NPORT-P
    false
    
      
      
        
          0000823535
          XXXXXXXX
        
      
      
      
      
        S000061711
        C000199916
        C000199915
        C000211325
      
      
      
    
  
  
    
      Variable Insurance Products Fund V
      811-05361
      0000823535
      S8GYVGVVOPTJ8G3T5C60
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      VIP Bond Index Portfolio
      S000061711
      549300G74XRVYKYPZH46
      2022-12-31
      2022-03-31
      N
    
    
      682139826.27
      1693700.85
      680446125.42
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1426656.25000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6191
        3133KM2Y0
        
          
        
        1126900.09900000
        PA
        USD
        1047515.17000000
        0.153945350097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES POWER CO (MN)
        3S1GHB0TEH85KX44SB51
        NORTHERN STATES POWER CO (MN) 3.6% 09/15/2047
        665772CQ0
        
          
        
        50000.00000000
        PA
        USD
        49460.61000000
        0.007268850266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIRLINES CO 5.125% 06/15/2027
        844741BK3
        
          
        
        595000.00000000
        PA
        USD
        636076.13000000
        0.093479278702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027
        60687YBS7
        
          
        
        285000.00000000
        PA
        USD
        261597.59000000
        0.038445011328
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-07-09
          Variable
          0.01554000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.95% 06/01/2045
        46625HLL2
        
          
        
        135000.00000000
        PA
        USD
        152715.54000000
        0.022443443249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 12/01/2033#ZT1566
        3132ADW38
        
          
        
        302022.77200000
        PA
        USD
        309500.67000000
        0.045484963237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE INC
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE INC 5.3% 04/01/2050
        911312BW5
        
          
        
        170000.00000000
        PA
        USD
        222286.13000000
        0.032667704568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.05300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.0% 08/20/2043#MA1223
        36179NLC0
        
          
        
        4888.77100000
        PA
        USD
        4919.81000000
        0.000723027116
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 01/01/2048#BM2006
        3140J6GQ4
        
          
        
        73802.29900000
        PA
        USD
        76030.01000000
        0.011173553226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050
        009158BA3
        
          
        
        100000.00000000
        PA
        USD
        87740.91000000
        0.012894615271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.5% 06/01/2041
        00206RJZ6
        
          
        
        1000000.00000000
        PA
        USD
        920720.00000000
        0.135311226797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 1.125% 05/11/2025
        037833DT4
        
          
        
        772000.00000000
        PA
        USD
        737115.73000000
        0.108328301457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 08/31/2022
        9128282S8
        
          
        
        562000.00000000
        PA
        USD
        563536.72000000
        0.082818712451
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 08/01/2049#RA1210
        3133KGKX5
        
          
        
        58069.18700000
        PA
        USD
        61043.11000000
        0.008971042338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2048#MA3331
        31418CVZ4
        
          
        
        76015.04100000
        PA
        USD
        75080.66000000
        0.011034034465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 08/01/2035#SB8058
        3132D55T5
        
          
        
        303803.72200000
        PA
        USD
        300771.82000000
        0.044202150436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.125% 08/15/2044
        912810RH3
        
          
        
        687000.00000000
        PA
        USD
        742657.73000000
        0.109142767113
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 07/01/2041#ZL1693
        3131XG3A4
        
          
        
        154667.89000000
        PA
        USD
        164742.91000000
        0.024211014486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 04/01/2036#
        3140XCNV6
        
          
        
        21404.48800000
        PA
        USD
        21244.39000000
        0.003122126676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL CORP 1.375% 09/14/2030
        904764BK2
        
          
        
        135000.00000000
        PA
        USD
        116628.49000000
        0.017140003542
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-14
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2049#CA4142
        3140QBS82
        
          
        
        86135.63800000
        PA
        USD
        84969.18000000
        0.012487275160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA DEVELOPMENT BANK
        549300ML2LNRZUCS7149
        KOREA DEVELOPMENT BANK 0.4% 06/19/2024
        500630DF2
        
          
        
        300000.00000000
        PA
        USD
        285672.00000000
        0.041983044553
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-06-19
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN B V 3.25% 04/06/2050
        822582CH3
        
          
        
        100000.00000000
        PA
        USD
        93806.61000000
        0.013786045139
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2050-04-06
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENTAL DEL URUGUAY
        549300RDR012H2V82H43
        URUGUAY REP 7.625% 3/21/36
        760942AS1
        
          
        
        678000.00000000
        PA
        USD
        963099.00000000
        0.141539346616
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2036-03-21
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 03/20/2049#MA5818
        36179UPB2
        
          
        
        47567.71600000
        PA
        USD
        49418.30000000
        0.007262632286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.75% 04/15/2027
        87264ABD6
        
          
        
        80000.00000000
        PA
        USD
        80467.62000000
        0.011825715070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 03/01/2051#BR8852
        3140L7ZS4
        
          
        
        368675.85000000
        PA
        USD
        352674.14000000
        0.051829840280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032
        46647PCC8
        
          
        
        189000.00000000
        PA
        USD
        173152.94000000
        0.025446972733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          0.02580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 01/31/2027
        912828Z78
        
          
        
        5287000.00000000
        PA
        USD
        5052389.38000000
        0.742511301226
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.95% 06/28/2038
        931142EB5
        
          
        
        150000.00000000
        PA
        USD
        162246.24000000
        0.023844097855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-28
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 6.25% 7/15/32
        3134A4KX1
        
          
        
        360000.00000000
        PA
        USD
        478035.98000000
        0.070253317954
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 4% 10/17/2049
        465410BZ0
        
          
        
        497000.00000000
        PA
        USD
        476408.30000000
        0.070014110184
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2049-10-17
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 4.279% 03/15/2032 144A
        55903VAL7
        
          
        
        189000.00000000
        PA
        USD
        189840.80000000
        0.027899460796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.04279000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.8% 11/15/2037
        68389XBP9
        
          
        
        110000.00000000
        PA
        USD
        99482.33000000
        0.014620162608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 4.05% 05/03/2047
        548661DQ7
        
          
        
        53000.00000000
        PA
        USD
        53387.52000000
        0.007845958409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-03
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUR WIEDERAUFB
        549300GDPG70E3MBBU98
        KREDITANSTALT FUR WIEDER(UNGTD 0.25% 10/19/2023
        500769JH8
        
          
        
        300000.00000000
        PA
        USD
        290948.95000000
        0.042758557824
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-10-19
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELECTRIC AND POWER CO
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELECTRIC AND POWER CO 3.3% 12/01/2049
        927804GC2
        
          
        
        60000.00000000
        PA
        USD
        56247.38000000
        0.008266250317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY 0.75% 05/15/2025
        880591EW8
        
          
        
        600000.00000000
        PA
        USD
        568038.51000000
        0.083480306343
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 07/20/2048#MA5332
        36179T4R3
        
          
        
        26035.70900000
        PA
        USD
        27155.22000000
        0.003990796476
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.5% 04/15/2025
        87264ABB0
        
          
        
        410000.00000000
        PA
        USD
        412713.20000000
        0.060653325014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 1.65% 02/01/2028
        00206RKG6
        
          
        
        200000.00000000
        PA
        USD
        182221.57000000
        0.026779720420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 09/01/2048#G08837
        3128MJ4X5
        
          
        
        61127.38500000
        PA
        USD
        63694.41000000
        0.009360683766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027
        46647PCB0
        
          
        
        188000.00000000
        PA
        USD
        175099.06000000
        0.025732979211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Variable
          0.01578000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 3.5% 08/01/2050
        694308JJ7
        
          
        
        682000.00000000
        PA
        USD
        549047.28000000
        0.080689309482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028
        161175BK9
        
          
        
        48000.00000000
        PA
        USD
        48504.44000000
        0.007128329222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 04/01/2049#MA3676
        31418DCN0
        
          
        
        34959.91800000
        PA
        USD
        37234.72000000
        0.005472104051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 12/31/2023
        91282CDR9
        
          
        
        2213000.00000000
        PA
        USD
        2155600.31000000
        0.316792208739
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP 3.6% 01/15/2028
        03027XAR1
        
          
        
        32000.00000000
        PA
        USD
        31693.35000000
        0.004657730982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.8% 04/01/2028
        58013MFF6
        
          
        
        84000.00000000
        PA
        USD
        86426.42000000
        0.012701434657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/49#MA5876
        36179UQ54
        
          
        
        139337.95800000
        PA
        USD
        142549.45000000
        0.020949410199
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 05/20/2050#MA6655
        36179VMC1
        
          
        
        78312.38600000
        PA
        USD
        76209.17000000
        0.011199883011
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 05/01/2052 #TBA
        21H022655
        
          
        
        100000.00000000
        PA
        USD
        96776.38000000
        0.014222489685
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 4.05% 06/29/2048
        931142EC3
        
          
        
        80000.00000000
        PA
        USD
        90734.76000000
        0.013334598671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-29
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2021-B24 MTG TR
        N/A
        BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054
        08163CBC2
        
          
        
        500000.00000000
        PA
        USD
        470315.95000000
        0.069118763768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Fixed
          0.02584300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2048#MA3444
        31418CZJ6
        
          
        
        32338.91800000
        PA
        USD
        33584.95000000
        0.004935725069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 02/01/2045#FM1191
        3140X4KD7
        
          
        
        84214.25000000
        PA
        USD
        87629.42000000
        0.012878230432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.375% 08/15/2050
        912810SP4
        
          
        
        8655000.00000000
        PA
        USD
        6661645.31000000
        0.979011425171
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP 4.7% 03/01/2049
        101137AU1
        
          
        
        140000.00000000
        PA
        USD
        155997.80000000
        0.022925812077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 11/01/2050#SD7530
        3132DVLK9
        
          
        
        801945.15000000
        PA
        USD
        768604.20000000
        0.112955922781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2
        N/A
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051
        17327FAD8
        
          
        
        1000000.00000000
        PA
        USD
        1031316.80000000
        0.151564798662
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-10
          Fixed
          0.04009000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 11/30/2028
        91282CDL2
        
          
        
        1801000.00000000
        PA
        USD
        1696457.57000000
        0.249315486799
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP 2.921% 03/17/2052
        594918CE2
        
          
        
        534000.00000000
        PA
        USD
        501099.79000000
        0.073642830972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          0.02921000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 03/20/2048#MA5080
        36179TUD5
        
          
        
        14613.73100000
        PA
        USD
        15468.17000000
        0.002273239485
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        CHUBB INA HOLDINGS INC 4.35% 11/03/2045
        00440EAW7
        
          
        
        128000.00000000
        PA
        USD
        139069.10000000
        0.020437929588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-03
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030
        3137F83Q4
        
          
        
        890000.00000000
        PA
        USD
        803853.61000000
        0.118136260898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Fixed
          0.01547000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 5% 11/49#785295
        3622AAXY5
        
          
        
        136413.55900000
        PA
        USD
        143792.56000000
        0.021132100636
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-11-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 11/01/2049#RA1746
        3133KG5F1
        
          
        
        36484.70500000
        PA
        USD
        37869.38000000
        0.005565375212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA 5.88% 4/1/36
        880591CS9
        
          
        
        260000.00000000
        PA
        USD
        340432.98000000
        0.050030849950
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          0.05880000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.016% 12/03/2029
        92343VEU4
        
          
        
        100000.00000000
        PA
        USD
        103785.18000000
        0.015252519798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-03
          Fixed
          0.04016000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051
        06051GJA8
        
          
        
        220000.00000000
        PA
        USD
        227662.49000000
        0.033457827371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-20
          Variable
          0.04083000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 3.45% 05/15/2023
        14913Q2L2
        
          
        
        182000.00000000
        PA
        USD
        184509.58000000
        0.027115971875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        KIMCO REALTY CORP 1.9% 03/01/2028
        49446RAX7
        
          
        
        570000.00000000
        PA
        USD
        516821.72000000
        0.075953363637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.01900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.8% 02/14/2039
        02209SBE2
        
          
        
        100000.00000000
        PA
        USD
        107780.17000000
        0.015839633142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-02-14
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 2% 06/30/2030
        776743AJ5
        
          
        
        330000.00000000
        PA
        USD
        292959.61000000
        0.043054049256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 07/01/2045#G08653
        3128MJWP1
        
          
        
        17058.36200000
        PA
        USD
        16967.67000000
        0.002493609613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2.5% 02/01/2040#MA3933
        31418DLP5
        
          
        
        106637.00400000
        PA
        USD
        103549.85000000
        0.015217935135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 3.05% 01/29/2024
        68323AFC3
        
          
        
        90000.00000000
        PA
        USD
        91036.80000000
        0.013378987196
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-01-29
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025
        06051GHR3
        
          
        
        1900000.00000000
        PA
        USD
        1911462.13000000
        0.280913074318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Variable
          0.03458000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT HEALTHCARE INC
        N/A
        PIEDMONT HEALTHCARE INC 2.719% 01/01/2042
        72014TAD1
        
          
        
        37000.00000000
        PA
        USD
        30818.47000000
        0.004529156511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-01-01
          Fixed
          0.02719000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.8% 03/22/2030
        254687FQ4
        
          
        
        110000.00000000
        PA
        USD
        114317.78000000
        0.016800416040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 10/01/2050#FM8356
        3140XCJA7
        
          
        
        68240.74700000
        PA
        USD
        71735.59000000
        0.010542434929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TYSON FOODS INC
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC 5.1% 09/28/2048
        902494BH5
        
          
        
        50000.00000000
        PA
        USD
        58213.65000000
        0.008555218087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-28
          Fixed
          0.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PAC RY CO 3.1% 12/02/2051
        13645RBH6
        
          
        
        140000.00000000
        PA
        USD
        123779.79000000
        0.018190975798
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-12-02
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.8% 02/15/2029
        55336VAS9
        
          
        
        30000.00000000
        PA
        USD
        31940.40000000
        0.004694038044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO GOV 6.05% 1/11/40
        91086QAV0
        
          
        
        170000.00000000
        PA
        USD
        193375.00000000
        0.028418855332
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2040-01-11
          Fixed
          0.06050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/46#MA3873
        36179SJS7
        
          
        
        1090978.29500000
        PA
        USD
        1091085.43000000
        0.160348540353
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-08-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 01/20/2049#MA5711
        36179UKY7
        
          
        
        38196.24100000
        PA
        USD
        39682.23000000
        0.005831796011
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.476% 01/25/2039
        35137LAJ4
        
          
        
        189000.00000000
        PA
        USD
        213967.18000000
        0.031445131657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          0.05476000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 1.375% 05/15/2023
        298785JC1
        
          
        
        350000.00000000
        PA
        USD
        347641.00000000
        0.051090157914
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-05-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 09/01/2049#SD8012
        3132DV3V5
        
          
        
        401354.12300000
        PA
        USD
        410364.68000000
        0.060308180863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 3% 10/31/2025
        9128285J5
        
          
        
        130000.00000000
        PA
        USD
        132046.48000000
        0.019405868454
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 05/20/2049#MA5932
        36179USV5
        
          
        
        137875.51200000
        PA
        USD
        143164.03000000
        0.021039730355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048
        026874DM6
        
          
        
        280000.00000000
        PA
        USD
        281596.00000000
        0.041384025785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Variable
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        ALLSTATE CORP 1.45% 12/15/2030
        020002BJ9
        
          
        
        110000.00000000
        PA
        USD
        95092.04000000
        0.013974955025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030
        459058JC8
        
          
        
        176000.00000000
        PA
        USD
        154496.47000000
        0.022705173007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-14
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        CONOCOPHILLIPS CO 5.95% 03/15/2046
        20826FAR7
        
          
        
        86000.00000000
        PA
        USD
        113848.69000000
        0.016731477444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 4.375% 12/01/2047
        036752AD5
        
          
        
        175000.00000000
        PA
        USD
        187395.54000000
        0.027540099502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2% 09/01/2035#QN3582
        3133G96T1
        
          
        
        268802.34400000
        PA
        USD
        261556.72000000
        0.038439004974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 5.5% 8/15/28
        912810FE3
        
          
        
        4000.00000000
        PA
        USD
        4715.63000000
        0.000693020332
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER AMERICAN DEV BANK
        VKU1UKDS9E7LYLMACP54
        INTER AMERICAN DEV BANK 4.375% 01/24/2044
        4581X0CE6
        
          
        
        39000.00000000
        PA
        USD
        48611.96000000
        0.007144130620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-24
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 1.5% 05/20/2051#MA7365
        36179WFE3
        
          
        
        121491.80100000
        PA
        USD
        110797.64000000
        0.016283087795
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 2.493% 02/15/2027
        14448CAP9
        
          
        
        50000.00000000
        PA
        USD
        47645.53000000
        0.007002101741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.02493000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.987% 11/01/2063 144A
        20030NDV0
        
          
        
        305000.00000000
        PA
        USD
        249589.36000000
        0.036680252951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2063-11-01
          Fixed
          0.02987000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.5% 01/20/2049#MA5713
        36179UK27
        
          
        
        16211.07600000
        PA
        USD
        17121.42000000
        0.002516205083
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 07/15/2024
        91282CCL3
        
          
        
        120000.00000000
        PA
        USD
        114534.37000000
        0.016832246627
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.05% 07/08/2026
        931142EM1
        
          
        
        10000.00000000
        PA
        USD
        10112.63000000
        0.001486176439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-08
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 02/01/2049#FM1922
        3140X5D42
        
          
        
        87968.98200000
        PA
        USD
        92666.61000000
        0.013618507996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2017-BNK4
        N/A
        BANK 2017-BNK4 ASB 3.419 05/15/2050
        06541FAY5
        
          
        
        196209.89000000
        PA
        USD
        197560.76000000
        0.029034004694
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03419000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.5% 05/13/2040
        254687FY7
        
          
        
        30000.00000000
        PA
        USD
        29219.69000000
        0.004294195955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-13
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
        961214EF6
        
          
        
        320000.00000000
        PA
        USD
        315414.33000000
        0.046354048941
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-07-24
          Variable
          0.04110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.75% 04/01/2040
        20030NDH1
        
          
        
        31000.00000000
        PA
        USD
        31205.00000000
        0.004585961890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2047#FM8492
        3140XCNJ3
        
          
        
        451358.73900000
        PA
        USD
        465713.66000000
        0.068442400155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 12/47#MA4901
        36179TNS0
        
          
        
        57128.92600000
        PA
        USD
        58838.41000000
        0.008647034320
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 2.625% 01/30/2024
        045167EL3
        
          
        
        80000.00000000
        PA
        USD
        80437.20000000
        0.011821244474
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2024-01-30
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 01/20/2049#MA5710
        36179UKX9
        
          
        
        198043.11500000
        PA
        USD
        202793.32000000
        0.029802994303
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.125% 05/15/2048
        912810SC3
        
          
        
        169000.00000000
        PA
        USD
        188685.86000000
        0.027729728034
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-05-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.5% 07/01/2027
        58013MFP4
        
          
        
        91000.00000000
        PA
        USD
        92487.71000000
        0.013592216421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER AMERICAN DEV BANK
        VKU1UKDS9E7LYLMACP54
        INTER AMERICAN DEV BANK 1.75% 03/14/2025
        4581X0DK1
        
          
        
        194000.00000000
        PA
        USD
        189592.32000000
        0.027862943577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-14
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 0.5% 08/14/2023
        89236THF5
        
          
        
        280000.00000000
        PA
        USD
        273279.50000000
        0.040161812932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-14
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.937% 11/01/2056 144A
        20030NDT5
        
          
        
        385000.00000000
        PA
        USD
        317826.44000000
        0.046708538431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-11-01
          Fixed
          0.02937000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 04/20/2050#MA6598
        36179VKK5
        
          
        
        85901.58900000
        PA
        USD
        83628.11000000
        0.012290188286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MANITOBA PROVINCE CDA
        5493003QILFOB3JRKE30
        MANITOBA PROVINCE CDA 2.6% 04/16/2024
        563469UU7
        
          
        
        410000.00000000
        PA
        USD
        411271.00000000
        0.060441375832
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-16
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.75% 10/21/2045
        38141GVS0
        
          
        
        28000.00000000
        PA
        USD
        31283.18000000
        0.004597451411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-21
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2050#BQ6117
        3140KRYP8
        
          
        
        698528.30700000
        PA
        USD
        651284.81000000
        0.095714382912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 07/15/2022
        9128287C8
        
          
        
        58000.00000000
        PA
        USD
        58176.72000000
        0.008549790766
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2048#BK0920
        3140HEAW2
        
          
        
        39439.41200000
        PA
        USD
        40300.19000000
        0.005922612899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 2.973% 09/16/2062
        907818FN3
        
          
        
        290000.00000000
        PA
        USD
        245400.76000000
        0.036064686215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-09-16
          Fixed
          0.02973000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2045#FM1067
        3140X4FH4
        
          
        
        399743.57900000
        PA
        USD
        406710.63000000
        0.059771172882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.875% 11/15/2030
        91282CAV3
        
          
        
        5093000.00000000
        PA
        USD
        4509891.28000000
        0.662784474996
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 02/01/2051#QB9996
        3133AHC96
        
          
        
        775750.66400000
        PA
        USD
        722072.29000000
        0.106117481314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 12/20/2047#MA4900
        36179TNR2
        
          
        
        202578.68100000
        PA
        USD
        205726.06000000
        0.030233996831
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2050#MA3905
        31418DKT8
        
          
        
        991357.20400000
        PA
        USD
        975453.75000000
        0.143355030407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 09/33#FM1628
        3140X4Y26
        
          
        
        27301.44400000
        PA
        USD
        27977.41000000
        0.004111627497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        CI7MUJI4USF3V0NJ1H64
        EXPEDIA GROUP INC 5% 02/15/2026
        30212PAM7
        
          
        
        160000.00000000
        PA
        USD
        167545.06000000
        0.024622825193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAGEO CAPITAL PLC
        213800L23DJLALFC4O95
        DIAGEO CAPITAL PLC 1.375% 09/29/2025
        25243YBC2
        
          
        
        200000.00000000
        PA
        USD
        189398.43000000
        0.027834449036
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-09-29
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 04/01/2035#MA3984
        31418DNA6
        
          
        
        551390.99300000
        PA
        USD
        545888.22000000
        0.080225046422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 3.926% 07/25/2028
        3137FHPJ6
        
          
        
        80000.00000000
        PA
        USD
        85024.01000000
        0.012495333109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Fixed
          0.03926000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN CORP
        549300RLHFT5RU20WM87
        BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048
        084664CQ2
        
          
        
        243000.00000000
        PA
        USD
        260621.32000000
        0.038301536339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON and CO
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON and CO 4.669% 06/06/2047
        075887BX6
        
          
        
        130000.00000000
        PA
        USD
        141599.13000000
        0.020809748885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-06
          Fixed
          0.04669000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 02/15/2051
        912810SU3
        
          
        
        2014000.00000000
        PA
        USD
        1759811.17000000
        0.258626084308
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 12/01/2048#BM5091
        3140J9UR0
        
          
        
        36024.24000000
        PA
        USD
        38435.84000000
        0.005648623537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.4% 01/15/2028
        756109BH6
        
          
        
        230000.00000000
        PA
        USD
        229345.89000000
        0.033705223886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 3.05% 06/05/2023
        02005NBK5
        
          
        
        120000.00000000
        PA
        USD
        120438.08000000
        0.017699870055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-05
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2047#MA3147
        31418CP99
        
          
        
        76424.86600000
        PA
        USD
        75676.51000000
        0.011121602015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW 3.75% 09/01/2046
        26441CAT2
        
          
        
        80000.00000000
        PA
        USD
        75512.45000000
        0.011097491363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.65% 02/01/2030
        20030NDA6
        
          
        
        80000.00000000
        PA
        USD
        76791.42000000
        0.011285451872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST TRANSN TR FD AUT
        N/A
        NJ TRANSP 4.081% 6/15/2039
        6461366R7
        
          
        
        80000.00000000
        PA
        USD
        80125.68000000
        0.011775462745
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-06-15
          Fixed
          0.04081000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 09/15/2022
        912828YF1
        
          
        
        174000.00000000
        PA
        USD
        174414.61000000
        0.025632390792
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINL INC 3.878% 03/27/2028
        74432QCC7
        
          
        
        23000.00000000
        PA
        USD
        23690.37000000
        0.003481593783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-27
          Fixed
          0.03878000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        ECOLAB INC 1.3% 01/30/2031
        278865BF6
        
          
        
        300000.00000000
        PA
        USD
        258778.23000000
        0.038030671398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          0.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 4.5% 04/16/2050
        698299BH6
        
          
        
        200000.00000000
        PA
        USD
        198350.00000000
        0.029149993304
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2050-04-16
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC 4.45% 05/08/2025
        53944YAF0
        
          
        
        200000.00000000
        PA
        USD
        204959.80000000
        0.030121385418
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-08
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA POWER and LIGHT
        0RL818ELFOHP5JHOFU19
        ALABAMA POWER CO 6% 03/01/2039
        010392FB9
        
          
        
        180000.00000000
        PA
        USD
        222405.36000000
        0.032685226896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.875% 8/15/40
        912810QK7
        
          
        
        52000.00000000
        PA
        USD
        62111.56000000
        0.009128064321
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANNER HEALTH
        PLD0E0WJKFN8IZJ2WD85
        BANNER HEALTH 2.913% 01/01/2051
        06654DAE7
        
          
        
        100000.00000000
        PA
        USD
        86046.89000000
        0.012645658015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.02913000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2050#FM7476
        3140XBJW1
        
          
        
        621195.52700000
        PA
        USD
        644431.53000000
        0.094707208392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO 3.3% 05/03/2027 144A
        025816CN7
        
          
        
        30000.00000000
        PA
        USD
        30143.33000000
        0.004429936312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-03
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029
        38141GWZ3
        
          
        
        60000.00000000
        PA
        USD
        61433.51000000
        0.009028416461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Variable
          0.04223000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GRP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC 4.375% 05/30/2028
        92857WBK5
        
          
        
        97000.00000000
        PA
        USD
        101437.38000000
        0.014907481461
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-30
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP B V/NXP FDG LLC/NXP USA INC
        N/A
        NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032 144A
        62954HAH1
        
          
        
        270000.00000000
        PA
        USD
        243346.40000000
        0.035762772526
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-02-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS FORT WORTH TX INTL ARPT
        N/A
        DFW ARPT 2.843% 11/1/2046
        2350368N3
        
          
        
        150000.00000000
        PA
        USD
        131008.58000000
        0.019253336172
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.02843000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 5.316%/VAR 03/26/2041
        172967MM0
        
          
        
        617000.00000000
        PA
        USD
        722214.57000000
        0.106138391126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-26
          Variable
          0.05316000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.1% 02/15/2028
        00206RGL0
        
          
        
        143000.00000000
        PA
        USD
        148473.39000000
        0.021820006676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC 4% 09/01/2036
        375558BJ1
        
          
        
        40000.00000000
        PA
        USD
        40864.55000000
        0.006005552603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 04/01/2049#BN3138
        3140JKPY6
        
          
        
        28083.92400000
        PA
        USD
        29592.41000000
        0.004348971784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.25% 01/15/2031
        756109AX2
        
          
        
        220000.00000000
        PA
        USD
        216041.59000000
        0.031749991943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 3% 09/30/2025
        9128285C0
        
          
        
        148000.00000000
        PA
        USD
        150283.59000000
        0.022086038025
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 10/20/2050#MA6935
        36179VV49
        
          
        
        108828.04500000
        PA
        USD
        112866.35000000
        0.016587110394
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        APPALACHIAN POWER CO 3.3% 06/01/2027
        037735CW5
        
          
        
        110000.00000000
        PA
        USD
        110592.28000000
        0.016252907595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024
        110122CM8
        
          
        
        70000.00000000
        PA
        USD
        70519.25000000
        0.010363678675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-26
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 02/15/2052
        912810TD0
        
          
        
        781000.00000000
        PA
        USD
        749027.81000000
        0.110078929399
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO LEASE TRUST 2021
        N/A
        FORD CREDIT AUTO LEASE TRUST 2021 0.26% 02/15/2024
        34532QAC2
        
          
        
        400000.00000000
        PA
        USD
        396856.80000000
        0.058323030314
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.00260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 09/20/2048#MA5468
        36179UCD2
        
          
        
        14606.04300000
        PA
        USD
        15229.53000000
        0.002238168376
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        KROGER CO 2.65% 10/15/2026
        501044DE8
        
          
        
        230000.00000000
        PA
        USD
        224218.52000000
        0.032951693252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP 3.7% 06/15/2026
        22822VAC5
        
          
        
        100000.00000000
        PA
        USD
        100633.82000000
        0.014789388349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 1.25% 02/10/2031
        459058JR5
        
          
        
        110000.00000000
        PA
        USD
        98996.36000000
        0.014548743287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-10
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 5.5% 09/01/2041
        88732JBB3
        
          
        
        351000.00000000
        PA
        USD
        364366.80000000
        0.053548221731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2049#MA3747
        31418DEV0
        
          
        
        4929.74500000
        PA
        USD
        5116.84000000
        0.000751983119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 3.65% 08/16/2023
        913017DB2
        
          
        
        4000.00000000
        PA
        USD
        4051.78000000
        0.000595459338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-16
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRIEN LTD
        5493002QQ7GD21OWF963
        NUTRIEN LTD 4.2% 04/01/2029
        67077MAT5
        
          
        
        13000.00000000
        PA
        USD
        13584.42000000
        0.001996399052
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        APPALACHIAN POWER CO 4.45% 06/01/2045
        037735CV7
        
          
        
        18000.00000000
        PA
        USD
        18166.07000000
        0.002669729361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LTD
        254900BA3U6G5DNV5V04
        VALE OVERSEAS LTD 3.75% 07/08/2030
        91911TAQ6
        
          
        
        300000.00000000
        PA
        USD
        288457.50000000
        0.042392408336
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA 6.7% 1/26/36 DT
        698299AW4
        
          
        
        100000.00000000
        PA
        USD
        123581.25000000
        0.018161797882
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2036-01-26
          Fixed
          0.06700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 0.75% 09/23/2030
        298785JH0
        
          
        
        250000.00000000
        PA
        USD
        218353.09000000
        0.032089695545
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2030-09-23
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 03/01/2045#G08631
        3128MJVZ0
        
          
        
        36076.30100000
        PA
        USD
        35884.49000000
        0.005273671001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP 4% 07/01/2042
        87612EBA3
        
          
        
        15000.00000000
        PA
        USD
        16186.59000000
        0.002378820217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 02/01/2049#ZT1712
        3132AD3V8
        
          
        
        17864.94700000
        PA
        USD
        18791.04000000
        0.002761576456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY 3.3% 01/15/2028
        30040WAE8
        
          
        
        62000.00000000
        PA
        USD
        60873.66000000
        0.008946139558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TR 2021-1
        N/A
        CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025
        14316NAC3
        
          
        
        400000.00000000
        PA
        USD
        390362.12000000
        0.057368556512
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          0.00340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 3.05% 04/15/2030
        88579YBN0
        
          
        
        19000.00000000
        PA
        USD
        18890.28000000
        0.002776161005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST TRANSN TR FD AUT
        N/A
        NJ TRANSP 4.131% 6/15/2042
        6461366S5
        
          
        
        80000.00000000
        PA
        USD
        79133.39000000
        0.011629633418
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-15
          Fixed
          0.04131000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 2.15% 09/08/2022
        89236TEC5
        
          
        
        1000000.00000000
        PA
        USD
        1002470.33000000
        0.147325452015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-08
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        AMGEN INC 3.375% 02/21/2050
        031162CS7
        
          
        
        110000.00000000
        PA
        USD
        99248.61000000
        0.014585814554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-21
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 2.8% 09/14/2027
        437076BT8
        
          
        
        84000.00000000
        PA
        USD
        83006.32000000
        0.012198808531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE REALTY LP
        2549009GZDBNY1KE9O81
        DUKE REALTY LP 1.75% 02/01/2031
        26441YBF3
        
          
        
        370000.00000000
        PA
        USD
        320912.59000000
        0.047162086462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GRP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC 6.15% 02/27/2037
        92857WAQ3
        
          
        
        392000.00000000
        PA
        USD
        469539.83000000
        0.069004703305
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2037-02-27
          Fixed
          0.06150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT DEVELOPMENT CANADA
        Z6MHCSLXHKYG4B6PHW02
        EXPORT DEVELOPMENT CANADA 2.75% 03/15/2023
        30216BHC9
        
          
        
        145000.00000000
        PA
        USD
        146242.65000000
        0.021492171758
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-03-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC 1.4% 02/25/2031
        713448FA1
        
          
        
        440000.00000000
        PA
        USD
        384682.15000000
        0.056533814453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-25
          Fixed
          0.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 08/01/2049#SD8022
        3132DV4F9
        
          
        
        23086.23000000
        PA
        USD
        24268.56000000
        0.003566565976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034
        91087BAR1
        
          
        
        619000.00000000
        PA
        USD
        575670.00000000
        0.084601848477
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 7.125% 2/15/23
        912810EP9
        
          
        
        175000.00000000
        PA
        USD
        183285.16000000
        0.026936028166
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.625% 11/15/2050
        912810SS8
        
          
        
        4208000.00000000
        PA
        USD
        3448258.73000000
        0.506764400763
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 07/31/2026
        91282CCP4
        
          
        
        5694000.00000000
        PA
        USD
        5254049.56000000
        0.772147766549
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 2.7% 02/06/2030
        25466AAR2
        
          
        
        500000.00000000
        PA
        USD
        457647.85000000
        0.067257029308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-06
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 07/01/2035#FM4457
        3140X75T2
        
          
        
        285666.24500000
        PA
        USD
        287821.25000000
        0.042298903505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
        549300S8SEQBOJLKHW63
        CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051
        15189XAW8
        
          
        
        250000.00000000
        PA
        USD
        238060.87000000
        0.034985998318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 4.2% 04/01/2050
        58013MFR0
        
          
        
        40000.00000000
        PA
        USD
        41756.24000000
        0.006136597511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 04/32#AS9505
        3138WKR31
        
          
        
        190563.47400000
        PA
        USD
        192715.62000000
        0.028321951261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        PFIZER INC 4% 12/15/2036
        717081EC3
        
          
        
        36000.00000000
        PA
        USD
        38211.86000000
        0.005615706897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        LAM RESEARCH CORP 2.875% 06/15/2050
        512807AW8
        
          
        
        150000.00000000
        PA
        USD
        132682.74000000
        0.019499374754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.875% 08/05/2030
        3135G05Q2
        
          
        
        339000.00000000
        PA
        USD
        296009.13000000
        0.043502214053
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-08-05
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.8% 02/14/2029
        02209SBD4
        
          
        
        120000.00000000
        PA
        USD
        125798.37000000
        0.018487631173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        ZOETIS INC 4.45% 08/20/2048
        98978VAP8
        
          
        
        60000.00000000
        PA
        USD
        67125.49000000
        0.009864923539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-20
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.0% 03/20/2043#MA0851
        36179M5L0
        
          
        
        8946.34100000
        PA
        USD
        9003.13000000
        0.001323121649
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2051#SD8161
        3132DWB69
        
          
        
        3116570.55900000
        PA
        USD
        2980327.50000000
        0.437996101184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 2.78% 12/01/2060
        715638DQ2
        
          
        
        100000.00000000
        PA
        USD
        78456.25000000
        0.011530119295
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2060-12-01
          Fixed
          0.02780000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 05/15/2028
        9128284N7
        
          
        
        216000.00000000
        PA
        USD
        221037.19000000
        0.032484157340
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE III LLC
        N/A
        LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040
        50249AAH6
        
          
        
        20000.00000000
        PA
        USD
        17902.98000000
        0.002631065022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2046#BM4621
        3140J9D32
        
          
        
        523011.62200000
        PA
        USD
        535886.23000000
        0.078755129903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 04/01/2033#MA3339
        31418CV92
        
          
        
        81895.61500000
        PA
        USD
        82794.92000000
        0.012167740678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3% 10/20/2042#783692
        3622A2C59
        
          
        
        260770.61800000
        PA
        USD
        262426.04000000
        0.038566762333
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 2.375% 08/26/2029
        88579YBJ9
        
          
        
        177000.00000000
        PA
        USD
        168322.55000000
        0.024737086995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-26
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TYSON FOODS INC
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC 4% 03/01/2026
        902494BJ1
        
          
        
        70000.00000000
        PA
        USD
        71717.99000000
        0.010539848390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 3.5% 04/01/2051
        548661EB9
        
          
        
        300000.00000000
        PA
        USD
        275805.10000000
        0.040532981186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC 4.95% 09/01/2048
        95040QAF1
        
          
        
        76000.00000000
        PA
        USD
        85315.85000000
        0.012538222617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2% 11/15/26
        912828U24
        
          
        
        585000.00000000
        PA
        USD
        572203.13000000
        0.084092348919
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCES CO
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES CO 1.125% 01/15/2026
        723787AT4
        
          
        
        230000.00000000
        PA
        USD
        213300.30000000
        0.031347125368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP 3.45% 08/08/2036
        594918BS2
        
          
        
        31000.00000000
        PA
        USD
        32242.89000000
        0.004738492702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-08
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY 3.45% 01/15/2050
        30040WAH1
        
          
        
        60000.00000000
        PA
        USD
        54456.91000000
        0.008003118537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 10/31/2023
        91282CDD0
        
          
        
        599000.00000000
        PA
        USD
        582199.92000000
        0.085561501234
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP OPERATING LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP 3.5% 03/01/2028
        26884ABJ1
        
          
        
        61000.00000000
        PA
        USD
        61219.68000000
        0.008996991490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 10/31/2026
        91282CDG3
        
          
        
        2630000.00000000
        PA
        USD
        2473843.75000000
        0.363562030494
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS and ELECTRIC CO
        88V8C2WYSOD1SPSSLH72
        BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050
        059165EM8
        
          
        
        200000.00000000
        PA
        USD
        173877.56000000
        0.025553464632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO 6.75% 04/01/2046
        37045VAL4
        
          
        
        69000.00000000
        PA
        USD
        83100.42000000
        0.012212637693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026
        31620MBR6
        
          
        
        246000.00000000
        PA
        USD
        225769.76000000
        0.033179667216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.01150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 2% 09/01/2029
        254687FL5
        
          
        
        50000.00000000
        PA
        USD
        46225.62000000
        0.006793428351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 07/01/2049#SD0040
        3132DMBH7
        
          
        
        472251.85500000
        PA
        USD
        465118.68000000
        0.068354960462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 12/31/2025
        9128285T3
        
          
        
        331000.00000000
        PA
        USD
        332176.60000000
        0.048817472477
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 05/31/2025
        9128284R8
        
          
        
        144000.00000000
        PA
        USD
        145473.75000000
        0.021379172364
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2048#BJ9252
        3140HBH68
        
          
        
        110181.97300000
        PA
        USD
        112741.69000000
        0.016568790061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 02/20/2049#MA5764
        36179UMM1
        
          
        
        28561.06000000
        PA
        USD
        29672.20000000
        0.004360697914
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 08/31/2023
        9128284X5
        
          
        
        1634000.00000000
        PA
        USD
        1648999.61000000
        0.242340950796
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 2.65% 11/20/2040
        92343VFT6
        
          
        
        60000.00000000
        PA
        USD
        51039.50000000
        0.007500887740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIEMAE 30YR 2% 02/01/2051#BP1737
        3140K84X6
        
          
        
        943165.56500000
        PA
        USD
        877902.85000000
        0.129018715399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 02/15/2029
        9128286B1
        
          
        
        391000.00000000
        PA
        USD
        395704.22000000
        0.058153644383
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 0.75% 10/08/2030
        045167EY5
        
          
        
        100000.00000000
        PA
        USD
        87174.27000000
        0.012811340493
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2030-10-08
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC 4.375% 08/17/2048
        046353AU2
        
          
        
        50000.00000000
        PA
        USD
        56763.52000000
        0.008342103493
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2048-08-17
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK and CO INC
        4YV9Y5M8S0BRK1RP0397
        MERCK and CO INC 4.15% 05/18/2043
        58933YAJ4
        
          
        
        266000.00000000
        PA
        USD
        288923.86000000
        0.042460945724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-18
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 5.597/VAR 03/24/2051
        6174468N2
        
          
        
        90000.00000000
        PA
        USD
        115297.42000000
        0.016944386291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Variable
          0.05597000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050
        25470DBH1
        
          
        
        100000.00000000
        PA
        USD
        96923.38000000
        0.014244093158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 04/01/2045#G08635
        3128MJV56
        
          
        
        50076.08600000
        PA
        USD
        49809.84000000
        0.007320173947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2048#G67710
        3132XCR72
        
          
        
        111894.73400000
        PA
        USD
        113406.71000000
        0.016666523000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 2.875% 08/15/2023
        298785HR0
        
          
        
        260000.00000000
        PA
        USD
        262542.44000000
        0.038583868757
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 4% 04/35#SB8056
        3132D55R9
        
          
        
        106180.88600000
        PA
        USD
        109358.34000000
        0.016071564803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP BILLITON FIN USA LTD
        5493003NUVITP3TMY274
        BHP BILLITON FIN USA LTD 5% 09/30/2043
        055451AV0
        
          
        
        176000.00000000
        PA
        USD
        208721.95000000
        0.030674280035
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2043-09-30
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 06/30/2025
        912828ZW3
        
          
        
        635000.00000000
        PA
        USD
        589929.88000000
        0.086697514757
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE REPUBLIC OF
        549300FLZTJM5YJF8D34
        CHILE REP 3.86% 06/21/2047
        168863CE6
        
          
        
        325000.00000000
        PA
        USD
        316834.38000000
        0.046562742907
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2047-06-21
          Fixed
          0.03860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 08/15/2049
        912810SJ8
        
          
        
        129000.00000000
        PA
        USD
        122660.86000000
        0.018026535153
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-08-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 11/30/2027
        91282CAY7
        
          
        
        1680000.00000000
        PA
        USD
        1516725.00000000
        0.222901555808
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-30
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2048#
        3140JADM7
        
          
        
        14035.47000000
        PA
        USD
        13924.35000000
        0.002046355983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 01/31/2024
        9128285Z9
        
          
        
        3559000.00000000
        PA
        USD
        3570956.03000000
        0.524796291226
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 10/01/2050#SD7526
        3132DVLF0
        
          
        
        1676842.11700000
        PA
        USD
        1609432.90000000
        0.236526131882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC 2.8% 10/01/2050
        375558BT9
        
          
        
        180000.00000000
        PA
        USD
        147298.31000000
        0.021647314092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        STRYKER CORP 2.9% 06/15/2050
        863667AZ4
        
          
        
        100000.00000000
        PA
        USD
        86794.36000000
        0.012755508005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX COMPANIES INC
        V167QI9I69W364E2DY52
        TJX COMPANIES INC NEW 3.875% 04/15/2030
        872540AT6
        
          
        
        687000.00000000
        PA
        USD
        715291.59000000
        0.105120973325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#FM0076
        3140X3CN6
        
          
        
        400504.01800000
        PA
        USD
        394079.09000000
        0.057914811368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC 4.9% 03/15/2049
        571748BJ0
        
          
        
        50000.00000000
        PA
        USD
        57853.21000000
        0.008502246958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        INTEL CORP 3.734% 12/08/2047
        458140BG4
        
          
        
        617000.00000000
        PA
        USD
        616232.19000000
        0.090562965527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-08
          Fixed
          0.03734000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE INC 3% 06/15/2050
        45866FAL8
        
          
        
        138000.00000000
        PA
        USD
        120454.64000000
        0.017702303753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        NORFOLK SOUTHERN CORP 4.05% 08/15/2052
        655844BV9
        
          
        
        90000.00000000
        PA
        USD
        94509.98000000
        0.013889414087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 4.1% 03/25/2025
        126650CW8
        
          
        
        32000.00000000
        PA
        USD
        32794.52000000
        0.004819561575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-25
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 3.95% 12/01/2027
        87165BAM5
        
          
        
        150000.00000000
        PA
        USD
        148555.45000000
        0.021832066412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK 2% 12/15/2022
        298785HN9
        
          
        
        510000.00000000
        PA
        USD
        511744.03000000
        0.075207134096
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2022-12-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.95% 04/01/2030
        68389XBV6
        
          
        
        150000.00000000
        PA
        USD
        138384.38000000
        0.020337301489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 06/15/2022
        9128286Y1
        
          
        
        25000.00000000
        PA
        USD
        25062.50000000
        0.003683245309
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 09/01/2050#RA3520
        3133KJ4D1
        
          
        
        26033.08300000
        PA
        USD
        24288.66000000
        0.003569519921
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM 30YR 4% 10/01/2050#QB4571
        3133ABCG3
        
          
        
        198117.11700000
        PA
        USD
        202410.16000000
        0.029746684188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 3.751% 07/18/2039
        606822BK9
        
          
        
        290000.00000000
        PA
        USD
        284818.07000000
        0.041857548946
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2039-07-18
          Fixed
          0.03751000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 02/29/2028
        91282CBP5
        
          
        
        3054000.00000000
        PA
        USD
        2831869.20000000
        0.416178312170
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-02-29
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 09/20/2051#MA7589
        36179WNE4
        
          
        
        872879.62100000
        PA
        USD
        847868.48000000
        0.124604792109
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 02/01/2035#FM3019
        3140X6K91
        
          
        
        47059.95600000
        PA
        USD
        48210.43000000
        0.007085120805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELEC and GAS CO
        549300RUHPVD434XUK18
        PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050
        74456QCC8
        
          
        
        70000.00000000
        PA
        USD
        64866.43000000
        0.009532926645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THOMSON REUTERS CORP
        549300561UZND4C7B569
        THOMSON REUTERS CORP 3.35% 05/15/2026
        884903BV6
        
          
        
        76000.00000000
        PA
        USD
        76254.67000000
        0.011206569800
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-05-15
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKROCK INC
        549300LRIF3NWCU26A80
        BLACKROCK INC 3.5% 03/18/2024
        09247XAL5
        
          
        
        470000.00000000
        PA
        USD
        479470.16000000
        0.070464088498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC ENTERPRISES 18 CORP
        7260JQNI6SCF9FIV2392
        TWDC ENTERPRISES 18 CORP 2.95% 06/15/2027
        25468PDV5
        
          
        
        98000.00000000
        PA
        USD
        97521.24000000
        0.014331956103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030
        3137FWHT0
        
          
        
        770000.00000000
        PA
        USD
        688949.72000000
        0.101249708722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Fixed
          0.01378000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 08/20/2048#MA5398
        36179T7K5
        
          
        
        66410.56500000
        PA
        USD
        68112.42000000
        0.010009965147
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 07/31/2026
        912828Y95
        
          
        
        909000.00000000
        PA
        USD
        885706.88000000
        0.130165614427
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FED HOME LN MTG CORP 0.25% 08/24/2023
        3137EAEV7
        
          
        
        500000.00000000
        PA
        USD
        487259.44000000
        0.071608819831
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-08-24
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        FISERV INC 3.5% 07/01/2029
        337738AU2
        
          
        
        80000.00000000
        PA
        USD
        78743.39000000
        0.011572318080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 3.839% 03/20/2060
        907818FG8
        
          
        
        70000.00000000
        PA
        USD
        70243.38000000
        0.010323136156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-03-20
          Fixed
          0.03839000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON and JOHNSON
        549300G0CFPGEF6X2043
        JOHNSON and JOHNSON 1.3% 09/01/2030
        478160CQ5
        
          
        
        110000.00000000
        PA
        USD
        97949.20000000
        0.014394850134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          0.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 3.777% 03/02/2025
        606822AU8
        
          
        
        84000.00000000
        PA
        USD
        85387.01000000
        0.012548680462
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-03-02
          Fixed
          0.03777000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        SUZANO AUSTRIA GMBH 2.5% 09/15/2028
        86964WAL6
        
          
        
        298000.00000000
        PA
        USD
        267842.40000000
        0.039362763633
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2028-09-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 08/01/2049#CA4574
        3140QCCL8
        
          
        
        133040.23700000
        PA
        USD
        136068.62000000
        0.019996971827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP 1.6% 01/15/2026
        337932AN7
        
          
        
        85000.00000000
        PA
        USD
        79050.00000000
        0.011617378223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.01600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3.75% 06/01/2026
        00914AAB8
        
          
        
        158000.00000000
        PA
        USD
        157069.68000000
        0.023083338141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 12/01/2048#MA3538
        31418C4Y7
        
          
        
        18201.83800000
        PA
        USD
        19145.39000000
        0.002813652585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC 5.65% 01/17/2029
        37045XCS3
        
          
        
        250000.00000000
        PA
        USD
        270329.40000000
        0.039728259137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-17
          Fixed
          0.05650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 2.375% 02/08/2041
        037833EE6
        
          
        
        330000.00000000
        PA
        USD
        287459.11000000
        0.042245682539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-08
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
        95000U2K8
        
          
        
        310000.00000000
        PA
        USD
        299853.22000000
        0.044067150770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Variable
          0.02164000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2048#MA5137
        36179TV69
        
          
        
        73169.07600000
        PA
        USD
        75112.72000000
        0.011038746080
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.375% 10/15/2028
        125523AH3
        
          
        
        30000.00000000
        PA
        USD
        31557.63000000
        0.004637785244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLS PASS THRU TR 2016-AA
        N/A
        UNITED AIRLS PASS THRU 3.1% 01/07/2030
        90931LAA6
        
          
        
        209702.01300000
        PA
        USD
        203100.09000000
        0.029848077961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-07
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 7.25% 8/15/22
        912810EM6
        
          
        
        190000.00000000
        PA
        USD
        194601.56000000
        0.028599113541
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 4.5% 12/06/2048
        437076BX9
        
          
        
        90000.00000000
        PA
        USD
        101111.87000000
        0.014859643728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-06
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049
        92277GAQ0
        
          
        
        160000.00000000
        PA
        USD
        175510.95000000
        0.025793511557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 03/01/2035#SB8035
        3132D54U3
        
          
        
        779829.60400000
        PA
        USD
        772047.06000000
        0.113461893772
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2046#FM2316
        3140X5SE4
        
          
        
        1592686.97000000
        PA
        USD
        1631893.03000000
        0.239826926634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 08/15/2022
        912828YA2
        
          
        
        361000.00000000
        PA
        USD
        361817.89000000
        0.053173627783
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2% 04/01/2036#SB8098
        3132D57K2
        
          
        
        2294835.30700000
        PA
        USD
        2232977.56000000
        0.328163755598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP IND
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATIONAL CORP IND 4.35% 03/01/2048
        534187BG3
        
          
        
        160000.00000000
        PA
        USD
        161449.53000000
        0.023727011436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 2.75% 8/15/42
        912810QX9
        
          
        
        197000.00000000
        PA
        USD
        200316.68000000
        0.029439021329
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2051#BR8853
        3140L7ZT2
        
          
        
        1090127.34000000
        PA
        USD
        1014695.54000000
        0.149122098295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 2.3% 06/15/2026
        68323AFF6
        
          
        
        50000.00000000
        PA
        USD
        49197.66000000
        0.007230206501
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 04/15/2024
        91282CBV2
        
          
        
        2669000.00000000
        PA
        USD
        2563699.62000000
        0.376767465376
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN ENERGY PTNRS LP 5% 03/01/2043
        494550BP0
        
          
        
        215000.00000000
        PA
        USD
        221135.41000000
        0.032498591988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA PWR and LT CO
        A89MY1K3YLIGJMYWVX50
        FLORIDA PWR and LT CO 4.125% 06/01/2048
        341081FR3
        
          
        
        26000.00000000
        PA
        USD
        28181.65000000
        0.004141643099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP 4% 03/01/2029
        101137AX5
        
          
        
        100000.00000000
        PA
        USD
        103205.69000000
        0.015167356553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 12/31/2026
        912828YX2
        
          
        
        527000.00000000
        PA
        USD
        509913.67000000
        0.074938139986
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.55% 03/15/2035
        00287YCY3
        
          
        
        80000.00000000
        PA
        USD
        85880.46000000
        0.012621199062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        OVINTIV INC 6.5% 02/01/2038
        292505AG9
        
          
        
        50000.00000000
        PA
        USD
        59225.79000000
        0.008703964617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-02-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC INC
        D56MRZY2INAN94ZONZ37
        MEDTRONIC INC 4.625% 03/15/2045
        585055BU9
        
          
        
        168000.00000000
        PA
        USD
        193665.34000000
        0.028461524397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHWAB CHARLES CORP
        549300VSGCJ7E698NM85
        SCHWAB CHARLES CORP 2% 03/20/2028
        808513BP9
        
          
        
        215000.00000000
        PA
        USD
        201230.92000000
        0.029573380240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 03/01/2035#SB8036
        3132D54V1
        
          
        
        78998.91600000
        PA
        USD
        79767.66000000
        0.011722847264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030
        3137F8ZV8
        
          
        
        700000.00000000
        PA
        USD
        635708.15000000
        0.093425199475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Fixed
          0.01621000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 09/01/2051#CB1549
        3140QLWK8
        
          
        
        928372.37500000
        PA
        USD
        888658.28000000
        0.130599359273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROPERTY GROUP LP 2.65% 07/15/2030
        828807DK0
        
          
        
        125000.00000000
        PA
        USD
        117883.23000000
        0.017324403152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 08/20/2050#MA6819
        36179VSG6
        
          
        
        1373228.75800000
        PA
        USD
        1335811.84000000
        0.196314122470
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE JOHN CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        DEERE JOHN CAPITAL CORP 3.65% 10/12/2023
        24422EUM9
        
          
        
        290000.00000000
        PA
        USD
        295801.44000000
        0.043471691431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-12
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC ENTERPRISES 18 CORP
        7260JQNI6SCF9FIV2392
        TWDC ENTERPRISES 18 CORP 3% 02/13/2026
        25468PDK9
        
          
        
        210000.00000000
        PA
        USD
        210378.49000000
        0.030917729139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-13
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/46#MA2705
        31418CAF1
        
          
        
        6256.94300000
        PA
        USD
        6207.41000000
        0.000912255910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        NEWELL BRANDS INC STEP 04/01/2023
        651229AV8
        
          
        
        60000.00000000
        PA
        USD
        60586.65000000
        0.008903959878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Variable
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 09/01/2032#BM5110
        3140J9VC2
        
          
        
        23163.52700000
        PA
        USD
        23425.13000000
        0.003442613474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2051#FM7837
        3140XBV72
        
          
        
        3857926.43500000
        PA
        USD
        3785789.77000000
        0.556368774627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 1.125% 10/07/2030
        683234AR9
        
          
        
        175000.00000000
        PA
        USD
        153865.25000000
        0.022612407397
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-10-07
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORPORATION
        VGRQXHF3J8VDLUA7XE92
        IBM CORPORATION 2.95% 05/15/2050
        459200KL4
        
          
        
        175000.00000000
        PA
        USD
        153041.91000000
        0.022491407369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 07/01/2046#ZS9775
        3132AA2G8
        
          
        
        1111121.26100000
        PA
        USD
        1132570.12000000
        0.166445230223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 07/20/2048#MA5330
        36179T4P7
        
          
        
        31296.26500000
        PA
        USD
        32108.05000000
        0.004718676291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HLDGS INC
        5493005X2GO78EFZ3E94
        PAYPAL HLDGS INC 2.3% 06/01/2030
        70450YAH6
        
          
        
        120000.00000000
        PA
        USD
        111704.62000000
        0.016416379758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041
        00774MAZ8
        
          
        
        150000.00000000
        PA
        USD
        131541.29000000
        0.019331624516
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2041-10-29
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
        11120VAJ2
        
          
        
        41000.00000000
        PA
        USD
        41136.84000000
        0.006045568997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC 0.375% 07/21/2025
        3137EAEU9
        
          
        
        448000.00000000
        PA
        USD
        417243.16000000
        0.061319058836
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-07-21
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 01/31/2028
        91282CBJ9
        
          
        
        598000.00000000
        PA
        USD
        542451.41000000
        0.079719964554
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026
        404280BX6
        
          
        
        1060000.00000000
        PA
        USD
        1073659.52000000
        0.157787586686
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Variable
          0.04292000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 09/30/2025
        91282CAM3
        
          
        
        14303000.00000000
        PA
        USD
        13212396.25000000
        1.941725546874
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 11/01/2051#BQ6788
        3140KSRJ8
        
          
        
        2172972.77000000
        PA
        USD
        2020575.89000000
        0.296948695056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 10/01/2036#BU1646
        3140M2ZL9
        
          
        
        69403.31000000
        PA
        USD
        67467.46000000
        0.009915180273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2050#BK0534
        3140HDSY1
        
          
        
        75842.14600000
        PA
        USD
        74720.28000000
        0.010981072153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2050#FM5035
        3140X8SZ1
        
          
        
        319454.49500000
        PA
        USD
        327025.69000000
        0.048060482348
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES POWER CO (MN)
        3S1GHB0TEH85KX44SB51
        NORTHERN STATES POWER CO (MN) 2.9% 03/01/2050
        665772CR8
        
          
        
        80000.00000000
        PA
        USD
        70575.58000000
        0.010371957068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 04/01/2051#BR7913
        3140L6YK4
        
          
        
        398995.43200000
        PA
        USD
        371386.78000000
        0.054579894884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2046#MA2737
        31418CBF0
        
          
        
        70565.25200000
        PA
        USD
        70006.58000000
        0.010288335458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB COML MTG SECS TR 2014-C24
        N/A
        JPMBB 2014-C24 A5 3.6385% 11/47
        46643GAE0
        
          
        
        150000.00000000
        PA
        USD
        150219.33000000
        0.022076594220
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          0.03638500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT AUTH NY and NJ
        54930006MR4KZ4W74Z83
        PORT AUTHORITY 3.175% 7/15/2060
        73358XCN0
        
          
        
        400000.00000000
        PA
        USD
        337837.88000000
        0.049649467809
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2060-07-15
          Fixed
          0.03175000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES LTD
        5BV01I6231JPDAPMGH09
        TRANSCANADA PIPELINES LTD 4.1% 04/15/2030
        89352HBA6
        
          
        
        190000.00000000
        PA
        USD
        196188.29000000
        0.028832303200
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
        N/A
        BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047
        05723KAF7
        
          
        
        172000.00000000
        PA
        USD
        173737.55000000
        0.025532888425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          0.04080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC 3.784% 03/09/2026
        86562MAC4
        
          
        
        640000.00000000
        PA
        USD
        647236.53000000
        0.095119437942
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-03-09
          Fixed
          0.03784000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.50% 02/15/2045
        912810RK6
        
          
        
        128000.00000000
        PA
        USD
        124670.00000000
        0.018321803202
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2049#ZT2087
        3132AEJ80
        
          
        
        21518.73700000
        PA
        USD
        22008.57000000
        0.003234432408
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        ALLSTATE CORP 5.55% 05/09/2035
        020002AS0
        
          
        
        156000.00000000
        PA
        USD
        185191.00000000
        0.027216114998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-09
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 04/01/2050#RA2457
        3133KHWS1
        
          
        
        237008.99000000
        PA
        USD
        233651.26000000
        0.034337951422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 3.35% 12/01/2024
        036752AC7
        
          
        
        89000.00000000
        PA
        USD
        89691.67000000
        0.013181303654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2048#BK7877
        3140HMXF6
        
          
        
        17229.25600000
        PA
        USD
        17923.79000000
        0.002634123309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 3% 11/13/2027
        037833DK3
        
          
        
        96000.00000000
        PA
        USD
        96592.29000000
        0.014195435375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-13
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 3.068/VAR 04/30/2041
        95000U2Q5
        
          
        
        100000.00000000
        PA
        USD
        89897.51000000
        0.013211554396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-30
          Variable
          0.03068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 2.75% 03/01/2026
        907818EH7
        
          
        
        160000.00000000
        PA
        USD
        158974.74000000
        0.023363310343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERSTATE PWR and LT CO
        EF9UQIIO4KY2BWOK3P26
        INTERSTATE PWR and LT CO 2.3% 06/01/2030
        461070AS3
        
          
        
        93000.00000000
        PA
        USD
        84781.31000000
        0.012459665333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL INC
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL INC 3.812% 11/21/2047
        438516BS4
        
          
        
        20000.00000000
        PA
        USD
        21535.68000000
        0.003164935355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-21
          Fixed
          0.03812000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 2.750% 11/15/42
        912810QY7
        
          
        
        587000.00000000
        PA
        USD
        596126.02000000
        0.087608114401
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-11-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SERVICES INC 1.45% 02/15/2031
        760759AX8
        
          
        
        500000.00000000
        PA
        USD
        424721.34000000
        0.062418070165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC.
        WDJNR2L6D8RWOEB8T652
        TEXAS INSTRUMENTS INC 4.15% 05/15/2048
        882508BD5
        
          
        
        70000.00000000
        PA
        USD
        77735.23000000
        0.011424156460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 11/15/2051
        912810TB4
        
          
        
        1965000.00000000
        PA
        USD
        1723673.44000000
        0.253315196546
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 12/31/2027
        91282CBB6
        
          
        
        5260000.00000000
        PA
        USD
        4742424.21000000
        0.696958073950
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-12-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/01/2049#MA3744
        31418DES7
        
          
        
        382069.17800000
        PA
        USD
        376178.78000000
        0.055284138735
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 4% 04/15/2030
        053332AZ5
        
          
        
        150000.00000000
        PA
        USD
        153978.46000000
        0.022629045011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 1.5% 09/18/2030
        92343VFL3
        
          
        
        270000.00000000
        PA
        USD
        234465.89000000
        0.034457671407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-18
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER and GAMBLE CO
        2572IBTT8CCZW6AU4141
        PROCTER and GAMBLE CO 3% 03/25/2030
        742718FH7
        
          
        
        105000.00000000
        PA
        USD
        105573.49000000
        0.015515334139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 03/31/2026
        91282CBT7
        
          
        
        2331000.00000000
        PA
        USD
        2173748.55000000
        0.319459317761
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 10/20/2051#MA7650
        36179WQB7
        
          
        
        47165.40000000
        PA
        USD
        46698.38000000
        0.006862906298
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/46#BC1443
        3140EVS99
        
          
        
        82041.33300000
        PA
        USD
        85158.68000000
        0.012515124536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG 4.1% 01/13/2026
        25152R2Y8
        
          
        
        200000.00000000
        PA
        USD
        202517.85000000
        0.029762510569
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-01-13
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE LLC 1.2% 05/28/2026
        04636NAA1
        
          
        
        290000.00000000
        PA
        USD
        268865.69000000
        0.039513148793
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-28
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 09/20/2049#MA6154
        36179UZT2
        
          
        
        20790.53900000
        PA
        USD
        20991.73000000
        0.003084995154
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELEC DELIVERY CO LLC
        549300SP2X2BS1KERD24
        ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049
        68233JBR4
        
          
        
        100000.00000000
        PA
        USD
        91623.06000000
        0.013465145377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER AMERICAN DEV BANK
        VKU1UKDS9E7LYLMACP54
        INTER AMERICAN DEV BANK 2.25% 06/18/2029
        4581X0DG0
        
          
        
        1029000.00000000
        PA
        USD
        1010915.09000000
        0.148566514266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-18
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 04/01/2051#CB0072
        3140QKCJ5
        
          
        
        1303643.13100000
        PA
        USD
        1247060.85000000
        0.183271063411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES GRP INC
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL SERVICES GRP INC 2.2% 11/01/2024
        693475AY1
        
          
        
        70000.00000000
        PA
        USD
        69187.61000000
        0.010167977656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028
        95000U2A0
        
          
        
        82000.00000000
        PA
        USD
        81866.70000000
        0.012031327233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-22
          Variable
          0.03584000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 05/31/2026
        91282CCF6
        
          
        
        1269000.00000000
        PA
        USD
        1180269.13000000
        0.173455191514
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 11/01/2032#MA3187
        31418CRH9
        
          
        
        33474.80100000
        PA
        USD
        33255.80000000
        0.004887352393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 06/20/2048#MA5264
        36179TZ57
        
          
        
        16078.47100000
        PA
        USD
        16495.53000000
        0.002424222783
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 02/15/2050
        912810SL3
        
          
        
        287000.00000000
        PA
        USD
        258513.01000000
        0.037991694028
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FHMS K068 A2 3.244% 08/25/2027
        3137FBBX3
        
          
        
        130000.00000000
        PA
        USD
        133069.44000000
        0.019556205117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Fixed
          0.03244000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC 2.05% 08/15/2050
        02079KAF4
        
          
        
        170000.00000000
        PA
        USD
        134103.33000000
        0.019708148079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC 4.205% 11/15/2023
        26078JAB6
        
          
        
        30000.00000000
        PA
        USD
        30698.49000000
        0.004511523962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.04205000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 01/01/2033#BJ4685
        3140H6F38
        
          
        
        71114.19600000
        PA
        USD
        71895.11000000
        0.010565878372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CAPITAL CORP
        WEQ82666OJYSI5GUAB47
        ARES CAPITAL CORP 2.15% 07/15/2026
        04010LBA0
        
          
        
        234000.00000000
        PA
        USD
        211474.17000000
        0.031078752909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAP HLDGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAP HLDGS INC 2.44% 01/15/2032
        65339KBZ2
        
          
        
        500000.00000000
        PA
        USD
        457213.95000000
        0.067193262320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.02440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 10/31/2024
        9128283D0
        
          
        
        279000.00000000
        PA
        USD
        277321.64000000
        0.040755855554
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-31
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 1.5% 07/01/2051#SD8154
        3132DWBX0
        
          
        
        572114.51200000
        PA
        USD
        511216.87000000
        0.075129661394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 3.625% 04/15/2025
        053332AY8
        
          
        
        62000.00000000
        PA
        USD
        62658.20000000
        0.009208399851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2019-C17 COML MTG TR
        N/A
        CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052
        12597BAU3
        
          
        
        200000.00000000
        PA
        USD
        194591.26000000
        0.028597599829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          0.03016100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
        06051GJK6
        
          
        
        924000.00000000
        PA
        USD
        853946.36000000
        0.125498011980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Variable
          0.01197000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 05/31/2027
        912828ZS2
        
          
        
        4223000.00000000
        PA
        USD
        3821815.00000000
        0.561663129118
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-31
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.971/VAR 07/22/2038
        61744YAL2
        
          
        
        120000.00000000
        PA
        USD
        121064.35000000
        0.017791908202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-22
          Variable
          0.03971000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC PROVINCE CDA
        549300WN65YFEQH74Y36
        QUEBEC PROVINCE CDA 1.5% 02/11/2025
        748148RZ8
        
          
        
        2149000.00000000
        PA
        USD
        2082230.57000000
        0.306009615193
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-02-11
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2048#BN1628
        3140JHY23
        
          
        
        5279.06900000
        PA
        USD
        5479.63000000
        0.000805299610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN CORP 4.09% 09/15/2052
        539830BN8
        
          
        
        70000.00000000
        PA
        USD
        76900.07000000
        0.011301419337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          0.04090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.625% 04/22/2025
        3135G03U5
        
          
        
        258000.00000000
        PA
        USD
        243644.91000000
        0.035806642274
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 4.25% 11/21/2049
        00287YCB3
        
          
        
        390000.00000000
        PA
        USD
        404709.56000000
        0.059477090820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028
        06051GHD4
        
          
        
        220000.00000000
        PA
        USD
        217776.73000000
        0.032004992293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          0.03419000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO 2.1% 11/15/2030
        260543DC4
        
          
        
        250000.00000000
        PA
        USD
        224918.06000000
        0.033054499334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTE 2% 08/15/2025
        912828K74
        
          
        
        50000.00000000
        PA
        USD
        49115.23000000
        0.007218092390
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC 4.582% 12/10/2025
        539439AM1
        
          
        
        1518000.00000000
        PA
        USD
        1549240.36000000
        0.227680091358
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-10
          Fixed
          0.04582000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 09/30/2022
        91282CAN1
        
          
        
        42000.00000000
        PA
        USD
        41808.05000000
        0.006144211633
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        UNILEVER CAPITAL CORP 3.125% 03/22/2023
        904764BA4
        
          
        
        100000.00000000
        PA
        USD
        101066.39000000
        0.014852959877
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-22
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2046#G61471
        31335BT48
        
          
        
        73455.79000000
        PA
        USD
        76511.58000000
        0.011244325912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONTINENTAL GAS PIPE LINE CO LLC
        N/A
        TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050
        893574AR4
        
          
        
        180000.00000000
        PA
        USD
        175030.50000000
        0.025722903468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        HASBRO INC 3.55% 11/19/2026
        418056AY3
        
          
        
        110000.00000000
        PA
        USD
        109294.78000000
        0.016062223872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-19
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2048#MA3495
        31418C3D4
        
          
        
        19840.94100000
        PA
        USD
        20311.18000000
        0.002984979889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 01/01/2049#BN3942
        3140JLLY8
        
          
        
        34955.85700000
        PA
        USD
        37427.02000000
        0.005500364922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 3.55% 03/22/2051
        92343VGB4
        
          
        
        500000.00000000
        PA
        USD
        469848.39000000
        0.069050050025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-22
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP 3.5% 06/08/2023
        907818EU8
        
          
        
        270000.00000000
        PA
        USD
        273413.44000000
        0.040181497077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-08
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRIEN LTD
        5493002QQ7GD21OWF963
        NUTRIEN LTD 5% 04/01/2049
        67077MAU2
        
          
        
        103000.00000000
        PA
        USD
        119556.13000000
        0.017570256561
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.805% 05/01/2050
        097023CW3
        
          
        
        130000.00000000
        PA
        USD
        150115.81000000
        0.022061380672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.05805000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2048
        912810SA7
        
          
        
        87000.00000000
        PA
        USD
        94785.82000000
        0.013929952197
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC 3.85% 03/26/2050
        57636QAQ7
        
          
        
        115000.00000000
        PA
        USD
        121497.46000000
        0.017855559090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-26
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 07/31/2027
        91282CAD3
        
          
        
        1259000.00000000
        PA
        USD
        1128821.36000000
        0.165894303432
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-07-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL CAP FDG INC
        549300MROK5WY0D2NU17
        PPL CAP FDG INC 4% 09/15/2047
        69352PAM5
        
          
        
        20000.00000000
        PA
        USD
        18783.38000000
        0.002760450724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.125% 2/15/42
        912810QU5
        
          
        
        65000.00000000
        PA
        USD
        70169.53000000
        0.010312282982
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OREILLY AUTOMOTIVE INC
        549300K2RLMQL149Q332
        OREILLY AUTOMOTIVE INC 3.6% 09/01/2027
        67103HAF4
        
          
        
        260000.00000000
        PA
        USD
        262786.53000000
        0.038619740811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.6% 04/01/2050
        68389XBX2
        
          
        
        300000.00000000
        PA
        USD
        248808.69000000
        0.036565523809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RETAIL PROPERTIES INC
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL PPTYS INC 3% 04/15/2052
        637417AR7
        
          
        
        100000.00000000
        PA
        USD
        80186.98000000
        0.011784471540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
        03523TBV9
        
          
        
        130000.00000000
        PA
        USD
        158505.84000000
        0.023294399670
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 08/46#G08716
        3128MJYN4
        
          
        
        133069.54800000
        PA
        USD
        135117.16000000
        0.019857142976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 12/31/2024
        9128283P3
        
          
        
        160000.00000000
        PA
        USD
        158912.50000000
        0.023354163403
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-31
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 06/30/2023
        9128284U1
        
          
        
        1031000.00000000
        PA
        USD
        1039537.97000000
        0.152773001588
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-30
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.375% 04/15/2040
        87264AAX3
        
          
        
        74000.00000000
        PA
        USD
        74313.98000000
        0.010921361328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.125% 02/15/2043
        912810QZ4
        
          
        
        838000.00000000
        PA
        USD
        901897.50000000
        0.132545026903
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC.
        J5OIVXX3P24RJRW5CK77
        BAXTER INTERNATIONAL INC 1.915% 02/01/2027 144A
        071813CJ6
        
          
        
        180000.00000000
        PA
        USD
        168206.52000000
        0.024720034947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          0.01915000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.5% 09/15/2023
        00774MAP0
        
          
        
        150000.00000000
        PA
        USD
        151127.75000000
        0.022210097809
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2047#ZM4372
        3131XX2D2
        
          
        
        204683.38400000
        PA
        USD
        207291.32000000
        0.030464031207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 11/01/2048#ZT1321
        3132ADPE2
        
          
        
        78601.47800000
        PA
        USD
        81725.82000000
        0.012010623170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC 4.6% 03/15/2049
        25746UCZ0
        
          
        
        50000.00000000
        PA
        USD
        54209.36000000
        0.007966737993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 3.377% 04/05/2040
        14448CAR5
        
          
        
        195000.00000000
        PA
        USD
        177247.83000000
        0.026048767621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-05
          Fixed
          0.03377000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC 1.1% 08/15/2030
        02079KAD9
        
          
        
        200000.00000000
        PA
        USD
        174781.06000000
        0.025686245166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6496
        3133KNGD9
        
          
        
        988484.74000000
        PA
        USD
        944577.43000000
        0.138817372119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 4% 01/01/2039#ZA6152
        31329PZR7
        
          
        
        149094.84500000
        PA
        USD
        153408.87000000
        0.022545336694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY REPUBLIC OF
        815600DE60799F5A9309
        ITALY REPUBLIC OF 2.375% 10/17/2024
        465410BX5
        
          
        
        200000.00000000
        PA
        USD
        196602.40000000
        0.028893161803
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-10-17
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 10/20/2047#MA4780
        36179TJZ9
        
          
        
        9636.60800000
        PA
        USD
        10152.30000000
        0.001492006438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGELLAN MIDSTREAM PARTNRS MLP
        MZF5TI8NFVZZNUSKDL39
        MAGELLAN MIDSTREAM PARTNRS MLP 3.95% 03/01/2050
        559080AP1
        
          
        
        75000.00000000
        PA
        USD
        70945.78000000
        0.010426362550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2050#QA7718
        3133A2SF8
        
          
        
        260844.78100000
        PA
        USD
        261885.89000000
        0.038487380589
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 05/15/2031
        91282CCB5
        
          
        
        203000.00000000
        PA
        USD
        191121.33000000
        0.028087650566
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN CORP 4.03% 10/15/2047
        666807BP6
        
          
        
        106000.00000000
        PA
        USD
        111530.74000000
        0.016390825935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-15
          Fixed
          0.04030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON CO
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CALIFORNIA EDISON CO 4% 04/01/2047
        842400GG2
        
          
        
        562000.00000000
        PA
        USD
        539986.97000000
        0.079357784522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 02/20/2051#MA7195
        36179V7G9
        
          
        
        852911.20700000
        PA
        USD
        860232.17000000
        0.126421789744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 08/20/2050#MA6823
        36179VSL5
        
          
        
        44657.37500000
        PA
        USD
        46342.40000000
        0.006810590621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 02/01/2049#MA3593
        31418C7F5
        
          
        
        110490.66500000
        PA
        USD
        114727.19000000
        0.016860583918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4% 01/22/2025
        06051GFM6
        
          
        
        370000.00000000
        PA
        USD
        376774.63000000
        0.055371706285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 04/30/2023
        9128284L1
        
          
        
        84000.00000000
        PA
        USD
        84853.13000000
        0.012470220173
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 3.85% 05/04/2043
        037833AL4
        
          
        
        369000.00000000
        PA
        USD
        388128.42000000
        0.057040286585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-04
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 08/01/2051#
        3132DWB51
        
          
        
        335382.79300000
        PA
        USD
        311861.43000000
        0.045831906208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE JOHN CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        DEERE JOHN CAPITAL CORP 2.8% 07/18/2029
        24422EUY3
        
          
        
        220000.00000000
        PA
        USD
        215982.53000000
        0.031741312343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-18
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 10/01/2048#ZA5757
        31329PME0
        
          
        
        88908.68100000
        PA
        USD
        91099.20000000
        0.013388157650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2020-BN28
        N/A
        BANK 2020-BN28 1.844% 03/15/2063
        06540YAH2
        
          
        
        360000.00000000
        PA
        USD
        320496.66000000
        0.047100960388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          0.01844000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 2.75% 06/01/2060
        191216CY4
        
          
        
        30000.00000000
        PA
        USD
        25406.92000000
        0.003733862101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HLDGS INC
        5493005X2GO78EFZ3E94
        PAYPAL HLDGS INC 1.65% 06/01/2025
        70450YAG8
        
          
        
        70000.00000000
        PA
        USD
        67305.56000000
        0.009891387059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN DEVELOPMENT BANK
        549300LNCLMO3ITVCU07
        AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026
        00828EEF2
        
          
        
        160000.00000000
        PA
        USD
        149251.52000000
        0.021934362534
        Long
        DBT
        CORP
        CI
        N
        
        2
        
          2026-07-22
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 06/15/2023
        912828ZU7
        
          
        
        3000.00000000
        PA
        USD
        2941.41000000
        0.000432276691
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELEC and GAS CO
        549300RUHPVD434XUK18
        PUBLIC SERVICE ELEC and GAS CO 3.6% 12/01/2047
        74456QBT2
        
          
        
        44000.00000000
        PA
        USD
        43440.93000000
        0.006384183607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC 4.725% 11/15/2028
        26078JAD2
        
          
        
        35000.00000000
        PA
        USD
        37508.73000000
        0.005512373220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.04725000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW 4.2% 06/15/2049
        26441CBF1
        
          
        
        90000.00000000
        PA
        USD
        90438.50000000
        0.013291059588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 02/01/2034#FM2743
        3140X6BM2
        
          
        
        90102.73700000
        PA
        USD
        91120.32000000
        0.013391261496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2048#Q54900
        3132XXNS4
        
          
        
        254875.20700000
        PA
        USD
        257283.78000000
        0.037811043429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY CORP NEW
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP NEW 0.9% 09/15/2025
        29364GAM5
        
          
        
        400000.00000000
        PA
        USD
        366809.01000000
        0.053907134789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS LP
        GL16H1DHB0QSHP25F723
        PROLOGIS LP 3% 04/15/2050
        74340XBP5
        
          
        
        145000.00000000
        PA
        USD
        128949.81000000
        0.018950774379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 04/01/2049#ZA6691
        31329QNG2
        
          
        
        889528.35300000
        PA
        USD
        909046.92000000
        0.133595722870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 08/01/2049#RA1839
        3133KHBG0
        
          
        
        545056.61000000
        PA
        USD
        572970.87000000
        0.084205177837
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 4.5% 02/23/2036
        037833BW9
        
          
        
        90000.00000000
        PA
        USD
        102895.59000000
        0.015121783511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-02-23
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        METLIFE INC 4.875% 11/13/2043
        59156RBG2
        
          
        
        100000.00000000
        PA
        USD
        113039.99000000
        0.016612628946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-13
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/01/2046#MA2806
        31418CDL5
        
          
        
        278280.54100000
        PA
        USD
        276077.37000000
        0.040572994640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELEC DELIVERY CO LLC
        549300SP2X2BS1KERD24
        ONCOR ELEC DELIVERY CO LLC 3.75% 04/01/2045
        68233JBB9
        
          
        
        120000.00000000
        PA
        USD
        118676.70000000
        0.017441013412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 01/31/2029
        91282CDW8
        
          
        
        581000.00000000
        PA
        USD
        556307.50000000
        0.081756288884
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC 4.95% 08/15/2047
        166756AW6
        
          
        
        30000.00000000
        PA
        USD
        35499.06000000
        0.005217027281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.005%/VAR 04/23/2029
        46647PAR7
        
          
        
        43000.00000000
        PA
        USD
        43963.19000000
        0.006460936194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Variable
          0.04005000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLSON COORS BEVERAGE CO
        54930073LBBH6ZCBE225
        MOLSON COORS BEVERAGE CO 4.2% 07/15/2046
        60871RAH3
        
          
        
        92000.00000000
        PA
        USD
        89258.40000000
        0.013117629253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 11/20/2047#MA4838
        36179TLT0
        
          
        
        19425.91600000
        PA
        USD
        20007.20000000
        0.002940306256
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 1% 05/12/2026
        023135BX3
        
          
        
        6000.00000000
        PA
        USD
        5630.50000000
        0.000827471829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-12
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.7% 09/15/2024
        254687CZ7
        
          
        
        300000.00000000
        PA
        USD
        306418.85000000
        0.045032051554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS COMMERCIAL MORTGAGE TRUST 2019-C16
        N/A
        UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052
        90276YAE3
        
          
        
        350000.00000000
        PA
        USD
        350978.71000000
        0.051580675807
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          0.03604800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2049#CA3816
        3140QBG28
        
          
        
        82215.73300000
        PA
        USD
        83789.64000000
        0.012313927123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.875% 05/15/2049
        912810SH2
        
          
        
        1000.00000000
        PA
        USD
        1075.39000000
        0.000158041902
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-05-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS CORP 2.125% 08/15/2026
        369550AX6
        
          
        
        160000.00000000
        PA
        USD
        154984.17000000
        0.022776846573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 01/15/2023
        912828Z29
        
          
        
        2000.00000000
        PA
        USD
        1999.77000000
        0.000293891011
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.75% 11/15/2043
        912810RD2
        
          
        
        1730000.00000000
        PA
        USD
        2046130.48000000
        0.300704259097
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECO ENERGY COMPANY
        YH65D4JBECK76IFEJ279
        PECO ENERGY COMPANY 3.9% 03/01/2048
        693304AW7
        
          
        
        96000.00000000
        PA
        USD
        98955.75000000
        0.014542775144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2050#
        31418DTS1
        
          
        
        173218.54800000
        PA
        USD
        170169.10000000
        0.025008460426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 12/01/2033#CA2869
        3140QAFK1
        
          
        
        36667.85200000
        PA
        USD
        36359.21000000
        0.005343436995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL CO LTD
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040
        874060AY2
        
          
        
        272000.00000000
        PA
        USD
        242516.86000000
        0.035640861332
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          0.03025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GRP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC 5.25% 05/30/2048
        92857WBM1
        
          
        
        170000.00000000
        PA
        USD
        190424.68000000
        0.027985269205
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2048-05-30
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINL INC 4.35% 02/25/2050
        74432QCE3
        
          
        
        285000.00000000
        PA
        USD
        309388.32000000
        0.045468452011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-25
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 02/15/2024
        91282CBM2
        
          
        
        2144000.00000000
        PA
        USD
        2058826.26000000
        0.302570061476
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 09/30/2022
        9128282W9
        
          
        
        358000.00000000
        PA
        USD
        359440.39000000
        0.052824224662
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060
        035240AU4
        
          
        
        50000.00000000
        PA
        USD
        53142.42000000
        0.007809937923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 04/01/2027#ZK4062
        3131X7QP6
        
          
        
        87935.83400000
        PA
        USD
        87580.37000000
        0.012871021926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COML MTG TR 2019-C54
        N/A
        WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052
        95001YAE4
        
          
        
        538000.00000000
        PA
        USD
        528579.67000000
        0.077681340263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          0.03146000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2048#BJ9256
        3140HBJA7
        
          
        
        2075886.22000000
        PA
        USD
        2124112.59000000
        0.312164697636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.85% 04/01/2060
        68389XBY0
        
          
        
        80000.00000000
        PA
        USD
        65653.36000000
        0.009648575772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/01/2050#BQ1318
        3140KLPC0
        
          
        
        122278.30200000
        PA
        USD
        114084.69000000
        0.016766160572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVELERS COS INC
        549300Y650407RU8B149
        TRAVELERS COS INC 4% 05/30/2047
        89417EAM1
        
          
        
        32000.00000000
        PA
        USD
        32934.60000000
        0.004840148068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-30
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 4.7% 12/09/2035
        58013MEZ3
        
          
        
        109000.00000000
        PA
        USD
        118512.74000000
        0.017416917456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-09
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        EQUINOR ASA 3.125% 04/06/2030
        29446MAF9
        
          
        
        357000.00000000
        PA
        USD
        355591.56000000
        0.052258591344
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2030-04-06
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1% 07/31/2028
        91282CCR0
        
          
        
        1229000.00000000
        PA
        USD
        1124583.00000000
        0.165271423847
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-31
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 12/15/2023
        91282CBA8
        
          
        
        357000.00000000
        PA
        USD
        344393.44000000
        0.050612888682
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2047#BH4095
        3140GSRR5
        
          
        
        46906.50900000
        PA
        USD
        48293.06000000
        0.007097264308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC
        254900OPFK0OOKZFLV35
        FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 3.914% 07/01/2049
        351837AA7
        
          
        
        120000.00000000
        PA
        USD
        116878.82000000
        0.017176792641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.03914000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025
        009158BB1
        
          
        
        100000.00000000
        PA
        USD
        95280.97000000
        0.014002720632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 02/01/2049#CA3536
        3140QA4W7
        
          
        
        27213.85900000
        PA
        USD
        28984.63000000
        0.004259650972
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 05/15/2024
        91282CCC3
        
          
        
        524000.00000000
        PA
        USD
        500849.84000000
        0.073606097718
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 11/30/2024
        912828YV6
        
          
        
        2519000.00000000
        PA
        USD
        2453860.22000000
        0.360625202838
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/01/2050#SD8059
        3132DV5U5
        
          
        
        98891.03500000
        PA
        USD
        102628.72000000
        0.015082563654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 11/15/2031
        91282CDJ7
        
          
        
        10000.00000000
        PA
        USD
        9175.00000000
        0.001348380078
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINL INC 5.125%/VAR 03/01/2052
        744320BJ0
        
          
        
        50000.00000000
        PA
        USD
        50545.00000000
        0.007428214830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Variable
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        VISA INC 1.1% 02/15/2031
        92826CAN2
        
          
        
        250000.00000000
        PA
        USD
        214432.71000000
        0.031513547067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 10/31/2028
        91282CDF5
        
          
        
        580000.00000000
        PA
        USD
        542209.38000000
        0.079684395243
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-10-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 11/01/2051#
        31418D6B3
        
          
        
        663935.51400000
        PA
        USD
        617164.31000000
        0.090699952126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 09/20/2047#MA4721
        36179TG66
        
          
        
        9670.35300000
        PA
        USD
        10175.76000000
        0.001495454176
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/01/2048#CA2604
        3140Q93N1
        
          
        
        184674.36800000
        PA
        USD
        189051.22000000
        0.027783422219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 02/01/2051#QB9002
        3133AGAB5
        
          
        
        907606.19000000
        PA
        USD
        869134.94000000
        0.127730162246
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK ST DORM AUTH ST PERSINCOME TAX REV
        N/A
        NEW YORK ST D 2.202% 3/15/2034
        64990FE42
        
          
        
        200000.00000000
        PA
        USD
        170877.12000000
        0.025112512749
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-03-15
          Fixed
          0.02202000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 08/01/2034#CA4490
        3140QB7C6
        
          
        
        29058.89200000
        PA
        USD
        29778.37000000
        0.004376300913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 02/15/2041
        912810SW9
        
          
        
        6405000.00000000
        PA
        USD
        5703202.16000000
        0.838156313474
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 09/01/2044#FM6331
        3140XAA93
        
          
        
        2324674.66500000
        PA
        USD
        2378993.71000000
        0.349622640371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 05/20/2049#MA5931
        36179USU7
        
          
        
        148194.41100000
        PA
        USD
        151540.57000000
        0.022270766830
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 3.5% 2/15/39
        912810QA9
        
          
        
        8000.00000000
        PA
        USD
        9165.62000000
        0.001347001571
        Long
        DBT
        UST
        US
        N
        
        2
        
          2039-02-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.75% 08/15/2047
        912810RY6
        
          
        
        51000.00000000
        PA
        USD
        52854.73000000
        0.007767658309
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-08-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTAL CAPITAL INTL SA
        549300U37G2I8G4RUG09
        TOTAL CAP INTL 3.127% 05/29/2050
        89153VAV1
        
          
        
        220000.00000000
        PA
        USD
        200712.52000000
        0.029497194928
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2050-05-29
          Fixed
          0.03127000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYLAN INC
        30ZMPDNA1RHIBH89C294
        MYLAN INC 4.55% 04/15/2028
        628530BK2
        
          
        
        20000.00000000
        PA
        USD
        20220.67000000
        0.002971678321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.3% 02/01/2052
        00206RKE1
        
          
        
        50000.00000000
        PA
        USD
        42859.62000000
        0.006298752891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL, STATE OF
        213800T8ZHTFZIBYPE21
        ISRAEL STATE OF 3.375% 01/15/2050
        46513JXN6
        
          
        
        225000.00000000
        PA
        USD
        212906.25000000
        0.031289214832
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2050-01-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027
        14913R2G1
        
          
        
        530000.00000000
        PA
        USD
        481129.62000000
        0.070707966733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC 1.625% 05/01/2030
        713448EZ7
        
          
        
        267000.00000000
        PA
        USD
        240058.80000000
        0.035279618919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 02/28/2026
        9128286F2
        
          
        
        191000.00000000
        PA
        USD
        190731.41000000
        0.028030346984
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 08/15/2028
        9128284V9
        
          
        
        113000.00000000
        PA
        USD
        115785.27000000
        0.017016081901
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS INC
        WPTL2Z3FIYTHSP5V2253
        CONOCOPHILLIPS INC 6.5% 02/01/2039
        20825CAQ7
        
          
        
        260000.00000000
        PA
        USD
        347656.15000000
        0.051092384394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-02-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        METLIFE INC 4.05% 03/01/2045
        59156RBN7
        
          
        
        18000.00000000
        PA
        USD
        18393.21000000
        0.002703110402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 05/01/2051#SD8146
        3132DWBP7
        
          
        
        2085896.89000000
        PA
        USD
        1941562.42000000
        0.285336685369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN UNIV
        OBWWNZE695DUK77DTI34
        NORTHWESTERN UNIV 3.662% 12/01/2057
        668444AQ5
        
          
        
        100000.00000000
        PA
        USD
        109056.51000000
        0.016027207140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          0.03662000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.8% 05/01/2025
        02005NBJ8
        
          
        
        250000.00000000
        PA
        USD
        265179.30000000
        0.038971388048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EMISIONES SAU
        549300Y5MFC4SW5Z3K71
        TELEFONICA EMISIONES SAU 5.213% 03/08/2047
        87938WAU7
        
          
        
        250000.00000000
        PA
        USD
        267913.53000000
        0.039373217069
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2047-03-08
          Fixed
          0.05213000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024
        22550L2E0
        
          
        
        700000.00000000
        PA
        USD
        669738.78000000
        0.098426422751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-02
          Fixed
          0.00495000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 01/20/2051#MA7140
        36179V4Z0
        
          
        
        57104.63500000
        PA
        USD
        59179.02000000
        0.008697091186
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 3.25% 08/15/2029
        126650DG2
        
          
        
        195000.00000000
        PA
        USD
        192533.74000000
        0.028295221738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2047#BJ2545
        3140H3ZK5
        
          
        
        13623.09500000
        PA
        USD
        13476.92000000
        0.001980600593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 09/30/2027
        91282CAL5
        
          
        
        1151000.00000000
        PA
        USD
        1027582.23000000
        0.151015957268
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/01/2049#ZT1710
        3132AD3T3
        
          
        
        37726.51400000
        PA
        USD
        38597.07000000
        0.005672318286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        XCEL ENERGY INC 3.4% 06/01/2030
        98389BAY6
        
          
        
        63000.00000000
        PA
        USD
        62894.76000000
        0.009243165277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/20/2046#MA3802
        36179SGK7
        
          
        
        165699.34700000
        PA
        USD
        165715.62000000
        0.024353966289
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 12/01/2049#FM2373
        3140X5T78
        
          
        
        90551.50900000
        PA
        USD
        95302.16000000
        0.014005834766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK 1.5% 10/18/2024
        045167EQ2
        
          
        
        200000.00000000
        PA
        USD
        194895.90000000
        0.028642370456
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2024-10-18
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 09/01/2048#ZS4791
        3132A5KC8
        
          
        
        5731.00200000
        PA
        USD
        5966.86000000
        0.000876904104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 08/31/2026
        912828YD6
        
          
        
        253000.00000000
        PA
        USD
        241140.63000000
        0.035438607259
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CORP / BROADCOM CAYMAN FIN LTD
        N/A
        BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.5% 01/15/2028
        11134LAR0
        
          
        
        1324000.00000000
        PA
        USD
        1299967.00000000
        0.191046278527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 4.125% 11/16/2028
        913017CY3
        
          
        
        260000.00000000
        PA
        USD
        271778.68000000
        0.039941248814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV CA REGTS MED CTR POOLED REV
        N/A
        UNIV CA MED CTR 3.006% 5/15/2050
        913366KB5
        
          
        
        175000.00000000
        PA
        USD
        153142.29000000
        0.022506159456
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03006000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE INC
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE INC 2.8% 11/15/2024
        911312BL9
        
          
        
        88000.00000000
        PA
        USD
        88406.53000000
        0.012992436388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/31/2022
        91282CAG6
        
          
        
        176000.00000000
        PA
        USD
        175415.63000000
        0.025779503100
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 11/01/2036#BU2287
        3140M3RH5
        
          
        
        489265.96000000
        PA
        USD
        464500.54000000
        0.068264117120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIS NORTH AMERICA INC
        5493004KVU1HWZCP0C66
        WILLIS NORTH AMERICA INC 2.95% 09/15/2029
        970648AJ0
        
          
        
        170000.00000000
        PA
        USD
        159642.60000000
        0.023461460655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 4.049% 11/01/2052
        20030NCG4
        
          
        
        146000.00000000
        PA
        USD
        151010.50000000
        0.022192866467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-11-01
          Fixed
          0.04049000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 2.65% 04/15/2025
        88579YBM2
        
          
        
        24000.00000000
        PA
        USD
        23829.29000000
        0.003502009800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.705% 05/01/2040
        097023CV5
        
          
        
        836000.00000000
        PA
        USD
        934188.62000000
        0.137290607602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.05705000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 05/01/2047#BH2036
        3140GQHN9
        
          
        
        16068.09700000
        PA
        USD
        16783.86000000
        0.002466596453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 01/31/2023
        91282CBG5
        
          
        
        93000.00000000
        PA
        USD
        91899.26000000
        0.013505736393
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE CORP 3.362% 02/15/2050
        68902VAM9
        
          
        
        50000.00000000
        PA
        USD
        44265.27000000
        0.006505330598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          0.03362000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL CO LTD
        549300ZLMVP4X0OGR454
        TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030
        874060AX4
        
          
        
        200000.00000000
        PA
        USD
        180527.12000000
        0.026530699971
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-03-31
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO 2.5% 07/30/2024
        025816CG2
        
          
        
        219000.00000000
        PA
        USD
        217907.16000000
        0.032024160599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-30
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC 4.2% 06/01/2029
        124857AZ6
        
          
        
        210000.00000000
        PA
        USD
        212387.04000000
        0.031212910481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN BANK INTL COOPERATION
        549300TJ3QFYVCTSCJ29
        JAPAN BANK INTL COOPERATION 0.625% 07/15/2025
        471048CJ5
        
          
        
        750000.00000000
        PA
        USD
        699975.00000000
        0.102870010402
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        CONSTELLATION BRANDS INC 5.25% 11/15/2048
        21036PBD9
        
          
        
        50000.00000000
        PA
        USD
        55877.97000000
        0.008211960934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 2.375% 08/15/2024
        91324PDR0
        
          
        
        90000.00000000
        PA
        USD
        89574.97000000
        0.013164153142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026
        571903AS2
        
          
        
        390000.00000000
        PA
        USD
        385371.48000000
        0.056635120048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        NOMURA HOLDINGS INC 3.103% 01/16/2030
        65535HAQ2
        
          
        
        623000.00000000
        PA
        USD
        586762.94000000
        0.086232093633
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-01-16
          Fixed
          0.03103000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 11/01/2048#ZT1481
        3132ADUE6
        
          
        
        361413.33500000
        PA
        USD
        369978.98000000
        0.054373001208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 3.75% 11/13/2047
        037833DG2
        
          
        
        57000.00000000
        PA
        USD
        59129.24000000
        0.008689775397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-13
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP 3.3% 02/06/2027
        594918BY9
        
          
        
        115000.00000000
        PA
        USD
        117962.91000000
        0.017336113116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-06
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2049#FM5659
        3140X9JD8
        
          
        
        287627.72900000
        PA
        USD
        291741.90000000
        0.042875091664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2046#BC0909
        3140EVAK3
        
          
        
        81424.52500000
        PA
        USD
        84518.44000000
        0.012421033325
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 02/15/2027
        912828V98
        
          
        
        393000.00000000
        PA
        USD
        388885.78000000
        0.057151590033
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 03/31/2027
        912828ZE3
        
          
        
        2260000.00000000
        PA
        USD
        2066046.10000000
        0.303631106536
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-03-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL CO 4.8% 05/15/2049
        260543CV3
        
          
        
        50000.00000000
        PA
        USD
        55185.64000000
        0.008110214451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/15/2023
        912828ZP8
        
          
        
        806000.00000000
        PA
        USD
        790667.11000000
        0.116198341126
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 2.236% 05/11/2030
        166764BY5
        
          
        
        80000.00000000
        PA
        USD
        75651.65000000
        0.011117948530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-11
          Fixed
          0.02236000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVARTIS CAP CORP
        5493002KF87V5RSRQS84
        NOVARTIS CAP CORP 2.75% 08/14/2050
        66989HAS7
        
          
        
        50000.00000000
        PA
        USD
        44761.63000000
        0.006578276858
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-14
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 4% 06/22/2050
        92556VAF3
        
          
        
        100000.00000000
        PA
        USD
        84007.64000000
        0.012345964928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 2.722% 02/15/2030
        14448CAQ7
        
          
        
        100000.00000000
        PA
        USD
        93988.18000000
        0.013812729103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.02722000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY HEALTH INC
        5493006NA7JSVYYYF398
        BON SECOURS MERCY HEALTH INC 2.095% 06/01/2031
        09778PAB1
        
          
        
        71000.00000000
        PA
        USD
        63222.88000000
        0.009291386582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.02095000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        FISERV INC 2.75% 07/01/2024
        337738AS7
        
          
        
        440000.00000000
        PA
        USD
        438645.38000000
        0.064464380589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.8% 07/15/2046
        125523CF5
        
          
        
        465000.00000000
        PA
        USD
        514475.09000000
        0.075608497246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL EST EQUITS INC 3% 05/18/2051
        015271AX7
        
          
        
        125000.00000000
        PA
        USD
        105180.17000000
        0.015457530886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-18
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/50#MA6766
        36179VQT0
        
          
        
        277687.80700000
        PA
        USD
        275458.86000000
        0.040482096922
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2% 05/01/2052 #TBA
        01F020653
        
          
        
        1400000.00000000
        PA
        USD
        1297045.26000000
        0.190616892586
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66 3.9% 03/15/2028
        718546AR5
        
          
        
        94000.00000000
        PA
        USD
        95555.21000000
        0.014043023603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 10/01/2036#MA4441
        31418D5B4
        
          
        
        1937837.90000000
        PA
        USD
        1839749.39000000
        0.270373997480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 03/20/2050#MA6543
        36179VHU7
        
          
        
        656829.22900000
        PA
        USD
        671146.92000000
        0.098633366394
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 2.45% 08/15/2052
        20030NDP3
        
          
        
        135000.00000000
        PA
        USD
        107078.73000000
        0.015736547832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2049#BO5379
        3140K06R4
        
          
        
        74928.26000000
        PA
        USD
        73848.01000000
        0.010852881255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.5% 05/15/2046
        912810RS9
        
          
        
        93000.00000000
        PA
        USD
        91121.84000000
        0.013391484879
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-05-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.8% 02/15/2027
        00206RHW5
        
          
        
        43000.00000000
        PA
        USD
        43952.93000000
        0.006459428360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 05/31/2023
        9128284S6
        
          
        
        176000.00000000
        PA
        USD
        177705.00000000
        0.026115954424
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042
        035240AG5
        
          
        
        461000.00000000
        PA
        USD
        508953.11000000
        0.074796973777
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-01-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK NEW YORK MELLON CORP
        WFLLPEPC7FZXENRZV188
        BANK NEW YORK MELLON CORP 3.85% 04/28/2028
        06406RAH0
        
          
        
        27000.00000000
        PA
        USD
        28068.44000000
        0.004125005485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-28
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 2.95% 06/15/2029
        437076BY7
        
          
        
        686000.00000000
        PA
        USD
        680165.36000000
        0.099958738038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050
        035240AT7
        
          
        
        100000.00000000
        PA
        USD
        106844.23000000
        0.015702085148
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
        11120VAH6
        
          
        
        19000.00000000
        PA
        USD
        19488.15000000
        0.002864025419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 12/20/2049#MA6338
        36179VBF6
        
          
        
        169967.22100000
        PA
        USD
        168868.50000000
        0.024817321120
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATIONAL RAILWAY CO
        3SU7BEP7TH9YEQOZCS77
        CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050
        136375CZ3
        
          
        
        210000.00000000
        PA
        USD
        170919.05000000
        0.025118674883
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2050-05-01
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 08/20/2049#MA6090
        36179UXT4
        
          
        
        44610.95800000
        PA
        USD
        45060.09000000
        0.006622139257
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-08-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES GROUP LLC / JEFFERIES GROUP CAP FIN INC
        N/A
        JEFFERIES GROUP LLC / JEFFERIES GROUP CAP FIN INC 4.85% 01/15/2027
        47233JAG3
        
          
        
        100000.00000000
        PA
        USD
        104844.21000000
        0.015408157396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048
        29379VBQ5
        
          
        
        105000.00000000
        PA
        USD
        105419.71000000
        0.015492734260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 11/20/2047#MA4840
        36179TLV5
        
          
        
        20984.33300000
        PA
        USD
        22348.95000000
        0.003284455471
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 3.9% 06/15/2047
        437076BS0
        
          
        
        29000.00000000
        PA
        USD
        30206.65000000
        0.004439241972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 03/01/2045#FM5678
        3140X9JY2
        
          
        
        29606.15700000
        PA
        USD
        30622.81000000
        0.004500401847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/31/2022
        912828ZR4
        
          
        
        21000.00000000
        PA
        USD
        20990.83000000
        0.003084862888
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 08/15/2051
        912810SZ2
        
          
        
        1854000.00000000
        PA
        USD
        1672655.63000000
        0.245817496420
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        GENERAL ELECTRIC CO 4.35% 05/01/2050
        369604BY8
        
          
        
        489000.00000000
        PA
        USD
        525773.35000000
        0.077268916723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 4.55% 03/01/2048
        036752AH6
        
          
        
        120000.00000000
        PA
        USD
        132696.51000000
        0.019501398427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 8.1% 07/15/2036
        24703TAJ5
        
          
        
        80000.00000000
        PA
        USD
        105199.11000000
        0.015460314354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          0.08100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.576% 01/25/2049
        35137LAK1
        
          
        
        23000.00000000
        PA
        USD
        26734.33000000
        0.003928941469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-25
          Fixed
          0.05576000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 09/01/2033#ZS8716
        3132A9VH7
        
          
        
        73042.87400000
        PA
        USD
        74851.37000000
        0.011000337455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 4.25% 02/01/2024
        00914AAA0
        
          
        
        170000.00000000
        PA
        USD
        171838.39000000
        0.025253783301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2065
        880591ES7
        
          
        
        30000.00000000
        PA
        USD
        37006.58000000
        0.005438576048
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2065-09-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020
        N/A
        JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053
        46652JAW2
        
          
        
        500000.00000000
        PA
        USD
        457593.20000000
        0.067248997812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-05-13
          Fixed
          0.02179800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        INTL FIN CORP 2.875% 07/31/2023
        45950KCP3
        
          
        
        112000.00000000
        PA
        USD
        113018.74000000
        0.016609505995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-31
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 3.16% 01/23/2030
        698299BK9
        
          
        
        800000.00000000
        PA
        USD
        781900.00000000
        0.114909905544
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2030-01-23
          Fixed
          0.03160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        EQUINOR ASA 3.625% 09/10/2028
        29446MAB8
        
          
        
        120000.00000000
        PA
        USD
        122057.51000000
        0.017937865385
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2028-09-10
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH EDISON CO
        D8YOXB8L2ZDC8P7Q0771
        COMMONWEALTH EDISON CO 4% 03/01/2048
        202795JM3
        
          
        
        42000.00000000
        PA
        USD
        44616.43000000
        0.006556937916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 01/15/2024
        91282CBE0
        
          
        
        908000.00000000
        PA
        USD
        873701.72000000
        0.128401307224
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
        46647PBP0
        
          
        
        50000.00000000
        PA
        USD
        46784.83000000
        0.006875611198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Variable
          0.02956000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 08/15/2048
        912810SD1
        
          
        
        3000.00000000
        PA
        USD
        3275.63000000
        0.000481394467
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-08-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 3.4% 04/15/2026
        30161NAU5
        
          
        
        150000.00000000
        PA
        USD
        150510.43000000
        0.022119374977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1
        N/A
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 0.35% 10/16/2025
        36261LAC5
        
          
        
        396000.00000000
        PA
        USD
        388328.37000000
        0.057069671718
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-10-16
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031
        3137F9Z79
        
          
        
        100000.00000000
        PA
        USD
        92378.34000000
        0.013576143143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Fixed
          0.01846000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 5.012% 08/21/2054
        92343VCM4
        
          
        
        38000.00000000
        PA
        USD
        44821.44000000
        0.006587066679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2054-08-21
          Fixed
          0.05012000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2051#BN9102
        3140JSDG1
        
          
        
        948400.55300000
        PA
        USD
        883071.97000000
        0.129778381713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 01/20/2052#MA7826
        36179WVT2
        
          
        
        994089.00000000
        PA
        USD
        946327.99000000
        0.139074638630
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO 6.125% 10/01/2025
        37045VAV2
        
          
        
        455000.00000000
        PA
        USD
        488452.24000000
        0.071784116589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 2.95% 11/21/2026
        00287YBV0
        
          
        
        50000.00000000
        PA
        USD
        49530.04000000
        0.007279053866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
        N/A
        WELLS FARGO TR 2013-LC12 2.725% 02/15/2053
        95002EBB2
        
          
        
        90000.00000000
        PA
        USD
        85842.31000000
        0.012615592446
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          0.02725000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 1.65% 03/25/2026
        68389XCC7
        
          
        
        207000.00000000
        PA
        USD
        193028.62000000
        0.028367950494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON and JOHNSON
        549300G0CFPGEF6X2043
        JOHNSON and JOHNSON 3.4% 01/15/2038
        478160CL6
        
          
        
        116000.00000000
        PA
        USD
        118267.99000000
        0.017380948407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-01-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2047#AS9990
        3138WLC43
        
          
        
        22779.68700000
        PA
        USD
        23779.48000000
        0.003494689603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 06/01/2049#FM5663
        3140X9JH9
        
          
        
        173562.82100000
        PA
        USD
        175774.24000000
        0.025832205289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE LLC 2.25% 05/28/2031
        04636NAB9
        
          
        
        290000.00000000
        PA
        USD
        270030.71000000
        0.039684362936
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-28
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025
        606822BN3
        
          
        
        740000.00000000
        PA
        USD
        715427.74000000
        0.105140982257
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-02-25
          Fixed
          0.02193000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO PROVINCE CDA
        C7PVKCRGLG18EBQGZV36
        ONTARIO PROVINCE CDA 1.05% 05/21/2027
        683234AQ1
        
          
        
        1413000.00000000
        PA
        USD
        1298688.30000000
        0.190858357698
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-05-21
          Fixed
          0.01050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 01/31/2026
        9128286A3
        
          
        
        461000.00000000
        PA
        USD
        462746.76000000
        0.068006377391
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        EQUITABLE HOLDINGS INC 4.35% 04/20/2028
        054561AJ4
        
          
        
        360000.00000000
        PA
        USD
        367717.65000000
        0.054040670710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 05/46#MA3663
        36179SB89
        
          
        
        56880.24300000
        PA
        USD
        58137.25000000
        0.008543990160
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027
        459058GE7
        
          
        
        92000.00000000
        PA
        USD
        91541.30000000
        0.013453129730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-22
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 08/20/2048#MA5397
        36179T7J8
        
          
        
        64808.39100000
        PA
        USD
        65708.97000000
        0.009656748351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 04/30/2023
        91282CBX8
        
          
        
        751000.00000000
        PA
        USD
        737740.16000000
        0.108420069192
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC 2.55% 08/20/2060
        037833EA4
        
          
        
        200000.00000000
        PA
        USD
        163904.33000000
        0.024087774752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-08-20
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.5% 04/15/2050
        87264AAZ8
        
          
        
        80000.00000000
        PA
        USD
        80932.47000000
        0.011894030545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FNDTN HOSPS
        DW4Z57L3G4IRMHYZYK62
        KAISER FNDTN HOSPS 2.81% 06/01/2041
        48305QAF0
        
          
        
        63000.00000000
        PA
        USD
        55011.74000000
        0.008084657689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.02810000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COML MTG TR 2019-C52
        N/A
        WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052
        95002MAX7
        
          
        
        200000.00000000
        PA
        USD
        193566.64000000
        0.028447019208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          0.02892000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP 4.5% 11/15/2048
        855244AS8
        
          
        
        50000.00000000
        PA
        USD
        53327.79000000
        0.007837180345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 02/01/2035#SB8032
        3132D54R0
        
          
        
        127826.67100000
        PA
        USD
        129070.57000000
        0.018968521559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW FIN CORP
        N/A
        CDW LLC / CDW FIN CORP 2.67% 12/01/2026
        12513GBG3
        
          
        
        150000.00000000
        PA
        USD
        141378.75000000
        0.020777361310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.02670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 12/47#BJ1662
        3140H2Z43
        
          
        
        61471.67400000
        PA
        USD
        62072.41000000
        0.009122310743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 04/01/2035#SB8041
        3132D55A6
        
          
        
        14252.80000000
        PA
        USD
        14378.13000000
        0.002113044583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS TR 2014-GC26
        N/A
        GSMS 2014-GC26 A4 3.364% 11/10/2047
        36250HAD5
        
          
        
        84449.12000000
        PA
        USD
        83689.52000000
        0.012299213247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Fixed
          0.03364000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALGREENS BOOTS ALLIANCE INC
        549300RPTUOIXG4LIH86
        WALGREENS BOOTS ALLIANCE INC 3.45% 06/01/2026
        931427AQ1
        
          
        
        81000.00000000
        PA
        USD
        81411.57000000
        0.011964440233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN TRUST CORP
        549300GLF98S992BC502
        NORTHERN TRUST CORP 1.95% 05/01/2030
        665859AV6
        
          
        
        220000.00000000
        PA
        USD
        201537.62000000
        0.029618453610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.65% 06/01/2044
        00206RJK9
        
          
        
        40000.00000000
        PA
        USD
        41671.57000000
        0.006124154204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-01
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 03/20/2049#MA5816
        36179UN99
        
          
        
        473747.76900000
        PA
        USD
        479664.74000000
        0.070492684443
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN B V 3.125% 11/07/2049
        822582CE0
        
          
        
        100000.00000000
        PA
        USD
        90940.30000000
        0.013364805324
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2049-11-07
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OESTERREICHISCHE KONTROLLBANK
        5299000OVRLMF858L016
        OESTERREICHISCHE KONTROLLBANK 0.375% 09/17/2025
        676167CB3
        
          
        
        83000.00000000
        PA
        USD
        76820.31000000
        0.011289697616
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2025-09-17
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 12/20/2048#MA5652
        36179UH54
        
          
        
        13027.50800000
        PA
        USD
        13537.39000000
        0.001989487410
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGELLAN MIDSTREAM PARTNRS MLP
        MZF5TI8NFVZZNUSKDL39
        MAGELLAN MIDSTREAM PARTNRS MLP 5% 03/01/2026
        559080AK2
        
          
        
        72000.00000000
        PA
        USD
        75842.69000000
        0.011146024228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 02/20/2050#MA6476
        36179VFR6
        
          
        
        473318.36700000
        PA
        USD
        483672.82000000
        0.071081721525
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 5% 04/15/2030
        11135FBD2
        
          
        
        50000.00000000
        PA
        USD
        53149.68000000
        0.007811004870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC 5.85% 09/01/2043
        92553PAU6
        
          
        
        363000.00000000
        PA
        USD
        418238.29000000
        0.061465305536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.05850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 11/01/2034#SB8016
        3132D53Z3
        
          
        
        84459.32600000
        PA
        USD
        85281.21000000
        0.012533131840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC 3.625% 12/15/2047
        931142DW0
        
          
        
        20000.00000000
        PA
        USD
        20954.49000000
        0.003079522274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2348
        3140QMTE4
        
          
        
        787891.23800000
        PA
        USD
        733372.79000000
        0.107778229988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 10/01/2034#MA3798
        31418DGG1
        
          
        
        189995.29500000
        PA
        USD
        191844.16000000
        0.028193879402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN INTERNATIONAL COOPERATION AGENCY
        254900XEIG78M2AJB031
        JAPAN INTERNATL CO OPEA AGENCY 1.75% 04/28/2031
        47109LAE4
        
          
        
        200000.00000000
        PA
        USD
        183323.46000000
        0.026941656826
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2031-04-28
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        CHEVRON USA INC 3.85% 01/15/2028
        166756AR7
        
          
        
        55000.00000000
        PA
        USD
        57289.84000000
        0.008419452747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUR WIEDERAUFB
        549300GDPG70E3MBBU98
        KREDITANSTALT FUR WIEDER(UNGTD 2.375% 12/29/2022
        500769HR8
        
          
        
        996000.00000000
        PA
        USD
        1002088.06000000
        0.147269272696
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-12-29
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.946%/VAR 01/23/2049
        06051GHA0
        
          
        
        23000.00000000
        PA
        USD
        23278.45000000
        0.003421057028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-23
          Variable
          0.03946000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENERGY CO 3.65% 04/15/2029
        595620AT2
        
          
        
        190000.00000000
        PA
        USD
        195291.80000000
        0.028700552873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 1.995% 05/11/2027
        166764BX7
        
          
        
        80000.00000000
        PA
        USD
        76774.70000000
        0.011282994660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          0.01995000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 12/20/2051#MA7766
        36179WTX6
        
          
        
        198064.07000000
        PA
        USD
        188563.55000000
        0.027711753062
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M CO
        LUZQVYP4VS22CLWDAR65
        3M CO 3.7% 04/15/2050
        88579YBP5
        
          
        
        24000.00000000
        PA
        USD
        24224.63000000
        0.003560109918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY
        549300FC3G3YU2FBZD92
        SOUTHERN COMPANY 3.25% 07/01/2026
        842587CV7
        
          
        
        112000.00000000
        PA
        USD
        112010.51000000
        0.016461334088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON NORTHN SANTA FE LLC
        N/A
        BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051
        12189LBF7
        
          
        
        211000.00000000
        PA
        USD
        193724.49000000
        0.028470217224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLAXOSMITHKLINE CAPITAL INC
        5493007Q8VD7Q3ZYZS59
        GLAXOSMITHKLINE CAPITAL INC 3.875% 05/15/2028
        377372AN7
        
          
        
        130000.00000000
        PA
        USD
        135731.86000000
        0.019947480767
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2049#MA3804
        31418DGN6
        
          
        
        612690.77900000
        PA
        USD
        626445.93000000
        0.092064001336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4280
        3133GAXH4
        
          
        
        127193.94000000
        PA
        USD
        123765.40000000
        0.018188861009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
        161175BL7
        
          
        
        190000.00000000
        PA
        USD
        194539.30000000
        0.028589963662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2049#ZT2086
        3132AEJ72
        
          
        
        135036.01800000
        PA
        USD
        135733.24000000
        0.019947683575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 02/28/2027
        912828ZB9
        
          
        
        691000.00000000
        PA
        USD
        648352.34000000
        0.095283420065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2041#AI9851
        3138AP5M6
        
          
        
        28011.43100000
        PA
        USD
        29836.09000000
        0.004384783583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 07/01/2048#BK0916
        3140HEAS1
        
          
        
        22846.07100000
        PA
        USD
        24064.29000000
        0.003536545966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORP
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP 4.45% 11/16/2038
        913017CW7
        
          
        
        370000.00000000
        PA
        USD
        401274.23000000
        0.058972226456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-16
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 11/30/2026
        912828YU8
        
          
        
        180000.00000000
        PA
        USD
        173250.00000000
        0.025461236904
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 02/15/2028
        9128283W8
        
          
        
        363000.00000000
        PA
        USD
        368615.16000000
        0.054172570939
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED MATERIALS INC
        41BNNE1AFPNAZELZ6K07
        APPLIED MATERIALS INC 4.35% 04/01/2047
        038222AM7
        
          
        
        28000.00000000
        PA
        USD
        31578.09000000
        0.004640792095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.65% 09/15/2059
        00206RLV2
        
          
        
        257000.00000000
        PA
        USD
        225371.68000000
        0.033121164421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA PITTSBURGH PA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA PITTSBURGH PA 3.875% 04/10/2025
        20453KAA3
        
          
        
        260000.00000000
        PA
        USD
        265011.03000000
        0.038946658684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-10
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.95% 02/14/2049
        02209SBF9
        
          
        
        30000.00000000
        PA
        USD
        32476.62000000
        0.004772842226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-14
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORP NEW
        54930042348RKR3ZPN35
        DEVON ENERGY CORP NEW 5% 06/15/2045
        25179MAU7
        
          
        
        80000.00000000
        PA
        USD
        87098.36000000
        0.012800184576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 01/31/2025
        912828Z52
        
          
        
        1386000.00000000
        PA
        USD
        1343337.19000000
        0.197420066014
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 2.65% 01/13/2031
        254687FX9
        
          
        
        200000.00000000
        PA
        USD
        190989.10000000
        0.028068217727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-13
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 01/01/2047#ZS4702
        3132A5GK5
        
          
        
        26354.62000000
        PA
        USD
        25459.88000000
        0.003741645230
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC 1.2% 03/01/2026
        37940XAE2
        
          
        
        346000.00000000
        PA
        USD
        318759.74000000
        0.046845698445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN CORP
        549300RLHFT5RU20WM87
        BERKSHIRE HATHAWAY FIN CORP 2.85% 10/15/2050
        084664CV1
        
          
        
        220000.00000000
        PA
        USD
        190469.11000000
        0.027991798745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 09/01/2050#
        3132DV7C3
        
          
        
        80150.80400000
        PA
        USD
        76753.40000000
        0.011279864361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2042#BM4320
        3140J8YS6
        
          
        
        73442.26700000
        PA
        USD
        75978.41000000
        0.011165969966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE13 MTG TR
        N/A
        COMM 2013-CR13 A3 3.928% 11/12/46
        12630BAZ1
        
          
        
        44439.68000000
        PA
        USD
        44589.14000000
        0.006552927312
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          0.03928000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        SUNCOR ENERGY INC 4% 11/15/2047
        867224AB3
        
          
        
        179000.00000000
        PA
        USD
        179187.73000000
        0.026333859993
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.33% 03/15/2050
        06051GHS1
        
          
        
        60000.00000000
        PA
        USD
        64339.90000000
        0.009455546529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Variable
          0.04330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2050#QA8779
        3133A3XG8
        
          
        
        937729.03000000
        PA
        USD
        972878.40000000
        0.142976550773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.0% 10/31/2022
        9128283C2
        
          
        
        48000.00000000
        PA
        USD
        48215.63000000
        0.007085885009
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 03/01/2035#MA3957
        31418DMF6
        
          
        
        20148.80200000
        PA
        USD
        20591.01000000
        0.003026104379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
        00774MAM7
        
          
        
        150000.00000000
        PA
        USD
        145879.65000000
        0.021438824405
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-08-14
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#
        3132DWCH4
        
          
        
        729402.30000000
        PA
        USD
        678247.20000000
        0.099676840628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 10/20/2048#MA5528
        36179UD90
        
          
        
        65035.06500000
        PA
        USD
        66666.11000000
        0.009797411949
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 3.55% 03/10/2051
        715638DT6
        
          
        
        170000.00000000
        PA
        USD
        158610.00000000
        0.023309707275
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2051-03-10
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA INC
        5493009NTB34VXE1T760
        BP CAP MARKETS AMERICA INC 3% 02/24/2050
        10373QBG4
        
          
        
        240000.00000000
        PA
        USD
        207297.81000000
        0.030464984993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-24
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND REPUBLIC OF
        259400R9L8QEP0TPXS31
        POLAND GOVT 3.25% 04/06/26
        731011AU6
        
          
        
        73000.00000000
        PA
        USD
        74224.94000000
        0.010908275795
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2026-04-06
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 11/01/2049#MA3885
        31418DJ78
        
          
        
        31186.99900000
        PA
        USD
        32776.88000000
        0.004816969158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4% 06/34#FM1084
        3140X4F27
        
          
        
        7824.69200000
        PA
        USD
        8105.30000000
        0.001191174392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 05/01/2035#MA4028
        31418DPN6
        
          
        
        43999.40300000
        PA
        USD
        44965.05000000
        0.006608171950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 07/01/2034#MA3729
        31418DEB4
        
          
        
        284380.12000000
        PA
        USD
        281719.80000000
        0.041402219731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2046#BD6712
        3140FEN67
        
          
        
        7826.20700000
        PA
        USD
        7764.25000000
        0.001141052863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 07/20/2049#MA6038
        36179UV74
        
          
        
        304773.82000000
        PA
        USD
        303541.80000000
        0.044609233363
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.0% 07/20/2042#MA0219
        36179MG46
        
          
        
        37119.55500000
        PA
        USD
        37355.20000000
        0.005489810082
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-07-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2049#BN8321
        3140JRG70
        
          
        
        2479.26100000
        PA
        USD
        2576.45000000
        0.000378641291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 01/31/2025
        9128283V0
        
          
        
        238000.00000000
        PA
        USD
        237944.22000000
        0.034968855154
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-31
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 07/01/2033#ZS8705
        3132A9U62
        
          
        
        47992.51200000
        PA
        USD
        49180.78000000
        0.007227725776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC 4.25% 04/01/2046
        437076BH4
        
          
        
        104000.00000000
        PA
        USD
        113753.70000000
        0.016717517486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 12/31/2024
        912828YY0
        
          
        
        2363000.00000000
        PA
        USD
        2315555.40000000
        0.340299593677
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 02/01/2052#QD7087
        3133B42U8
        
          
        
        798346.54000000
        PA
        USD
        741857.22000000
        0.109025122237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 12/20/2048#MA5650
        36179UH39
        
          
        
        257900.31800000
        PA
        USD
        261262.46000000
        0.038395759816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 1.5% 10/01/2036#BU0185
        3140M1F33
        
          
        
        969315.51000000
        PA
        USD
        920251.18000000
        0.135242327881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        213800ITMMKU4Z7I4F78
        SHELL INTL FIN B V 3.75% 09/12/2046
        822582BY7
        
          
        
        70000.00000000
        PA
        USD
        70739.05000000
        0.010395981012
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2046-09-12
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 08/01/2047#Q50234
        3132XSHL7
        
          
        
        30408.97700000
        PA
        USD
        30133.26000000
        0.004428456401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.375% 08/25/2025
        3135G05X7
        
          
        
        95000.00000000
        PA
        USD
        88409.62000000
        0.012992890501
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-08-25
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2050#SD8038
        3132DV4X0
        
          
        
        67127.87100000
        PA
        USD
        67495.44000000
        0.009919292281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 08/01/2035#CA6563
        3140QEJH6
        
          
        
        375053.15400000
        PA
        USD
        371310.20000000
        0.054568640503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032
        06051GJP5
        
          
        
        180000.00000000
        PA
        USD
        165088.00000000
        0.024261729743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-11
          Variable
          0.02651000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC 7% 06/15/2038
        25746UBD0
        
          
        
        130000.00000000
        PA
        USD
        169120.89000000
        0.024854412962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3.375% 11/15/2048
        912810SE9
        
          
        
        157000.00000000
        PA
        USD
        183837.19000000
        0.027017155823
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-11-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2020-B19 A5
        N/A
        BENCHMARK 2020-B19 A5 1.85% 09/15/2053
        08162WBC9
        
          
        
        410000.00000000
        PA
        USD
        366445.91000000
        0.053853772739
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          0.01850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORP 4.3% 03/01/2048
        126408HK2
        
          
        
        140000.00000000
        PA
        USD
        150404.01000000
        0.022103735237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC 0.95% 08/15/2025
        65473PAK1
        
          
        
        280000.00000000
        PA
        USD
        257314.40000000
        0.037815543418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL OHARE INTL ARPT REV
        N/A
        CHICAGO ILL O HARE INTL ARPT BUILD AMERICA BONDS
        167593AN2
        
          
        
        250000.00000000
        PA
        USD
        335252.70000000
        0.049269543535
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          0.06395000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 02/01/2049#G08864
        3128MJ6A3
        
          
        
        25032.72000000
        PA
        USD
        26349.96000000
        0.003872453529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 01/20/2051#MA7136
        36179V4V9
        
          
        
        543985.46300000
        PA
        USD
        528865.77000000
        0.077723386208
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.272% 01/15/2036
        92343VCV4
        
          
        
        276000.00000000
        PA
        USD
        290762.74000000
        0.042731191954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-15
          Fixed
          0.04272000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.6% 01/13/2051
        254687FZ4
        
          
        
        30000.00000000
        PA
        USD
        29663.17000000
        0.004359370843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-13
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON and JOHNSON
        549300G0CFPGEF6X2043
        JOHNSON and JOHNSON 2.45% 09/01/2060
        478160CT9
        
          
        
        110000.00000000
        PA
        USD
        89081.62000000
        0.013091649238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-09-01
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.125% 08/15/2046
        92343VDC5
        
          
        
        54000.00000000
        PA
        USD
        55448.73000000
        0.008148878791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        FEDERAL HOME LOAN BANKS 1.5% 08/15/2024
        3130AGWK7
        
          
        
        100000.00000000
        PA
        USD
        97876.46000000
        0.014384160089
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KELLOGG CO
        LONOZNOJYIBXOHXWDB86
        KELLOGG CO 4.5% 04/01/2046
        487836BQ0
        
          
        
        32000.00000000
        PA
        USD
        34394.83000000
        0.005054746983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTERN ENERGY GAS HOLDINGS LLC
        549300BFOD6TDMVV4O24
        EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024
        257375AN5
        
          
        
        50000.00000000
        PA
        USD
        49479.01000000
        0.007271554374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        WESTERN UN CO 2.85% 01/10/2025
        959802AY5
        
          
        
        70000.00000000
        PA
        USD
        69193.60000000
        0.010168857961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.125% 09/30/2024
        02005NAV2
        
          
        
        290000.00000000
        PA
        USD
        302684.90000000
        0.044483301277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAY AREA TOLL AU CA BRIDGE REV
        N/A
        BAY AREA TA CA 6.263% 4/1/49
        072024ND0
        
          
        
        75000.00000000
        PA
        USD
        106566.95000000
        0.015661335412
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.06263000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING CO
        549300G6UZOB126GBY72
        GE CAPITAL INTL FUNDING CO 4.418% 11/15/2035
        36164QNA2
        
          
        
        200000.00000000
        PA
        USD
        214757.70000000
        0.031561308379
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          0.04418000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2320
        3140QMSJ4
        
          
        
        1228705.98600000
        PA
        USD
        1174896.28000000
        0.172665584549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE INC 2.85% 03/27/2030
        654106AK9
        
          
        
        570000.00000000
        PA
        USD
        562690.95000000
        0.082694416057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-27
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR TREE INC
        549300PMSTQITB1WHR43
        DOLLAR TREE INC 4% 05/15/2025
        256746AG3
        
          
        
        248000.00000000
        PA
        USD
        253701.06000000
        0.037284518277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAP CORP
        5IDHQUFVC8Q2KIBBFF06
        AMER WATER CAP CORP 3.75% 09/01/2047
        03040WAR6
        
          
        
        240000.00000000
        PA
        USD
        234267.24000000
        0.034428477325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 1.5% 10/01/2051#SD8171
        3132DWCG6
        
          
        
        1962513.96000000
        PA
        USD
        1753004.60000000
        0.257625774401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 2.9% 05/15/2050
        91324PDZ2
        
          
        
        120000.00000000
        PA
        USD
        106365.47000000
        0.015631725426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2049#MA3851
        31418DH54
        
          
        
        85565.44000000
        PA
        USD
        88792.78000000
        0.013049200617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2048#MA3384
        31418CXN9
        
          
        
        14262.31100000
        PA
        USD
        14581.61000000
        0.002142948494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 03/20/2051#MA7259
        36179WB49
        
          
        
        251518.98500000
        PA
        USD
        260419.86000000
        0.038271929293
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050
        026874DP9
        
          
        
        240000.00000000
        PA
        USD
        263044.62000000
        0.038657670339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-30
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2048#MA3564
        31418C6A7
        
          
        
        72980.05900000
        PA
        USD
        75823.93000000
        0.011143267213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
        06738EBL8
        
          
        
        516000.00000000
        PA
        USD
        501176.00000000
        0.073654030977
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Variable
          0.02852000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        MASTERCARD INC 3.35% 03/26/2030
        57636QAP9
        
          
        
        53000.00000000
        PA
        USD
        54013.76000000
        0.007937992146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-26
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048
        026874DL8
        
          
        
        100000.00000000
        PA
        USD
        114576.10000000
        0.016838379369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS and CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040
        009158AZ9
        
          
        
        60000.00000000
        PA
        USD
        53046.30000000
        0.007795811897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY REPUBLIC OF
        5299008DH62LEB10JK83
        HUNGARY REPUBLIC OF 5.375% 03/25/2024
        445545AL0
        
          
        
        964000.00000000
        PA
        USD
        1010272.00000000
        0.148472004212
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2024-03-25
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        NEWMONT CORP 2.8% 10/01/2029
        651639AX4
        
          
        
        100000.00000000
        PA
        USD
        95654.63000000
        0.014057634605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039
        110122CQ9
        
          
        
        100000.00000000
        PA
        USD
        107381.36000000
        0.015781023065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC DEL
        5493000C01ZX7D35SD85
        BERKSHIRE HATHAWAY INC DEL 4.5% 02/11/2043
        084670BK3
        
          
        
        33000.00000000
        PA
        USD
        36192.38000000
        0.005318919257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-11
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3ML+0 03/05/2024
        06051GHF9
        
          
        
        113000.00000000
        PA
        USD
        113645.15000000
        0.016701564716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Variable
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2049
        912810SF6
        
          
        
        134000.00000000
        PA
        USD
        147290.08000000
        0.021646104591
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC PROVINCE CDA
        549300WN65YFEQH74Y36
        QUEBEC PROVINCE CDA 2.75% 04/12/2027
        748149AN1
        
          
        
        95000.00000000
        PA
        USD
        95118.75000000
        0.013978880391
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-12
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 11/01/2036#MA4470
        31418D6G2
        
          
        
        1319491.65000000
        PA
        USD
        1282687.47000000
        0.188506837217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS FORT WORTH TX INTL ARPT
        N/A
        DFW ARPT 3.144% 11/1/2045
        2350364X5
        
          
        
        20000.00000000
        PA
        USD
        18226.97000000
        0.002678679372
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.03144000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 1.5% 11/01/2051#BQ6746
        3140KSP84
        
          
        
        266581.59400000
        PA
        USD
        238122.52000000
        0.034995058551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030
        459058JG9
        
          
        
        160000.00000000
        PA
        USD
        138478.37000000
        0.020351114486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-26
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 1.75% 07/02/2024
        3135G0V75
        
          
        
        100000.00000000
        PA
        USD
        98623.57000000
        0.014493957172
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-07-02
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.75% 2/15/41
        912810QN1
        
          
        
        48000.00000000
        PA
        USD
        63875.63000000
        0.009387316293
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 05/51#MA7368
        36179WFH6
        
          
        
        40817.31600000
        PA
        USD
        40438.66000000
        0.005942962784
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST WTR RES AUTH
        N/A
        MA WTR 2.823% 8/1/2041
        576051ZT6
        
          
        
        100000.00000000
        PA
        USD
        92149.75000000
        0.013542549006
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-08-01
          Fixed
          0.02823000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 03/31/2028
        91282CBS9
        
          
        
        2218000.00000000
        PA
        USD
        2068804.85000000
        0.304036539075
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE CORP 2.056% 04/05/2025
        68902VAH0
        
          
        
        48000.00000000
        PA
        USD
        46728.52000000
        0.006867335745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-05
          Fixed
          0.02056000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 02/20/2046#MA3453
        36179RZS1
        
          
        
        308348.98200000
        PA
        USD
        309150.13000000
        0.045433447035
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 2.976%/VAR 11/05/2030
        17308CC53
        
          
        
        270000.00000000
        PA
        USD
        256097.32000000
        0.037636678413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Variable
          0.02976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 3.125% 07/31/2029
        29379VBV4
        
          
        
        70000.00000000
        PA
        USD
        68737.49000000
        0.010101826938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GROUP INC
        IU7C3FTM7Y3BQM112U94
        HARTFORD FINL SVCS GROUP INC 4.4% 03/15/2048
        416515BD5
        
          
        
        70000.00000000
        PA
        USD
        72655.86000000
        0.010677680022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVARTIS CAP CORP
        5493002KF87V5RSRQS84
        NOVARTIS CAP CORP 3.1% 05/17/2027
        66989HAN8
        
          
        
        90000.00000000
        PA
        USD
        90878.72000000
        0.013355755379
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 01/01/2049#CA2978
        3140QAJY7
        
          
        
        36359.26600000
        PA
        USD
        39225.06000000
        0.005764609207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 07/01/2033#BK0931
        3140HEA93
        
          
        
        23768.97500000
        PA
        USD
        24015.13000000
        0.003529321294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        NASDAQ INC 2.5% 12/21/2040
        63111XAE1
        
          
        
        100000.00000000
        PA
        USD
        80493.75000000
        0.011829555198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-21
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 11/15/2027
        9128283F5
        
          
        
        682000.00000000
        PA
        USD
        674141.01000000
        0.099073385065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        KROGER CO 5.4% 01/15/2049
        501044DM0
        
          
        
        28000.00000000
        PA
        USD
        33563.55000000
        0.004932580074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC 2.1% 05/12/2031
        023135BZ8
        
          
        
        105000.00000000
        PA
        USD
        97541.25000000
        0.014334896820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-12
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 03/01/2049#FM3664
        3140X7CA5
        
          
        
        81036.89900000
        PA
        USD
        82982.83000000
        0.012195356384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3% 02/15/2041
        87264ABL8
        
          
        
        529000.00000000
        PA
        USD
        447173.30000000
        0.065717664234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP 4.227% 03/19/2040
        30231GBF8
        
          
        
        421000.00000000
        PA
        USD
        452696.22000000
        0.066529325847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-19
          Fixed
          0.04227000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2049#G08861
        3128MJ5X4
        
          
        
        20738.47300000
        PA
        USD
        20874.50000000
        0.003067766751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030
        06051GHQ5
        
          
        
        60000.00000000
        PA
        USD
        60968.40000000
        0.008960062776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Variable
          0.03974000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 09/30/2026
        912828YG9
        
          
        
        653000.00000000
        PA
        USD
        628742.07000000
        0.092401447596
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 10/31/2026
        912828YQ7
        
          
        
        457000.00000000
        PA
        USD
        439933.91000000
        0.064653746059
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 09/20/2048#MA5466
        36179UCB6
        
          
        
        32136.29200000
        PA
        USD
        32949.78000000
        0.004842378958
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 08/01/2033#MA3438
        31418CZC1
        
          
        
        51630.16300000
        PA
        USD
        52908.49000000
        0.007775559008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 0.45% 09/14/2023
        14913R2F3
        
          
        
        170000.00000000
        PA
        USD
        165709.41000000
        0.024353053652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-14
          Fixed
          0.00450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 06/01/2035#MA4053
        31418DQF2
        
          
        
        14820.12900000
        PA
        USD
        14672.23000000
        0.002156266227
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVARTIS CAP CORP
        5493002KF87V5RSRQS84
        NOVARTIS CAP CORP 4% 11/20/2045
        66989HAK4
        
          
        
        35000.00000000
        PA
        USD
        37500.03000000
        0.005511094647
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-11-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.375% 05/15/2051
        912810SX7
        
          
        
        1985000.00000000
        PA
        USD
        1945144.93000000
        0.285863179660
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.6% 07/01/2030
        58013MFQ2
        
          
        
        340000.00000000
        PA
        USD
        346244.43000000
        0.050884914626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048
        035240AN0
        
          
        
        78000.00000000
        PA
        USD
        84183.36000000
        0.012371789162
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 01/20/2050#MA6409
        36179VDN7
        
          
        
        813130.37700000
        PA
        USD
        807365.85000000
        0.118652428140
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE CO OF CO
        5BANEF6PGSEK0SNMQF44
        PUBLIC SERVICE CO OF CO 3.7% 06/15/2028
        744448CP4
        
          
        
        87000.00000000
        PA
        USD
        88758.27000000
        0.013044128944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 2.25% 02/01/2032
        00206RKH4
        
          
        
        50000.00000000
        PA
        USD
        44335.92000000
        0.006515713492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC 4.2% 03/01/2048
        571748BD3
        
          
        
        110000.00000000
        PA
        USD
        113720.32000000
        0.016712611880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.125% 05/15/2040
        912810SR0
        
          
        
        3721000.00000000
        PA
        USD
        2932031.72000000
        0.430898437137
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC 4.45% 12/15/2048
        91324PDQ2
        
          
        
        102000.00000000
        PA
        USD
        114921.54000000
        0.016889146062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2046#AS8483
        3138WJM96
        
          
        
        43405.77400000
        PA
        USD
        43035.00000000
        0.006324527158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV CA REGTS MED CTR POOLED REV
        N/A
        UNIV CA MED CTR 3.256% 5/15/2060
        913366KC3
        
          
        
        150000.00000000
        PA
        USD
        133278.90000000
        0.019586987862
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2060-05-15
          Fixed
          0.03256000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 05/15/2026
        912828R36
        
          
        
        264000.00000000
        PA
        USD
        254729.06000000
        0.037435595631
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2047#BE3774
        3140FPFQ7
        
          
        
        29256.82600000
        PA
        USD
        30158.22000000
        0.004432124583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3.8% 03/15/2025
        00287YCX5
        
          
        
        61000.00000000
        PA
        USD
        62133.52000000
        0.009131291615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 07/01/2051#BR2137
        3140L0LT2
        
          
        
        166880.21900000
        PA
        USD
        159584.93000000
        0.023452985333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5% 05/15/2050
        29278NAR4
        
          
        
        160000.00000000
        PA
        USD
        161894.25000000
        0.023792368558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N