        841656.04800000
        PA
        USD
        818197.07000000
        0.120244210295
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTERNATIONAL INC
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS INTL INC 4.375% 11/15/2041
        718172AM1
        
          
        
        265000.00000000
        PA
        USD
        262453.15000000
        0.038570746484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 07/31/2023
        912828Y61
        
          
        
        700000.00000000
        PA
        USD
        706480.47000000
        0.103826069927
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-31
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORLANDO HEALTH OBLIGATED GRP
        N/A
        ORLANDO HEALTH OBLIGATED GRP 3.327% 10/01/2050
        686514AH3
        
          
        
        57000.00000000
        PA
        USD
        51691.85000000
        0.007596758665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.03327000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 04/48#Q55401
        3132XYAB3
        
          
        
        21121.15300000
        PA
        USD
        22367.87000000
        0.003287236000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4% 04/13/2028
        035240AL4
        
          
        
        91000.00000000
        PA
        USD
        94290.65000000
        0.013857180822
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 4.3% 11/15/2032
        11135FAS0
        
          
        
        250000.00000000
        PA
        USD
        253691.59000000
        0.037283126543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-15
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CR FLOORPLAN MAST OWN TR
        N/A
        FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030
        34528PAK2
        
          
        
        30000.00000000
        PA
        USD
        31270.17000000
        0.004595539430
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.04060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN CORP 4.7% 05/15/2046
        539830BL2
        
          
        
        28000.00000000
        PA
        USD
        32518.72000000
        0.004779029343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 04/01/2049#ZT1866
        3132AECB0
        
          
        
        197822.44100000
        PA
        USD
        208015.44000000
        0.030570449625
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
        91087BAH3
        
          
        
        1971000.00000000
        PA
        USD
        1900044.00000000
        0.279235038457
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-04-16
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 07/20/2051#MA7471
        36179WJQ2
        
          
        
        1082696.48900000
        PA
        USD
        1031693.36000000
        0.151620138826
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 01/01/2051#SD8122
        3132DWAX1
        
          
        
        2974982.72000000
        PA
        USD
        2847020.98000000
        0.418405054219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2046#BC0791
        3140EU2Z1
        
          
        
        60934.53300000
        PA
        USD
        61863.25000000
        0.009091572086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN CORP 5.25% 05/01/2050
        666807BU5
        
          
        
        120000.00000000
        PA
        USD
        149537.26000000
        0.021976355572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        AMGEN INC 3.2% 11/02/2027
        031162CQ1
        
          
        
        56000.00000000
        PA
        USD
        56335.12000000
        0.008279144798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-02
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1
        N/A
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049
        17290YAR9
        
          
        
        90000.00000000
        PA
        USD
        89455.34000000
        0.013146572029
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-05-10
          Fixed
          0.03209000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTA PROVINCE CDA
        LQPXMHHNJKIPJYE53543
        ALBERTA PROVINCE CDA 3.3% 03/15/2028
        013051EA1
        
          
        
        75000.00000000
        PA
        USD
        77048.25000000
        0.011323196226
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2028-03-15
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
        95000U2N2
        
          
        
        340000.00000000
        PA
        USD
        327978.66000000
        0.048200533113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Variable
          0.02188000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAP HLDGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAP HLDGS INC 3.5% 04/01/2029
        65339KBJ8
        
          
        
        140000.00000000
        PA
        USD
        141084.18000000
        0.020734070594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2043#BM3704
        3140J8DJ9
        
          
        
        166091.53300000
        PA
        USD
        165607.03000000
        0.024338007641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV
        N/A
        GOLDEN ST TOBAC 3.293% 6/1/2042
        38122NB68
        
          
        
        40000.00000000
        PA
        USD
        36169.40000000
        0.005315542061
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          0.03293000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 2.25% 10/18/2023
        89236TDK8
        
          
        
        113000.00000000
        PA
        USD
        112599.19000000
        0.016547847918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-18
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 2.4% 02/22/2023
        023135AW6
        
          
        
        50000.00000000
        PA
        USD
        50318.88000000
        0.007394983690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-22
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 2.75% 03/17/2023
        045167EH2
        
          
        
        700000.00000000
        PA
        USD
        706043.06000000
        0.103761787101
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2023-03-17
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA
        549300GHBOWCVY92IS29
        TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA 3.8% 03/21/2029
        456873AD0
        
          
        
        125000.00000000
        PA
        USD
        127052.94000000
        0.018672005799
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-03-21
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 07/01/2035#MA4075
        31418DQ54
        
          
        
        185703.39200000
        PA
        USD
        183850.11000000
        0.027019054577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP 2.687%/VAR 04/22/2032
        06051GJT7
        
          
        
        356000.00000000
        PA
        USD
        327390.73000000
        0.048114129505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          0.02687000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 1.5% 02/01/2037#SB8140
        3132D6BH2
        
          
        
        98691.47000000
        PA
        USD
        93695.95000000
        0.013769782279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 4.3% 04/01/2027
        42809HAG2
        
          
        
        150000.00000000
        PA
        USD
        153912.38000000
        0.022619333735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 2.25% 06/24/2024
        298785HX7
        
          
        
        1678000.00000000
        PA
        USD
        1671890.22000000
        0.245705009925
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2024-06-24
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.5% 09/20/2047#MA4723
        36179TG82
        
          
        
        28652.59600000
        PA
        USD
        31057.11000000
        0.004564227620
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 2.25% 8/15/46
        912810RT7
        
          
        
        110000.00000000
        PA
        USD
        102884.38000000
        0.015120136063
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-08-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        CHUBB INA HOLDINGS INC 1.375% 09/15/2030
        171239AG1
        
          
        
        350000.00000000
        PA
        USD
        304927.25000000
        0.044812842429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 09/01/2048#MA3472
        31418C2E3
        
          
        
        4945.08400000
        PA
        USD
        5202.13000000
        0.000764517543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON NORTHN SANTA FE LLC
        N/A
        BURLINGTON NORTHN SANTA FE LLC 4.05% 06/15/2048
        12189LBC4
        
          
        
        207000.00000000
        PA
        USD
        220037.41000000
        0.032337227266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOSAIC CO
        2YD5STGSJNMUB7H76907
        MOSAIC CO NEW 4.05% 11/15/2027
        61945CAG8
        
          
        
        90000.00000000
        PA
        USD
        92189.46000000
        0.013548384883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COPPER CORP DEL
        2549007U6NAP46Q9TU15
        SOUTHERN COPPER CORP DEL 5.875% 04/23/2045
        84265VAJ4
        
          
        
        30000.00000000
        PA
        USD
        36525.00000000
        0.005367801892
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-04-23
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 3.75% 10/15/2047
        91324PDF6
        
          
        
        30000.00000000
        PA
        USD
        30401.83000000
        0.004467926094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027
        880591EU2
        
          
        
        130000.00000000
        PA
        USD
        131626.71000000
        0.019344178044
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2027-02-01
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-30
      Laura M. Del Prato
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer
    
  
  XXXX



Quarterly Holdings Report
for
Fidelity® Variable Insurance Products:
Bond Index Portfolio
March 31, 2022
VUSB-NPRT1-0522
1.9887313.103
Nonconvertible Bonds - 25.9%
 
 
Principal
Amount (a)
 
Value ($)
 
COMMUNICATION SERVICES - 2.4%
 
 
 
Diversified Telecommunication Services - 1.0%
 
 
 
AT&T, Inc.:
 
 
 
 1.65% 2/1/28
 
200,000
182,222
 2.25% 2/1/32
 
50,000
44,336
 2.75% 6/1/31
 
300,000
281,304
 3.3% 2/1/52
 
50,000
42,860
 3.5% 6/1/41
 
1,000,000
920,720
 3.5% 9/15/53
 
347,000
304,473
 3.55% 9/15/55
 
340,000
299,869
 3.65% 6/1/51
 
280,000
254,793
 3.65% 9/15/59
 
257,000
225,372
 3.8% 2/15/27
 
43,000
43,953
 4.1% 2/15/28
 
143,000
148,473
 4.45% 4/1/24
 
1,190,000
1,224,692
 4.65% 6/1/44
 
40,000
41,672
Telefonica Emisiones S.A.U.:
 
 
 
 4.103% 3/8/27
 
150,000
153,412
 5.213% 3/8/47
 
250,000
267,914
Verizon Communications, Inc.:
 
 
 
 1.5% 9/18/30
 
270,000
234,466
 2.355% 3/15/32 (b)
 
9,000
8,129
 2.65% 11/20/40
 
60,000
51,040
 2.987% 10/30/56
 
227,000
186,840
 3.55% 3/22/51
 
500,000
469,848
 3.875% 2/8/29
 
210,000
218,471
 4% 3/22/50
 
114,000
115,675
 4.016% 12/3/29
 
100,000
103,785
 4.125% 8/15/46
 
54,000
55,449
 4.272% 1/15/36
 
276,000
290,763
 4.329% 9/21/28
 
643,000
678,284
 5.012% 8/21/54
 
38,000
44,821
 
 
 
6,893,636
Entertainment - 0.3%
 
 
 
Magallanes, Inc.:
 
 
 
 3.755% 3/15/27 (b)
 
100,000
99,818
 4.279% 3/15/32 (b)
 
189,000
189,841
 5.05% 3/15/42 (b)
 
100,000
102,003
 5.141% 3/15/52 (b)
 
175,000
179,042
The Walt Disney Co.:
 
 
 
 2% 9/1/29
 
50,000
46,226
 2.65% 1/13/31
 
200,000
190,989
 2.75% 9/1/49
 
100,000
85,088
 3.5% 5/13/40
 
30,000
29,220
 3.6% 1/13/51
 
30,000
29,663
 3.7% 9/15/24
 
300,000
306,419
 3.8% 3/22/30
 
110,000
114,318
 3.8% 5/13/60
 
30,000
30,188
 4.7% 3/23/50
 
100,000
115,974
 
 
 
1,518,789
Interactive Media & Services - 0.1%
 
 
 
Alphabet, Inc.:
 
 
 
 1.1% 8/15/30
 
200,000
174,781
 1.9% 8/15/40
 
264,000
215,298
 2.05% 8/15/50
 
170,000
134,103
 
 
 
524,182
Media - 0.7%
 
 
 
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.:
 
 
 
 3.7% 4/1/51
 
30,000
24,723
 3.75% 2/15/28
 
100,000
98,746
 4.2% 3/15/28
 
48,000
48,504
 5.125% 7/1/49
 
60,000
59,525
 5.375% 4/1/38
 
42,000
43,141
 5.375% 5/1/47
 
190,000
194,539
 6.384% 10/23/35
 
621,000
701,563
Comcast Corp.:
 
 
 
 2.45% 8/15/52
 
135,000
107,079
 2.65% 2/1/30
 
80,000
76,791
 2.8% 1/15/51
 
180,000
151,788
 2.887% 11/1/51 (b)
 
179,000
150,903
 2.937% 11/1/56 (b)
 
385,000
317,826
 2.987% 11/1/63 (b)
 
305,000
249,589
 3.4% 4/1/30
 
87,000
88,135
 3.55% 5/1/28
 
76,000
77,346
 3.7% 4/15/24
 
30,000
30,625
 3.75% 4/1/40
 
31,000
31,205
 3.9% 3/1/38
 
50,000
51,499
 4.049% 11/1/52
 
146,000
151,011
Discovery Communications LLC:
 
 
 
 3.625% 5/15/30
 
220,000
213,686
 4% 9/15/55
 
85,000
73,336
 4.65% 5/15/50
 
100,000
96,923
 5.2% 9/20/47
 
18,000
18,724
Fox Corp.:
 
 
 
 4.709% 1/25/29
 
34,000
36,298
 5.476% 1/25/39
 
189,000
213,967
 5.576% 1/25/49
 
23,000
26,734
Paramount Global:
 
 
 
 4.2% 6/1/29
 
210,000
212,387
 4.95% 1/15/31
 
190,000
201,966
 5.85% 9/1/43
 
363,000
418,238
Time Warner Cable LLC 5.5% 9/1/41
 
351,000
364,367
TWDC Enterprises 18 Corp.:
 
 
 
 2.95% 6/15/27
 
98,000
97,521
 3% 2/13/26
 
210,000
210,378
 
 
 
4,839,063
Wireless Telecommunication Services - 0.3%
 
 
 
America Movil S.A.B. de CV 3.625% 4/22/29
 
200,000
200,810
T-Mobile U.S.A., Inc.:
 
 
 
 3% 2/15/41
 
529,000
447,173
 3.5% 4/15/25
 
410,000
412,713
 3.75% 4/15/27
 
80,000
80,468
 3.875% 4/15/30
 
80,000
80,307
 4.375% 4/15/40
 
74,000
74,314
 4.5% 4/15/50
 
80,000
80,932
Vodafone Group PLC:
 
 
 
 4.375% 5/30/28
 
97,000
101,437
 5.25% 5/30/48
 
170,000
190,425
 6.15% 2/27/37
 
392,000
469,540
 
 
 
2,138,119
TOTAL COMMUNICATION SERVICES
 
 
15,913,789
CONSUMER DISCRETIONARY - 1.7%
 
 
 
Automobiles - 0.2%
 
 
 
American Honda Finance Corp. 1.2% 7/8/25
 
330,000
310,972
General Motors Co.:
 
 
 
 5.95% 4/1/49
 
200,000
222,259
 6.125% 10/1/25
 
455,000
488,452
 6.75% 4/1/46
 
69,000
83,100
General Motors Financial Co., Inc.:
 
 
 
 4.35% 4/9/25
 
84,000
85,432
 5.65% 1/17/29
 
250,000
270,329
 
 
 
1,460,544
Diversified Consumer Services - 0.2%
 
 
 
American University 3.672% 4/1/49
 
130,000
126,241
Duke University 2.832% 10/1/55
 
30,000
26,331
George Washington University 4.126% 9/15/48
 
100,000
105,902
Ingersoll-Rand Global Holding Co. Ltd. 3.75% 8/21/28
 
210,000
210,016
Massachusetts Institute of Technology 2.989% 7/1/50
 
250,000
231,930
Northwestern University 3.662% 12/1/57
 
100,000
109,057
University of Chicago 3% 10/1/52
 
100,000
89,163
University of Southern California 2.945% 10/1/51
 
240,000
213,049
 
 
 
1,111,689
Hotels, Restaurants & Leisure - 0.4%
 
 
 
Expedia, Inc. 5% 2/15/26
 
160,000
167,545
Marriott International, Inc. 3.125% 6/15/26
 
390,000
385,371
McDonald's Corp.:
 
 
 
 2.125% 3/1/30
 
400,000
363,922
 2.625% 9/1/29
 
150,000
142,664
 3.3% 7/1/25
 
32,000
32,359
 3.5% 7/1/27
 
91,000
92,488
 3.6% 7/1/30
 
340,000
346,244
 3.8% 4/1/28
 
84,000
86,426
 4.2% 4/1/50
 
40,000
41,756
 4.7% 12/9/35
 
109,000
118,513
Starbucks Corp.:
 
 
 
 2.55% 11/15/30
 
597,000
556,028
 4.5% 11/15/48
 
50,000
53,328
 
 
 
2,386,644
Household Durables - 0.0%
 
 
 
Newell Brands, Inc. 4.35% 4/1/23
 
60,000
60,587
Internet & Direct Marketing Retail - 0.2%
 
 
 
Alibaba Group Holding Ltd.:
 
 
 
 2.125% 2/9/31
 
240,000
208,488
 3.15% 2/9/51
 
245,000
187,579
Amazon.com, Inc.:
 
 
 
 0.8% 6/3/25
 
110,000
104,033
 1% 5/12/26
 
6,000
5,631
 2.1% 5/12/31
 
105,000
97,541
 2.4% 2/22/23
 
50,000
50,319
 2.5% 6/3/50
 
110,000
91,835
 3.1% 5/12/51
 
105,000
98,542
 3.875% 8/22/37
 
440,000
465,713
 4.05% 8/22/47
 
280,000
304,580
 
 
 
1,614,261
Leisure Products - 0.0%
 
 
 
Hasbro, Inc. 3.55% 11/19/26
 
110,000
109,295
Multiline Retail - 0.2%
 
 
 
Dollar Tree, Inc. 4% 5/15/25
 
248,000
253,701
Kohl's Corp. 4.25% 7/17/25
 
265,000
268,029
Target Corp.:
 
 
 
 2.25% 4/15/25
 
508,000
500,781
 2.65% 9/15/30
 
77,000
74,842
 3.9% 11/15/47
 
40,000
42,718
 4% 7/1/42
 
15,000
16,187
 
 
 
1,156,258
Specialty Retail - 0.4%
 
 
 
AutoZone, Inc.:
 
 
 
 3.625% 4/15/25
 
62,000
62,658
 4% 4/15/30
 
150,000
153,978
Lowe's Companies, Inc.:
 
 
 
 3.5% 4/1/51
 
300,000
275,805
 3.65% 4/5/29
 
80,000
81,296
 4.05% 5/3/47
 
53,000
53,388
O'Reilly Automotive, Inc. 3.6% 9/1/27
 
260,000
262,787
The Home Depot, Inc.:
 
 
 
 2.7% 4/15/30
 
146,000
141,447
 2.8% 9/14/27
 
84,000
83,006
 2.95% 6/15/29
 
686,000
680,165
 3.35% 4/15/50
 
100,000
94,222
 3.9% 6/15/47
 
29,000
30,207
 4.25% 4/1/46
 
104,000
113,754
 4.5% 12/6/48
 
90,000
101,112
TJX Companies, Inc. 3.875% 4/15/30
 
687,000
715,292
 
 
 
2,849,117
Textiles, Apparel & Luxury Goods - 0.1%
 
 
 
NIKE, Inc.:
 
 
 
 2.4% 3/27/25
 
38,000
37,744
 2.85% 3/27/30
 
570,000
562,691
 3.375% 3/27/50
 
40,000
39,748
 
 
 
640,183
TOTAL CONSUMER DISCRETIONARY
 
 
11,388,578
CONSUMER STAPLES - 1.9%
 
 
 
Beverages - 0.5%
 
 
 
Anheuser-Busch InBev Worldwide, Inc.:
 
 
 
 4% 4/13/28
 
91,000
94,291
 4.5% 6/1/50
 
100,000
106,844
 4.6% 4/15/48
 
78,000
84,183
 4.6% 6/1/60
 
50,000
53,142
 4.95% 1/15/42
 
461,000
508,953
 5.45% 1/23/39
 
270,000
315,299
 5.55% 1/23/49
 
130,000
158,506
 5.8% 1/23/59 (Reg. S)
 
170,000
214,549
Constellation Brands, Inc.:
 
 
 
 3.6% 2/15/28
 
63,000
62,525
 5.25% 11/15/48
 
50,000
55,878
Diageo Capital PLC:
 
 
 
 1.375% 9/29/25
 
200,000
189,398
 2% 4/29/30
 
200,000
182,370
Dr. Pepper Snapple Group, Inc.:
 
 
 
 2.55% 9/15/26
 
50,000
48,428
 3.8% 5/1/50
 
190,000
180,491
 4.597% 5/25/28
 
36,000
37,961
Molson Coors Beverage Co. 4.2% 7/15/46
 
92,000
89,258
PepsiCo, Inc.:
 
 
 
 1.4% 2/25/31
 
440,000
384,682
 1.625% 5/1/30
 
267,000
240,059
 4% 5/2/47
 
116,000
124,285
The Coca-Cola Co.:
 
 
 
 1.45% 6/1/27
 
30,000
28,140
 1.65% 6/1/30
 
30,000
26,910
 2.5% 6/1/40
 
30,000
26,649
 2.6% 6/1/50
 
30,000
25,626
 2.75% 6/1/60
 
30,000
25,407
 3.45% 3/25/30
 
186,000
191,180
 4.2% 3/25/50
 
150,000
168,210
 
 
 
3,623,224
Food & Staples Retailing - 0.8%
 
 
 
Costco Wholesale Corp. 1.375% 6/20/27
 
395,000
367,124
Kroger Co.:
 
 
 
 1.7% 1/15/31
 
400,000
347,010
 2.65% 10/15/26
 
230,000
224,219
 3.7% 8/1/27
 
100,000
102,661
 5.4% 1/15/49
 
28,000
33,564
Sysco Corp.:
 
 
 
 3.3% 2/15/50
 
50,000
43,683
 4.45% 3/15/48
 
52,000
53,925
 6.6% 4/1/50
 
220,000
295,682
Walgreens Boots Alliance, Inc.:
 
 
 
 3.2% 4/15/30
 
130,000
126,735
 3.45% 6/1/26
 
81,000
81,412
 4.1% 4/15/50
 
130,000
126,631
Walmart, Inc.:
 
 
 
 3.05% 7/8/26
 
10,000
10,113
 3.3% 4/22/24
 
3,220,000
3,274,192
 3.625% 12/15/47
 
20,000
20,954
 3.7% 6/26/28
 
170,000
177,386
 3.95% 6/28/38
 
150,000
162,246
 4.05% 6/29/48
 
80,000
90,735
 
 
 
5,538,272
Food Products - 0.2%
 
 
 
Archer Daniels Midland Co. 2.5% 8/11/26
 
350,000
343,641
Campbell Soup Co. 4.15% 3/15/28
 
80,000
81,967
Conagra Brands, Inc.:
 
 
 
 4.85% 11/1/28
 
190,000
200,952
 5.3% 11/1/38
 
13,000
14,291
 5.4% 11/1/48
 
60,000
68,891
General Mills, Inc.:
 
 
 
 2.875% 4/15/30
 
40,000
38,425
 3% 2/1/51
 
80,000
68,926
 4.2% 4/17/28
 
89,000
92,929
Kellogg Co. 4.5% 4/1/46
 
32,000
34,395
Tyson Foods, Inc.:
 
 
 
 4% 3/1/26
 
70,000
71,718
 5.1% 9/28/48
 
50,000
58,214
Unilever Capital Corp.:
 
 
 
 1.375% 9/14/30
 
135,000
116,628
 2% 7/28/26
 
280,000
269,650
 3.125% 3/22/23
 
100,000
101,066
 
 
 
1,561,693
Household Products - 0.1%
 
 
 
Kimberly-Clark Corp.:
 
 
 
 1.05% 9/15/27
 
110,000
99,724
 3.1% 3/26/30
 
22,000
21,925
Procter & Gamble Co.:
 
 
 
 3% 3/25/30
 
105,000
105,573
 3.55% 3/25/40
 
160,000
164,293
 
 
 
391,515
Personal Products - 0.0%
 
 
 
Estee Lauder Companies, Inc. 1.95% 3/15/31
 
200,000
181,436
Tobacco - 0.3%
 
 
 
Altria Group, Inc.:
 
 
 
 2.625% 9/16/26
 
110,000
106,126
 3.4% 5/6/30
 
300,000
288,521
 3.875% 9/16/46
 
38,000
32,176
 4.8% 2/14/29
 
120,000
125,798
 5.8% 2/14/39
 
100,000
107,780
 5.95% 2/14/49
 
30,000
32,477
BAT Capital Corp.:
 
 
 
 3.557% 8/15/27
 
130,000
126,522
 4.39% 8/15/37
 
521,000
484,487
 4.54% 8/15/47
 
213,000
190,078
Philip Morris International, Inc.:
 
 
 
 2.875% 5/1/24
 
80,000
80,160
 3.125% 3/2/28
 
54,000
52,781
 4.375% 11/15/41
 
265,000
262,453
 
 
 
1,889,359
TOTAL CONSUMER STAPLES
 
 
13,185,499
ENERGY - 1.7%
 
 
 
Energy Equipment & Services - 0.0%
 
 
 
Baker Hughes Co. 4.08% 12/15/47
 
172,000
173,738
Oil, Gas & Consumable Fuels - 1.7%
 
 
 
Canadian Natural Resources Ltd.:
 
 
 
 3.85% 6/1/27
 
558,000
564,206
 4.95% 6/1/47
 
19,000
21,022
Cenovus Energy, Inc. 5.4% 6/15/47
 
124,000
139,617
Chevron Corp.:
 
 
 
 1.141% 5/11/23
 
80,000
78,985
 1.554% 5/11/25
 
80,000
77,181
 1.995% 5/11/27
 
80,000
76,775
 2.236% 5/11/30
 
80,000
75,652
 2.978% 5/11/40
 
80,000
74,130
 3.078% 5/11/50
 
80,000
75,522
Chevron U.S.A., Inc.:
 
 
 
 3.85% 1/15/28
 
55,000
57,290
 4.95% 8/15/47
 
30,000
35,499
ConocoPhillips Co.:
 
 
 
 5.95% 3/15/46
 
86,000
113,849
 6.5% 2/1/39
 
260,000
347,656
Devon Energy Corp. 5% 6/15/45
 
80,000
87,098
Eastern Gas Transmission & Storage, Inc. 3.9% 11/15/49 (b)
 
60,000
58,489
Enbridge Energy Partners LP 5.875% 10/15/25
 
76,000
82,121
Enbridge, Inc. 5.5% 12/1/46
 
60,000
71,931
Energy Transfer LP:
 
 
 
 4.2% 9/15/23
 
30,000
30,395
 4.5% 4/15/24
 
50,000
51,158
 5% 5/15/50
 
160,000
161,894
 5.8% 6/15/38
 
70,000
75,726
 6% 6/15/48
 
356,000
394,625
 6.25% 4/15/49
 
30,000
34,424
Enterprise Products Operating LP:
 
 
 
 3.125% 7/31/29
 
70,000
68,737
 3.95% 2/15/27
 
85,000
87,087
 4.2% 1/31/50
 
418,000
414,770
 4.25% 2/15/48
 
105,000
105,420
EOG Resources, Inc. 4.375% 4/15/30
 
510,000
552,180
Equinor ASA:
 
 
 
 3.125% 4/6/30
 
357,000
355,592
 3.25% 11/18/49
 
160,000
150,694
 3.625% 9/10/28
 
120,000
122,058
Exxon Mobil Corp.:
 
 
 
 3.452% 4/15/51
 
330,000
319,900
 4.227% 3/19/40
 
421,000
452,696
Hess Corp.:
 
 
 
 4.3% 4/1/27
 
150,000
153,912
 7.125% 3/15/33
 
130,000
160,413
Kinder Morgan Energy Partners LP:
 
 
 
 5% 8/15/42
 
100,000
102,363
 5% 3/1/43
 
215,000
221,135
Kinder Morgan, Inc.:
 
 
 
 3.15% 1/15/23
 
119,000
119,627
 4.3% 3/1/28
 
112,000
116,059
 5.2% 3/1/48
 
30,000
32,606
Magellan Midstream Partners LP:
 
 
 
 3.95% 3/1/50
 
75,000
70,946
 5% 3/1/26
 
72,000
75,843
Marathon Oil Corp. 4.4% 7/15/27
 
240,000
247,414
Marathon Petroleum Corp.:
 
 
 
 4.75% 9/15/44
 
21,000
21,353
 5.125% 12/15/26
 
410,000
436,291
MPLX LP:
 
 
 
 4.5% 7/15/23
 
82,000
83,357
 4.7% 4/15/48
 
28,000
28,207
 4.8% 2/15/29
 
30,000
31,940
 5.5% 2/15/49
 
310,000
343,334
ONEOK, Inc.:
 
 
 
 4.45% 9/1/49
 
40,000
38,386
 4.55% 7/15/28
 
59,000
60,623
Ovintiv, Inc. 6.5% 2/1/38
 
50,000
59,226
Phillips 66 Co. 3.9% 3/15/28
 
94,000
95,555
Phillips 66 Partners LP 3.15% 12/15/29
 
170,000
163,963
Pioneer Natural Resources Co.:
 
 
 
 1.125% 1/15/26
 
230,000
213,300
 1.9% 8/15/30
 
19,000
16,843
Sabine Pass Liquefaction LLC 4.5% 5/15/30
 
850,000
888,902
Shell International Finance BV:
 
 
 
 3.125% 11/7/49
 
100,000
90,940
 3.25% 4/6/50
 
100,000
93,807
 3.75% 9/12/46
 
70,000
70,739
 4.375% 5/11/45
 
293,000
316,070
Spectra Energy Partners LP 3.375% 10/15/26
 
158,000
158,060
Suncor Energy, Inc. 4% 11/15/47
 
179,000
179,188
The Williams Companies, Inc.:
 
 
 
 3.75% 6/15/27
 
35,000
35,382
 4.85% 3/1/48
 
83,000
88,558
Total Capital International SA 3.127% 5/29/50
 
220,000
200,713
TransCanada PipeLines Ltd.:
 
 
 
 4.1% 4/15/30
 
190,000
196,188
 7.625% 1/15/39
 
231,000
322,506
Transcontinental Gas Pipe Line Co. LLC:
 
 
 
 3.25% 5/15/30
 
66,000
64,364
 3.95% 5/15/50
 
180,000
175,031
Valero Energy Corp.:
 
 
 
 2.85% 4/15/25
 
190,000
187,726
 4.35% 6/1/28
 
20,000
20,757
 
 
 
11,396,006
TOTAL ENERGY
 
 
11,569,744
FINANCIALS - 8.6%
 
 
 
Banks - 4.9%
 
 
 
Banco Santander SA:
 
 
 
 1.849% 3/25/26
 
200,000
186,932
 2.958% 3/25/31
 
200,000
184,816
Bank of America Corp.:
 
 
 
 0.81% 10/24/24 (c)
 
500,000
483,757
 0.981% 9/25/25 (c)
 
600,000
568,686
 1.197% 10/24/26 (c)
 
924,000
853,946
 2.651% 3/11/32 (c)
 
180,000
165,088
 2.676% 6/19/41 (c)
 
100,000
84,436
 2.687% 4/22/32 (c)
 
356,000
327,391
 3.419% 12/20/28 (c)
 
220,000
217,777
 3.458% 3/15/25 (c)
 
1,900,000
1,911,462
 3.55% 3/5/24 (c)
 
113,000
113,645
 3.946% 1/23/49 (c)
 
23,000
23,278
 3.97% 3/5/29 (c)
 
125,000
126,902
 3.974% 2/7/30 (c)
 
60,000
60,968
 4% 1/22/25
 
370,000
376,775
 4.083% 3/20/51 (c)
 
220,000
227,662
 4.271% 7/23/29 (c)
 
80,000
82,536
 4.33% 3/15/50 (c)
 
60,000
64,340
 5% 1/21/44
 
400,000
460,071
Bank of Nova Scotia 3.4% 2/11/24
 
140,000
141,881
Barclays PLC:
 
 
 
 2.279% 11/24/27 (c)
 
400,000
371,352
 2.852% 5/7/26 (c)
 
516,000
501,176
 4.337% 1/10/28
 
200,000
203,262
 5.088% 6/20/30 (c)
 
726,000
753,091
Canadian Imperial Bank of Commerce 3.6% 4/7/32
 
143,000
142,323
Citigroup, Inc.:
 
 
 
 3 month U.S. LIBOR + 1.150% 3.52% 10/27/28 (c)(d)
 
205,000
203,073
 2.976% 11/5/30 (c)
 
270,000
256,097
 3.106% 4/8/26 (c)
 
500,000
495,750
 3.98% 3/20/30 (c)
 
160,000
162,440
 4.65% 7/23/48
 
78,000
88,083
 5.316% 3/26/41 (c)
 
617,000
722,215
Citizens Financial Group, Inc. 2.638% 9/30/32
 
78,000
68,803
Export-Import Bank of Korea 2.875% 1/21/25
 
350,000
349,769
Fifth Third Bancorp 2.55% 5/5/27
 
200,000
193,233
HSBC Holdings PLC:
 
 
 
 4.292% 9/12/26 (c)
 
1,060,000
1,073,660
 6.8% 6/1/38
 
449,000
560,594
ING Groep NV 2.727% 4/1/32 (c)
 
200,000
183,423
Japan Bank International Cooperation:
 
 
 
 0.625% 7/15/25
 
750,000
699,975
 1.25% 1/21/31
 
580,000
517,765
JPMorgan Chase & Co.:
 
 
 
 0.653% 9/16/24 (c)
 
790,000
768,170
 1.47% 9/22/27 (c)
 
390,000
359,411
 1.578% 4/22/27 (c)
 
188,000
175,099
 1.953% 2/4/32 (c)
 
250,000
219,001
 2.083% 4/22/26 (c)
 
200,000
193,001
 2.522% 4/22/31 (c)
 
150,000
139,053
 2.545% 11/8/32 (c)
 
40,000
36,550
 2.58% 4/22/32 (c)
 
189,000
173,153
 2.739% 10/15/30 (c)
 
720,000
680,343
 2.95% 10/1/26
 
224,000
222,265
 2.956% 5/13/31 (c)
 
50,000
46,785
 3.109% 4/22/51 (c)
 
100,000
88,562
 3.882% 7/24/38 (c)
 
734,000
740,304
 4.005% 4/23/29 (c)
 
43,000
43,963
 4.203% 7/23/29 (c)
 
30,000
31,025
 4.452% 12/5/29 (c)
 
200,000
208,473
 4.95% 6/1/45
 
135,000
152,716
Korea Development Bank 0.4% 6/19/24
 
300,000
285,672
Lloyds Banking Group PLC:
 
 
 
 4.45% 5/8/25
 
200,000
204,960
 4.582% 12/10/25
 
1,518,000
1,549,240
Mitsubishi UFJ Financial Group, Inc.:
 
 
 
 2.193% 2/25/25
 
740,000
715,428
 3.751% 7/18/39
 
290,000
284,818
 3.777% 3/2/25
 
84,000
85,387
Mizuho Financial Group, Inc.:
 
 
 
 0.849% 9/8/24 (c)
 
400,000
387,740
 1.554% 7/9/27 (c)
 
285,000
261,598
 2.226% 5/25/26 (c)
 
400,000
383,453
NatWest Group PLC:
 
 
 
 3.073% 5/22/28 (c)
 
290,000
278,366
 3.875% 9/12/23
 
220,000
222,253
Oesterreichische Kontrollbank AG 0.375% 9/17/25
 
83,000
76,820
PNC Financial Services Group, Inc.:
 
 
 
 1.15% 8/13/26
 
514,000
475,078
 2.2% 11/1/24
 
70,000
69,188
Rabobank Nederland New York Branch 0.375% 1/12/24
 
1,300,000
1,249,297
Royal Bank of Canada:
 
 
 
 0.75% 10/7/24
 
480,000
455,321
 2.55% 7/16/24
 
360,000
358,370
 4.65% 1/27/26
 
55,000
57,328
Santander Holdings U.S.A., Inc. 4.5% 7/17/25
 
82,000
83,810
Sumitomo Mitsui Financial Group, Inc.:
 
 
 
 1.474% 7/8/25
 
400,000
376,364
 2.174% 1/14/27
 
800,000
756,068
 2.348% 1/15/25
 
200,000
194,347
 2.75% 1/15/30
 
200,000
187,653
 3.784% 3/9/26
 
640,000
647,237
 3.936% 10/16/23
 
80,000
81,548
The Toronto-Dominion Bank 2.65% 6/12/24
 
510,000
509,334
Truist Financial Corp.:
 
 
 
 1.2% 8/5/25
 
700,000
659,075
 1.267% 3/2/27 (c)
 
29,000
26,855
U.S. Bancorp 1.375% 7/22/30
 
210,000
181,759
Wells Fargo & Co.:
 
 
 
 2.164% 2/11/26 (c)
 
310,000
299,853
 2.188% 4/30/26 (c)
 
340,000
327,979
 2.572% 2/11/31 (c)
 
690,000
641,023
 3.068% 4/30/41 (c)
 
100,000
89,898
 3.584% 5/22/28 (c)
 
82,000
81,867
 3.75% 1/24/24
 
150,000
152,740
 4.1% 6/3/26
 
1,194,000
1,223,985
 4.75% 12/7/46
 
157,000
170,688
 5.013% 4/4/51 (c)
 
130,000
154,280
 5.375% 2/7/35
 
100,000
115,035
Westpac Banking Corp.:
 
 
 
 2.894% 2/4/30 (c)
 
590,000
568,880
 4.11% 7/24/34 (c)
 
320,000
315,414
 
 
 
33,732,316
Capital Markets - 1.3%
 
 
 
Ares Capital Corp. 2.15% 7/15/26
 
234,000
211,474
Bank of New York Mellon Corp.:
 
 
 
 0.35% 12/7/23
 
1,100,000
1,063,511
 1.8% 7/28/31
 
80,000
70,767
 3.85% 4/28/28
 
27,000
28,068
BlackRock, Inc.:
 
 
 
 3.375% 6/1/22
 
37,000
37,124
 3.5% 3/18/24
 
470,000
479,470
Brookfield Finance, Inc. 2.724% 4/15/31
 
312,000
287,921
Charles Schwab Corp. 2% 3/20/28
 
215,000
201,231
Credit Suisse AG 0.495% 2/2/24
 
700,000
669,739
Credit Suisse Group AG 4.55% 4/17/26
 
250,000
254,319
Deutsche Bank AG 4.1% 1/13/26
 
200,000
202,518
Deutsche Bank AG New York Branch:
 
 
 
 2.311% 11/16/27 (c)
 
150,000
137,462
 3.7% 5/30/24
 
200,000
200,801
 4.1% 1/13/26
 
200,000
201,008
Goldman Sachs Group, Inc.:
 
 
 
 2.615% 4/22/32 (c)
 
255,000
231,760
 3.691% 6/5/28 (c)
 
440,000
440,505
 4.017% 10/31/38 (c)
 
887,000
896,329
 4.223% 5/1/29 (c)
 
60,000
61,434
 4.411% 4/23/39 (c)
 
100,000
105,482
 4.75% 10/21/45
 
28,000
31,283
Intercontinental Exchange, Inc.:
 
 
 
 1.85% 9/15/32
 
180,000
155,512
 2.35% 9/15/22
 
34,000
34,126
 2.65% 9/15/40
 
80,000
68,223
 3% 6/15/50
 
138,000
120,455
 3.75% 9/21/28
 
50,000
51,064
Jefferies Group LLC / Jefferies Group Capital Finance, Inc. 4.85% 1/15/27
 
100,000
104,844
Moody's Corp. 4.875% 12/17/48
 
123,000
139,904
Morgan Stanley:
 
 
 
 3 month U.S. LIBOR + 1.430% 4.457% 4/22/39 (c)(d)
 
295,000
318,143
 2.699% 1/22/31 (c)
 
230,000
215,824
 3.625% 1/20/27
 
96,000
96,825
 3.971% 7/22/38 (c)
 
120,000
121,064
 4.375% 1/22/47
 
148,000
160,292
 5.597% 3/24/51 (c)
 
90,000
115,297
 6.375% 7/24/42
 
190,000
254,478
NASDAQ, Inc. 2.5% 12/21/40
 
100,000
80,494
Nomura Holdings, Inc. 3.103% 1/16/30
 
623,000
586,763
Northern Trust Corp. 1.95% 5/1/30
 
220,000
201,538
State Street Corp. 1.684% 11/18/27 (c)
 
204,000
191,395
 
 
 
8,828,447
Consumer Finance - 0.9%
 
 
 
AerCap Ireland Capital Ltd./AerCap Global Aviation Trust:
 
 
 
 2.45% 10/29/26
 
250,000
231,238
 2.875% 8/14/24
 
150,000
145,880
 3.85% 10/29/41
 
150,000
131,541
 4.125% 7/3/23
 
300,000
301,786
 4.45% 4/3/26
 
150,000
151,504
 4.5% 9/15/23
 
150,000
151,128
 4.625% 10/15/27
 
220,000
224,292
 4.875% 1/16/24
 
150,000
152,026
Ally Financial, Inc.:
 
 
 
 3.05% 6/5/23
 
120,000
120,438
 5.125% 9/30/24
 
290,000
302,685
 5.8% 5/1/25
 
250,000
265,179
American Express Co.:
 
 
 
 2.5% 7/30/24
 
219,000
217,907
 3.3% 5/3/27 (b)
 
30,000
30,143
Capital One Financial Corp. 3.8% 1/31/28
 
251,000
252,577
GE Capital International Funding Co. 4.418% 11/15/35
 
200,000
214,758
John Deere Capital Corp.:
 
 
 
 2.6% 3/7/24
 
60,000
60,148
 2.8% 3/6/23
 
64,000
64,557
 2.8% 7/18/29
 
220,000
215,983
 3.65% 10/12/23
 
290,000
295,801
Synchrony Financial:
 
 
 
 3.95% 12/1/27
 
150,000
148,555
 4.375% 3/19/24
 
45,000
45,835
 5.15% 3/19/29
 
159,000
166,570
Toyota Motor Credit Corp.:
 
 
 
 0.5% 8/14/23
 
280,000
273,280
 2.15% 9/8/22
 
1,000,000
1,002,470
 2.25% 10/18/23
 
113,000
112,599
 3% 4/1/25
 
580,000
580,926
 
 
 
5,859,806
Diversified Financial Services - 0.8%
 
 
 
AB Svensk Exportkredit 0.25% 9/29/23
 
200,000
194,082
Berkshire Hathaway, Inc. 4.5% 2/11/43
 
33,000
36,192
Blackstone Private Credit Fund:
 
 
 
 2.7% 1/15/25 (b)
 
160,000
152,796
 4.7% 3/24/25 (b)
 
180,000
180,256
BP Capital Markets America, Inc. 3% 2/24/50
 
240,000
207,298
Brixmor Operating Partnership LP:
 
 
 
 4.05% 7/1/30
 
41,000
41,137
 4.125% 5/15/29
 
19,000
19,488
DH Europe Finance II SARL:
 
 
 
 2.2% 11/15/24
 
70,000
68,568
 2.6% 11/15/29
 
80,000
76,256
 3.4% 11/15/49
 
50,000
47,545
Equitable Holdings, Inc. 4.35% 4/20/28
 
360,000
367,718
Fedex Corp. 2020-1 Class AA pass-thru Trust equipment trust certificate 1.875% 8/20/35
 
35,872
32,664
Japan International Cooperation Agency 1.75% 4/28/31
 
200,000
183,323
KfW:
 
 
 
 0.25% 10/19/23
 
300,000
290,949
 0.375% 7/18/25
 
2,072,000
1,927,582
 2.375% 12/29/22
 
996,000
1,002,088
 2.625% 2/28/24
 
400,000
402,050
 2.875% 4/3/28
 
14,000
14,223
Landwirtschaftliche Rentenbank 3.125% 11/14/23
 
80,000
81,046
 
 
 
5,325,261
Insurance - 0.7%
 
 
 
ACE INA Holdings, Inc.:
 
 
 
 1.375% 9/15/30
 
350,000
304,927
 4.35% 11/3/45
 
128,000
139,069
AFLAC, Inc. 3.6% 4/1/30
 
224,000
231,193
Allstate Corp.:
 
 
 
 1.45% 12/15/30
 
110,000
95,092
 5.55% 5/9/35
 
156,000
185,191
American International Group, Inc.:
 
 
 
 2.5% 6/30/25
 
44,000
43,019
 4.25% 3/15/29
 
100,000
104,586
 4.375% 6/30/50
 
240,000
263,045
 4.5% 7/16/44
 
25,000
26,977
 4.75% 4/1/48
 
100,000
114,576
 5.75% 4/1/48 (c)
 
280,000
281,596
Aon Corp. 3.75% 5/2/29
 
120,000
122,698
Baylor Scott & White Holdings Series 2021, 2.839% 11/15/50
 
120,000
101,022
Berkshire Hathaway Finance Corp.:
 
 
 
 1.45% 10/15/30
 
120,000
104,867
 2.85% 10/15/50
 
220,000
190,469
 4.2% 8/15/48
 
243,000
260,621
Brighthouse Financial, Inc. 4.7% 6/22/47
 
28,000
27,198
Hartford Financial Services Group, Inc. 4.4% 3/15/48
 
70,000
72,656
Lincoln National Corp. 4.35% 3/1/48
 
160,000
161,450
Marsh & McLennan Companies, Inc.:
 
 
 
 4.2% 3/1/48
 
110,000
113,720
 4.9% 3/15/49
 
50,000
57,853
MetLife, Inc.:
 
 
 
 4.05% 3/1/45
 
18,000
18,393
 4.55% 3/23/30
 
600,000
654,295
 4.875% 11/13/43
 
100,000
113,040
Progressive Corp. 4.2% 3/15/48
 
135,000
143,954
Prudential Financial, Inc.:
 
 
 
 3.878% 3/27/28
 
23,000
23,690
 3.935% 12/7/49
 
38,000
38,615
 4.35% 2/25/50
 
285,000
309,388
 5.125% 3/1/52 (c)
 
50,000
50,545
The Travelers Companies, Inc. 4% 5/30/47
 
32,000
32,935
Willis Group North America, Inc. 2.95% 9/15/29
 
170,000
159,643
 
 
 
4,546,323
TOTAL FINANCIALS
 
 
58,292,153
HEALTH CARE - 2.3%
 
 
 
Biotechnology - 0.4%
 
 
 
AbbVie, Inc.:
 
 
 
 2.6% 11/21/24
 
60,000
59,585
 2.95% 11/21/26
 
50,000
49,530
 3.2% 11/21/29
 
80,000
79,049
 3.8% 3/15/25
 
61,000
62,134
 4.05% 11/21/39
 
50,000
51,370
 4.25% 11/21/49
 
390,000
404,710
 4.3% 5/14/36
 
40,000
41,774
 4.55% 3/15/35
 
80,000
85,880
 4.7% 5/14/45
 
120,000
130,284
 4.875% 11/14/48
 
100,000
113,021
Amgen, Inc.:
 
 
 
 3.15% 2/21/40
 
410,000
374,788
 3.2% 11/2/27
 
56,000
56,335
 3.375% 2/21/50
 
110,000
99,249
 4.4% 5/1/45
 
102,000
107,108
Biogen, Inc. 3.25% 2/15/51 (b)
 
270,000
223,191
Gilead Sciences, Inc.:
 
 
 
 2.8% 10/1/50
 
180,000
147,298
 4% 9/1/36
 
40,000
40,865
 4.15% 3/1/47
 
60,000
61,694
 4.5% 2/1/45
 
311,000
331,371
 
 
 
2,519,236
Health Care Equipment & Supplies - 0.2%
 
 
 
Abbott Laboratories:
 
 
 
 3.875% 9/15/25
 
240,000
248,172
 4.9% 11/30/46
 
20,000
24,358
Baxter International, Inc.:
 
 
 
 1.915% 2/1/27 (b)
 
180,000
168,207
 2.539% 2/1/32 (b)
 
180,000
164,365
Becton, Dickinson & Co.:
 
 
 
 2.823% 5/20/30
 
150,000
142,717
 3.7% 6/6/27
 
52,000
52,755
 4.669% 6/6/47
 
130,000
141,599
Boston Scientific Corp.:
 
 
 
 3.75% 3/1/26
 
120,000
122,578
 4% 3/1/29
 
100,000
103,206
 4.7% 3/1/49
 
140,000
155,998
Medtronic, Inc. 4.625% 3/15/45
 
168,000
193,665
Stryker Corp. 2.9% 6/15/50
 
100,000
86,794
 
 
 
1,604,414
Health Care Providers & Services - 1.1%
 
 
 
Aetna, Inc.:
 
 
 
 2.8% 6/15/23
 
110,000
110,408
 4.75% 3/15/44
 
60,000
65,300
AHS Hospital Corp. 2.78% 7/1/51
 
250,000
212,230
Allina Health System, Inc. 3.887% 4/15/49
 
20,000
20,197
Anthem, Inc.:
 
 
 
 3.35% 12/1/24
 
89,000
89,692
 4.101% 3/1/28
 
50,000
51,869
 4.375% 12/1/47
 
175,000
187,396
 4.55% 3/1/48
 
120,000
132,697
Banner Health 2.913% 1/1/51
 
100,000
86,047
Baptist Healthcare System Obli 3.54% 8/15/50
 
100,000
91,292
Bon Secours Mercy Health, Inc. 2.095% 6/1/31
 
71,000
63,223
Cardinal Health, Inc. 3.41% 6/15/27
 
67,000
67,291
Children's Hospital of Philadelphia 2.704% 7/1/50
 
79,000
65,601
Cigna Corp.:
 
 
 
 3.75% 7/15/23
 
10,000
10,146
 4.125% 11/15/25
 
25,000
25,767
 4.375% 10/15/28
 
30,000
31,558
 4.5% 2/25/26
 
74,000
77,409
 4.8% 8/15/38
 
80,000
87,572
 4.8% 7/15/46
 
465,000
514,475
 4.9% 12/15/48
 
30,000
33,616
CommonSpirit Health 3.91% 10/1/50
 
125,000
119,089
CVS Health Corp.:
 
 
 
 2.7% 8/21/40
 
467,000
398,164
 3% 8/15/26
 
20,000
19,836
 3.25% 8/15/29
 
195,000
192,534
 3.75% 4/1/30
 
380,000
386,646
 4.1% 3/25/25
 
32,000
32,795
 4.25% 4/1/50
 
37,000
38,386
 4.3% 3/25/28
 
264,000
276,165
 5.05% 3/25/48
 
131,000
148,356
Franciscan Missionaries of Our Lady Health System, Inc. 3.914% 7/1/49
 
120,000
116,879
HCA Holdings, Inc.:
 
 
 
 4.5% 2/15/27
 
1,013,000
1,046,272
 5.25% 6/15/49
 
100,000
109,516
Humana, Inc. 3.95% 3/15/27
 
445,000
451,990
INTEGRIS Baptist Medical Center, Inc. 3.875% 8/15/50
 
83,000
84,290
Kaiser Foundation Hospitals:
 
 
 
 2.81% 6/1/41
 
63,000
55,012
 3.266% 11/1/49
 
80,000
74,504
 4.15% 5/1/47
 
30,000
32,055
MidMichigan Health 3.409% 6/1/50
 
33,000
28,960
Novant Health, Inc. 3.168% 11/1/51
 
105,000
94,600
Orlando Health Obligated Group 3.327% 10/1/50
 
57,000
51,692
Piedmont Healthcare, Inc. 2.719% 1/1/42
 
37,000
30,818
Providence St. Joseph Health Obligated Group 2.7% 10/1/51
 
130,000
102,680
Sutter Health 3.361% 8/15/50
 
130,000
115,926
Trinity Health Corp. 2.632% 12/1/40
 
50,000
41,439
UnitedHealth Group, Inc.:
 
 
 
 1.15% 5/15/26
 
180,000
167,264
 1.25% 1/15/26
 
81,000
76,151
 2.375% 8/15/24
 
90,000
89,575
 2.9% 5/15/50
 
120,000
106,365
 3.5% 8/15/39
 
772,000
765,801
 3.7% 8/15/49
 
40,000
40,590
 3.75% 10/15/47
 
30,000
30,402
 4.45% 12/15/48
 
102,000
114,922
West Virginia University Health System Obligated Group 3.129% 6/1/50
 
70,000
59,106
 
 
 
7,522,566
Life Sciences Tools & Services - 0.0%
 
 
 
PerkinElmer, Inc. 2.25% 9/15/31
 
90,000
79,547
Pharmaceuticals - 0.6%
 
 
 
AstraZeneca Finance LLC:
 
 
 
 1.2% 5/28/26
 
290,000
268,866
 2.25% 5/28/31
 
290,000
270,031
AstraZeneca PLC:
 
 
 
 4.375% 11/16/45
 
45,000
50,197
 4.375% 8/17/48
 
50,000
56,764
Bristol-Myers Squibb Co.:
 
 
 
 2.9% 7/26/24
 
70,000
70,519
 4.125% 6/15/39
 
100,000
107,381
 4.55% 2/20/48
 
42,000
47,527
Eli Lilly & Co. 2.25% 5/15/50
 
200,000
162,209
GlaxoSmithKline Capital, Inc. 3.875% 5/15/28
 
130,000
135,732
GSK Consumer Healthcare Capital U.S. LLC 3.625% 3/24/32 (b)
 
250,000
249,765
Johnson & Johnson:
 
 
 
 1.3% 9/1/30
 
110,000
97,949
 2.1% 9/1/40
 
220,000
185,737
 2.45% 9/1/60
 
110,000
89,082
 3.4% 1/15/38
 
116,000
118,268
Merck & Co., Inc.:
 
 
 
 3.7% 2/10/45
 
45,000
45,832
 4.15% 5/18/43
 
266,000
288,924
Mylan NV 4.55% 4/15/28
 
20,000
20,221
Novartis Capital Corp.:
 
 
 
 1.75% 2/14/25
 
100,000
97,584
 2.75% 8/14/50
 
50,000
44,762
 3.1% 5/17/27
 
90,000
90,879
 4% 11/20/45
 
35,000
37,500
Pfizer, Inc.:
 
 
 
 2.55% 5/28/40
 
125,000
111,791
 2.7% 5/28/50
 
380,000
336,305
 3.45% 3/15/29
 
70,000
72,000
 4% 12/15/36
 
36,000
38,212
Shire Acquisitions Investments Ireland DAC 3.2% 9/23/26
 
110,000
110,190
Takeda Pharmaceutical Co. Ltd.:
 
 
 
 2.05% 3/31/30
 
200,000
180,527
 3.025% 7/9/40
 
272,000
242,517
Viatris, Inc.:
 
 
 
 2.7% 6/22/30
 
100,000
87,957
 4% 6/22/50
 
100,000
84,008
Zoetis, Inc. 4.45% 8/20/48
 
60,000
67,125
 
 
 
3,866,361
TOTAL HEALTH CARE
 
 
15,592,124
INDUSTRIALS - 1.9%
 
 
 
Aerospace & Defense - 0.5%
 
 
 
General Dynamics Corp.:
 
 
 
 2.125% 8/15/26
 
160,000
154,984
 3.375% 5/15/23
 
81,000
81,967
 4.25% 4/1/50
 
50,000
56,268
Lockheed Martin Corp.:
 
 
 
 4.09% 9/15/52
 
70,000
76,900
 4.7% 5/15/46
 
28,000
32,519
Northrop Grumman Corp.:
 
 
 
 3.25% 1/15/28
 
80,000
80,004
 4.03% 10/15/47
 
106,000
111,531
 5.25% 5/1/50
 
120,000
149,537
Raytheon Technologies Corp.:
 
 
 
 3.65% 8/16/23
 
4,000
4,052
 3.75% 11/1/46
 
30,000
29,496
 4.05% 5/4/47
 
18,000
18,522
 4.125% 11/16/28
 
260,000
271,779
 4.35% 4/15/47
 
50,000
53,537
 4.45% 11/16/38
 
370,000
401,274
The Boeing Co.:
 
 
 
 3.2% 3/1/29
 
126,000
120,069
 4.875% 5/1/25
 
660,000
680,902
 5.705% 5/1/40
 
836,000
934,189
 5.805% 5/1/50
 
130,000
150,116
 
 
 
3,407,646
Air Freight & Logistics - 0.1%
 
 
 
FedEx Corp.:
 
 
 
 4.05% 2/15/48
 
150,000
148,167
 4.25% 5/15/30
 
175,000
183,577
 4.95% 10/17/48
 
102,000
113,288
United Parcel Service, Inc.:
 
 
 
 2.8% 11/15/24
 
88,000
88,407
 5.3% 4/1/50
 
170,000
222,286
 
 
 
755,725
Airlines - 0.1%
 
 
 
Southwest Airlines Co. 5.125% 6/15/27
 
595,000
636,076
United Airlines pass-thru trust equipment trust certificate 3.1% 1/7/30
 
209,702
203,100
 
 
 
839,176
Building Products - 0.1%
 
 
 
Carrier Global Corp.:
 
 
 
 2.493% 2/15/27
 
50,000
47,646
 2.722% 2/15/30
 
100,000
93,988
 3.377% 4/5/40
 
195,000
177,248
 3.577% 4/5/50
 
50,000
45,753
Masco Corp.:
 
 
 
 2% 2/15/31
 
103,000
89,346
 3.125% 2/15/51
 
52,000
43,240
 
 
 
497,221
Commercial Services & Supplies - 0.1%
 
 
 
Republic Services, Inc.:
 
 
 
 1.45% 2/15/31
 
500,000
424,721
 3.95% 5/15/28
 
28,000
28,782
 
 
 
453,503
Industrial Conglomerates - 0.2%
 
 
 
3M Co.:
 
 
 
 2.375% 8/26/29
 
177,000
168,323
 2.65% 4/15/25
 
24,000
23,829
 3% 8/7/25
 
310,000
311,146
 3.05% 4/15/30
 
19,000
18,890
 3.7% 4/15/50
 
24,000
24,225
General Electric Co. 4.35% 5/1/50
 
489,000
525,773
Honeywell International, Inc.:
 
 
 
 2.8% 6/1/50
 
150,000
138,453
 3.812% 11/21/47
 
20,000
21,536
Roper Technologies, Inc.:
 
 
 
 1% 9/15/25
 
50,000
46,390
 1.4% 9/15/27
 
50,000
45,311
 1.75% 2/15/31
 
50,000
43,194
 2% 6/30/30
 
330,000
292,960
 
 
 
1,660,030
Machinery - 0.3%
 
 
 
Caterpillar Financial Services Corp.:
 
 
 
 0.45% 9/14/23
 
170,000
165,709
 1.1% 9/14/27
 
530,000
481,130
 3.45% 5/15/23
 
182,000
184,510
 3.65% 12/7/23
 
310,000
316,429
Caterpillar, Inc. 3.25% 9/19/49
 
110,000
106,795
Deere & Co. 2.875% 9/7/49
 
130,000
119,125
Ingersoll-Rand Luxembourg Finance SA 3.8% 3/21/29
 
125,000
127,053
Otis Worldwide Corp.:
 
 
 
 2.056% 4/5/25
 
48,000
46,729
 2.565% 2/15/30
 
70,000
65,421
 3.362% 2/15/50
 
50,000
44,265
Parker Hannifin Corp. 4% 6/14/49
 
110,000
109,539
 
 
 
1,766,705
Professional Services - 0.0%
 
 
 
Thomson Reuters Corp. 3.35% 5/15/26
 
76,000
76,255
Road & Rail - 0.4%
 
 
 
Burlington Northern Santa Fe LLC:
 
 
 
 3.05% 2/15/51
 
211,000
193,724
 3.25% 6/15/27
 
30,000
30,439
 4.05% 6/15/48
 
207,000
220,037
 4.45% 3/15/43
 
100,000
109,358
Canadian National Railway Co. 2.45% 5/1/50
 
210,000
170,919
Canadian Pacific Railway Co.:
 
 
 
 1.75% 12/2/26
 
140,000
131,876
 2.45% 12/2/31
 
140,000
130,025
 3.1% 12/2/51
 
140,000
123,780
CSX Corp.:
 
 
 
 4.3% 3/1/48
 
140,000
150,404
 4.5% 3/15/49
 
160,000
175,166
 4.75% 11/15/48
 
70,000
80,168
Norfolk Southern Corp.:
 
 
 
 3.8% 8/1/28
 
63,000
64,326
 4.05% 8/15/52
 
90,000
94,510
 4.15% 2/28/48
 
38,000
39,685
Union Pacific Corp.:
 
 
 
 2.75% 3/1/26
 
160,000
158,975
 2.891% 4/6/36
 
79,000
73,818
 2.973% 9/16/62
 
290,000
245,401
 3.25% 2/5/50
 
50,000
46,536
 3.5% 6/8/23
 
270,000
273,413
 3.6% 9/15/37
 
38,000
38,271
 3.839% 3/20/60
 
70,000
70,243
 
 
 
2,621,074
Trading Companies & Distributors - 0.1%
 
 
 
Air Lease Corp.:
 
 
 
 2.875% 1/15/26
 
120,000
115,821
 3.25% 3/1/25
 
88,000
86,810
 3.75% 6/1/26
 
158,000
157,070
 3.875% 7/3/23
 
526,000
531,303
 4.25% 2/1/24
 
170,000
171,838
 
 
 
1,062,842
TOTAL INDUSTRIALS
 
 
13,140,177
INFORMATION TECHNOLOGY - 2.0%
 
 
 
Electronic Equipment & Components - 0.1%
 
 
 
Corning, Inc. 5.35% 11/15/48
 
10,000
11,823
Dell International LLC/EMC Corp.:
 
 
 
 5.3% 10/1/29
 
390,000
424,807
 8.1% 7/15/36
 
80,000
105,199
 8.35% 7/15/46
 
187,000
273,280
 
 
 
815,109
IT Services - 0.6%
 
 
 
CDW LLC/CDW Finance Corp. 2.67% 12/1/26
 
150,000
141,379
Fidelity National Information Services, Inc.:
 
 
 
 1.15% 3/1/26
 
246,000
225,770
 2.25% 3/1/31
 
200,000
176,852
Fiserv, Inc.:
 
 
 
 2.75% 7/1/24
 
440,000
438,645
 3.5% 7/1/29
 
80,000
78,743
 4.4% 7/1/49
 
240,000
247,811
Global Payments, Inc. 1.2% 3/1/26
 
346,000
318,760
IBM Corp.:
 
 
 
 1.95% 5/15/30
 
175,000
159,224
 2.95% 5/15/50
 
175,000
153,042
 3.5% 5/15/29
 
843,000
859,574
MasterCard, Inc.:
 
 
 
 2% 11/18/31
 
240,000
218,798
 2.95% 6/1/29
 
50,000
49,819
 3.3% 3/26/27
 
38,000
38,728
 3.35% 3/26/30
 
53,000
54,014
 3.85% 3/26/50
 
115,000
121,497
PayPal Holdings, Inc.:
 
 
 
 1.65% 6/1/25
 
70,000
67,306
 2.3% 6/1/30
 
120,000
111,705
The Western Union Co. 2.85% 1/10/25
 
70,000
69,194
Visa, Inc.:
 
 
 
 1.1% 2/15/31
 
250,000
214,433
 2.05% 4/15/30
 
350,000
326,565
 2.7% 4/15/40
 
150,000
136,376
 4.15% 12/14/35
 
38,000
41,322
 
 
 
4,249,557
Semiconductors & Semiconductor Equipment - 0.6%
 
 
 
Analog Devices, Inc. 2.8% 10/1/41
 
130,000
116,643
Applied Materials, Inc. 4.35% 4/1/47
 
28,000
31,578
Broadcom Corp./Broadcom Cayman LP 3.5% 1/15/28
 
1,324,000
1,299,967
Broadcom, Inc.:
 
 
 
 3.419% 4/15/33 (b)
 
82,000
76,532
 4.3% 11/15/32
 
250,000
253,692
 4.75% 4/15/29
 
50,000
52,537
 5% 4/15/30
 
50,000
53,150
Intel Corp.:
 
 
 
 3.25% 11/15/49
 
110,000
101,468
 3.734% 12/8/47
 
617,000
616,232
Lam Research Corp. 2.875% 6/15/50
 
150,000
132,683
Micron Technology, Inc. 4.663% 2/15/30
 
230,000
240,380
NVIDIA Corp.:
 
 
 
 2% 6/15/31
 
216,000
197,047
 2.85% 4/1/30
 
100,000
98,388
 3.5% 4/1/40
 
50,000
50,364
 3.5% 4/1/50
 
50,000
50,531
NXP BV/NXP Funding LLC/NXP U.S.A., Inc. 2.65% 2/15/32 (b)
 
270,000
243,346
Qualcomm, Inc. 1.65% 5/20/32
 
54,000
46,820
Texas Instruments, Inc. 4.15% 5/15/48
 
70,000
77,735
 
 
 
3,739,093
Software - 0.4%
 
 
 
Microsoft Corp.:
 
 
 
 2.525% 6/1/50
 
326,000
281,499
 2.921% 3/17/52
 
534,000
501,100
 3.3% 2/6/27
 
115,000
117,963
 3.45% 8/8/36
 
31,000
32,243
Oracle Corp.:
 
 
 
 1.65% 3/25/26
 
207,000
193,029
 2.5% 4/1/25
 
80,000
78,137
 2.95% 4/1/30
 
150,000
138,384
 3.25% 11/15/27
 
96,000
93,229
 3.6% 4/1/50
 
300,000
248,809
 3.8% 11/15/37
 
110,000
99,482
 3.85% 4/1/60
 
80,000
65,653
 4% 11/15/47
 
187,000
165,377
 5.375% 7/15/40
 
641,000
676,336
 
 
 
2,691,241
Technology Hardware, Storage & Peripherals - 0.3%
 
 
 
Apple, Inc.:
 
 
 
 1.125% 5/11/25
 
772,000
737,116
 1.25% 8/20/30
 
50,000
43,688
 2.375% 2/8/41
 
330,000
287,459
 2.55% 8/20/60
 
200,000
163,904
 2.95% 9/11/49
 
240,000
220,246
 3% 11/13/27
 
96,000
96,592
 3.75% 11/13/47
 
57,000
59,129
 3.85% 5/4/43
 
369,000
388,128
 4.5% 2/23/36
 
90,000
102,896
HP, Inc. 2.2% 6/17/25
 
160,000
154,309
 
 
 
2,253,467
TOTAL INFORMATION TECHNOLOGY
 
 
13,748,467
MATERIALS - 0.8%
 
 
 
Chemicals - 0.5%
 
 
 
Air Products & Chemicals, Inc.:
 
 
 
 1.5% 10/15/25
 
100,000
95,281
 2.05% 5/15/30
 
60,000
55,306
 2.7% 5/15/40
 
60,000
53,046
 2.8% 5/15/50
 
100,000
87,741
DuPont de Nemours, Inc.:
 
 
 
 4.205% 11/15/23
 
30,000
30,698
 4.725% 11/15/28
 
35,000
37,509
 5.319% 11/15/38
 
679,000
779,864
Eastman Chemical Co. 4.5% 12/1/28
 
174,000
178,803
Ecolab, Inc. 1.3% 1/30/31
 
300,000
258,778
LYB International Finance II BV 3.5% 3/2/27
 
166,000
165,699
LYB International Finance III LLC:
 
 
 
 3.375% 10/1/40
 
20,000
17,903
 3.625% 4/1/51
 
120,000
108,574
 4.2% 10/15/49
 
100,000
99,000
Nutrien Ltd.:
 
 
 
 4.2% 4/1/29
 
13,000
13,584
 5% 4/1/49
 
103,000
119,556
Sherwin-Williams Co.:
 
 
 
 3.45% 6/1/27
 
290,000
290,644
 3.8% 8/15/49
 
80,000
76,909
 4.5% 6/1/47
 
50,000
52,954
The Dow Chemical Co.:
 
 
 
 2.1% 11/15/30
 
250,000
224,918
 3.6% 11/15/50
 
150,000
139,560
 4.8% 5/15/49
 
50,000
55,186
 7.375% 11/1/29
 
46,000
57,545
The Mosaic Co. 4.05% 11/15/27
 
90,000
92,189
Westlake Corp. 3.6% 8/15/26
 
625,000
632,639
 
 
 
3,723,886
Containers & Packaging - 0.1%
 
 
 
International Paper Co. 4.8% 6/15/44
 
155,000
165,267
WRKCo, Inc. 4.65% 3/15/26
 
290,000
301,793
 
 
 
467,060
Metals & Mining - 0.2%
 
 
 
Barrick Gold Corp. 5.25% 4/1/42
 
163,000
188,744
BHP Billiton Financial (U.S.A.) Ltd. 5% 9/30/43
 
176,000
208,722
Newmont Corp.:
 
 
 
 2.25% 10/1/30
 
100,000
91,393
 2.8% 10/1/29
 
100,000
95,655
 5.45% 6/9/44
 
80,000
94,958
Southern Copper Corp. 5.875% 4/23/45
 
30,000
36,525
Vale Overseas Ltd. 3.75% 7/8/30
 
300,000
288,458
 
 
 
1,004,455
Paper & Forest Products - 0.0%
 
 
 
Suzano Austria GmbH 2.5% 9/15/28
 
298,000
267,842
TOTAL MATERIALS
 
 
5,463,243
REAL ESTATE - 0.8%
 
 
 
Equity Real Estate Investment Trusts (REITs) - 0.8%
 
 
 
Alexandria Real Estate Equities, Inc.:
 
 
 
 2% 5/18/32
 
125,000
109,253
 3% 5/18/51
 
125,000
105,180
 4.85% 4/15/49
 
90,000
101,641
American Tower Corp.:
 
 
 
 2.1% 6/15/30
 
160,000
139,538
 3.1% 6/15/50
 
160,000
129,288
 3.6% 1/15/28
 
32,000
31,693
 3.8% 8/15/29
 
70,000
69,659
AvalonBay Communities, Inc.:
 
 
 
 2.3% 3/1/30
 
130,000
121,716
 3.2% 1/15/28
 
63,000
62,218
Boston Properties, Inc. 3.65% 2/1/26
 
100,000
101,309
Crown Castle International Corp.:
 
 
 
 1.35% 7/15/25
 
79,000
73,649
 2.25% 1/15/31
 
100,000
88,138
 3.25% 1/15/51
 
40,000
33,501
 3.7% 6/15/26
 
100,000
100,634
Duke Realty LP 1.75% 2/1/31
 
370,000
320,913
ERP Operating LP:
 
 
 
 3.5% 3/1/28
 
61,000
61,220
 4.15% 12/1/28
 
330,000
341,189
Healthpeak Properties, Inc. 3% 1/15/30
 
140,000
134,492
Kimco Realty Corp.:
 
 
 
 1.9% 3/1/28
 
570,000
516,822
 3.3% 2/1/25
 
180,000
179,157
National Retail Properties, Inc. 3% 4/15/52
 
100,000
80,187
Omega Healthcare Investors, Inc. 5.25% 1/15/26
 
230,000
238,525
Prologis LP 3% 4/15/50
 
145,000
128,950
Realty Income Corp.:
 
 
 
 3.25% 1/15/31
 
220,000
216,042
 3.4% 1/15/28
 
230,000
229,346
Simon Property Group LP:
 
 
 
 2.65% 7/15/30
 
125,000
117,883
 3.375% 12/1/27
 
935,000
929,250
UDR, Inc. 2.1% 6/15/33
 
80,000
67,691
Ventas Realty LP:
 
 
 
 4.4% 1/15/29
 
40,000
42,072
 4.875% 4/15/49
 
160,000
175,511
Welltower, Inc. 4.95% 9/1/48
 
76,000
85,316
 
 
 
5,131,983
Real Estate Management & Development - 0.0%
 
 
 
Essex Portfolio LP 2.65% 3/15/32
 
170,000
155,501
TOTAL REAL ESTATE
 
 
5,287,484
UTILITIES - 1.8%
 
 
 
Electric Utilities - 1.2%
 
 
 
Alabama Power Co. 6% 3/1/39
 
180,000
222,405
Appalachian Power Co.:
 
 
 
 3.3% 6/1/27
 
110,000
110,592
 4.45% 6/1/45
 
18,000
18,166
 4.5% 3/1/49
 
90,000
93,994
Baltimore Gas & Electric Co.:
 
 
 
 2.9% 6/15/50
 
200,000
173,878
 3.2% 9/15/49
 
150,000
135,225
CenterPoint Energy Houston Electric LLC 3.35% 4/1/51
 
250,000
238,061
Commonwealth Edison Co. 4% 3/1/48
 
42,000
44,616
Duke Energy Carolinas LLC:
 
 
 
 2.45% 8/15/29
 
190,000
179,764
 3.95% 3/15/48
 
31,000
31,804
 4.25% 12/15/41
 
341,000
356,624
Duke Energy Corp.:
 
 
 
 2.45% 6/1/30
 
182,000
167,688
 3.75% 9/1/46
 
80,000
75,512
 3.95% 8/15/47
 
250,000
244,282
 4.2% 6/15/49
 
90,000
90,439
Entergy Corp. 0.9% 9/15/25
 
400,000
366,809
Entergy, Inc. 3.55% 9/30/49
 
29,000
27,290
Eversource Energy:
 
 
 
 2.55% 3/15/31
 
120,000
110,196
 3.3% 1/15/28
 
62,000
60,874
 3.45% 1/15/50
 
60,000
54,457
Exelon Corp.:
 
 
 
 3.4% 4/15/26
 
150,000
150,510
 4.05% 4/15/30
 
150,000
154,835
 4.45% 4/15/46
 
144,000
150,554
FirstEnergy Corp.:
 
 
 
 1.6% 1/15/26
 
85,000
79,050
 5.35% 7/15/47
 
140,000
146,068
Florida Power & Light Co.:
 
 
 
 2.85% 4/1/25
 
317,000
317,534
 4.125% 6/1/48
 
26,000
28,182
Interstate Power and Light Co. 2.3% 6/1/30
 
93,000
84,781
Kentucky Utilities Co. 5.125% 11/1/40
 
100,000
112,144
MidAmerican Energy Co.:
 
 
 
 3.65% 4/15/29
 
190,000
195,292
 3.65% 8/1/48
 
30,000
29,724
NextEra Energy Capital Holdings, Inc.:
 
 
 
 1.875% 1/15/27
 
500,000
468,917
 2.44% 1/15/32
 
500,000
457,214
 3.5% 4/1/29
 
140,000
141,084
Northern States Power Co.:
 
 
 
 2.9% 3/1/50
 
80,000
70,576
 3.6% 9/15/47
 
50,000
49,461
Oncor Electric Delivery Co. LLC:
 
 
 
 3.1% 9/15/49
 
100,000
91,623
 3.75% 4/1/45
 
120,000
118,677
Pacific Gas & Electric Co. 3.5% 8/1/50
 
682,000
549,047
PacifiCorp 6% 1/15/39
 
235,000
291,274
PECO Energy Co. 3.9% 3/1/48
 
96,000
98,956
PPL Capital Funding, Inc. 4% 9/15/47
 
20,000
18,783
PPL Electric Utilities Corp. 3% 10/1/49
 
100,000
87,838
Public Service Co. of Colorado:
 
 
 
 3.7% 6/15/28
 
87,000
88,758
 6.25% 9/1/37
 
182,000
235,817
Public Service Electric & Gas Co.:
 
 
 
 2.45% 1/15/30
 
70,000
66,357
 3.15% 1/1/50
 
70,000
64,866
 3.6% 12/1/47
 
44,000
43,441
Puget Sound Energy, Inc. 4.223% 6/15/48
 
45,000
46,849
Southern California Edison Co. 4% 4/1/47
 
562,000
539,987
Southern Co. 3.25% 7/1/26
 
112,000
112,011
Southwestern Electric Power Co. 3.85% 2/1/48
 
190,000
177,139
Tampa Electric Co. 4.45% 6/15/49
 
100,000
107,225
Virginia Electric & Power Co.:
 
 
 
 3.3% 12/1/49
 
60,000
56,247
 3.8% 9/15/47
 
50,000
49,920
 4.6% 12/1/48
 
52,000
58,485
Xcel Energy, Inc.:
 
 
 
 3.4% 6/1/30
 
63,000
62,895
 4% 6/15/28
 
76,000
77,137
 
 
 
8,481,934
Gas Utilities - 0.1%
 
 
 
Dominion Gas Holdings LLC 2.5% 11/15/24
 
50,000
49,479
Southern Co. Gas Capital Corp. 3.95% 10/1/46
 
308,000
290,729
 
 
 
340,208
Independent Power and Renewable Electricity Producers - 0.0%
 
 
 
Southern Power Co. 4.95% 12/15/46
 
80,000
84,522
Multi-Utilities - 0.5%
 
 
 
Berkshire Hathaway Energy Co.:
 
 
 
 4.25% 10/15/50
 
290,000
309,490
 4.45% 1/15/49
 
54,000
58,237
CenterPoint Energy, Inc. 3.7% 9/1/49
 
80,000
74,507
Consolidated Edison Co. of New York, Inc.:
 
 
 
 3.95% 4/1/50
 
130,000
133,661
 4.65% 12/1/48
 
50,000
54,912
 5.5% 12/1/39
 
256,000
299,482
Dominion Energy, Inc.:
 
 
 
 3.375% 4/1/30
 
720,000
710,293
 4.6% 3/15/49
 
50,000
54,209
 4.7% 12/1/44
 
26,000
27,779
 7% 6/15/38
 
130,000
169,121
NiSource, Inc.:
 
 
 
 0.95% 8/15/25
 
280,000
257,314
 2.95% 9/1/29
 
190,000
181,062
 3.49% 5/15/27
 
50,000
49,840
 3.95% 3/30/48
 
46,000
43,980
 5.25% 2/15/43
 
156,000
168,435
Puget Energy, Inc. 4.1% 6/15/30
 
200,000
199,617
Sempra Energy 6% 10/15/39
 
274,000
334,978
 
 
 
3,126,917
Water Utilities - 0.0%
 
 
 
American Water Capital Corp. 3.75% 9/1/47
 
240,000
234,267
TOTAL UTILITIES
 
 
12,267,848
 
TOTAL NONCONVERTIBLE BONDS
 (Cost $189,072,458)
 
 
 
175,849,106
 
 
 
 
U.S. Government and Government Agency Obligations - 39.9%
 
 
Principal
Amount (a)
 
Value ($)
 
U.S. Government Agency Obligations - 0.8%
 
 
 
Fannie Mae:
 
 
 
 0.375% 8/25/25
 
95,000
88,410
 0.5% 6/17/25
 
2,248,000
2,106,847
 0.625% 4/22/25
 
258,000
243,645
 0.875% 8/5/30
 
339,000
296,009
 1.75% 7/2/24
 
100,000
98,624
 1.875% 9/24/26
 
60,000
58,408
Federal Home Loan Bank:
 
 
 
 0.375% 9/4/25
 
160,000
148,674
 1.5% 8/15/24
 
100,000
97,876
Freddie Mac:
 
 
 
 0.25% 8/24/23
 
500,000
487,259
 0.375% 7/21/25
 
448,000
417,243
 0.375% 9/23/25
 
231,000
214,396
 6.25% 7/15/32
 
360,000
478,036
Tennessee Valley Authority:
 
 
 
 0.75% 5/15/25
 
600,000
568,039
 2.875% 2/1/27
 
130,000
131,627
 4.25% 9/15/65
 
30,000
37,007
 5.88% 4/1/36
 
260,000
340,433
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS
 
 
5,812,533
U.S. Treasury Obligations - 39.1%
 
 
 
U.S. Treasury Bonds:
 
 
 
 1.125% 5/15/40
 
3,721,000
2,932,032
 1.125% 8/15/40
 
331,000
259,486
 1.25% 5/15/50
 
2,000
1,492
 1.375% 11/15/40
 
4,560,000
3,727,978
 1.375% 8/15/50
 
8,655,000
6,661,645
 1.625% 11/15/50
 
4,208,000
3,448,259
 1.75% 8/15/41
 
3,010,000
2,608,823
 1.875% 2/15/41
 
6,405,000
5,703,202
 1.875% 2/15/51
 
2,014,000
1,759,811
 1.875% 11/15/51
 
2,755,000
2,416,652
 2% 11/15/41
 
1,258,000
1,138,293
 2% 2/15/50
 
287,000
258,513
 2% 8/15/51
 
1,854,000
1,672,656
 2.25% 8/15/46
 
110,000
102,884
 2.25% 8/15/49
 
129,000
122,661
 2.25% 2/15/52
 
781,000
749,028
 2.375% 2/15/42
 
370,000
356,819
 2.375% 5/15/51
 
1,985,000
1,945,145
 2.5% 2/15/45
 
128,000
124,670
 2.5% 2/15/46
 
112,000
109,655
 2.5% 5/15/46
 
93,000
91,122
 2.75% 8/15/42
 
197,000
200,317
 2.75% 11/15/42
 
587,000
596,126
 2.75% 8/15/47
 
51,000
52,855
 2.75% 11/15/47
 
107,000
111,021
 2.875% 5/15/43
 
190,000
196,695
 2.875% 8/15/45
 
156,000
162,606
 2.875% 5/15/49
 
1,000
1,075
 3% 5/15/42
 
89,000
94,260
 3% 11/15/44
 
1,659,000
1,758,022
 3% 5/15/45
 
4,000
4,250
 3% 11/15/45
 
224,000
238,893
 3% 2/15/47
 
49,000
52,723
 3% 5/15/47
 
208,000
224,575
 3% 2/15/48
 
87,000
94,786
 3% 8/15/48
 
3,000
3,276
 3% 2/15/49
 
134,000
147,290
 3.125% 11/15/41
 
113,000
121,841
 3.125% 2/15/42
 
65,000
70,170
 3.125% 2/15/43
 
838,000
901,898
 3.125% 8/15/44
 
687,000
742,658
 3.125% 5/15/48
 
169,000
188,686
 3.375% 5/15/44
 
1,976,000
2,218,678
 3.375% 11/15/48
 
157,000
183,837
 3.5% 2/15/39
 
8,000
9,166
 3.625% 8/15/43
 
971,000
1,126,512
 3.625% 2/15/44
 
2,647,000
3,078,378
 3.75% 8/15/41
 
45,000
52,907
 3.75% 11/15/43
 
1,730,000
2,046,130
 3.875% 8/15/40
 
52,000
62,112
 4.375% 2/15/38
 
12,000
15,180
 4.375% 11/15/39
 
24,000
30,509
 4.375% 5/15/41
 
32,000
40,664
 4.5% 5/15/38
 
92,000
118,055
 4.5% 8/15/39
 
17,000
21,943
 4.75% 2/15/41
 
48,000
63,876
 5.5% 8/15/28
 
4,000
4,716
 7.125% 2/15/23
 
175,000
183,285
 7.25% 8/15/22
 
190,000
194,602
U.S. Treasury Notes:
 
 
 
 0.125% 5/31/22
 
21,000
20,991
 0.125% 8/31/22
 
176,000
175,416
 0.125% 9/30/22
 
42,000
41,808
 0.125% 10/31/22
 
55,000
54,661
 0.125% 11/30/22
 
1,068,000
1,059,531
 0.125% 1/31/23
 
93,000
91,899
 0.125% 2/28/23
 
88,000
86,818
 0.125% 3/31/23
 
3,056,000
3,008,369
 0.125% 4/30/23
 
751,000
737,740
 0.125% 5/15/23
 
806,000
790,667
 0.125% 7/15/23
 
534,000
521,213
 0.125% 9/15/23
 
10,593,000
10,292,175
 0.125% 10/15/23
 
3,458,000
3,351,423
 0.125% 12/15/23
 
357,000
344,393
 0.125% 1/15/24
 
908,000
873,702
 0.125% 2/15/24
 
2,144,000
2,058,826
 0.25% 6/15/23
 
3,000
2,941
 0.25% 5/15/24
 
524,000
500,850
 0.25% 5/31/25
 
3,744,000
3,484,552
 0.25% 6/30/25
 
635,000
589,930
 0.25% 7/31/25
 
45,000
41,720
 0.25% 8/31/25
 
154,000
142,486
 0.25% 9/30/25
 
14,303,000
13,212,396
 0.25% 10/31/25
 
2,234,000
2,059,731
 0.375% 10/31/23
 
599,000
582,200
 0.375% 4/15/24
 
2,669,000
2,563,700
 0.375% 7/15/24
 
120,000
114,534
 0.375% 8/15/24
 
1,798,000
1,712,314
 0.375% 4/30/25
 
1,297,000
1,214,468
 0.375% 1/31/26
 
2,692,000
2,480,320
 0.375% 7/31/27
 
1,259,000
1,128,821
 0.375% 9/30/27
 
1,151,000
1,027,582
 0.5% 3/15/23
 
2,000,000
1,978,125
 0.5% 11/30/23
 
4,620,000
4,490,604
 0.5% 2/28/26
 
10,148,000
9,382,143
 0.5% 4/30/27
 
718,000
651,248
 0.5% 5/31/27
 
4,223,000
3,821,815
 0.5% 6/30/27
 
2,827,000
2,554,901
 0.5% 10/31/27
 
3,232,000
2,901,478
 0.625% 7/31/26
 
5,694,000
5,254,050
 0.625% 3/31/27
 
2,260,000
2,066,046
 0.625% 11/30/27
 
1,680,000
1,516,725
 0.625% 12/31/27
 
5,260,000
4,742,424
 0.625% 5/15/30
 
3,069,000
2,675,904
 0.625% 8/15/30
 
1,630,000
1,415,808
 0.75% 12/31/23
 
2,213,000
2,155,600
 0.75% 11/15/24
 
3,110,000
2,972,601
 0.75% 3/31/26
 
2,331,000
2,173,749
 0.75% 4/30/26
 
1,731,000
1,612,264
 0.75% 5/31/26
 
1,269,000
1,180,269
 0.75% 1/31/28
 
598,000
542,451
 0.875% 1/31/24
 
2,980,000
2,904,103
 0.875% 11/15/30
 
5,093,000
4,509,891
 1% 7/31/28
 
1,229,000
1,124,583
 1.125% 10/31/26
 
2,630,000
2,473,844
 1.125% 2/28/27
 
691,000
648,352
 1.125% 2/29/28
 
3,054,000
2,831,869
 1.125% 8/31/28
 
110,000
101,346
 1.125% 2/15/31
 
4,289,000
3,872,665
 1.25% 8/31/24
 
1,923,000
1,868,540
 1.25% 12/31/26
 
4,300,000
4,062,660
 1.25% 3/31/28
 
2,218,000
2,068,805
 1.25% 4/30/28
 
2,488,000
2,317,728
 1.25% 6/30/28
 
2,989,000
2,780,471
 1.25% 9/30/28
 
748,000
694,121
 1.25% 8/15/31
 
10,804,000
9,821,511
 1.375% 1/31/25
 
1,386,000
1,343,337
 1.375% 8/31/26
 
253,000
241,141
 1.375% 10/31/28
 
580,000
542,209
 1.375% 11/15/31
 
10,000
9,175
 1.5% 8/15/22
 
361,000
361,818
 1.5% 9/15/22
 
174,000
174,415
 1.5% 1/15/23
 
2,000
2,000
 1.5% 9/30/24
 
1,783,000
1,741,002
 1.5% 10/31/24
 
2,714,000
2,647,846
 1.5% 11/30/24
 
2,519,000
2,453,860
 1.5% 2/15/25
 
1,480,000
1,438,491
 1.5% 8/15/26
 
557,000
533,784
 1.5% 1/31/27
 
5,287,000
5,052,389
 1.5% 11/30/28
 
1,801,000
1,696,458
 1.5% 2/15/30
 
1,266,000
1,186,875
 1.625% 8/31/22
 
562,000
563,537
 1.625% 11/15/22
 
697,000
698,470
 1.625% 2/15/26
 
261,000
252,293
 1.625% 5/15/26
 
264,000
254,729
 1.625% 9/30/26
 
653,000
628,742
 1.625% 10/31/26
 
457,000
439,934
 1.625% 11/30/26
 
180,000
173,250
 1.625% 8/15/29
 
466,000
441,917
 1.625% 5/15/31
 
203,000
191,121
 1.75% 6/15/22
 
25,000
25,063
 1.75% 7/15/22
 
58,000
58,177
 1.75% 6/30/24
 
805,000
793,365
 1.75% 7/31/24
 
2,907,000
2,861,578
 1.75% 12/31/24
 
2,363,000
2,315,555
 1.75% 12/31/26
 
527,000
509,914
 1.75% 1/31/29
 
581,000
556,308
 1.875% 9/30/22
 
358,000
359,440
 1.875% 6/30/26
 
589,000
574,091
 1.875% 7/31/26
 
909,000
885,707
 1.875% 2/28/29
 
230,000
222,022
 1.875% 2/15/32
 
956,000
917,760
 2% 10/31/22
 
48,000
48,216
 2% 5/31/24
 
442,000
438,271
 2% 2/15/25
 
82,000
80,847
 2% 8/15/25
 
50,000
49,115
 2% 11/15/26
 
585,000
572,203
 2.125% 12/31/22
 
19,000
19,096
 2.125% 3/31/24
 
1,201,000
1,195,980
 2.125% 5/15/25
 
13,000
12,842
 2.25% 3/31/24
 
9,020,000
9,007,668
 2.25% 4/30/24
 
1,443,000
1,439,167
 2.25% 10/31/24
 
279,000
277,322
 2.25% 12/31/24
 
160,000
158,913
 2.25% 2/15/27
 
393,000
388,886
 2.25% 8/15/27
 
639,000
632,111
 2.25% 11/15/27
 
682,000
674,141
 2.375% 2/29/24
 
394,000
394,431
 2.375% 4/30/26
 
405,000
402,643
 2.375% 5/15/27
 
46,000
45,802
 2.375% 5/15/29
 
108,000
107,688
 2.5% 8/15/23
 
57,000
57,327
 2.5% 1/31/24
 
3,559,000
3,570,956
 2.5% 5/15/24
 
217,000
217,449
 2.5% 1/31/25
 
238,000
237,944
 2.5% 2/28/26
 
191,000
190,731
 2.625% 2/28/23
 
262,000
264,293
 2.625% 6/30/23
 
1,031,000
1,039,538
 2.625% 12/31/23
 
1,205,000
1,212,672
 2.625% 12/31/25
 
331,000
332,177
 2.625% 1/31/26
 
461,000
462,747
 2.625% 2/15/29
 
391,000
395,704
 2.75% 4/30/23
 
84,000
84,853
 2.75% 5/31/23
 
176,000
177,705
 2.75% 7/31/23
 
700,000
706,480
 2.75% 8/31/23
 
1,634,000
1,649,000
 2.75% 6/30/25
 
113,000
113,750
 2.75% 2/15/28
 
363,000
368,615
 2.875% 10/31/23
 
810,000
818,638
 2.875% 11/30/23
 
1,045,000
1,055,940
 2.875% 5/31/25
 
144,000
145,474
 2.875% 5/15/28
 
216,000
221,037
 2.875% 8/15/28
 
113,000
115,785
 3% 9/30/25
 
148,000
150,284
 3% 10/31/25
 
130,000
132,046
 3.125% 11/15/28
 
940,000
978,738
TOTAL U.S. TREASURY OBLIGATIONS
 
 
265,935,268
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $287,310,919)
 
 
 
271,747,801
 
 
 
 
U.S. Government Agency - Mortgage Securities - 27.6%
 
 
Principal
Amount (a)
 
Value ($)
 
Fannie Mae - 12.9%
 
 
 
1.5% 10/1/36 to 12/1/51
 
8,482,520
7,874,698
2% 7/1/35 to 12/1/51
 
28,444,562
26,723,032
2.5% 1/1/27 to 3/1/52
 
15,716,978
15,129,014
3% 4/1/32 to 2/1/51
 
18,272,347
18,082,201
3.5% 2/1/27 to 8/1/50
 
9,122,380
9,313,638
4% 6/1/34 to 7/1/50
 
5,449,030
5,587,812
4.5% 10/1/39 to 12/1/50
 
3,318,484
3,451,607
5% 7/1/48 to 10/1/50
 
1,171,724
1,237,921
5.5% 5/1/44 to 4/1/49
 
254,853
272,834
TOTAL FANNIE MAE
 
 
87,672,757
Freddie Mac - 8.7%
 
 
 
1.5% 10/1/36 to 11/1/51
 
3,721,766
3,358,250
2% 10/1/30 to 2/1/52
 
23,805,781
22,297,959
2% 9/1/35
 
268,802
261,557
2% 11/1/35
 
404,143
393,249
2% 11/1/35
 
127,194
123,765
2.5% 4/1/27 to 2/1/52
 
19,449,612
18,683,561
3% 1/1/29 to 4/1/50
 
1,452,600
1,443,835
3% 8/1/47
 
30,409
30,133
3.5% 7/1/33 to 3/1/50
 
5,155,649
5,227,021
4% 3/1/26 to 10/1/50
 
4,290,041
4,401,474
4.5% 7/1/41 to 4/1/50
 
1,160,926
1,212,171
5% 6/1/30 to 5/1/50
 
1,505,231
1,582,734
5.5% 6/1/49
 
205,103
217,475
TOTAL FREDDIE MAC
 
 
59,233,184
Ginnie Mae - 5.7%
 
 
 
1.5% 5/20/51
 
121,492
110,798
2% 3/20/51 to 3/20/52
 
10,554,400
10,059,545
2.5% 10/20/46 to 2/20/52
 
9,795,116
9,522,456
2.5% 5/1/52 (e)
 
100,000
96,776
3% 7/20/42 to 10/20/51
 
7,774,023
7,734,586
3.5% 2/20/46 to 5/20/51
 
6,363,725
6,434,713
4% 4/20/47 to 1/20/51
 
2,951,237
3,019,219
4.5% 1/20/47 to 3/20/51
 
1,430,942
1,485,893
5% 11/20/47 to 4/20/50
 
556,188
581,404
5.5% 9/20/47 to 1/20/49
 
44,864
48,179
TOTAL GINNIE MAE
 
 
39,093,569
Uniform Mortgage Backed Securities - 0.3%
 
 
 
2% 5/1/52 (e)
 
1,400,000
1,297,045
2.5% 4/1/52 (e)
 
800,000
763,375
TOTAL UNIFORM MORTGAGE BACKED SECURITIES
 
 
2,060,420
 
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 (Cost $199,738,716)
 
 
 
188,059,930
 
 
 
 
Asset-Backed Securities - 0.3%
 
 
Principal
Amount (a)
 
Value ($)
 
Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/28
 
116,000
112,145
CarMax Auto Owner Trust Series 2021-1 Class A3, 0.34% 12/15/25
 
400,000
390,362
Citibank Credit Card Issuance Trust:
 
 
 
 Series 2018-A6 Class A6, 3.21% 12/7/24
 
100,000
101,029
 Series 2018-A7 Class A7, 3.96% 10/13/30
 
250,000
266,561
Ford Credit Auto Lease Trust Series 2021-A Class A3, 0.26% 2/15/24
 
400,000
396,857
Ford Credit Floorplan Master Owner Trust Series 2018-4 Class A, 4.06% 11/15/30
 
30,000
31,270
GM Financial Consumer Automobile Receivables Trust Series 2021-1 Class A3, 0.35% 10/16/25
 
396,000
388,328
Mercedes-Benz Auto Lease Trust Series 2021-A Class A3, 0.25% 1/16/24
 
400,000
396,214
 
TOTAL ASSET-BACKED SECURITIES
 (Cost $2,143,411)
 
 
2,082,766
 
 
 
 
Commercial Mortgage Securities - 1.6%
 
 
Principal
Amount (a)
 
Value ($)
 
BANK sequential payer:
 
 
 
 Series 2017-BNK4 Class ASB, 3.419% 5/15/50
 
196,210
197,561
 Series 2020-BN25 Class A5, 2.649% 1/15/63
 
220,000
209,301
 Series 2020-BN28 Class A4, 1.844% 3/15/63
 
360,000
320,497
Benchmark Mortgage Trust:
 
 
 
 sequential payer:
 
 
 
Series 2020-B19 Class A5, 1.85% 9/15/53
 
 
410,000
366,446
Series 2021-B24 Class A5, 2.5843% 3/15/54
 
 
500,000
470,316
 Series 2019-B12 Class A5, 3.1156% 8/15/52
 
95,000
93,254
 Series 2019-B9 Class A5, 4.0156% 3/15/52
 
130,000
134,730
Citigroup Commercial Mortgage Trust sequential payer:
 
 
 
 Series 2015-GC29 Class A4, 3.192% 4/10/48
 
80,000
79,545
 Series 2016-C1 Class A4, 3.209% 5/10/49
 
90,000
89,455
 Series 2018-B2 Class A4, 4.009% 3/10/51
 
1,000,000
1,031,317
COMM Mortgage Trust sequential payer Series 2013-CR13 Class A3, 3.928% 11/10/46
 
44,440
44,589
CSAIL Commercial Mortgage Trust sequential payer Series 2019-C17:
 
 
 
 Class A4, 2.7628% 9/15/52
 
200,000
191,586
 Class A5, 3.0161% 9/15/52
 
200,000
194,591
Freddie Mac:
 
 
 
 sequential payer:
 
 
 
Series 2016-K057 Class A2, 2.57% 7/25/26
 
 
159,400
158,321
Series 2020-K104 Class A2, 2.253% 1/25/30
 
 
680,000
654,410
Series 2020-K116 Class A2, 1.378% 7/25/30
 
 
770,000
688,950
Series 2020-K117 Class A2, 1.406% 8/25/30
 
 
590,000
528,218
Series 2020-K118 Class A2, 1.493% 9/25/30
 
 
590,000
531,622
Series 2020-K121 Class A2, 1.547% 10/25/30
 
 
890,000
803,854
Series 2021-K125 Class A2, 1.846% 1/25/31
 
 
100,000
92,378
Series 2021-K126 Class A2, 2.074% 1/25/31
 
 
200,000
188,287
Series 2021-K128 Class A2, 2.02% 3/25/31
 
 
200,000
187,244
Series K080 Class A2, 3.926% 7/25/28
 
 
80,000
85,024
 Series 2017-K068 Class A2, 3.244% 8/25/27
 
130,000
133,069
 Series 2019-K094 Class A2, 2.903% 6/25/29
 
300,000
301,963
 Series 2019-K1510 Class A2, 3.718% 1/25/31
 
124,000
132,171
 Series 2021-K123 Class A2, 1.621% 12/25/30
 
700,000
635,708
 Series K079 Class A2, 3.926% 6/25/28
 
20,000
21,249
GS Mortgage Securities Trust sequential payer:
 
 
 
 Series 2014-GC26 Class A4, 3.364% 11/10/47
 
84,449
83,690
 Series 2020-GC45 Class A5, 2.9106% 2/13/53
 
260,000
251,000
JPMBB Commercial Mortgage Securities Trust sequential payer:
 
 
 
 Series 2014-C21 Class A5, 3.7748% 8/15/47
 
150,000
151,651
 Series 2014-C24 Class A5, 3.6385% 11/15/47
 
150,000
150,219
JPMDB Commercial Mortgage Securities Trust sequential payer Series 2020-COR7 Class A5, 2.1798% 5/13/53
 
500,000
457,593
Morgan Stanley Capital I Trust sequential payer Series 2020-L4 Class A3, 2.698% 2/15/53
 
100,000
95,317
UBS Commercial Mortgage Trust sequential payer Series 2019-C16 Class A4, 3.6048% 4/15/52
 
350,000
350,979
Wells Fargo Commercial Mortgage Trust:
 
 
 
 sequential payer:
 
 
 
Series 2019-C52 Class A5, 2.892% 8/15/52
 
 
200,000
193,567
Series 2019-C54 Class A4, 3.146% 12/15/52
 
 
538,000
528,580
Series 2020-C55 Class A5, 2.725% 2/15/53
 
 
90,000
85,842
 Series 2018-C48 Class A5, 4.302% 1/15/52
 
123,000
129,540
 
TOTAL COMMERCIAL MORTGAGE SECURITIES
 (Cost $12,041,964)
 
 
11,043,634
 
 
 
 
Municipal Securities - 0.6%
 
 
Principal
Amount (a)
 
Value ($)
 
American Muni. Pwr., Inc. Rev. (Combined Hydroelectric Proj.) Series 2010 B, 7.834% 2/15/41
 
55,000
80,759
Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev.:
 
 
 
 Series 2009 F2, 6.263% 4/1/49
 
75,000
106,567
 Series 2010 S1, 7.043% 4/1/50
 
75,000
115,276
California Gen. Oblig.:
 
 
 
 Series 2009, 7.55% 4/1/39
 
145,000
215,013
 Series 2010, 7.6% 11/1/40
 
350,000
532,453
California State Univ. Rev. Series 2021 B, 2.719% 11/1/52
 
195,000
164,408
Chicago O'Hare Int'l. Arpt. Rev. Series 2010 B, 6.395% 1/1/40
 
250,000
335,253
Dallas Area Rapid Transit Sales Tax Rev. Series 2021 A, 2.613% 12/1/48
 
200,000
164,924
Dallas Fort Worth Int'l. Arpt. Rev.:
 
 
 
 Series 2019 A, 3.144% 11/1/45
 
20,000
18,227
 Series 2021 C, 2.843% 11/1/46
 
150,000
131,009
Golden State Tobacco Securitization Corp. Tobacco Settlement Rev. Series 2021 B:
 
 
 
 2.746% 6/1/34
 
80,000
72,687
 3.293% 6/1/42
 
40,000
36,169
Idaho Energy Resources Auth. Series 2021, 2.861% 9/1/46
 
45,000
38,417
Illinois Gen. Oblig. Series 2003, 5.1% 6/1/33
 
500,000
531,704
Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Series 2019 B, 3.395% 10/15/40
 
100,000
93,833
Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Series 2021 C, 2.823% 8/1/41
 
100,000
92,150
Michigan Strategic Fund Ltd. Oblig. Rev. Series 2021 A, 3.225% 9/1/47
 
100,000
90,914
New Jersey Trans. Trust Fund Auth. Series B:
 
 
 
 4.081% 6/15/39
 
80,000
80,126
 4.131% 6/15/42
 
80,000
79,133
New York Metropolitan Trans. Auth. Rev. Series 2010 A, 6.668% 11/15/39
 
60,000
75,527
New York State Dorm. Auth. Series 2021 C, 2.202% 3/15/34
 
200,000
170,877
Port Auth. of New York & New Jersey Series 225, 3.175% 7/15/60
 
400,000
337,838
Univ. of California Regents Med. Ctr. Pool Rev. Series N:
 
 
 
 3.006% 5/15/50
 
175,000
153,142
 3.256% 5/15/60
 
150,000
133,279
Univ. of Virginia Gen. Rev. Series 2021 B, 2.584% 11/1/51
 
140,000
118,927
 
TOTAL MUNICIPAL SECURITIES
 (Cost $4,445,685)
 
 
3,968,612
 
 
 
 
Foreign Government and Government Agency Obligations - 2.2%
 
 
Principal
Amount (a)
 
Value ($)
 
Alberta Province:
 
 
 
 2.95% 1/23/24
 
110,000
110,901
 3.3% 3/15/28
 
75,000
77,048
Chilean Republic:
 
 
 
 3.24% 2/6/28
 
200,000
199,788
 3.86% 6/21/47
 
325,000
316,834
Export Development Canada:
 
 
 
 2.625% 2/21/24
 
120,000
120,602
 2.75% 3/15/23
 
145,000
146,243
Hungarian Republic:
 
 
 
 5.375% 3/25/24
 
964,000
1,010,272
 5.75% 11/22/23
 
50,000
52,291
Indonesian Republic:
 
 
 
 2.85% 2/14/30
 
200,000
196,413
 3.5% 2/14/50
 
200,000
186,850
 3.85% 10/15/30
 
348,000
366,227
Israeli State 3.375% 1/15/50
 
225,000
212,906
Italian Republic:
 
 
 
 2.375% 10/17/24
 
200,000
196,602
 4% 10/17/49
 
497,000
476,408
Manitoba Province 2.6% 4/16/24
 
410,000
411,271
Ontario Province:
 
 
 
 1.05% 5/21/27
 
1,413,000
1,298,688
 1.125% 10/7/30
 
175,000
153,865
 2.3% 6/15/26
 
50,000
49,198
 2.5% 4/27/26
 
115,000
114,004
 3.05% 1/29/24
 
90,000
91,037
Panamanian Republic:
 
 
 
 3.16% 1/23/30
 
800,000
781,900
 4.5% 4/16/50
 
200,000
198,350
 6.7% 1/26/36
 
100,000
123,581
Peruvian Republic:
 
 
 
 1.862% 12/1/32
 
340,000
291,189
 2.78% 12/1/60
 
100,000
78,456
 2.844% 6/20/30
 
190,000
182,733
 3.55% 3/10/51
 
170,000
158,610
 4.125% 8/25/27
 
50,000
51,963
Philippine Republic:
 
 
 
 2.65% 12/10/45
 
500,000
413,180
 3% 2/1/28
 
200,000
200,772
Polish Government 3.25% 4/6/26
 
73,000
74,225
Quebec Province:
 
 
 
 1.5% 2/11/25
 
2,149,000
2,082,231
 2.5% 4/9/24
 
140,000
140,260
 2.75% 4/12/27
 
95,000
95,119
United Mexican States:
 
 
 
 3.25% 4/16/30
 
1,971,000
1,900,044
 3.5% 2/12/34
 
619,000
575,670
 4.75% 4/27/32
 
387,000
410,220
 6.05% 1/11/40
 
170,000
193,375
Uruguay Republic 7.625% 3/21/36
 
678,000
963,099
 
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $15,941,446)
 
 
14,702,425
 
 
 
 
Supranational Obligations - 1.6%
 
 
Principal
Amount (a)
 
Value ($)
 
African Development Bank 0.875% 7/22/26
 
160,000
149,252
Asian Development Bank:
 
 
 
 0.375% 9/3/25
 
450,000
417,054
 0.75% 10/8/30
 
100,000
87,174
 1.5% 10/18/24
 
200,000
194,896
 1.875% 1/24/30
 
610,000
582,358
 2.625% 1/30/24
 
80,000
80,437
 2.75% 3/17/23
 
700,000
706,043
 5.82% 6/16/28
 
110,000
129,464
European Investment Bank:
 
 
 
 0.75% 9/23/30
 
250,000
218,353
 0.875% 5/17/30
 
18,000
15,833
 1.375% 5/15/23
 
350,000
347,641
 2% 12/15/22
 
510,000
511,744
 2.25% 6/24/24
 
1,678,000
1,671,890
 2.875% 8/15/23
 
260,000
262,542
Inter-American Development Bank:
 
 
 
 0.625% 7/15/25
 
390,000
365,719
 1.75% 3/14/25
 
194,000
189,592
 2.25% 6/18/29
 
1,029,000
1,010,915
 4.375% 1/24/44
 
39,000
48,612
International Bank for Reconstruction & Development:
 
 
 
 0.375% 7/28/25
 
270,000
251,001
 0.5% 10/28/25
 
218,000
202,267
 0.75% 8/26/30
 
160,000
138,478
 0.875% 5/14/30
 
176,000
154,496
 1.25% 2/10/31
 
110,000
98,996
 1.5% 8/28/24
 
1,012,000
989,757
 1.625% 1/15/25
 
155,000
151,154
 1.75% 4/19/23
 
55,000
54,891
 1.875% 6/19/23
 
20,000
19,952
 2.5% 3/19/24
 
130,000
130,349
 2.5% 11/22/27
 
92,000
91,541
 2.5% 3/29/32
 
290,000
288,282
 3% 9/27/23
 
100,000
101,154
International Finance Corp.:
 
 
 
 0.75% 8/27/30
 
60,000
52,714
 1.375% 10/16/24
 
1,051,000
1,023,384
 2.875% 7/31/23
 
112,000
113,019
 
TOTAL SUPRANATIONAL OBLIGATIONS
 (Cost $11,425,906)
 
 
10,850,954
 
 
 
 
Bank Notes - 0.1%
 
 
Principal
Amount (a)
 
Value ($)
 
Discover Bank 2.7% 2/6/30
 
500,000
457,648
PNC Bank NA 3.875% 4/10/25
 
260,000
265,011
 
TOTAL BANK NOTES
 (Cost $782,769)
 
 
722,659
 
 
 
 
Money Market Funds - 1.0%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 0.31% (f)
 
 (Cost $6,666,517)
 
 
6,665,184
6,666,517
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.8%
 (Cost $729,569,791)
 
 
 
685,694,404
NET OTHER ASSETS (LIABILITIES) - (0.8)%  
(5,363,204)
NET ASSETS - 100.0%
680,331,200
 
 
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
Security exempt from registration under Rule 144A of the Securities Act of 1933.  These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $2,844,241 or 0.4% of net assets.
 
(c)
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
 
(d)
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
 
(e)
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
 
(f)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
%ownership,
end
of period
Fidelity Cash Central Fund 0.31%
1,970,432
35,637,988
30,941,903
562
-
-
6,666,517
0.0%
Total
1,970,432
35,637,988
30,941,903
562
-
-
6,666,517
 
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Government and Government Agency Obligations, Municipal Securities, Foreign Government and Government Agency Obligations, Supranational Obligations and Bank Notes are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. U.S. Government Agency - Mortgage Securities, Asset-Backed Securities and Commercial Mortgage Securities are valued by pricing vendors who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.


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