NPORT-P
    false
    
      
      
        
          0000934563
          XXXXXXXX
        
      
      
      
      
        S000009382
        C000025697
      
      
    
  
  
    
      HC Capital Trust
      811-08918
      0000934563
      549300WBB2KZ0XDJW948
      Five Tower Bridge, 300 Barr Harbor
      5th Floor
      West Conshohocken
      
      19428
      610-828-7200
      The Core Fixed Income Portfolio
      S000009382
      549300V6SICEFT7GZ352
      2022-06-30
      2022-03-31
      N
    
    
      59387724.81
      2317443.31
      57070281.50
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      49722.95000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
        
        
      
      
      
      
      
    
    
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132Y2UE4
        
          
        
        7347.18000000
        PA
        USD
        7510.97000000
        0.013160912829
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INCORPORATED
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC
        91324PBU5
        
          
        
        45000.00000000
        PA
        USD
        50631.26000000
        0.088717382618
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QLWS1
        
          
        
        23924.14000000
        PA
        USD
        22858.82000000
        0.040053806287
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON CORPORATION
        0NZWDMRCE180888QQE14
        EATON CORP
        278062AG9
        
          
        
        85000.00000000
        PA
        USD
        85053.81000000
        0.149033450973
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          3.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A5F42
        
          
        
        17569.56000000
        PA
        USD
        16994.86000000
        0.029778826305
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        312946RM0
        
          
        
        20743.79320000
        PA
        USD
        21971.41000000
        0.038498863896
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWBP7
        
          
        
        23049.66000000
        PA
        USD
        21416.81000000
        0.037527079658
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SSP3
        
          
        
        8165.30000000
        PA
        USD
        8171.43000000
        0.014318187654
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RE0
        
          
        
        100000.00000000
        PA
        USD
        116156.25000000
        0.203531938071
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2044-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QS0
        
          
        
        33000.00000000
        PA
        USD
        38759.53000000
        0.067915435111
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128282A7
        
          
        
        25000.00000000
        PA
        USD
        23957.03000000
        0.041978117805
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MROTGAGE ASSOCIATION
        3136AMKZ1
        
          
        
        20610.21000000
        PA
        USD
        20511.49000000
        0.035940754909
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2024-09-25
          Fixed
          2.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DXJ6
        
          
        
        23058.81000000
        PA
        USD
        20608.72000000
        0.036111123790
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-03-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179VXY1
        
          
        
        17021.05000000
        PA
        USD
        16587.08000000
        0.029064303809
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810ET1
        
          
        
        15000.00000000
        PA
        USD
        17123.44000000
        0.030004127454
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286L9
        
          
        
        80000.00000000
        PA
        USD
        79162.50000000
        0.138710547625
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-03-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140E6C75
        
          
        
        3910.43000000
        PA
        USD
        3969.01000000
        0.006954600355
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418ANZ7
        
          
        
        10038.52500000
        PA
        USD
        9992.04000000
        0.017508306840
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138W9KQ2
        
          
        
        27035.42430000
        PA
        USD
        26978.81000000
        0.047272957642
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WJV96
        
          
        
        7599.42000000
        PA
        USD
        7565.97000000
        0.013257285229
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SE9
        
          
        
        30000.00000000
        PA
        USD
        35100.00000000
        0.061503113489
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-11-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO COMPANY
        95000U2A0
        
          
        
        120000.00000000
        PA
        USD
        120057.48000000
        0.210367772585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-22
          Fixed
          3.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RD2
        
          
        
        75000.00000000
        PA
        USD
        88593.75000000
        0.155236223953
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-11-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORPORATION
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCZ2
        
          
        
        55000.00000000
        PA
        USD
        51703.19000000
        0.090595645651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140Q7FZ5
        
          
        
        4586.15000000
        PA
        USD
        4678.91000000
        0.008198505206
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORPORATION
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CX6
        
          
        
        94000.00000000
        PA
        USD
        98499.59000000
        0.172593488959
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAE1
        
          
        
        175000.00000000
        PA
        USD
        151976.56000000
        0.266297197079
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INCORPORATED
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INC
        595017BA1
        
          
        
        25000.00000000
        PA
        USD
        25279.08000000
        0.044294647469
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36202FKN5
        
          
        
        28742.62200000
        PA
        USD
        30686.07000000
        0.053768912984
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140K0E79
        
          
        
        23781.45170000
        PA
        USD
        22761.01000000
        0.039882421116
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH COMPANIES, LLC
        5493002J2SVENP0PVK27
        ANHEUSER BUSCH CO INBEV
        03522AAJ9
        
          
        
        180000.00000000
        PA
        USD
        199650.06000000
        0.349831917335
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3136BCB90
        
          
        
        9999.64000000
        PA
        USD
        8993.68000000
        0.015758955035
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2030-10-25
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CAG9
        
          
        
        9489.00000000
        PA
        USD
        9610.92000000
        0.016840498675
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CKH6
        
          
        
        9001.96000000
        PA
        USD
        9242.77000000
        0.016195416873
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RZT9
        
          
        
        4517.60000000
        PA
        USD
        4603.71000000
        0.008066737851
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WEJS9
        
          
        
        10184.25960000
        PA
        USD
        10358.48000000
        0.018150392336
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31410LNU2
        
          
        
        3483.91000000
        PA
        USD
        3758.91000000
        0.006586457787
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SW9
        
          
        
        20000.00000000
        PA
        USD
        17793.75000000
        0.031178661699
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STEEL & ALUMINUM CO.
        549300E287ZOFT3C5Z56
        RELIANCE STEEL ALUM
        759509AG7
        
          
        
        70000.00000000
        PA
        USD
        62584.69000000
        0.109662486946
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC.
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBF5
        
          
        
        85000.00000000
        PA
        USD
        89348.01000000
        0.156557857525
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140J5FG9
        
          
        
        12121.60000000
        PA
        USD
        12527.21000000
        0.021950496249
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36296QL31
        
          
        
        12451.57160000
        PA
        USD
        13717.39000000
        0.024035959941
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140HEAK8
        
          
        
        3900.30000000
        PA
        USD
        3986.18000000
        0.006984686066
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO.
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIRLINES CO
        844741BK3
        
          
        
        125000.00000000
        PA
        USD
        133680.25000000
        0.234237936954
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133KLZW0
        
          
        
        23335.28350000
        PA
        USD
        21695.35000000
        0.038015144537
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X4DF0
        
          
        
        5915.99000000
        PA
        USD
        5972.25000000
        0.010464728476
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        01F020448
        
          
        
        100000.00000000
        PA
        USD
        97015.63000000
        0.169993256472
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-04-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140JPM36
        
          
        
        6424.62000000
        PA
        USD
        6560.30000000
        0.011495124656
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31417CDR3
        
          
        
        15370.12000000
        PA
        USD
        15717.06000000
        0.027539832618
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3136B4KB3
        
          
        
        20000.00000000
        PA
        USD
        20508.20000000
        0.035934990087
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2029-01-25
          Fixed
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBA8
        
          
        
        120000.00000000
        PA
        USD
        115743.75000000
        0.202809145071
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179S5M5
        
          
        
        4057.44000000
        PA
        USD
        4184.11000000
        0.007331504050
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-05-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828V98
        
          
        
        165000.00000000
        PA
        USD
        163246.88000000
        0.286045338675
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128M5K58
        
          
        
        5652.23710000
        PA
        USD
        6348.48000000
        0.011123968260
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        6174468G7
        
          
        
        505000.00000000
        PA
        USD
        527542.19000000
        0.924372854197
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-23
          Fixed
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285M8
        
          
        
        140000.00000000
        PA
        USD
        145731.25000000
        0.255354005919
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE INTERPUBLIC GROUP OF COMPANIES, INC.
        5493008IUOJ5VWTRC333
        INTERPUBLIC GROUP OF COMPANIES
        460690BL3
        
          
        
        125000.00000000
        PA
        USD
        127501.38000000
        0.223411163654
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJVN7
        
          
        
        6071.46000000
        PA
        USD
        6183.10000000
        0.010834185214
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TEZ4
        
          
        
        10584.68000000
        PA
        USD
        10736.54000000
        0.018812838692
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3131XWAW3
        
          
        
        7516.01000000
        PA
        USD
        7440.46000000
        0.013037363413
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284L1
        
          
        
        45000.00000000
        PA
        USD
        45457.03000000
        0.079650965099
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-04-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WFX84
        
          
        
        7719.12000000
        PA
        USD
        7851.26000000
        0.013757177630
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132A8SY6
        
          
        
        16247.37000000
        PA
        USD
        15793.44000000
        0.027673667598
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128P7TM5
        
          
        
        15838.11280000
        PA
        USD
        16113.27000000
        0.028234081866
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140XC7K8
        
          
        
        23986.20050000
        PA
        USD
        22907.25000000
        0.040138666566
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284V9
        
          
        
        200000.00000000
        PA
        USD
        204875.00000000
        0.358987190206
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418BVH6
        
          
        
        4667.60000000
        PA
        USD
        4797.33000000
        0.008406003744
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RY6
        
          
        
        55000.00000000
        PA
        USD
        56942.19000000
        0.099775554813
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A5GE9
        
          
        
        29769.15000000
        PA
        USD
        29469.95000000
        0.051637996563
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWBU6
        
          
        
        22318.09000000
        PA
        USD
        21346.53000000
        0.037403933253
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DLT7
        
          
        
        16629.04000000
        PA
        USD
        16326.40000000
        0.028607533677
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QH4
        
          
        
        15000.00000000
        PA
        USD
        19061.72000000
        0.033400431010
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-05-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Company
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELEC POWER CO
        927804FY5
        
          
        
        130000.00000000
        PA
        USD
        129518.48000000
        0.226945577620
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138ERJH4
        
          
        
        11151.99000000
        PA
        USD
        11091.74000000
        0.019435229174
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828W71
        
          
        
        170000.00000000
        PA
        USD
        169282.81000000
        0.296621648869
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-03-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36178WGU7
        
          
        
        4822.30550000
        PA
        USD
        4899.66000000
        0.008585308975
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828P46
        
          
        
        120000.00000000
        PA
        USD
        115987.50000000
        0.203236250026
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORPORATION
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATIONAL CORP
        534187BA6
        
          
        
        175000.00000000
        PA
        USD
        231191.28000000
        0.405099245918
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORPORATION
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CO
        14040HBG9
        
          
        
        80000.00000000
        PA
        USD
        79991.84000000
        0.140163738284
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-05
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SQV2
        
          
        
        6810.94000000
        PA
        USD
        6741.51000000
        0.011812645430
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179N5W4
        
          
        
        7188.38280000
        PA
        USD
        7512.59000000
        0.013163751435
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJV64
        
          
        
        18963.75000000
        PA
        USD
        19289.29000000
        0.033799184957
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828U57
        
          
        
        90000.00000000
        PA
        USD
        89859.38000000
        0.157453893056
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133AJPG2
        
          
        
        45946.28000000
        PA
        USD
        42685.90000000
        0.074795320573
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X5DR1
        
          
        
        8081.06000000
        PA
        USD
        8195.11000000
        0.014359680353
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179QPG0
        
          
        
        9555.00730000
        PA
        USD
        9770.28000000
        0.017119733323
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QGAL1
        
          
        
        43770.77000000
        PA
        USD
        40633.76000000
        0.071199508626
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWCN1
        
          
        
        48956.19000000
        PA
        USD
        45463.88000000
        0.079662967844
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3136ANSB4
        
          
        
        9805.97000000
        PA
        USD
        9838.53000000
        0.017239322711
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2025-01-25
          Variable
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X7E54
        
          
        
        31659.69000000
        PA
        USD
        30783.11000000
        0.053938948943
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DWDC4
        
          
        
        24917.38530000
        PA
        USD
        23126.06000000
        0.040522071018
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RH3
        
          
        
        22000.00000000
        PA
        USD
        23746.25000000
        0.041608783723
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2044-08-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132A46Y9
        
          
        
        36028.21000000
        PA
        USD
        36792.44000000
        0.064468649939
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128M73M6
        
          
        
        11735.93770000
        PA
        USD
        12647.41000000
        0.022161113748
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2039-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128283F5
        
          
        
        150000.00000000
        PA
        USD
        148218.75000000
        0.259712666740
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140E7PH7
        
          
        
        7002.87000000
        PA
        USD
        7092.28000000
        0.012427273553
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YG9
        
          
        
        70000.00000000
        PA
        USD
        67396.88000000
        0.118094528760
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-09-30
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORPORATION
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN CORP
        539830BD0
        
          
        
        30000.00000000
        PA
        USD
        30621.12000000
        0.053655105941
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-03-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RTA7
        
          
        
        3598.97000000
        PA
        USD
        3760.69000000
        0.006589576748
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3132DV3J2
        
          
        
        4461.18000000
        PA
        USD
        4482.28000000
        0.007853965114
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132XUSK2
        
          
        
        6569.04000000
        PA
        USD
        6909.43000000
        0.012106879129
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS TRUST
        N/A
        BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC
        05492VAJ4
        
          
        
        20000.00000000
        PA
        USD
        18243.80000000
        0.031967250766
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-04-15
          Fixed
          2.44400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31359MGK3
        
          
        
        20000.00000000
        PA
        USD
        26183.44000000
        0.045879290082
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SU3
        
          
        
        86000.00000000
        PA
        USD
        75088.75000000
        0.131572419175
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179NX52
        
          
        
        3175.12790000
        PA
        USD
        3242.96000000
        0.005682397063
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285C0
        
          
        
        85000.00000000
        PA
        USD
        86301.56000000
        0.151219790286
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-09-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        DEVON ENERGY CORPORATION
        25179MAL7
        
          
        
        188000.00000000
        PA
        USD
        215495.00000000
        0.377595824544
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828W48
        
          
        
        5000.00000000
        PA
        USD
        4982.03000000
        0.008729639786
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-02-29
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828B66
        
          
        
        100000.00000000
        PA
        USD
        100765.63000000
        0.176564101931
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL, INC.
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC
        74432QBN4
        
          
        
        15000.00000000
        PA
        USD
        19544.43000000
        0.034246247760
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-21
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179M5L0
        
          
        
        17877.37700000
        PA
        USD
        18014.28000000
        0.031565079979
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128MJ2S8
        
          
        
        8138.76000000
        PA
        USD
        8227.34000000
        0.014416154579
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WORLDWIDE INC.
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        035240AS9
        
          
        
        220000.00000000
        PA
        USD
        228769.20000000
        0.400855215686
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
        N/A
        MORGAN STANLEY BAML TRUST
        61764PBU5
        
          
        
        25000.00000000
        PA
        USD
        24995.25000000
        0.043797313317
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Fixed
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TSF3
        
          
        
        15802.45000000
        PA
        USD
        15718.40000000
        0.027542180600
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE, INC.
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE
        911312BQ8
        
          
        
        15000.00000000
        PA
        USD
        16925.58000000
        0.029657432126
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TAL9
        
          
        
        8236.16000000
        PA
        USD
        8493.30000000
        0.014882176461
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179WBY3
        
          
        
        41075.77000000
        PA
        USD
        39935.31000000
        0.069975666757
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-03-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UZU9
        
          
        
        5297.26000000
        PA
        USD
        5405.09000000
        0.009470936287
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DQ54
        
          
        
        13701.17000000
        PA
        USD
        13561.09000000
        0.023762087103
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CLG7
        
          
        
        8549.30000000
        PA
        USD
        8642.02000000
        0.015142767431
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corporation
        549300JVQR4N1MMP3Q88
        CSX CORPORATION
        126408GS6
        
          
        
        230000.00000000
        PA
        USD
        294917.73000000
        0.516762353800
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-04-30
          Fixed
          6.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X83S4
        
          
        
        22304.69000000
        PA
        USD
        20718.73000000
        0.036303886112
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A5E76
        
          
        
        12410.57000000
        PA
        USD
        12286.02000000
        0.021527876991
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KLA49
        
          
        
        19310.79000000
        PA
        USD
        18468.34000000
        0.032360695469
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179NNB0
        
          
        
        9066.84500000
        PA
        USD
        9475.83000000
        0.016603790538
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE WALT DISNEY COMPANY
        549300GZKULIZ0WOW665
        WALT DISNEY CO THE
        254687EV4
        
          
        
        175000.00000000
        PA
        USD
        197542.10000000
        0.346138296163
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP BILLITON FINANCE (USA) LIMITED
        5493003NUVITP3TMY274
        BHP BILLITON FINANCE USA LTD
        055451AV0
        
          
        
        75000.00000000
        PA
        USD
        88863.08000000
        0.155708150835
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2043-09-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCO INC.
        549300JEB576INN13W07
        WRKCO INC
        92940PAB0
        
          
        
        265000.00000000
        PA
        USD
        276034.34000000
        0.483674397155
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179WBX5
        
          
        
        44070.95000000
        PA
        USD
        42068.54000000
        0.073713566666
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-03-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36178DRS2
        
          
        
        9760.01550000
        PA
        USD
        10143.39000000
        0.017773506163
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133ARVS1
        
          
        
        24537.88000000
        PA
        USD
        22786.57000000
        0.039927207998
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        01F030645
        
          
        
        75000.00000000
        PA
        USD
        73347.66000000
        0.128521636957
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO.
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE CO
        46647PAF3
        
          
        
        30000.00000000
        PA
        USD
        30046.95000000
        0.052649030651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VMD9
        
          
        
        21016.29000000
        PA
        USD
        20847.60000000
        0.036529695407
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Progress, LLC
        0NIFZ782LS46WOC9QK20
        DUKE ENERGY PROGRESS LLC
        26442UAB0
        
          
        
        25000.00000000
        PA
        USD
        26093.60000000
        0.045721870147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWCC5
        
          
        
        23764.59000000
        PA
        USD
        22700.62000000
        0.039776604220
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X5LN1
        
          
        
        5928.93000000
        PA
        USD
        5829.79000000
        0.010215106438
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179NBB3
        
          
        
        14464.22500000
        PA
        USD
        15048.74000000
        0.026368785302
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC.
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081EJ8
        
          
        
        120000.00000000
        PA
        USD
        130272.96000000
        0.228267596682
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-09-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DVLS2
        
          
        
        45768.11000000
        PA
        USD
        42555.72000000
        0.074567215863
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31292SBC3
        
          
        
        39144.09190000
        PA
        USD
        39061.48000000
        0.068444519587
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DKU5
        
          
        
        6010.52000000
        PA
        USD
        6038.95000000
        0.010581601914
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128MMXR9
        
          
        
        7111.31000000
        PA
        USD
        7048.68000000
        0.012350876524
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UXS6
        
          
        
        7308.91000000
        PA
        USD
        7266.58000000
        0.012732686450
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XTO ENERGY INC.
        50TT7TKGF8M78VJRP761
        XTO ENERGY INC
        98385XAM8
        
          
        
        165000.00000000
        PA
        USD
        213930.42000000
        0.374854327641
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-08-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828WE6
        
          
        
        170000.00000000
        PA
        USD
        171407.81000000
        0.300345127962
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133AN4G6
        
          
        
        23908.37000000
        PA
        USD
        22203.24000000
        0.038905082323
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DHL9
        
          
        
        14807.38000000
        PA
        USD
        14567.29000000
        0.025525176356
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRA HEALTH CARE LIMITED PARTNERSHIP
        549300OVKLRFSIQG0H81
        CARE CAPITAL PROPERTIES WI
        14162VAB2
        
          
        
        180000.00000000
        PA
        USD
        183974.58000000
        0.322364942251
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179SGL5
        
          
        
        9193.78000000
        PA
        USD
        9368.72000000
        0.016416109669
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DWCZ4
        
          
        
        49450.14000000
        PA
        USD
        45921.79000000
        0.080465329402
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128282R0
        
          
        
        160000.00000000
        PA
        USD
        158225.00000000
        0.277245872705
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJTZ3
        
          
        
        11104.66000000
        PA
        USD
        11551.44000000
        0.020240727216
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140HJL82
        
          
        
        4332.37000000
        PA
        USD
        4507.00000000
        0.007897280128
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KTUB9
        
          
        
        44876.47000000
        PA
        USD
        43602.48000000
        0.076401375381
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DV4P7
        
          
        
        14165.02000000
        PA
        USD
        13934.93000000
        0.024417139067
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOHAWK INDUSTRIES, INC.
        549300JI1115MG3Q6322
        MOHAWK INDUSTRIES INC
        608190AL8
        
          
        
        105000.00000000
        PA
        USD
        103050.26000000
        0.180567288773
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179U6U1
        
          
        
        7174.97000000
        PA
        USD
        7133.45000000
        0.012499412675
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATIONS
        3136AX7E9
        
          
        
        20463.65000000
        PA
        USD
        20676.47000000
        0.036229837065
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2027-06-25
          Variable
          3.07300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VTV2
        
          
        
        39116.43000000
        PA
        USD
        37230.06000000
        0.065235458843
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZE3
        
          
        
        5000.00000000
        PA
        USD
        4570.31000000
        0.008008213521
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-03-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STEEL & ALUMINUM CO.
        549300E287ZOFT3C5Z56
        RELIANCE STEEL ALUMINUM CO
        759509AF9
        
          
        
        95000.00000000
        PA
        USD
        88911.93000000
        0.155793747048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORPORATION
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140BG4
        
          
        
        175000.00000000
        PA
        USD
        175045.15000000
        0.306718567701
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-12-08
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QGA98
        
          
        
        19937.06000000
        PA
        USD
        19050.50000000
        0.033380771041
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179SNV5
        
          
        
        10230.70000000
        PA
        USD
        10425.33000000
        0.018267528608
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DEL2
        
          
        
        10561.81000000
        PA
        USD
        10602.86000000
        0.018578601193
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2034-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAJ0
        
          
        
        115000.00000000
        PA
        USD
        106410.94000000
        0.186455957817
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-08-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DYB2
        
          
        
        45624.12000000
        PA
        USD
        42393.25000000
        0.074282531793
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWCK7
        
          
        
        46221.94000000
        PA
        USD
        45275.94000000
        0.079333654592
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828X88
        
          
        
        75000.00000000
        PA
        USD
        74660.16000000
        0.130821432867
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST
        N/A
        CITIGROUP COMMERCIAL MORTGAGE TRUST
        17322VAT3
        
          
        
        25000.00000000
        PA
        USD
        25018.00000000
        0.043837176447
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-07-10
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST
        N/A
        BENCHMARK 2019 B9 A5 4 0156 3 15 52
        08160JAE7
        
          
        
        10000.00000000
        PA
        USD
        10371.50000000
        0.018173206312
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-03-15
          Fixed
          4.01560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM, INC.
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752AG8
        
          
        
        185000.00000000
        PA
        USD
        191395.45000000
        0.335367979567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          4.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC.
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YAM1
        
          
        
        215000.00000000
        PA
        USD
        227923.44000000
        0.399373253485
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-11-06
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418C4X9
        
          
        
        3280.08000000
        PA
        USD
        3404.45000000
        0.005965363952
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE MULTI-ASSET EXECUTION TRUST
        N/A
        CAPITAL ONE MULTI ASSET EXECUTION TRUST
        14041NFX4
        
          
        
        15000.00000000
        PA
        USD
        13687.59000000
        0.023983743623
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138EHGR7
        
          
        
        29187.39000000
        PA
        USD
        30909.45000000
        0.054160325107
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DZ21
        
          
        
        22288.94900000
        PA
        USD
        21657.15000000
        0.037948209524
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TAK1
        
          
        
        10067.25000000
        PA
        USD
        10211.74000000
        0.017893270773
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL, INC.
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC
        74432QCA1
        
          
        
        110000.00000000
        PA
        USD
        117762.04000000
        0.206345644186
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-05-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QGUM7
        
          
        
        22366.42000000
        PA
        USD
        20761.94000000
        0.036379599774
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140FUJT6
        
          
        
        4840.39000000
        PA
        USD
        4972.27000000
        0.008712538065
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285Z9
        
          
        
        50000.00000000
        PA
        USD
        50164.06000000
        0.087898742885
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810ST6
        
          
        
        13000.00000000
        PA
        USD
        10619.38000000
        0.018607547958
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KQVC2
        
          
        
        20162.16000000
        PA
        USD
        19328.53000000
        0.033867942284
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJU81
        
          
        
        12411.25000000
        PA
        USD
        12909.88000000
        0.022621020364
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DFR8
        
          
        
        4770.00000000
        PA
        USD
        4792.56000000
        0.008397645629
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140K5FK8
        
          
        
        11571.85000000
        PA
        USD
        11361.49000000
        0.019907891991
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X3AW8
        
          
        
        4028.88000000
        PA
        USD
        4049.85000000
        0.007096250261
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828U24
        
          
        
        160000.00000000
        PA
        USD
        156475.00000000
        0.274179478157
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DKK7
        
          
        
        10572.37000000
        PA
        USD
        10613.48000000
        0.018597209828
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KMVS1
        
          
        
        24300.39000000
        PA
        USD
        22552.44000000
        0.039516959452
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179MX47
        
          
        
        17208.50310000
        PA
        USD
        17646.10000000
        0.030919945611
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        31335BC20
        
          
        
        19531.77000000
        PA
        USD
        19292.15000000
        0.033804196322
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133A9UL7
        
          
        
        17523.76000000
        PA
        USD
        16799.03000000
        0.029435687994
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140K9EV7
        
          
        
        9336.21000000
        PA
        USD
        9367.80000000
        0.016414497622
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCN9
        
          
        
        20000.00000000
        PA
        USD
        19493.75000000
        0.034157444974
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-07-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDZ1
        
          
        
        85000.00000000
        PA
        USD
        82635.94000000
        0.144796797611
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140M2TH5
        
          
        
        24748.93650000
        PA
        USD
        23642.93000000
        0.041427743789
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDW8
        
          
        
        90000.00000000
        PA
        USD
        86189.06000000
        0.151022664922
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-01-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828M56
        
          
        
        95000.00000000
        PA
        USD
        94020.31000000
        0.164744780521
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DMUB9
        
          
        
        22203.61000000
        PA
        USD
        21206.17000000
        0.037157990888
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DQ96
        
          
        
        11357.95000000
        PA
        USD
        11150.65000000
        0.019538452775
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WFUB0
        
          
        
        13072.65000000
        PA
        USD
        13334.42000000
        0.023364910159
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179QPH8
        
          
        
        7957.66000000
        PA
        USD
        8316.79000000
        0.014572891146
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZW3
        
          
        
        60000.00000000
        PA
        USD
        55743.75000000
        0.097675617738
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-06-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31419BBY0
        
          
        
        20138.14950000
        PA
        USD
        21433.51000000
        0.037556341823
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179S2P1
        
          
        
        9787.16000000
        PA
        USD
        9927.76000000
        0.017395673788
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC.
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC
        92343VER1
        
          
        
        220000.00000000
        PA
        USD
        231507.98000000
        0.405654175720
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-21
          Fixed
          4.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QFA33
        
          
        
        21235.73000000
        PA
        USD
        19714.84000000
        0.034544844500
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140XAH96
        
          
        
        45878.76000000
        PA
        USD
        42753.57000000
        0.074913893669
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RD71
        
          
        
        6722.57000000
        PA
        USD
        6864.53000000
        0.012028204206
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJV72
        
          
        
        16202.04000000
        PA
        USD
        16805.74000000
        0.029447445427
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DBG6
        
          
        
        3646.24000000
        PA
        USD
        3723.25000000
        0.006523973427
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YM6
        
          
        
        50000.00000000
        PA
        USD
        48773.44000000
        0.085462063122
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RVA4
        
          
        
        9398.77000000
        PA
        USD
        9302.64000000
        0.016300322611
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM, INC.
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        94973VAY3
        
          
        
        70000.00000000
        PA
        USD
        76235.81000000
        0.133582326906
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140K45H9
        
          
        
        8168.28000000
        PA
        USD
        8026.25000000
        0.014063799562
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIALS, INC.
        5299005MZ4WZECVATV08
        MARTIN MARIETTA MATERIALS INC
        573284AT3
        
          
        
        75000.00000000
        PA
        USD
        75251.10000000
        0.131856892978
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3133A7RB7
        
          
        
        15243.19000000
        PA
        USD
        14963.23000000
        0.026218952503
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128287B0
        
          
        
        25000.00000000
        PA
        USD
        24367.19000000
        0.042696810598
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179MQT0
        
          
        
        10179.88400000
        PA
        USD
        11466.63000000
        0.020092120975
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-10-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KNBH5
        
          
        
        24665.95330000
        PA
        USD
        23551.15000000
        0.041266924537
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31292SB41
        
          
        
        5662.10930000
        PA
        USD
        6023.98000000
        0.010555371099
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORPORATION
        QVLWEGTD2S8GJMO8D383
        ATMOS ENERGY CORP
        049560AL9
        
          
        
        95000.00000000
        PA
        USD
        95117.71000000
        0.166667672736
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-01-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130AMRY0
        
          
        
        50000.00000000
        PA
        USD
        48983.20000000
        0.085829609934
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-06-02
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133KH5E2
        
          
        
        18438.12000000
        PA
        USD
        17619.84000000
        0.030873932170
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WK4R3
        
          
        
        6626.35000000
        PA
        USD
        6803.67000000
        0.011921563765
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133KJVV1
        
          
        
        24606.20820000
        PA
        USD
        22842.55000000
        0.040025297579
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179QWE7
        
          
        
        13452.84000000
        PA
        USD
        13755.56000000
        0.024102842387
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDJ7
        
          
        
        62000.00000000
        PA
        USD
        56894.69000000
        0.099692324103
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGITAL REALTY TRUST, L.P.
        CD4SPTZ3YBTHY0C1AH38
        DIGITAL REALTY TRUST LP
        25389JAT3
        
          
        
        185000.00000000
        PA
        USD
        192421.83000000
        0.337166428730
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAFA2
        
          
        
        50000.00000000
        PA
        USD
        48363.15000000
        0.084743142540
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-12-04
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DRS3
        
          
        
        14768.90000000
        PA
        USD
        14159.19000000
        0.024810093148
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB COMPANY
        HLYYNH7UQUORYSJQCN42
        BRISTOL MYERS SQUIBB CO
        110122CR7
        
          
        
        135000.00000000
        PA
        USD
        147607.65000000
        0.258641881764
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DMKB0
        
          
        
        6812.25000000
        PA
        USD
        6958.11000000
        0.012192177464
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179MK74
        
          
        
        14795.94550000
        PA
        USD
        15171.89000000
        0.026584571866
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G0X24
        
          
        
        25000.00000000
        PA
        USD
        24418.03000000
        0.042785893740
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2025-01-07
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWA60
        
          
        
        18869.32000000
        PA
        USD
        18099.87000000
        0.031715052956
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        31283HZ65
        
          
        
        17887.53600000
        PA
        USD
        20243.91000000
        0.035471894421
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2034-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCU3
        
          
        
        50000.00000000
        PA
        USD
        48632.81000000
        0.085215647657
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-08-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137FLN91
        
          
        
        50000.00000000
        PA
        USD
        51754.50000000
        0.090685552339
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2029-03-25
          Fixed
          3.50500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31329NRH3
        
          
        
        10063.11000000
        PA
        USD
        10286.34000000
        0.018023986792
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132AEBH8
        
          
        
        3484.12000000
        PA
        USD
        3575.25000000
        0.006264644059
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3136B9KC0
        
          
        
        20000.00000000
        PA
        USD
        18676.20000000
        0.032724913053
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2030-05-25
          Fixed
          1.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133ANDA9
        
          
        
        47132.28000000
        PA
        USD
        43790.99000000
        0.076731687401
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128MMU35
        
          
        
        6266.01000000
        PA
        USD
        6320.19000000
        0.011074397801
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2031-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31410LAW2
        
          
        
        4906.07600000
        PA
        USD
        5398.88000000
        0.009460054967
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG COMMERCIAL MORTGAGE SECURITIES TRUST
        N/A
        SG COMMERCIAL MORTGAGE SECURITIES TRUST
        78419CAD6
        
          
        
        25000.00000000
        PA
        USD
        24600.75000000
        0.043106060375
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-10
          Fixed
          3.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31412PKK6
        
          
        
        2042.65130000
        PA
        USD
        2122.68000000
        0.003719413929
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2029-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST
        N/A
        BENCHMARK MORTGAGE TRUST
        08162LAF7
        
          
        
        10000.00000000
        PA
        USD
        9456.50000000
        0.016569920020
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-09-15
          Variable
          2.90860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CR89
        
          
        
        6120.95000000
        PA
        USD
        6187.39000000
        0.010841702261
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133A4BS4
        
          
        
        12005.20000000
        PA
        USD
        11784.04000000
        0.020648294857
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3132A5GR0
        
          
        
        8382.06000000
        PA
        USD
        8606.47000000
        0.015080475816
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UGC0
        
          
        
        3878.62000000
        PA
        USD
        4018.06000000
        0.007040547013
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128283W8
        
          
        
        105000.00000000
        PA
        USD
        106607.81000000
        0.186800918442
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TCX1
        
          
        
        8944.13000000
        PA
        USD
        9072.51000000
        0.015897082967
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KYVF3
        
          
        
        22995.79000000
        PA
        USD
        21692.38000000
        0.038009940427
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RQ3
        
          
        
        80000.00000000
        PA
        USD
        78287.50000000
        0.137177350351
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2046-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140M83M9
        
          
        
        24497.93730000
        PA
        USD
        22751.44000000
        0.039865652318
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WMXL0
        
          
        
        26638.93200000
        PA
        USD
        26583.03000000
        0.046579461851
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RBZ1
        
          
        
        8080.58070000
        PA
        USD
        8671.69000000
        0.015194755960
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS COMPANY
        54930070NSV60J38I987
        GENERAL MOTORS CO
        37045VAV2
        
          
        
        355000.00000000
        PA
        USD
        380631.71000000
        0.666952571453
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3131XVMS1
        
          
        
        7636.74000000
        PA
        USD
        7559.72000000
        0.013246333820
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132D6AG5
        
          
        
        22087.71000000
        PA
        USD
        21461.87000000
        0.037606034937
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTROCK MWV, LLC
        4DL8C98Z5G5IXZLH3578
        WESTVACO CORP
        961548AV6
        
          
        
        55000.00000000
        PA
        USD
        70214.76000000
        0.123032089827
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          8.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138X2WP5
        
          
        
        11029.19330000
        PA
        USD
        11006.12000000
        0.019285203630
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWCH4
        
          
        
        24313.41000000
        PA
        USD
        22579.30000000
        0.039564024228
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X8EL7
        
          
        
        35104.43000000
        PA
        USD
        33539.28000000
        0.058768380176
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DES7
        
          
        
        4589.43000000
        PA
        USD
        4515.03000000
        0.007911350498
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140JLYF5
        
          
        
        3013.19000000
        PA
        USD
        3127.44000000
        0.005479979978
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QKLF3
        
          
        
        47199.23000000
        PA
        USD
        43880.70000000
        0.076888879547
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828S35
        
          
        
        70000.00000000
        PA
        USD
        69475.00000000
        0.121735863524
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-06-30
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VVX5
        
          
        
        40214.59000000
        PA
        USD
        38273.83000000
        0.067064379207
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-10-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179WQA9
        
          
        
        48737.30500000
        PA
        USD
        47324.89000000
        0.082923876939
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RXE4
        
          
        
        3835.78000000
        PA
        USD
        4007.97000000
        0.007022867059
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179T7L3
        
          
        
        7121.62000000
        PA
        USD
        7369.89000000
        0.012913708862
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TJX4
        
          
        
        5180.24000000
        PA
        USD
        5254.52000000
        0.009207103700
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128LXFB1
        
          
        
        11090.22020000
        PA
        USD
        11947.01000000
        0.020933855039
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL HOLDINGS, INC.
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAPITAL HOLDINGS INC
        65339KBR0
        
          
        
        130000.00000000
        PA
        USD
        118735.11000000
        0.208050682210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RNW5
        
          
        
        8904.41000000
        PA
        USD
        9092.43000000
        0.015931987298
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CQG2
        
          
        
        7271.35000000
        PA
        USD
        7224.81000000
        0.012659495993
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828WJ5
        
          
        
        105000.00000000
        PA
        USD
        105213.28000000
        0.184357387478
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138EH4B5
        
          
        
        8947.68500000
        PA
        USD
        9129.34000000
        0.015996661940
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140L0M20
        
          
        
        23270.48000000
        PA
        USD
        22606.85000000
        0.039612298039
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WCPT4
        
          
        
        22664.65000000
        PA
        USD
        22904.05000000
        0.040133059445
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YB0
        
          
        
        130000.00000000
        PA
        USD
        123276.56000000
        0.216008326505
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179N5X2
        
          
        
        3562.86610000
        PA
        USD
        3823.87000000
        0.006700282352
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284X5
        
          
        
        105000.00000000
        PA
        USD
        105951.56000000
        0.185651020487
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-08-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06051GHQ5
        
          
        
        680000.00000000
        PA
        USD
        688912.76000000
        1.207130474728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-07
          Fixed
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140F0JJ4
        
          
        
        15747.51000000
        PA
        USD
        15593.81000000
        0.027323870831
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJXR6
        
          
        
        9081.86000000
        PA
        USD
        9237.58000000
        0.016186322823
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31413YL82
        
          
        
        11355.15400000
        PA
        USD
        12839.27000000
        0.022497295724
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140XAJD5
        
          
        
        23344.70000000
        PA
        USD
        21667.34000000
        0.037966064702
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140LNHS9
        
          
        
        24313.08000000
        PA
        USD
        22578.59000000
        0.039562780148
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140XATJ1
        
          
        
        46389.02000000
        PA
        USD
        43113.41000000
        0.075544414477
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEZ8
        
          
        
        25000.00000000
        PA
        USD
        24226.55000000
        0.042450377610
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-11-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QFV30
        
          
        
        22111.76000000
        PA
        USD
        20573.25000000
        0.036048972353
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL PAPER COMPANY
        824LMFJDH41EY779Q875
        INTL PAPER CO
        460146CH4
        
          
        
        105000.00000000
        PA
        USD
        125860.04000000
        0.220535165925
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Travelers Companies, Inc.
        549300Y650407RU8B149
        TRAVELERS COS INC
        89417EAD1
        
          
        
        120000.00000000
        PA
        USD
        152965.44000000
        0.268029937788
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-06-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140GXYP0
        
          
        
        2994.84000000
        PA
        USD
        2950.86000000
        0.005170572007
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VN30
        
          
        
        10977.05000000
        PA
        USD
        10871.97000000
        0.019050142586
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAT8
        
          
        
        125000.00000000
        PA
        USD
        115234.38000000
        0.201916613991
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133AG7H6
        
          
        
        45536.93000000
        PA
        USD
        42311.52000000
        0.074139322407
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DUG5
        
          
        
        20696.04000000
        PA
        USD
        19227.59000000
        0.033691072646
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179QT43
        
          
        
        9721.28000000
        PA
        USD
        9940.15000000
        0.017417383862
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance B.V.
        213800ITMMKU4Z7I4F78
        SHELL INTERNATIONAL FIN
        822582AY8
        
          
        
        50000.00000000
        PA
        USD
        55404.70000000
        0.097081525697
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2043-08-12
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138X6M36
        
          
        
        17784.52000000
        PA
        USD
        17708.58000000
        0.031029424657
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DV74
        
          
        
        43210.45000000
        PA
        USD
        40143.12000000
        0.070339796729
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31334XEE5
        
          
        
        5865.68000000
        PA
        USD
        5770.25000000
        0.010110778934
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X7VZ9
        
          
        
        17903.78000000
        PA
        USD
        17153.76000000
        0.030057254930
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133ADUS3
        
          
        
        45726.86000000
        PA
        USD
        42471.07000000
        0.074418889978
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SSQ1
        
          
        
        11523.25000000
        PA
        USD
        11742.86000000
        0.020576138213
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132D55E8
        
          
        
        34905.83850000
        PA
        USD
        34549.34000000
        0.060538233020
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138LQZS6
        
          
        
        34413.42400000
        PA
        USD
        34359.87000000
        0.060206238863
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CUB8
        
          
        
        4941.96000000
        PA
        USD
        5050.77000000
        0.008850087764
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828G38
        
          
        
        150000.00000000
        PA
        USD
        149062.50000000
        0.261191106968
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        01F022642
        
          
        
        425000.00000000
        PA
        USD
        405343.75000000
        0.710253637000
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-04-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Y61
        
          
        
        90000.00000000
        PA
        USD
        90815.63000000
        0.159129458648
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-07-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        31329NVV7
        
          
        
        5055.34000000
        PA
        USD
        5069.37000000
        0.008882679157
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBL4
        
          
        
        61000.00000000
        PA
        USD
        55090.63000000
        0.096531204248
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3131XPUE6
        
          
        
        18724.14000000
        PA
        USD
        19488.54000000
        0.034148315879
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140JACX4
        
          
        
        3516.41000000
        PA
        USD
        3548.66000000
        0.006218052385
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORPORATION
        QVLWEGTD2S8GJMO8D383
        ATMOS ENERGY CORP
        049560AM7
        
          
        
        65000.00000000
        PA
        USD
        65641.88000000
        0.115019373086
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-10-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UN81
        
          
        
        5930.42000000
        PA
        USD
        5898.94000000
        0.010336272828
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LIMITED FINANCE CORP.
        549300QHC068L40NNM71
        BUNGE LTD FINANCE CORP
        120568BC3
        
          
        
        195000.00000000
        PA
        USD
        178903.34000000
        0.313478986431
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DV6Q3
        
          
        
        23454.58930000
        PA
        USD
        21792.36000000
        0.038185127928
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133AWPS7
        
          
        
        24609.44000000
        PA
        USD
        22853.84000000
        0.040045080205
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133B3L54
        
          
        
        24875.78830000
        PA
        USD
        23087.43000000
        0.040454382549
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418D5F5
        
          
        
        24258.65000000
        PA
        USD
        22071.87000000
        0.038674892465
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-10-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140J8YC1
        
          
        
        10017.30000000
        PA
        USD
        10283.92000000
        0.018019746406
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3135G04Z3
        
          
        
        25000.00000000
        PA
        USD
        23421.53000000
        0.041039801074
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2025-06-17
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAV3
        
          
        
        185000.00000000
        PA
        USD
        163869.53000000
        0.287136361855
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KEFG8
        
          
        
        13060.40000000
        PA
        USD
        12821.25000000
        0.022465720622
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133ARSC0
        
          
        
        47814.21000000
        PA
        USD
        44407.16000000
        0.077811356160
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132Y2DX1
        
          
        
        5584.25000000
        PA
        USD
        5797.20000000
        0.010158001410
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BUSINESS MACHINES CORPORATION
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200HF1
        
          
        
        75000.00000000
        PA
        USD
        76496.55000000
        0.134039202172
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DVC3
        
          
        
        18051.52000000
        PA
        USD
        17306.14000000
        0.030324259045
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCD1
        
          
        
        135000.00000000
        PA
        USD
        132215.63000000
        0.231671592508
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-05-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828T26
        
          
        
        75000.00000000
        PA
        USD
        74167.97000000
        0.129959005020
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-09-30
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAY7
        
          
        
        100000.00000000
        PA
        USD
        90250.00000000
        0.158138347363
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-11-30
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DC67
        
          
        
        3832.48000000
        PA
        USD
        3850.61000000
        0.006747136861
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST
        N/A
        CITIGROUP COMMERCIAL MORTGAGE
        17328RBB4
        
          
        
        15000.00000000
        PA
        USD
        14254.50000000
        0.024977097756
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-02-15
          Variable
          2.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179DLT5
        
          
        
        6115.88210000
        PA
        USD
        6249.58000000
        0.010950673162
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iberdrola International B.V.
        549300ZMLFJKWC63XN87
        IBERDROLA INTL BV
        29266MAF6
        
          
        
        145000.00000000
        PA
        USD
        188999.82000000
        0.331170295699
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2036-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TSG1
        
          
        
        7463.93000000
        PA
        USD
        7551.71000000
        0.013232298494
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YV6
        
          
        
        90000.00000000
        PA
        USD
        87665.63000000
        0.153609948463
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140JGLQ6
        
          
        
        4336.20000000
        PA
        USD
        4431.68000000
        0.007765302506
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179U4C3
        
          
        
        5311.83000000
        PA
        USD
        5364.72000000
        0.009400198945
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179VZQ6
        
          
        
        20914.32000000
        PA
        USD
        19962.48000000
        0.034978765612
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DKC5
        
          
        
        7150.30000000
        PA
        USD
        7055.26000000
        0.012362406167
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORPORATION
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP
        89236TGY5
        
          
        
        120000.00000000
        PA
        USD
        120329.16000000
        0.210843817197
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810FT0
        
          
        
        20000.00000000
        PA
        USD
        25293.75000000
        0.044320352616
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2036-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Y79
        
          
        
        75000.00000000
        PA
        USD
        75796.88000000
        0.132813222587
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-31
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DC59
        
          
        
        4497.55000000
        PA
        USD
        4424.59000000
        0.007752879228
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DBF8
        
          
        
        3325.85000000
        PA
        USD
        3341.58000000
        0.005855201537
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DTR3
        
          
        
        17179.21000000
        PA
        USD
        16469.71000000
        0.028858645107
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284N7
        
          
        
        140000.00000000
        PA
        USD
        143259.38000000
        0.251022732383
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128MJ4Y3
        
          
        
        5081.34000000
        PA
        USD
        5357.21000000
        0.009387039732
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PUBLIC LIMITED COMPANY
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC
        92857WAQ3
        
          
        
        55000.00000000
        PA
        USD
        65780.33000000
        0.115261968700
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2037-02-27
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418BFW1
        
          
        
        10603.06800000
        PA
        USD
        10797.15000000
        0.018919041077
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SL3
        
          
        
        106000.00000000
        PA
        USD
        95366.88000000
        0.167104274752
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828XB1
        
          
        
        85000.00000000
        PA
        USD
        83950.78000000
        0.147100693729
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORPORATION
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CZ1
        
          
        
        45000.00000000
        PA
        USD
        51000.53000000
        0.089364426912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138MPYS8
        
          
        
        21260.85600000
        PA
        USD
        21209.51000000
        0.037163843321
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179WDQ8
        
          
        
        22500.31830000
        PA
        USD
        21477.49000000
        0.037633404699
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-04-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CABLE COMMUNICATIONS, LLC.
        549300T2R1ZBGV1UVE31
        TCI COMMUNICATIONS INC
        872287AF4
        
          
        
        150000.00000000
        PA
        USD
        175054.05000000
        0.306734162508
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810TF5
        
          
        
        10000.00000000
        PA
        USD
        9642.19000000
        0.016895290765
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KKVF3
        
          
        
        22705.67580000
        PA
        USD
        21077.53000000
        0.036932584606
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A9UR6
        
          
        
        8839.75000000
        PA
        USD
        8759.39000000
        0.015348426133
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL FINANCIAL GROUP, INC.
        CUMYEZJOAF02RYZ1JJ85
        PRINCIPAL FINANCIAL GRP
        74251VAR3
        
          
        
        155000.00000000
        PA
        USD
        158101.09000000
        0.277028754449
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK 2017 BNK8 A3
        06650AAD9
        
          
        
        40000.00000000
        PA
        USD
        39689.60000000
        0.069545127440
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-11-15
          Fixed
          3.22900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X7JY6
        
          
        
        15600.77000000
        PA
        USD
        14939.92000000
        0.026178108127
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJZ37
        
          
        
        8485.28000000
        PA
        USD
        8577.57000000
        0.015029836500
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WEP86
        
          
        
        8461.40000000
        PA
        USD
        8425.42000000
        0.014763235397
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286X3
        
          
        
        100000.00000000
        PA
        USD
        98437.50000000
        0.172484693281
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-05-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
        N/A
        FEDERAL FARM CREDIT BANK
        3133EMRZ7
        
          
        
        25000.00000000
        PA
        USD
        24041.03000000
        0.042125304743
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2024-02-26
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SUT2
        
          
        
        6971.13000000
        PA
        USD
        6774.38000000
        0.011870241081
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-01-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138MFTC1
        
          
        
        30338.32800000
        PA
        USD
        31020.12000000
        0.054354243898
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138ER6B1
        
          
        
        16595.30000000
        PA
        USD
        16433.21000000
        0.028794688878
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133GGSJ3
        
          
        
        24834.09330000
        PA
        USD
        23547.41000000
        0.041260371214
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-02-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KMNT8
        
          
        
        24062.08000000
        PA
        USD
        22983.41000000
        0.040272116057
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CMH4
        
          
        
        5343.06000000
        PA
        USD
        5377.13000000
        0.009421944063
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128P7RQ8
        
          
        
        7269.19000000
        PA
        USD
        7516.77000000
        0.013171075737
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2031-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DMP4
        
          
        
        8095.39000000
        PA
        USD
        7798.53000000
        0.013664782781
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDY4
        
          
        
        65000.00000000
        PA
        USD
        62410.16000000
        0.109356671037
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RT7
        
          
        
        117000.00000000
        PA
        USD
        109340.16000000
        0.191588611666
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2046-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KNGQ0
        
          
        
        49081.88900000
        PA
        USD
        45550.98000000
        0.079815586681
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140EXHC0
        
          
        
        11716.71000000
        PA
        USD
        11868.46000000
        0.020796217730
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QKRT7
        
          
        
        23436.22000000
        PA
        USD
        21837.85000000
        0.038264836664
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZH6
        
          
        
        35000.00000000
        PA
        USD
        34453.13000000
        0.060369651409
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QEAE2
        
          
        
        30013.00000000
        PA
        USD
        28727.31000000
        0.050336723851
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDV0
        
          
        
        90000.00000000
        PA
        USD
        87707.81000000
        0.153683857332
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-31
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133B2X95
        
          
        
        24828.09080000
        PA
        USD
        23718.60000000
        0.041560334690
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967KY6
        
          
        
        595000.00000000
        PA
        USD
        589358.21000000
        1.032688458002
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWAW3
        
          
        
        21613.49000000
        PA
        USD
        20078.99000000
        0.035182917399
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36182UN45
        
          
        
        5614.89800000
        PA
        USD
        5736.54000000
        0.010051711414
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DUA8
        
          
        
        19667.23000000
        PA
        USD
        18441.56000000
        0.032313770872
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140FF5G2
        
          
        
        13481.25000000
        PA
        USD
        13589.59000000
        0.023812025528
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2031-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132D56Z0
        
          
        
        20258.52000000
        PA
        USD
        19230.48000000
        0.033696136578
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138AW3M3
        
          
        
        22707.13300000
        PA
        USD
        23633.43000000
        0.041411097648
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3134A4AA2
        
          
        
        10000.00000000
        PA
        USD
        13278.67000000
        0.023267223589
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RM2
        
          
        
        50000.00000000
        PA
        USD
        53093.75000000
        0.093032220280
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RP5
        
          
        
        50000.00000000
        PA
        USD
        53296.88000000
        0.093388149837
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QDXC3
        
          
        
        28498.96000000
        PA
        USD
        27277.48000000
        0.047796294819
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810PU6
        
          
        
        40000.00000000
        PA
        USD
        53475.00000000
        0.093700256235
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2037-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YH7
        
          
        
        80000.00000000
        PA
        USD
        78112.50000000
        0.136870710897
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132A5EY7
        
          
        
        8311.70000000
        PA
        USD
        8416.59000000
        0.014747763246
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140L24V2
        
          
        
        46656.97000000
        PA
        USD
        43348.94000000
        0.075957116139
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RC4
        
          
        
        75000.00000000
        PA
        USD
        86894.53000000
        0.152258807414
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-08-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QDXD1
        
          
        
        14591.07000000
        PA
        USD
        13943.74000000
        0.024432576173
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CE42
        
          
        
        16031.69000000
        PA
        USD
        15512.73000000
        0.027181800391
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132WHLP8
        
          
        
        7338.31000000
        PA
        USD
        7398.92000000
        0.012964575967
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS P.L.C.
        549300CRVT18MXX0AG93
        BP CAPITAL MARKETS PLC
        05565QCS5
        
          
        
        185000.00000000
        PA
        USD
        187790.54000000
        0.329051364500
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-11-04
          Fixed
          3.53500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DWC27
        
          
        
        24656.56200000
        PA
        USD
        23554.96000000
        0.041273600516
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138ATCY4
        
          
        
        13062.00810000
        PA
        USD
        13482.02000000
        0.023623538636
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X6FX4
        
          
        
        23875.62490000
        PA
        USD
        22820.52000000
        0.039986696053
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN, INC.
        549300PC8KTJ71XKFY89
        BROWN BROWN INC
        115236AB7
        
          
        
        317000.00000000
        PA
        USD
        327647.08000000
        0.574111554014
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DAQ5
        
          
        
        3144.29000000
        PA
        USD
        3160.63000000
        0.005538136341
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCW9
        
          
        
        42000.00000000
        PA
        USD
        38928.75000000
        0.068211946702
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285P1
        
          
        
        35000.00000000
        PA
        USD
        35360.94000000
        0.061960339200
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAW1
        
          
        
        55000.00000000
        PA
        USD
        53289.84000000
        0.093375814170
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A5DC6
        
          
        
        4877.26000000
        PA
        USD
        4959.78000000
        0.008690652769
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO RECEIVABLES OWNER TRUST
        N/A
        TOYOTA AUTO RECEIVABLES OWNER TRUST
        89240BAC2
        
          
        
        20000.00000000
        PA
        USD
        19617.79000000
        0.034374791019
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          0.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DV6F7
        
          
        
        9781.71000000
        PA
        USD
        9986.04000000
        0.017497793488
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST
        N/A
        COMM MORTGAGE TRUST
        12629NAF2
        
          
        
        20000.00000000
        PA
        USD
        19910.40000000
        0.034887509710
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCB5
        
          
        
        195000.00000000
        PA
        USD
        183635.16000000
        0.321770201886
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133A26A3
        
          
        
        10164.09000000
        PA
        USD
        9985.95000000
        0.017497635787
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132Y1W95
        
          
        
        3485.41000000
        PA
        USD
        3506.22000000
        0.006143687936
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DU75
        
          
        
        19529.09000000
        PA
        USD
        18542.44000000
        0.032490535376
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-12-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133AXMB5
        
          
        
        48949.74000000
        PA
        USD
        45458.37000000
        0.079653313082
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828VB3
        
          
        
        114000.00000000
        PA
        USD
        113821.88000000
        0.199441595535
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWA52
        
          
        
        43675.09000000
        PA
        USD
        40573.96000000
        0.071094725544
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179MQP8
        
          
        
        27693.31400000
        PA
        USD
        28397.04000000
        0.049758016350
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DEU2
        
          
        
        4762.72000000
        PA
        USD
        4863.31000000
        0.008521615580
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
        N/A
        JPMBB COMMERCIAL MORTGAGE SECURITIES
        46643GAE0
        
          
        
        25000.00000000
        PA
        USD
        25033.50000000
        0.043864335941
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-15
          Fixed
          3.63850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCS8
        
          
        
        95000.00000000
        PA
        USD
        86360.94000000
        0.151323837433
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140XFMD0
        
          
        
        24684.30400000
        PA
        USD
        22952.87000000
        0.040218603092
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        3620AS3P2
        
          
        
        5630.41320000
        PA
        USD
        6238.72000000
        0.010931643994
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132A5EP6
        
          
        
        17206.88000000
        PA
        USD
        17497.66000000
        0.030659845264
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140K3BL5
        
          
        
        11015.80000000
        PA
        USD
        10836.33000000
        0.018987693270
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORPORATION
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NCE9
        
          
        
        25000.00000000
        PA
        USD
        25459.50000000
        0.044610783985
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-11-01
          Fixed
          3.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132D56Q0
        
          
        
        37468.21000000
        PA
        USD
        36406.63000000
        0.063792623836
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31419AP43
        
          
        
        15490.36500000
        PA
        USD
        17372.86000000
        0.030441167527
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2039-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SC3
        
          
        
        80000.00000000
        PA
        USD
        89225.00000000
        0.156342316271
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179MAY6
        
          
        
        4498.32590000
        PA
        USD
        4702.14000000
        0.008239209403
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJ3M0
        
          
        
        6111.20000000
        PA
        USD
        5988.04000000
        0.010492396116
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UH62
        
          
        
        2930.08000000
        PA
        USD
        3097.78000000
        0.005428008971
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-12-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132D6AQ3
        
          
        
        22924.15000000
        PA
        USD
        22271.36000000
        0.039024443921
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SEH6
        
          
        
        9131.19000000
        PA
        USD
        9304.90000000
        0.016304282641
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133AKFQ8
        
          
        
        46142.23000000
        PA
        USD
        42874.63000000
        0.075126018083
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810EW4
        
          
        
        25000.00000000
        PA
        USD
        28179.69000000
        0.049377170147
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179UQ47
        
          
        
        8480.58000000
        PA
        USD
        8594.51000000
        0.015059519200
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133KKQX0
        
          
        
        19075.04000000
        PA
        USD
        18227.99000000
        0.031939548081
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastern Energy Gas Holdings, LLC
        549300BFOD6TDMVV4O24
        DOMINION GAS HOLDINGS LLC
        257375AH8
        
          
        
        225000.00000000
        PA
        USD
        225878.40000000
        0.395789882340
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC.
        549300Z40J86GGSTL398
        AT T INC
        00206RDK5
        
          
        
        55000.00000000
        PA
        USD
        57841.85000000
        0.101351961966
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-03-09
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC.
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833BX7
        
          
        
        270000.00000000
        PA
        USD
        318556.53000000
        0.558182860899
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-23
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZB9
        
          
        
        10000.00000000
        PA
        USD
        9381.25000000
        0.016438065054
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-02-28
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WJK49
        
          
        
        8701.93000000
        PA
        USD
        8616.79000000
        0.015098558783
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132A5JT3
        
          
        
        3802.64000000
        PA
        USD
        3946.92000000
        0.006915893695
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132A5GP4
        
          
        
        16537.11000000
        PA
        USD
        16324.95000000
        0.028604992950
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140XFK75
        
          
        
        24792.51680000
        PA
        USD
        23348.37000000
        0.040911608259
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31402CV74
        
          
        
        12239.44780000
        PA
        USD
        13095.73000000
        0.022946671465
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2034-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137FJKE8
        
          
        
        25000.00000000
        PA
        USD
        26474.00000000
        0.046388416710
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2028-09-25
          Variable
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133ALHG6
        
          
        
        22229.37000000
        PA
        USD
        21261.13000000
        0.037254293199
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3129456X1
        
          
        
        6623.60550000
        PA
        USD
        7594.93000000
        0.013308029679
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133KYVN6
        
          
        
        23625.30000000
        PA
        USD
        22212.34000000
        0.038921027575
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418C7E8
        
          
        
        2482.03000000
        PA
        USD
        2534.42000000
        0.004440875239
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3131XCLE5
        
          
        
        8135.99000000
        PA
        USD
        8089.75000000
        0.014175065879
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2031-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJTL4
        
          
        
        20550.55000000
        PA
        USD
        21018.38000000
        0.036828940470
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140J9GM7
        
          
        
        5499.51000000
        PA
        USD
        5556.57000000
        0.009736363399
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWAX1
        
          
        
        18593.66000000
        PA
        USD
        17825.59000000
        0.031234452558
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285D8
        
          
        
        105000.00000000
        PA
        USD
        106148.44000000
        0.185995998635
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-09-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CTC8
        
          
        
        7735.34000000
        PA
        USD
        7685.87000000
        0.013467377062
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X7PZ6
        
          
        
        16768.64000000
        PA
        USD
        16304.06000000
        0.028568388960
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        3130AQF57
        
          
        
        25000.00000000
        PA
        USD
        24311.15000000
        0.042598615883
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-12-22
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QZ4
        
          
        
        90000.00000000
        PA
        USD
        96735.94000000
        0.169503176535
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-02-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140XAEW8
        
          
        
        46079.26000000
        PA
        USD
        42932.96000000
        0.075228225394
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TJW6
        
          
        
        11533.41000000
        PA
        USD
        11415.76000000
        0.020002985266
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDD0
        
          
        
        75000.00000000
        PA
        USD
        72914.06000000
        0.127761871999
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-10-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828VS6
        
          
        
        67000.00000000
        PA
        USD
        67376.88000000
        0.118059484251
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DHK1
        
          
        
        8106.59000000
        PA
        USD
        7759.37000000
        0.013596165633
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        STATOIL ASA
        85771PAL6
        
          
        
        55000.00000000
        PA
        USD
        56621.18000000
        0.099213072919
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2043-05-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DYX4
        
          
        
        46404.05000000
        PA
        USD
        43115.79000000
        0.075548584774
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284U1
        
          
        
        105000.00000000
        PA
        USD
        105853.13000000
        0.185478548936
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-06-30
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138ESDA3
        
          
        
        10157.03000000
        PA
        USD
        10209.15000000
        0.017888732509
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140HMZH0
        
          
        
        15514.44000000
        PA
        USD
        15886.43000000
        0.027836607043
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TE27
        
          
        
        4529.30000000
        PA
        USD
        4670.71000000
        0.008184136957
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QHFZ3
        
          
        
        42766.86000000
        PA
        USD
        41544.38000000
        0.072795120171
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X8TA5
        
          
        
        21972.13000000
        PA
        USD
        20403.31000000
        0.035751199159
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SN9
        
          
        
        105000.00000000
        PA
        USD
        78372.66000000
        0.137326569871
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VDN7
        
          
        
        7660.34000000
        PA
        USD
        7616.01000000
        0.013344966591
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WEJR1
        
          
        
        14338.84400000
        PA
        USD
        14585.42000000
        0.025556944203
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31335HXP3
        
          
        
        841.73000000
        PA
        USD
        831.28000000
        0.001456589976
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RK6
        
          
        
        60000.00000000
        PA
        USD
        58425.00000000
        0.102373772240
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SJT5
        
          
        
        9642.39000000
        PA
        USD
        9825.90000000
        0.017217192103
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179SB71
        
          
        
        9728.51000000
        PA
        USD
        9629.21000000
        0.016872546878
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828X70
        
          
        
        70000.00000000
        PA
        USD
        69453.13000000
        0.121697542353
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X6XZ9
        
          
        
        11494.03000000
        PA
        USD
        11285.15000000
        0.019774127099
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A5AL9
        
          
        
        27915.02000000
        PA
        USD
        27847.98000000
        0.048795939441
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DHH8
        
          
        
        6135.09000000
        PA
        USD
        6008.53000000
        0.010528299216
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2039-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY GAS CAPITAL CORPORATION
        E8CD46SWUD2TSN8PA636
        SOUTHERN CO GAS CAPITAL
        8426EPAC2
        
          
        
        80000.00000000
        PA
        USD
        80348.00000000
        0.140787810902
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-05-30
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KYVB2
        
          
        
        23208.25000000
        PA
        USD
        20867.19000000
        0.036564021503
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-05-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X4SD9
        
          
        
        4592.25000000
        PA
        USD
        4722.55000000
        0.008274972325
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828R69
        
          
        
        80000.00000000
        PA
        USD
        79725.00000000
        0.139696174444
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-05-31
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CS96
        
          
        
        12137.71000000
        PA
        USD
        12215.23000000
        0.021403836951
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2038-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORPORATION
        I07WOS4YJ0N7YRFE7309
        UNITED TECHNOLOGIES CORP
        913017BT5
        
          
        
        50000.00000000
        PA
        USD
        55153.75000000
        0.096641804719
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DV6U4
        
          
        
        15094.22000000
        PA
        USD
        14470.96000000
        0.025356384478
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDF5
        
          
        
        120000.00000000
        PA
        USD
        112162.50000000
        0.196533987658
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-10-31
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV, INC.
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        337738AU2
        
          
        
        140000.00000000
        PA
        USD
        137656.54000000
        0.241205293511
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286Z8
        
          
        
        75000.00000000
        PA
        USD
        73910.16000000
        0.129507263776
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DV3U7
        
          
        
        7504.83000000
        PA
        USD
        7540.33000000
        0.013212358169
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140F5AD5
        
          
        
        15587.06000000
        PA
        USD
        15434.79000000
        0.027045231939
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC.
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BR9
        
          
        
        220000.00000000
        PA
        USD
        228525.00000000
        0.400427322230
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QMA61
        
          
        
        24506.46000000
        PA
        USD
        23405.80000000
        0.041012238567
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WHNS7
        
          
        
        5252.25000000
        PA
        USD
        5408.28000000
        0.009476525886
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORPORATION
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATIONAL CORP
        534187BF5
        
          
        
        110000.00000000
        PA
        USD
        111709.29000000
        0.195739861559
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QFRS0
        
          
        
        22174.92000000
        PA
        USD
        19795.59000000
        0.034686336705
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137H2NY6
        
          
        
        10000.00000000
        PA
        USD
        8877.90000000
        0.015556082371
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-08-25
          Fixed
          2.18400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KVXP0
        
          
        
        22777.46000000
        PA
        USD
        21157.61000000
        0.037072902820
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBX8
        
          
        
        25000.00000000
        PA
        USD
        24550.78000000
        0.043018501669
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-04-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133AER55
        
          
        
        44379.64000000
        PA
        USD
        41225.69000000
        0.072236703440
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QKXN3
        
          
        
        23586.76000000
        PA
        USD
        21913.39000000
        0.038397199775
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128MJ2C3
        
          
        
        4321.75000000
        PA
        USD
        4368.75000000
        0.007655034958
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286B1
        
          
        
        165000.00000000
        PA
        USD
        166959.38000000
        0.292550475679
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO COMPANY
        949746RW3
        
          
        
        495000.00000000
        PA
        USD
        490050.99000000
        0.858679819198
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284Z0
        
          
        
        85000.00000000
        PA
        USD
        85571.09000000
        0.149939842157
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-08-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAP6
        
          
        
        45000.00000000
        PA
        USD
        43614.84000000
        0.076423032887
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128P8D81
        
          
        
        6200.16000000
        PA
        USD
        6149.70000000
        0.010775660884
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERT
        3137BMTX4
        
          
        
        25000.00000000
        PA
        USD
        25167.50000000
        0.044099134152
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2025-11-25
          Fixed
          3.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418C4F8
        
          
        
        3217.10000000
        PA
        USD
        3287.94000000
        0.005761212164
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE HOME DEPOT, INC.
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076BX9
        
          
        
        55000.00000000
        PA
        USD
        62198.24000000
        0.108985339418
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-12-06
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        21H042646
        
          
        
        -25000.00000000
        PA
        USD
        -25820.31000000
        -0.04524300445
        Short
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MMRF2
        
          
        
        17487.78200000
        PA
        USD
        17413.34000000
        0.030512097614
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179MG53
        
          
        
        18484.73600000
        PA
        USD
        18954.71000000
        0.033212925364
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE GOLDMAN SACHS GROUP, INC.
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC THE
        38141GWB6
        
          
        
        215000.00000000
        PA
        USD
        217293.84000000
        0.380747797783
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CAB7
        
          
        
        60000.00000000
        PA
        USD
        55621.88000000
        0.097462074021
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KJ6L1
        
          
        
        20970.26000000
        PA
        USD
        19468.31000000
        0.034112868358
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST
        N/A
        WELLS FARGO COMMERCIAL MORTGAGE TRUST
        95002DBG3
        
          
        
        25000.00000000
        PA
        USD
        26479.50000000
        0.046398053950
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2061-09-15
          Fixed
          4.44200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138YR5Y0
        
          
        
        10170.85000000
        PA
        USD
        10345.56000000
        0.018127753583
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORPORATION
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CY4
        
          
        
        260000.00000000
        PA
        USD
        283795.46000000
        0.497273629182
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-03-25
          Fixed
          4.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VFP0
        
          
        
        14977.38000000
        PA
        USD
        14834.48000000
        0.025993353475
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RV2
        
          
        
        75000.00000000
        PA
        USD
        80683.59000000
        0.141375840243
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QGZQ3
        
          
        
        45768.59000000
        PA
        USD
        42511.12000000
        0.074489066608
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORPORATION
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN CORP
        539830BB4
        
          
        
        70000.00000000
        PA
        USD
        74567.78000000
        0.130659562280
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-12-15
          Fixed
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828V23
        
          
        
        80000.00000000
        PA
        USD
        79975.00000000
        0.140134230808
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-12-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31292LE84
        
          
        
        14099.08530000
        PA
        USD
        14415.51000000
        0.025259223576
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RX8
        
          
        
        55000.00000000
        PA
        USD
        59305.47000000
        0.103916554187
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS INST TREAS PLUS MM FUN
        N/A
        SS INST TREAS PLUS MM FUN
        930SJLII0
        
          
        
        2563072.72000000
        NS
        USD
        2563071.99000000
        4.491079985298
        Long
        STIV
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36211EPU6
        
          
        
        6644.31000000
        PA
        USD
        7382.89000000
        0.012936487793
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128M4NK5
        
          
        
        11653.60600000
        PA
        USD
        13473.78000000
        0.023609100298
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CRD8
        
          
        
        4805.11000000
        PA
        USD
        4933.61000000
        0.008644797029
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UH47
        
          
        
        3890.84000000
        PA
        USD
        4030.72000000
        0.007062730188
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        21H020642
        
          
        
        350000.00000000
        PA
        USD
        332554.69000000
        0.582710793182
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWAP8
        
          
        
        36140.05000000
        PA
        USD
        34647.76000000
        0.060710687049
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDK4
        
          
        
        35000.00000000
        PA
        USD
        33107.81000000
        0.058012347459
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140FDET9
        
          
        
        8003.79000000
        PA
        USD
        7925.72000000
        0.013887648337
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UKX9
        
          
        
        3440.44000000
        PA
        USD
        3528.18000000
        0.006182166807
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS AMERICA INC.
        5493009NTB34VXE1T760
        BP CAPITAL MARKETS AMERICA INC
        10373QBG4
        
          
        
        25000.00000000
        PA
        USD
        21602.80000000
        0.037852976071
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-24
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES, INC.
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC
        375558BA0
        
          
        
        111000.00000000
        PA
        USD
        117250.52000000
        0.205449345821
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179QGD7
        
          
        
        7447.39400000
        PA
        USD
        7783.51000000
        0.013638464355
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36202EVP1
        
          
        
        8887.21490000
        PA
        USD
        10205.56000000
        0.017882442020
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-08-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WH6L1
        
          
        
        6672.29000000
        PA
        USD
        6537.18000000
        0.011454613203
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140FCTC2
        
          
        
        5435.13000000
        PA
        USD
        5494.23000000
        0.009627129664
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DUH3
        
          
        
        17415.31000000
        PA
        USD
        16696.42000000
        0.029255892140
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QKN95
        
          
        
        22766.19000000
        PA
        USD
        21747.31000000
        0.038106190171
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418BVJ2
        
          
        
        5290.88000000
        PA
        USD
        5266.47000000
        0.009228042794
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179UQ54
        
          
        
        3621.18000000
        PA
        USD
        3702.78000000
        0.006488105372
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO.
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE CO
        46647PBD7
        
          
        
        400000.00000000
        PA
        USD
        401646.80000000
        0.703775747102
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-06
          Fixed
          3.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SNU7
        
          
        
        15470.73000000
        PA
        USD
        15313.06000000
        0.026831933534
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MP3
        
          
        
        210000.00000000
        PA
        USD
        217948.29000000
        0.381894541732
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-31
          Fixed
          4.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KLS57
        
          
        
        23615.02080000
        PA
        USD
        21955.06000000
        0.038470215010
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06051GHD4
        
          
        
        430000.00000000
        PA
        USD
        426308.02000000
        0.746987764551
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-20
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284M9
        
          
        
        90000.00000000
        PA
        USD
        90928.13000000
        0.159326584012
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-04-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A5JQ9
        
          
        
        3590.75000000
        PA
        USD
        3624.03000000
        0.006350117617
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418D3M2
        
          
        
        23009.12000000
        PA
        USD
        22353.62000000
        0.039168581987
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RJD2
        
          
        
        9310.44780000
        PA
        USD
        9215.18000000
        0.016147072973
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31307TD99
        
          
        
        8535.74000000
        PA
        USD
        8597.68000000
        0.015065073754
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBU4
        
          
        
        100000.00000000
        PA
        USD
        98421.88000000
        0.172457323519
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-03-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH
        3137B4WB8
        
          
        
        30000.00000000
        PA
        USD
        30200.10000000
        0.052917383980
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2023-07-25
          Variable
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133AM7J9
        
          
        
        23685.77000000
        PA
        USD
        22006.54000000
        0.038560419576
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179WRZ3
        
          
        
        49269.67950000
        PA
        USD
        46870.81000000
        0.082128226404
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QG3B1
        
          
        
        22340.50000000
        PA
        USD
        20740.21000000
        0.036341523915
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBP5
        
          
        
        30000.00000000
        PA
        USD
        27815.63000000
        0.048739254948
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-02-29
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418D5B4
        
          
        
        47789.66000000
        PA
        USD
        45332.66000000
        0.079433040820
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-10-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132XVQ63
        
          
        
        6790.14000000
        PA
        USD
        6863.47000000
        0.012026346847
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDL2
        
          
        
        115000.00000000
        PA
        USD
        108333.59000000
        0.189824874089
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828ZT0
        
          
        
        100000.00000000
        PA
        USD
        93093.75000000
        0.163121238503
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-05-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCP4
        
          
        
        15000.00000000
        PA
        USD
        13842.19000000
        0.024254637678
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-07-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWBX0
        
          
        
        47567.43000000
        PA
        USD
        42461.05000000
        0.074401332679
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QFRR2
        
          
        
        22764.67000000
        PA
        USD
        20319.53000000
        0.035604397710
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST
        N/A
        COMMERCIAL MORTGAGE TRUST
        200474BC7
        
          
        
        25000.00000000
        PA
        USD
        24719.50000000
        0.043314137148
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          3.18300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RS83
        
          
        
        8734.57000000
        PA
        USD
        8645.16000000
        0.015148269419
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LIMITED
        N/A
        CANADIAN NATL RESOURCES
        136385AZ4
        
          
        
        170000.00000000
        PA
        USD
        162912.36000000
        0.285459184216
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-07-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KGU97
        
          
        
        9494.28000000
        PA
        USD
        9563.33000000
        0.016757110265
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QGBA4
        
          
        
        22618.03590000
        PA
        USD
        21614.85000000
        0.037874090388
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828J27
        
          
        
        170000.00000000
        PA
        USD
        167609.38000000
        0.293689422225
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31307LJ58
        
          
        
        6781.55000000
        PA
        USD
        6931.21000000
        0.012145042599
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2029-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140EVJC2
        
          
        
        8027.95000000
        PA
        USD
        8131.46000000
        0.014248151202
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIALS, INC.
        5299005MZ4WZECVATV08
        MARTIN MARIETTA MATERIAL
        573284AN6
        
          
        
        135000.00000000
        PA
        USD
        138150.23000000
        0.242070349696
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET INSTITUTIONAL TREASURY MMKT
        N/A
        STATE STREET INSTITUTIONAL TREASURY MMKT
        85799J9Y2
        
          
        
        462853.78000000
        NS
        USD
        462853.36000000
        0.811023439581
        Long
        STIV
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133AKPS3
        
          
        
        46365.67000000
        PA
        USD
        43079.89000000
        0.075485679880
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QDAZ7
        
          
        
        9548.26000000
        PA
        USD
        9381.31000000
        0.016438170188
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WC2A0
        
          
        
        11725.25600000
        PA
        USD
        12195.42000000
        0.021369125365
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418BLF1
        
          
        
        16155.24100000
        PA
        USD
        16436.46000000
        0.028800383611
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TXU4
        
          
        
        6098.48000000
        PA
        USD
        6186.01000000
        0.010839284190
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285T3
        
          
        
        90000.00000000
        PA
        USD
        90295.31000000
        0.158217740699
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-12-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV, INC.
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        337738AV0
        
          
        
        10000.00000000
        PA
        USD
        10301.06000000
        0.018049779551
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810EY0
        
          
        
        15000.00000000
        PA
        USD
        17592.19000000
        0.030825483136
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SH2
        
          
        
        94000.00000000
        PA
        USD
        100947.19000000
        0.176882235984
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2049-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KLWQ6
        
          
        
        23972.61500000
        PA
        USD
        22282.39000000
        0.039043770968
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X4XP6
        
          
        
        5226.87000000
        PA
        USD
        5134.18000000
        0.008996240889
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KHW69
        
          
        
        10442.50000000
        PA
        USD
        10514.77000000
        0.018424247653
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KUHT2
        
          
        
        43200.69000000
        PA
        USD
        40130.84000000
        0.070318279400
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140F9WG6
        
          
        
        17326.97000000
        PA
        USD
        17157.61000000
        0.030064000998
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DLL4
        
          
        
        8465.86000000
        PA
        USD
        8383.45000000
        0.014689694495
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DJR4
        
          
        
        6797.26000000
        PA
        USD
        6686.95000000
        0.011717044010
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJV56
        
          
        
        5347.70000000
        PA
        USD
        5314.29000000
        0.009311834216
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X4W93
        
          
        
        3903.54000000
        PA
        USD
        3989.49000000
        0.006990485932
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DX80
        
          
        
        21757.96000000
        PA
        USD
        20642.42000000
        0.036170173788
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-04-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3136AQV80
        
          
        
        22692.02000000
        PA
        USD
        22601.02000000
        0.039602082565
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2026-01-25
          Fixed
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418BYV2
        
          
        
        5523.59000000
        PA
        USD
        5499.34000000
        0.009636083536
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137FUZJ6
        
          
        
        20000.00000000
        PA
        USD
        16932.60000000
        0.029669732748
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-05-25
          Fixed
          1.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828Z78
        
          
        
        35000.00000000
        PA
        USD
        33446.88000000
        0.058606474544
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828XZ8
        
          
        
        90000.00000000
        PA
        USD
        90590.63000000
        0.158735207920
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-06-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CGF5
        
          
        
        7710.90000000
        PA
        USD
        7645.14000000
        0.013396008919
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3131XVKA2
        
          
        
        7504.15810000
        PA
        USD
        7428.76000000
        0.013016862375
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SZ2
        
          
        
        49000.00000000
        PA
        USD
        44138.28000000
        0.077340217780
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140Q83V5
        
          
        
        4931.01000000
        PA
        USD
        5129.77000000
        0.008988513575
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RQ28
        
          
        
        12246.68000000
        PA
        USD
        12505.29000000
        0.021912087467
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284D9
        
          
        
        20000.00000000
        PA
        USD
        20153.13000000
        0.035312827395
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-03-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140Q9SE4
        
          
        
        3501.54000000
        PA
        USD
        3578.64000000
        0.006270584104
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
        N/A
        FEDERAL FARM CREDIT BANK
        3133ENEJ5
        
          
        
        75000.00000000
        PA
        USD
        71988.30000000
        0.126139731762
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2024-11-18
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QDJN5
        
          
        
        10443.59000000
        PA
        USD
        10234.52000000
        0.017933186469
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DKQ4
        
          
        
        9091.06000000
        PA
        USD
        8701.57000000
        0.015247112457
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SP4
        
          
        
        60000.00000000
        PA
        USD
        46218.75000000
        0.080985670273
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST
        N/A
        CITIGROUP COMMERCIAL MORTGAGE TRUST
        17323CAD9
        
          
        
        22976.66000000
        PA
        USD
        22625.81000000
        0.039645520234
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Fixed
          2.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31329NTH1
        
          
        
        5286.62000000
        PA
        USD
        5301.24000000
        0.009288967674
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128MJ3K4
        
          
        
        5633.19000000
        PA
        USD
        5758.48000000
        0.010090155241
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER PARTNERS
        29278NAF0
        
          
        
        5000.00000000
        PA
        USD
        5237.50000000
        0.009177280823
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWBJ1
        
          
        
        43055.86000000
        PA
        USD
        41182.34000000
        0.072160744467
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERT
        3137BYPQ7
        
          
        
        28738.31000000
        PA
        USD
        28761.30000000
        0.050396281994
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-25
          Fixed
          2.90500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VSH4
        
          
        
        12637.58000000
        PA
        USD
        12516.56000000
        0.021931835047
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        21H022648
        
          
        
        325000.00000000
        PA
        USD
        315046.88000000
        0.552033162829
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORPORATION
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP
        20030NBK6
        
          
        
        245000.00000000
        PA
        USD
        274933.37000000
        0.481745249495
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SYR2
        
          
        
        12364.44000000
        PA
        USD
        12238.06000000
        0.021443840258
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OKLAHOMA GAS AND ELECTRIC COMPANY
        549300VJ8YXGPO8EV472
        OKLAHOMA G E CO
        678858BT7
        
          
        
        220000.00000000
        PA
        USD
        223709.86000000
        0.391990111350
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RU4
        
          
        
        65000.00000000
        PA
        USD
        68341.41000000
        0.119749558270
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2046-11-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJZB9
        
          
        
        13954.27000000
        PA
        USD
        13818.04000000
        0.024212321433
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31307EJ70
        
          
        
        11039.64070000
        PA
        USD
        10730.73000000
        0.018802658262
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RG5
        
          
        
        75000.00000000
        PA
        USD
        84105.47000000
        0.147371745485
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2044-05-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179VMC1
        
          
        
        11990.44000000
        PA
        USD
        11684.82000000
        0.020474439047
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INCORPORATED
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC
        91324PCR1
        
          
        
        130000.00000000
        PA
        USD
        150780.50000000
        0.264201430301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SWY9
        
          
        
        4026.82000000
        PA
        USD
        4169.39000000
        0.007305711292
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128MMV59
        
          
        
        9048.07000000
        PA
        USD
        8990.09000000
        0.015752664545
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QT8
        
          
        
        15000.00000000
        PA
        USD
        16157.81000000
        0.028312125988
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138LYPN1
        
          
        
        4465.01000000
        PA
        USD
        4497.10000000
        0.007879933096
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC.
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081DE0
        
          
        
        50000.00000000
        PA
        USD
        55359.40000000
        0.097002149884
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-06-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VBF6
        
          
        
        7454.89000000
        PA
        USD
        7411.77000000
        0.012987092064
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SLR6
        
          
        
        10932.08000000
        PA
        USD
        10820.64000000
        0.018960200853
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO.
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE CO
        46647PAR7
        
          
        
        515000.00000000
        PA
        USD
        526134.30000000
        0.921905913500
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-23
          Fixed
          4.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810ES3
        
          
        
        17000.00000000
        PA
        USD
        19154.22000000
        0.033562511865
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY GAS CAPITAL CORPORATION
        E8CD46SWUD2TSN8PA636
        SOUTHERN CO GAS CAPITAL
        001192AM5
        
          
        
        30000.00000000
        PA
        USD
        29739.54000000
        0.052110379024
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X4QY5
        
          
        
        7520.88000000
        PA
        USD
        7474.12000000
        0.013096343321
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        N/A
        FEDERAL HOME LOAN BANK
        313382AX1
        
          
        
        25000.00000000
        PA
        USD
        25117.08000000
        0.044010786945
        Long
        DBT
        USGSE
        US
        
        N
        
        2
        
          2023-03-10
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140HLA63
        
          
        
        2319.64000000
        PA
        USD
        2421.12000000
        0.004242348094
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828XT2
        
          
        
        125000.00000000
        PA
        USD
        123945.31000000
        0.217180127278
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-05-31
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140E0FC4
        
          
        
        5413.74000000
        PA
        USD
        5616.75000000
        0.009841812327
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DV5R2
        
          
        
        7889.32000000
        PA
        USD
        7745.50000000
        0.013571862266
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286R6
        
          
        
        50000.00000000
        PA
        USD
        49867.19000000
        0.087378559715
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-30
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138W9A26
        
          
        
        8209.25000000
        PA
        USD
        8395.77000000
        0.014711281912
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Company
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELEC POWER CO
        927804FP4
        
          
        
        80000.00000000
        PA
        USD
        87228.08000000
        0.152843262215
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-08-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810FM5
        
          
        
        35000.00000000
        PA
        USD
        44975.00000000
        0.078806339863
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CEA5
        
          
        
        90000.00000000
        PA
        USD
        88692.19000000
        0.155408713026
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORPORATION
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP
        91913YAL4
        
          
        
        135000.00000000
        PA
        USD
        165370.14000000
        0.289765768896
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance B.V.
        213800ITMMKU4Z7I4F78
        SHELL INTERNATIONAL FIN BV
        822582AD4
        
          
        
        55000.00000000
        PA
        USD
        72798.99000000
        0.127560243416
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2038-12-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KHMU2
        
          
        
        42136.28000000
        PA
        USD
        39141.56000000
        0.068584837802
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KDQ86
        
          
        
        17161.93000000
        PA
        USD
        16452.69000000
        0.028828822230
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        01F012445
        
          
        
        100000.00000000
        PA
        USD
        94718.75000000
        0.165968604868
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-04-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286T2
        
          
        
        120000.00000000
        PA
        USD
        119662.50000000
        0.209675678575
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132A5GW9
        
          
        
        4610.94000000
        PA
        USD
        4659.92000000
        0.008165230444
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179TLS2
        
          
        
        5330.17000000
        PA
        USD
        5402.55000000
        0.009466485634
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179R7H6
        
          
        
        4381.74000000
        PA
        USD
        4337.05000000
        0.007599489412
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128PTQW8
        
          
        
        4845.56000000
        PA
        USD
        4948.25000000
        0.008670449610
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2026-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DZH8
        
          
        
        47214.20000000
        PA
        USD
        42144.22000000
        0.073846175088
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAGEO CAPITAL PLC
        213800L23DJLALFC4O95
        DIAGEO CAPITAL PLC
        25243YAH2
        
          
        
        90000.00000000
        PA
        USD
        112623.03000000
        0.197340940047
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2036-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        01F020646
        
          
        
        100000.00000000
        PA
        USD
        92718.75000000
        0.162464153957
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-04-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DGN6
        
          
        
        7269.02000000
        PA
        USD
        7422.54000000
        0.013005963532
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138A75C8
        
          
        
        11406.94200000
        PA
        USD
        11731.40000000
        0.020556057709
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179V4U1
        
          
        
        21278.45000000
        PA
        USD
        20326.12000000
        0.035615944876
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-01-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIALS, INC.
        5299005MZ4WZECVATV08
        MARTIN MARIETTA MATERIALS
        573284AQ9
        
          
        
        70000.00000000
        PA
        USD
        70225.82000000
        0.123051469441
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV EXPLORATION INC.
        T8W3X1PFLPW2YE0UIP44
        NEWFIELD EXPLORATION CO
        651290AQ1
        
          
        
        105000.00000000
        PA
        USD
        110250.00000000
        0.193182856474
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom International Finance B.V.
        529900ERDFHS6C1M4U58
        DEUTSCHE TELEKOM INT FIN
        25156PAC7
        
          
        
        105000.00000000
        PA
        USD
        140874.83000000
        0.246844463173
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-15
          Variable
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KH5C6
        
          
        
        37456.78000000
        PA
        USD
        35805.06000000
        0.062738537569
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140J7UL7
        
          
        
        6212.47000000
        PA
        USD
        6470.25000000
        0.011337336753
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DUF7
        
          
        
        22310.61100000
        PA
        USD
        19916.77000000
        0.034898671386
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KNBA0
        
          
        
        24348.32580000
        PA
        USD
        22596.87000000
        0.039594810829
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QBPL6
        
          
        
        3320.13000000
        PA
        USD
        3335.84000000
        0.005845143763
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138LTJD1
        
          
        
        19206.61250000
        PA
        USD
        19941.34000000
        0.034941723565
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179MQN3
        
          
        
        19005.38980000
        PA
        USD
        19148.21000000
        0.033551980990
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        STATOIL ASA
        85771PAC6
        
          
        
        105000.00000000
        PA
        USD
        123882.78000000
        0.217070560620
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2040-08-17
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN, INC.
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC DELAWA
        49456BAH4
        
          
        
        195000.00000000
        PA
        USD
        216007.35000000
        0.378493577257
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-06-01
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133ALQC5
        
          
        
        22629.29000000
        PA
        USD
        21643.27000000
        0.037923888635
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140HPBG1
        
          
        
        6388.23000000
        PA
        USD
        6531.92000000
        0.011445396497
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2033-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179UEB4
        
          
        
        3040.63000000
        PA
        USD
        3214.66000000
        0.005632809082
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-10-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UGD8
        
          
        
        3225.18000000
        PA
        USD
        3337.61000000
        0.005848245202
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-11-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SEG8
        
          
        
        12883.15000000
        PA
        USD
        12751.76000000
        0.022343958475
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UUL4
        
          
        
        11108.82000000
        PA
        USD
        11570.04000000
        0.020273318609
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UV90
        
          
        
        8845.32000000
        PA
        USD
        9033.50000000
        0.015828728652
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KJGE6
        
          
        
        17066.06000000
        PA
        USD
        16311.71000000
        0.028581793485
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        31329QWF4
        
          
        
        3837.76000000
        PA
        USD
        3918.74000000
        0.006866515981
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128282U3
        
          
        
        20000.00000000
        PA
        USD
        19721.88000000
        0.034557180167
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-08-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810QK7
        
          
        
        10000.00000000
        PA
        USD
        11932.81000000
        0.020908973438
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285J5
        
          
        
        85000.00000000
        PA
        USD
        86328.13000000
        0.151266346916
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-31
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132L8ZS9
        
          
        
        6053.21000000
        PA
        USD
        6072.09000000
        0.010639670666
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X5FA6
        
          
        
        4954.69000000
        PA
        USD
        5063.79000000
        0.008872901739
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KQVE8
        
          
        
        43348.48000000
        PA
        USD
        40273.41000000
        0.070568094184
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RS91
        
          
        
        6536.16000000
        PA
        USD
        6674.23000000
        0.011694755702
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132DWB51
        
          
        
        47757.22800000
        PA
        USD
        44353.95000000
        0.077718120244
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140HF2W8
        
          
        
        13425.62000000
        PA
        USD
        12871.57000000
        0.022553892606
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128P8AJ0
        
          
        
        5068.82000000
        PA
        USD
        5045.99000000
        0.008841712126
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140JXRN0
        
          
        
        7461.93000000
        PA
        USD
        7340.68000000
        0.012862526357
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc.
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NBE4
        
          
        
        160000.00000000
        PA
        USD
        141004.00000000
        0.247070798135
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2051-08-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179WFF0
        
          
        
        22854.45000000
        PA
        USD
        21815.02000000
        0.038224833357
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-05-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES LIMITED
        5BV01I6231JPDAPMGH09
        TRANS CANADA PIPELINES
        89352HAL3
        
          
        
        40000.00000000
        PA
        USD
        44080.60000000
        0.077239149416
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2043-10-16
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X4NR3
        
          
        
        5307.45000000
        PA
        USD
        5223.64000000
        0.009152994978
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179VQT0
        
          
        
        23482.22000000
        PA
        USD
        23257.36000000
        0.040752138221
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418D5C2
        
          
        
        47373.79000000
        PA
        USD
        46021.04000000
        0.080639237779
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CDB4
        
          
        
        25000.00000000
        PA
        USD
        23863.28000000
        0.041813846669
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCE9
        
          
        
        130000.00000000
        PA
        USD
        121021.88000000
        0.212057618815
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-05-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133KYTK5
        
          
        
        12757.19000000
        PA
        USD
        12265.52000000
        0.021491956369
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31410GYN7
        
          
        
        26111.41600000
        PA
        USD
        27940.67000000
        0.048958353219
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WHKD3
        
          
        
        7325.43000000
        PA
        USD
        7367.66000000
        0.012909801399
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
        4NYF266XZC35SCTGX023
        NATIONAL RURAL UTIL COOP
        637432NN1
        
          
        
        130000.00000000
        PA
        USD
        127863.32000000
        0.224045364135
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-25
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CRC0
        
          
        
        10342.94000000
        PA
        USD
        10455.22000000
        0.018319902627
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36178DZN4
        
          
        
        25545.50500000
        PA
        USD
        25526.22000000
        0.044727692468
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3129446X4
        
          
        
        11366.20000000
        PA
        USD
        11802.30000000
        0.020680290494
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179RVB2
        
          
        
        8574.93000000
        PA
        USD
        8756.06000000
        0.015342591222
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128MJ2H2
        
          
        
        9329.54000000
        PA
        USD
        9580.91000000
        0.016787914389
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3133KYS83
        
          
        
        8096.41000000
        PA
        USD
        7784.94000000
        0.013640970037
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140KNKS6
        
          
        
        43944.62000000
        PA
        USD
        40820.06000000
        0.071525948229
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DFQ0
        
          
        
        5224.42000000
        PA
        USD
        5139.66000000
        0.009005843084
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC.
        549300Z40J86GGSTL398
        AT T INC
        04650NAB0
        
          
        
        215000.00000000
        PA
        USD
        245970.54000000
        0.430995841504
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138ETBH8
        
          
        
        13538.58000000
        PA
        USD
        13767.71000000
        0.024124131926
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DB92
        
          
        
        3872.02000000
        PA
        USD
        3890.34000000
        0.006816752778
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3132A5DX0
        
          
        
        14014.52000000
        PA
        USD
        14251.62000000
        0.024972051346
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133ASJS3
        
          
        
        24222.82000000
        PA
        USD
        22495.76000000
        0.039417643314
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BONDS
        912810FG8
        
          
        
        20000.00000000
        PA
        USD
        23534.38000000
        0.041237539716
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QDDZ4
        
          
        
        9513.73000000
        PA
        USD
        9347.63000000
        0.016379155235
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133KL2T3
        
          
        
        22521.68830000
        PA
        USD
        21515.85000000
        0.037700620067
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QL6W1
        
          
        
        24409.44000000
        PA
        USD
        23306.50000000
        0.040838242579
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138Y15B7
        
          
        
        11257.90300000
        PA
        USD
        11709.25000000
        0.020517245915
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WCZ97
        
          
        
        9634.88490000
        PA
        USD
        10019.03000000
        0.017555599405
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC.
        549300Z40J86GGSTL398
        AT T INC
        00206RHJ4
        
          
        
        300000.00000000
        PA
        USD
        316031.10000000
        0.553757738167
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31398AFD9
        
          
        
        10000.00000000
        PA
        USD
        13468.64000000
        0.023600093859
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2037-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140JWNT3
        
          
        
        7434.93000000
        PA
        USD
        7313.88000000
        0.012815566714
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LIMITED FINANCE CORP.
        549300QHC068L40NNM71
        BUNGE LIMITED FINANCE CORP
        120568AX8
        
          
        
        170000.00000000
        PA
        USD
        168950.08000000
        0.296038630894
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
        VZFZPMWDHTQCFKYOBP05
        CONSOLIDATED EDISON CO OF NY
        209111EU3
        
          
        
        20000.00000000
        PA
        USD
        26172.90000000
        0.045860821625
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-04-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137EAEU9
        
          
        
        50000.00000000
        PA
        USD
        46583.55000000
        0.081624882120
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2025-07-21
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3128M6VJ4
        
          
        
        10449.51750000
        PA
        USD
        11250.46000000
        0.019713342398
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2038-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LIMITED
        N/A
        CANADIAN NATL RESOURCE
        136385AX9
        
          
        
        200000.00000000
        PA
        USD
        202000.00000000
        0.353949542022
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3137FUZV9
        
          
        
        20000.00000000
        PA
        USD
        17740.40000000
        0.031085180471
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2030-05-25
          Fixed
          1.31100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132DWC68
        
          
        
        49633.78450000
        PA
        USD
        46065.70000000
        0.080717492167
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLE TRUST
        N/A
        WORLD OMNI AUTO RECEIVABLES TRUST 2021 C
        98164CAD1
        
          
        
        10000.00000000
        PA
        USD
        9477.14000000
        0.016606085953
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128284F4
        
          
        
        75000.00000000
        PA
        USD
        75246.09000000
        0.131848114328
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-03-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179TCY9
        
          
        
        8361.61000000
        PA
        USD
        8622.67000000
        0.015108861868
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SGK7
        
          
        
        10271.66000000
        PA
        USD
        10166.91000000
        0.017814718506
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36184SQY9
        
          
        
        6138.93000000
        PA
        USD
        6262.66000000
        0.010973592271
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810RZ3
        
          
        
        80000.00000000
        PA
        USD
        82900.00000000
        0.145259490265
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418D4H2
        
          
        
        23855.06000000
        PA
        USD
        23099.21000000
        0.040475023765
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        21H030641
        
          
        
        25000.00000000
        PA
        USD
        24703.13000000
        0.043285453217
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128283D0
        
          
        
        55000.00000000
        PA
        USD
        54664.84000000
        0.095785124171
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        912828YS3
        
          
        
        120000.00000000
        PA
        USD
        114806.25000000
        0.201166433706
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179NJA7
        
          
        
        20042.18000000
        PA
        USD
        20471.04000000
        0.035869877389
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EMISIONES, S.A.U.
        549300Y5MFC4SW5Z3K71
        TELEFONICA EMISIONES
        87938WAC7
        
          
        
        75000.00000000
        PA
        USD
        94052.85000000
        0.164801797937
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2036-06-20
          Fixed
          7.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WFGE0
        
          
        
        3969.94000000
        PA
        USD
        4078.75000000
        0.007146889576
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2045-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCY5
        
          
        
        120000.00000000
        PA
        USD
        111356.25000000
        0.195121255885
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-09-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31346Y2X0
        
          
        
        8987.43000000
        PA
        USD
        8601.45000000
        0.015071679644
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Express Corporation 2020-1 Pass Through Trusts
        N/A
        FEDEX CORP 2020 1 CLASS AA PASS THROUGH TRUST
        314353AA1
        
          
        
        179359.26000000
        PA
        USD
        163475.20000000
        0.286445406791
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-08-20
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179WJR0
        
          
        
        47233.17000000
        PA
        USD
        45880.75000000
        0.080393418069
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORPORATION
        549300S4KLFTLO7GSQ80
        NVIDIA CORP
        67066GAF1
        
          
        
        145000.00000000
        PA
        USD
        142374.63000000
        0.249472450911
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST
        N/A
        GS MORTGAGE SECURITIES TRUST
        36255NAT2
        
          
        
        50000.00000000
        PA
        USD
        51330.00000000
        0.089941732633
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-03-10
          Variable
          3.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DQ88
        
          
        
        13991.82000000
        PA
        USD
        13414.30000000
        0.023504877928
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES, INC.
        5FVKT86LAD2F40NPC183
        CF INDUSTIRES INC
        12527GAC7
        
          
        
        50000.00000000
        PA
        USD
        50562.50000000
        0.088596899596
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810SD1
        
          
        
        95000.00000000
        PA
        USD
        103594.53000000
        0.181520972522
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DSS2
        
          
        
        35344.54000000
        PA
        USD
        33175.37000000
        0.058130727811
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DZG0
        
          
        
        23030.87000000
        PA
        USD
        20709.18000000
        0.036287152359
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2041-04-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286F2
        
          
        
        60000.00000000
        PA
        USD
        59906.25000000
        0.104969256196
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-02-28
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE CORPORATION
        36179TXW0
        
          
        
        3317.57000000
        PA
        USD
        3433.22000000
        0.006015775478
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31417CVK8
        
          
        
        28869.43000000
        PA
        USD
        29517.54000000
        0.051721384973
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2042-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140M7SF9
        
          
        
        24748.07030000
        PA
        USD
        23676.10000000
        0.041485865108
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        31335B2M7
        
          
        
        8228.04000000
        PA
        USD
        8144.97000000
        0.014271823768
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179QYR6
        
          
        
        12787.18000000
        PA
        USD
        12827.32000000
        0.022476356630
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE HOME DEPOT, INC.
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076AU6
        
          
        
        145000.00000000
        PA
        USD
        175195.24000000
        0.306981559220
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-15
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140QLHH2
        
          
        
        23538.40700000
        PA
        USD
        22480.83000000
        0.039391482588
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WJFS2
        
          
        
        13068.64000000
        PA
        USD
        12941.20000000
        0.022675900065
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31417UEA9
        
          
        
        14639.34900000
        PA
        USD
        15255.94000000
        0.026731846416
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2039-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCF6
        
          
        
        30000.00000000
        PA
        USD
        27900.00000000
        0.048887090209
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CQA5
        
          
        
        5243.33000000
        PA
        USD
        5300.30000000
        0.009287320582
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS COMPANY
        54930070NSV60J38I987
        GENERAL MOTORS CO
        37045VAN0
        
          
        
        50000.00000000
        PA
        USD
        50308.60000000
        0.088152009553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179RXC8
        
          
        
        13490.12000000
        PA
        USD
        13352.24000000
        0.023396134816
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKWELL COLLINS, INC.
        XO75O7GICH1NPWLBRL05
        ROCKWELL COLLINS INC
        774341AK7
        
          
        
        155000.00000000
        PA
        USD
        153965.22000000
        0.269781777754
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179UUK6
        
          
        
        3831.26000000
        PA
        USD
        3908.10000000
        0.006847872302
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WCBV4
        
          
        
        5776.96760000
        PA
        USD
        6103.82000000
        0.010695268780
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX, INC.
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110LAL0
        
          
        
        50000.00000000
        PA
        USD
        53187.50000000
        0.093196491417
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138E4AG6
        
          
        
        20591.19400000
        PA
        USD
        20773.09000000
        0.036399137088
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2027-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3140X3AX6
        
          
        
        4093.66000000
        PA
        USD
        4183.80000000
        0.007330960860
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2049-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418D4B5
        
          
        
        23615.90000000
        PA
        USD
        22398.75000000
        0.039247659922
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-09-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CEB3
        
          
        
        85000.00000000
        PA
        USD
        82051.56000000
        0.143772832100
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WJ3B2
        
          
        
        13166.33000000
        PA
        USD
        13094.20000000
        0.022943990560
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132D53Q3
        
          
        
        11023.06000000
        PA
        USD
        11265.51000000
        0.019739713391
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2034-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3132D55W8
        
          
        
        15924.74000000
        PA
        USD
        15474.20000000
        0.027114287144
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY BOND
        912810QA9
        
          
        
        8000.00000000
        PA
        USD
        9155.00000000
        0.016041624045
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2039-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBW0
        
          
        
        125000.00000000
        PA
        USD
        116425.78000000
        0.204004215398
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128286S4
        
          
        
        80000.00000000
        PA
        USD
        79525.00000000
        0.139345729353
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-04-30
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DNH1
        
          
        
        15721.30000000
        PA
        USD
        15435.05000000
        0.027045687517
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31419AG35
        
          
        
        26061.42400000
        PA
        USD
        27666.62000000
        0.048478155833
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DX98
        
          
        
        42884.86000000
        PA
        USD
        41669.84000000
        0.073014954376
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179SJS7
        
          
        
        6242.43000000
        PA
        USD
        6178.78000000
        0.010826615600
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3133AADV1
        
          
        
        20652.81000000
        PA
        USD
        19186.01000000
        0.033618215112
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alabama Power Company
        0RL818ELFOHP5JHOFU19
        ALABAMA POWER CO
        010392FL7
        
          
        
        25000.00000000
        PA
        USD
        25531.28000000
        0.044736558728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-08-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31368HNW9
        
          
        
        39108.52000000
        PA
        USD
        40541.98000000
        0.071038689374
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2040-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DV66
        
          
        
        22737.52000000
        PA
        USD
        20332.71000000
        0.035627492042
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3128M9TA0
        
          
        
        8661.03460000
        PA
        USD
        8415.77000000
        0.014746326422
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        9128285N6
        
          
        
        90000.00000000
        PA
        USD
        91040.63000000
        0.159523709375
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-11-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138WB6K6
        
          
        
        14233.11000000
        PA
        USD
        13833.34000000
        0.024239130483
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2029-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36178GHS6
        
          
        
        3056.92730000
        PA
        USD
        3011.08000000
        0.005276091024
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179NTC2
        
          
        
        21983.86410000
        PA
        USD
        22152.54000000
        0.038816244493
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCH2
        
          
        
        125000.00000000
        PA
        USD
        116289.06000000
        0.203764651134
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Pass Through Certificates
        N/A
        SW AIRLINES 07 1 TRUST
        84474YAA4
        
          
        
        24710.20000000
        PA
        USD
        25092.71000000
        0.043968085210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CCJ8
        
          
        
        60000.00000000
        PA
        USD
        56034.38000000
        0.098184867022
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC AND GAS COMPANY
        549300RUHPVD434XUK18
        PUB SVC ELEC GAS
        74456QBA3
        
          
        
        30000.00000000
        PA
        USD
        29429.25000000
        0.051566680987
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-09-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE INTERPUBLIC GROUP OF COMPANIES, INC.
        5493008IUOJ5VWTRC333
        INTERPUBLIC GROUP OF COS INC THE
        460690BQ2
        
          
        
        70000.00000000
        PA
        USD
        83582.73000000
        0.146455787150
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U S TREASURY NOTE
        91282CBZ3
        
          
        
        130000.00000000
        PA
        USD
        121103.13000000
        0.212199987133
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-04-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        3138XBU85
        
          
        
        3548.00520000
        PA
        USD
        3692.08000000
        0.006469356559
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2043-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3134A4KX1
        
          
        
        15000.00000000
        PA
        USD
        19868.07000000
        0.034813338006
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2032-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        36179USW3
        
          
        
        4673.13000000
        PA
        USD
        4940.59000000
        0.008657027563
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-05-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CFD1
        
          
        
        7635.38000000
        PA
        USD
        7560.93000000
        0.013248454013
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418DWS7
        
          
        
        18623.38000000
        PA
        USD
        17864.86000000
        0.031303262451
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CXF6
        
          
        
        6916.83000000
        PA
        USD
        6775.41000000
        0.011872045873
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Energy, Inc.
        549300FBMTW0JYWMNB26
        PROGRESS ENERGY INC
        743263AP0
        
          
        
        255000.00000000
        PA
        USD
        304128.81000000
        0.532902242649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        3132D6A59
        
          
        
        23946.82000000
        PA
        USD
        23262.91000000
        0.040761863072
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastern Energy Gas Holdings, LLC
        549300BFOD6TDMVV4O24
        DOMINION ENERGY GAS HLDG
        257375AP0
        
          
        
        115000.00000000
        PA
        USD
        110219.68000000
        0.193129728999
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK
        06540BBD0
        
          
        
        20000.00000000
        PA
        USD
        19325.60000000
        0.033862808263
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-10-15
          Fixed
          2.85100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418BUP9
        
          
        
        6182.92000000
        PA
        USD
        6273.27000000
        0.010992183383
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM, INC.
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752AN3
        
          
        
        40000.00000000
        PA
        USD
        36716.68000000
        0.064335901339
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORP
        3132D57J5
        
          
        
        21834.96000000
        PA
        USD
        20715.37000000
        0.036297998635
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2036-04-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        31418CS39
        
          
        
        6213.27000000
        PA
        USD
        6123.35000000
        0.010729489743
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2048-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        ORANGE SA
        35177PAL1
        
          
        
        120000.00000000
        PA
        USD
        166238.52000000
        0.291287366437
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2031-03-01
          Variable
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        N/A
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        3617BR6X9
        
          
        
        6366.40000000
        PA
        USD
        6631.82000000
        0.011620443820
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Carolinas, LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAROLINAS
        26442CAM6
        
          
        
        35