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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AEP Texas Inc</name>
        <lei>5493001L78U618KXNZ75</lei>
        <title>AEP 2.1 07/01/30 I</title>
        <cusip>00108WAM2</cusip>
        <identifiers>
          <isin value="US00108WAM29"/>
          <ticker value="AEP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>910756.69</valUSD>
        <pctVal>0.0190361478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.4 02/15/34</title>
        <cusip>00206RMT6</cusip>
        <identifiers>
          <isin value="US00206RMT67"/>
          <ticker value="T"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>518427.75</valUSD>
        <pctVal>0.0108358987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.5 05/14/35</title>
        <cusip>00287YAR0</cusip>
        <identifiers>
          <isin value="US00287YAR09"/>
          <ticker value="ABBV"/>
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        <balance>2500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2453472.88</valUSD>
        <pctVal>0.0512811740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.85 12/01/35</title>
        <cusip>161175CS1</cusip>
        <identifiers>
          <isin value="US161175CS13"/>
          <ticker value="CHTR"/>
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        <balance>515000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>513750.75</valUSD>
        <pctVal>0.0107381426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cheniere Corpus Christi Holdings, LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHCOCH 2.742 12/31/39</title>
        <cusip>16412XAL9</cusip>
        <identifiers>
          <isin value="US16412XAL91"/>
          <ticker value="CHCOCH"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149215.13</valUSD>
        <pctVal>0.0031188146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.742000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ARE 1.875 02/01/33</title>
        <cusip>015271AV1</cusip>
        <identifiers>
          <isin value="US015271AV11"/>
          <ticker value="ARE"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>409467.34</valUSD>
        <pctVal>0.0085584667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 3.15 08/22/27</title>
        <cusip>023135BC9</cusip>
        <identifiers>
          <isin value="US023135BC96"/>
          <ticker value="AMZN"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1983749</valUSD>
        <pctVal>0.0414632574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.4 07/15/46</title>
        <cusip>20030NBU4</cusip>
        <identifiers>
          <isin value="US20030NBU46"/>
          <ticker value="CMCSA"/>
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        <balance>4500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3129080.63</valUSD>
        <pctVal>0.0654023648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 5.2 09/01/34</title>
        <cusip>22822VBG5</cusip>
        <identifiers>
          <isin value="US22822VBG59"/>
          <ticker value="CCI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1010183</valUSD>
        <pctVal>0.0211143032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.35 06/15/45</title>
        <cusip>00206RBK7</cusip>
        <identifiers>
          <isin value="US00206RBK77"/>
          <ticker value="T"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>660079</valUSD>
        <pctVal>0.0137966172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.55 12/01/33</title>
        <cusip>00206RMM1</cusip>
        <identifiers>
          <isin value="US00206RMM15"/>
          <ticker value="T"/>
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        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1365552.41</valUSD>
        <pctVal>0.0285420439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 3.7 02/04/51</title>
        <cusip>02209SBN2</cusip>
        <identifiers>
          <isin value="US02209SBN27"/>
          <ticker value="MO"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1059976.5</valUSD>
        <pctVal>0.0221550602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 5.8 11/15/28</title>
        <cusip>03027XCE8</cusip>
        <identifiers>
          <isin value="US03027XCE85"/>
          <ticker value="AMT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1043929.38</valUSD>
        <pctVal>0.0218196519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.3 02/01/52</title>
        <cusip>00206RKE1</cusip>
        <identifiers>
          <isin value="US00206RKE17"/>
          <ticker value="T"/>
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        <balance>3222000</balance>
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        <curCd>USD</curCd>
        <valUSD>2097195.32</valUSD>
        <pctVal>0.0438344516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.8 03/15/27</title>
        <cusip>00287YDR7</cusip>
        <identifiers>
          <isin value="US00287YDR71"/>
          <ticker value="ABBV"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1212568.5</valUSD>
        <pctVal>0.0253444563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>African Development Bank</name>
        <lei>549300LNCLMO3ITVCU07</lei>
        <title>AFDB 4.375 03/14/28</title>
        <cusip>00828EER6</cusip>
        <identifiers>
          <isin value="US00828EER62"/>
          <ticker value="AFDB"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>508155.69</valUSD>
        <pctVal>0.0106211976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 1.875 08/15/26</title>
        <cusip>00914AAM4</cusip>
        <identifiers>
          <isin value="US00914AAM45"/>
          <ticker value="AL"/>
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        <balance>2528000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2490535.5</valUSD>
        <pctVal>0.0520558370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 4.125 12/01/41 E</title>
        <cusip>25468PCR5</cusip>
        <identifiers>
          <isin value="US25468PCR55"/>
          <ticker value="DIS"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1308961.5</valUSD>
        <pctVal>0.0273592111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eastern Energy Gas Holdings Llc</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>BRKHEC 5.8 01/15/35</title>
        <cusip>27636AAB8</cusip>
        <identifiers>
          <isin value="US27636AAB89"/>
          <ticker value="BRKHEC"/>
        </identifiers>
        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1267056.22</valUSD>
        <pctVal>0.0264833294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECL 4.3 06/15/28</title>
        <cusip>278865BQ2</cusip>
        <identifiers>
          <isin value="US278865BQ21"/>
          <ticker value="ECL"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>505235.59</valUSD>
        <pctVal>0.0105601633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equitable Holdings Inc</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>EQH 5.594 01/11/33</title>
        <cusip>29452EAC5</cusip>
        <identifiers>
          <isin value="US29452EAC57"/>
          <ticker value="EQH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1043851.13</valUSD>
        <pctVal>0.0218180164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.594000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 1.375 03/15/27 GMTN</title>
        <cusip>298785JQ0</cusip>
        <identifiers>
          <isin value="US298785JQ02"/>
          <ticker value="EIB"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1948134.63</valUSD>
        <pctVal>0.0407188650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 5.5 11/15/45</title>
        <cusip>30303M8X3</cusip>
        <identifiers>
          <isin value="US30303M8X35"/>
          <ticker value="META"/>
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        <balance>690000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>670003.06</valUSD>
        <pctVal>0.0140040445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 5.625 11/15/55 .</title>
        <cusip>30303MAE2</cusip>
        <identifiers>
          <isin value="US30303MAE21"/>
          <ticker value="META"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1439656.5</valUSD>
        <pctVal>0.0300909279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J15458</title>
        <cusip>3128PVB33</cusip>
        <identifiers>
          <isin value="US3128PVB334"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>10872.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10856.17</valUSD>
        <pctVal>0.0002269098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8069</title>
        <cusip>3132D56E7</cusip>
        <identifiers>
          <isin value="US3132D56E74"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>787960</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>731364.22</valUSD>
        <pctVal>0.0152865826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8089</title>
        <cusip>3132D57A4</cusip>
        <identifiers>
          <isin value="US3132D57A44"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>366461.34</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339451.78</valUSD>
        <pctVal>0.0070950390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8118</title>
        <cusip>3132D6AT7</cusip>
        <identifiers>
          <isin value="US3132D6AT73"/>
          <ticker value="FHLMC"/>
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        <balance>637453.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>578263.44</valUSD>
        <pctVal>0.0120865522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8267</title>
        <cusip>3132D6FG0</cusip>
        <identifiers>
          <isin value="US3132D6FG08"/>
          <ticker value="FHLMC"/>
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        <balance>192950.58</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200391.22</valUSD>
        <pctVal>0.0041884698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.3 02/15/30</title>
        <cusip>00206RGQ9</cusip>
        <identifiers>
          <isin value="US00206RGQ92"/>
          <ticker value="T"/>
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        <balance>1800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1802273.88</valUSD>
        <pctVal>0.0376701618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0052</title>
        <cusip>3132D9BV5</cusip>
        <identifiers>
          <isin value="US3132D9BV59"/>
          <ticker value="FHLMC"/>
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        <balance>562328.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>524597.44</valUSD>
        <pctVal>0.0109648543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2317</title>
        <cusip>3132DPSE9</cusip>
        <identifiers>
          <isin value="US3132DPSE96"/>
          <ticker value="FHLMC"/>
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        <balance>406477.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>419984.09</valUSD>
        <pctVal>0.0087782822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.875 03/15/30</title>
        <cusip>00287YDZ9</cusip>
        <identifiers>
          <isin value="US00287YDZ97"/>
          <ticker value="ABBV"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1545489.5</valUSD>
        <pctVal>0.0323029925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Accenture Capital Inc.</name>
        <lei>254900FRO0P7RIINYT25</lei>
        <title>ACN 4.25 10/04/31</title>
        <cusip>00440KAC7</cusip>
        <identifiers>
          <isin value="US00440KAC71"/>
          <ticker value="ACN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000784.19</valUSD>
        <pctVal>0.0209178543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-04</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD7514</title>
        <cusip>3132DVK38</cusip>
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          <isin value="US3132DVK382"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>433878.91</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8104</title>
        <cusip>3132DWAD5</cusip>
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          <isin value="US3132DWAD56"/>
          <ticker value="FHLMC"/>
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        <valUSD>1541786.03</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ameriprise Financial, Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>AMP 5.15 05/15/33</title>
        <cusip>03076CAM8</cusip>
        <identifiers>
          <isin value="US03076CAM82"/>
          <ticker value="AMP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1038563.19</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Analog Devices Inc.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ADI 4.5 06/15/30</title>
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          <ticker value="ADI"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1013567.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY 2.2 11/02/28</title>
        <cusip>02005NBP4</cusip>
        <identifiers>
          <isin value="US02005NBP42"/>
          <ticker value="ALLY"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1891701.62</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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      <invstOrSec>
        <name>America Movil S.A.B. de C.V.</name>
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        <title>AMXLMM 4.375 04/22/49</title>
        <cusip>02364WBG9</cusip>
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        <balance>376000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316780.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8160</title>
        <cusip>3132DWB51</cusip>
        <identifiers>
          <isin value="US3132DWB512"/>
          <ticker value="FHLMC"/>
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        <balance>3009171.79</balance>
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        <curCd>USD</curCd>
        <valUSD>2446664.23</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8201</title>
        <cusip>3132DWDE0</cusip>
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          <isin value="US3132DWDE03"/>
          <ticker value="FHLMC"/>
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        <balance>2195367.15</balance>
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        <curCd>USD</curCd>
        <valUSD>1945656.81</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>American Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>AWK 5.25 03/01/35</title>
        <cusip>03040WBF1</cusip>
        <identifiers>
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          <ticker value="AWK"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>824694.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 3.7 09/15/49</title>
        <cusip>036752AK9</cusip>
        <identifiers>
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          <ticker value="ELV"/>
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        <balance>532000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>391345.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8361</title>
        <cusip>3132DWJE4</cusip>
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          <ticker value="FHLMC"/>
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        <balance>338595</balance>
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        <curCd>USD</curCd>
        <valUSD>338749.63</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8468</title>
        <cusip>3132DWMR1</cusip>
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          <ticker value="FHLMC"/>
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        <balance>912212.13</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.65 05/11/50</title>
        <cusip>037833DW7</cusip>
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          <ticker value="AAPL"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group NY Branch</name>
        <lei>N/A</lei>
        <title>ANZ 3.919 09/30/27</title>
        <cusip>05253JB42</cusip>
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          <ticker value="ANZ"/>
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        <invCountry>AU</invCountry>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8492</title>
        <cusip>3132DWNH2</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QA3853</title>
        <cusip>31339UH60</cusip>
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          <isin value="US31339UH602"/>
          <ticker value="FHLMC"/>
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        <balance>641336.31</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc</name>
        <lei>549300XU3XH6F05YEQ93</lei>
        <title>BHI 2.061 12/15/26</title>
        <cusip>05724BAD1</cusip>
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          <ticker value="BHI"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>982583.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Banco Santander SA</name>
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        <name>Alabama Power Co.</name>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
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        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>Bank of America Corp.</name>
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        <name>Bank of Montreal</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K067 A2</title>
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        <name>Federal National Mortgage Association</name>
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        <name>The Bank of New York Mellon Corp.</name>
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        <name>Bank of Nova Scotia</name>
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        <name>Barclays PLC</name>
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        <title>BACR V6.036 03/12/55</title>
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        <name>Berkshire Hathaway Energy Company</name>
        <lei>549300JD0S5IZJE9LY15</lei>
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        <cusip>084659BC4</cusip>
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        <name>Blackstone Reg Finance Co LLC</name>
        <lei>254900S2G1V55FTA4590</lei>
        <title>BX 5 12/06/34</title>
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          <ticker value="BX"/>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 1.45 11/13/30</title>
        <cusip>110122DQ8</cusip>
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        <curCd>USD</curCd>
        <valUSD>1328972.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3138YDZX06"/>
          <ticker value="FNMA"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BD6535</title>
        <cusip>3140FEHM9</cusip>
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          <isin value="US3140FEHM90"/>
          <ticker value="FNMA"/>
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        <balance>626379.19</balance>
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        <curCd>USD</curCd>
        <valUSD>571846.44</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CRH America Finance, Inc.</name>
        <lei>549300WEVUODRJ4CWK56</lei>
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          <isin value="US12636YAJ10"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVSPAS 6.036 12/10/28</title>
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          <isin value="US126650BP48"/>
          <ticker value="CVS"/>
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        <balance>754643</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM1780</title>
        <cusip>3140J56S3</cusip>
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          <isin value="US3140J56S31"/>
          <ticker value="FNMA"/>
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        <balance>62455.91</balance>
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        <curCd>USD</curCd>
        <valUSD>62093.88</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7650</title>
        <cusip>3140QFQC6</cusip>
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          <isin value="US3140QFQC63"/>
          <ticker value="FNMA"/>
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        <balance>351330.5</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 4.78 03/25/38</title>
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          <isin value="US126650CY46"/>
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        <balance>2200000</balance>
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        <curCd>USD</curCd>
        <valUSD>2076605.72</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Coterra Energy Inc</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>CTRA 4.375 03/15/29</title>
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          <ticker value="CTRA"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.3 06/01/27</title>
        <cusip>00206RJX1</cusip>
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          <isin value="US00206RJX17"/>
          <ticker value="T"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171000.09</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Cadence Design Systems, Inc.</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
        <title>CDNS 4.3 09/10/29</title>
        <cusip>127387AN8</cusip>
        <identifiers>
          <isin value="US127387AN80"/>
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        <curCd>USD</curCd>
        <valUSD>804093.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
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      <invstOrSec>
        <name>The Campbells Co.</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 2.375 04/24/30</title>
        <cusip>134429BJ7</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.5 02/01/61</title>
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          <ticker value="T"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.8 08/15/29</title>
        <cusip>03027XAW0</cusip>
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          <ticker value="AMT"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1771</title>
        <cusip>3140QL6H4</cusip>
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          <ticker value="FNMA"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1556</title>
        <cusip>3140QLWS1</cusip>
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          <isin value="US3140QLWS10"/>
          <ticker value="FNMA"/>
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        <balance>2115087.5</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cencora Inc</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>COR 2.8 05/15/30</title>
        <cusip>03073EAR6</cusip>
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          <isin value="US03073EAR62"/>
          <ticker value="COR"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>470670.56</valUSD>
        <pctVal>0.0098377036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>APH 4.4 02/15/33</title>
        <cusip>032095AZ4</cusip>
        <identifiers>
          <isin value="US032095AZ40"/>
          <ticker value="APH"/>
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        <balance>735000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>727277.38</valUSD>
        <pctVal>0.0152011617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1841</title>
        <cusip>3140QMBK9</cusip>
        <identifiers>
          <isin value="US3140QMBK95"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>545302</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>491462.28</valUSD>
        <pctVal>0.0102722809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB4604</title>
        <cusip>3140QQDJ1</cusip>
        <identifiers>
          <isin value="US3140QQDJ19"/>
          <ticker value="FNMA"/>
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        <balance>569043.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>542424</valUSD>
        <pctVal>0.0113374555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 6.1 10/15/52</title>
        <cusip>036752AX1</cusip>
        <identifiers>
          <isin value="US036752AX13"/>
          <ticker value="ELV"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>515414.47</valUSD>
        <pctVal>0.0107729168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atmos Energy Corp.</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATO 3.375 09/15/49</title>
        <cusip>049560AS4</cusip>
        <identifiers>
          <isin value="US049560AS49"/>
          <ticker value="ATO"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>842352.38</valUSD>
        <pctVal>0.0176063976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB4765</title>
        <cusip>3140QQJK2</cusip>
        <identifiers>
          <isin value="US3140QQJK28"/>
          <ticker value="FNMA"/>
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        <balance>487117.72</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>489349.25</valUSD>
        <pctVal>0.0102281155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1786</title>
        <cusip>3140X46Y7</cusip>
        <identifiers>
          <isin value="US3140X46Y79"/>
          <ticker value="FNMA"/>
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        <balance>772475.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>741740.38</valUSD>
        <pctVal>0.0155034595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CM V4.857 03/30/29</title>
        <cusip>13607PH98</cusip>
        <identifiers>
          <isin value="US13607PH984"/>
          <ticker value="CM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1016531.31</valUSD>
        <pctVal>0.0212469921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.857000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian Pacific Railway Company</name>
        <lei>54930036474DURYNB481</lei>
        <title>CP 3 12/02/41</title>
        <cusip>13645RBG8</cusip>
        <identifiers>
          <isin value="US13645RBG83"/>
          <ticker value="CP"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1494857.88</valUSD>
        <pctVal>0.0312447175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon Corp.</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK V5.188 03/14/35 MTN</title>
        <cusip>06406RBW6</cusip>
        <identifiers>
          <isin value="US06406RBW60"/>
          <ticker value="BK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1033254.63</valUSD>
        <pctVal>0.0215965340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank 2017 - Bnk7</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK7 A5</title>
        <cusip>06541XAF7</cusip>
        <identifiers>
          <isin value="US06541XAF78"/>
          <ticker value="BANK"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493619.75</valUSD>
        <pctVal>0.0103173752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.435000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS7252</title>
        <cusip>3140XPBW8</cusip>
        <identifiers>
          <isin value="US3140XPBW81"/>
          <ticker value="FNMA"/>
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        <balance>2206186.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2207763.75</valUSD>
        <pctVal>0.0461454936</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 931792</title>
        <cusip>31412QF95</cusip>
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          <isin value="US31412QF955"/>
          <ticker value="FNMA"/>
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        <balance>218712.35</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224911.54</valUSD>
        <pctVal>0.0047009804</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baxter International, Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAX 2.539 02/01/32</title>
        <cusip>071813CS6</cusip>
        <identifiers>
          <isin value="US071813CS61"/>
          <ticker value="BAX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>871413.25</valUSD>
        <pctVal>0.0182138123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.539000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>BRK 2.85 10/15/50</title>
        <cusip>084664CV1</cusip>
        <identifiers>
          <isin value="US084664CV10"/>
          <ticker value="BRK"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>643231.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian Pacific Railway Company</name>
        <lei>54930036474DURYNB481</lei>
        <title>CP 3.5 05/01/50</title>
        <cusip>13648TAG2</cusip>
        <identifiers>
          <isin value="US13648TAG22"/>
          <ticker value="CP"/>
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        <balance>360000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259151.28</valUSD>
        <pctVal>0.0054166410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2019-A3 A3</title>
        <cusip>14041NFV8</cusip>
        <identifiers>
          <isin value="US14041NFV82"/>
          <ticker value="COMET"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>494639.47</valUSD>
        <pctVal>0.0103386889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.060000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.35 02/15/30</title>
        <cusip>11135FCB5</cusip>
        <identifiers>
          <isin value="US11135FCB58"/>
          <ticker value="AVGO"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>805222.94</valUSD>
        <pctVal>0.0168303379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FN MA1401</title>
        <cusip>31418ARX8</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4492</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Caterpillar Financial Services Corp.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT 4.7 11/15/29</title>
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          <ticker value="CAT"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 6.55 06/01/34</title>
        <cusip>161175CR3</cusip>
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          <isin value="US161175CR30"/>
          <ticker value="CHTR"/>
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        <balance>800000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.550000000000</annualizedRt>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST 2022-B</name>
        <lei>N/A</lei>
        <title>CNH 2022-B A4</title>
        <cusip>12663JAD3</cusip>
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          <isin value="US12663JAD37"/>
          <ticker value="CNH"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 5.125 07/20/45</title>
        <cusip>126650CN8</cusip>
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          <isin value="US126650CN80"/>
          <ticker value="CVS"/>
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        <balance>1600000</balance>
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        <curCd>USD</curCd>
        <valUSD>1444490.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA3871</title>
        <cusip>31418DJR4</cusip>
        <identifiers>
          <isin value="US31418DJR44"/>
          <ticker value="FHLMC"/>
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        <balance>2244350.25</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4182</title>
        <cusip>31418DUG5</cusip>
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          <isin value="US31418DUG59"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Coterra Energy Inc</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>CTRA 5.4 02/15/35</title>
        <cusip>127097AM5</cusip>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 3.55 08/01/42</title>
        <cusip>15189XAM0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 5.5 05/15/64</title>
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          <ticker value="CMCSA"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 5.5 03/15/34</title>
        <cusip>209111GF4</cusip>
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        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 3.45 04/15/51</title>
        <cusip>26442CBC7</cusip>
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      <invstOrSec>
        <name>Emerson Electric Co.</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>EMR 5 03/15/35</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4724</title>
        <cusip>31418EHA1</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4784</title>
        <cusip>31418EJ68</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fairfax Financial Holdings Limited</name>
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        <valUSD>296736.84</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-03-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02757</title>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5246</title>
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          <isin value="US31418EZL72"/>
          <ticker value="FHLMC"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN MA5738</title>
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          <isin value="US31418FLU92"/>
          <ticker value="FNMA"/>
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        <balance>635846.94</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-06-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91765</title>
        <cusip>3128P76A6</cusip>
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          <isin value="US3128P76A68"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A90319</title>
        <cusip>312938K85</cusip>
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          <isin value="US312938K851"/>
          <ticker value="FHLMC"/>
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        <balance>53671.86</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J32368</title>
        <cusip>31307NTZ7</cusip>
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          <isin value="US31307NTZ77"/>
          <ticker value="FHLMC"/>
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        <balance>92532.14</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZK7593</title>
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          <ticker value="FHLMC"/>
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        <balance>56177.82</balance>
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        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
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        <curCd>USD</curCd>
        <valUSD>1016127.88</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>254900C5LP6DN9OP9V83</lei>
        <title>FR ZM3990</title>
        <cusip>3131XXNF4</cusip>
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          <ticker value="FFCB"/>
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        <balance>957762.94</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZT2215</title>
        <cusip>3132AEN85</cusip>
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          <ticker value="FHLMC"/>
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        <balance>2403182.5</balance>
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          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1285</title>
        <cusip>36179NNA2</cusip>
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          <isin value="US36179NNA27"/>
          <ticker value="GNR"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36179RLN7</cusip>
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          <isin value="US36179RLN79"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8061</title>
        <cusip>3132D55W8</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8148</title>
        <cusip>3132D6BR0</cusip>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5875</title>
        <cusip>36179UQ47</cusip>
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          <isin value="US36179UQ475"/>
          <ticker value="GNR"/>
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        <balance>709141.84</balance>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36179VSJ07"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>1529522.31</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8199</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>438367.56</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SC0150</title>
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          <isin value="US3132D9EX88"/>
          <ticker value="FHLMC"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7990</title>
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          <isin value="US36179W2X53"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>1660776.15</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7340</title>
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          <isin value="US36179WEM64"/>
          <ticker value="GNR"/>
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        <balance>209660.44</balance>
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        <curCd>USD</curCd>
        <valUSD>199667.56</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1180</title>
        <cusip>3132DNJZ7</cusip>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8141</title>
        <cusip>3132DWBJ1</cusip>
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          <isin value="US3132DWBJ18"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8349</title>
        <cusip>3132DWH22</cusip>
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          <isin value="US3132DWH220"/>
          <ticker value="FHLMC"/>
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        <balance>353472.16</balance>
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        <curCd>USD</curCd>
        <valUSD>359455.88</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8383</title>
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          <ticker value="FHLMC"/>
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        <balance>1022379</balance>
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        <curCd>USD</curCd>
        <valUSD>1038742.56</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1008117.56</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.643000000000</annualizedRt>
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      <invstOrSec>
        <name>Coca-Cola Co (The)</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1349779</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8462</title>
        <cusip>3132DWMK6</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8493</title>
        <cusip>3132DWNJ8</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8505</title>
        <cusip>3132DWNW9</cusip>
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          <ticker value="FHLMC"/>
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        <balance>2156118.25</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2055-02-01</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q00280</title>
        <cusip>3132GDJZ6</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 1.95 01/15/31</title>
        <cusip>20030NDM0</cusip>
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          <ticker value="CMCSA"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1782762</valUSD>
        <pctVal>0.0372623350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>John Deere Capital Corp.</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 3.9 06/07/32 MTN</title>
        <cusip>24422EWH8</cusip>
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          <ticker value="DE"/>
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        <balance>681000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>667230.69</valUSD>
        <pctVal>0.0139460980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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          <ticker value="FHLMC"/>
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        <valUSD>246401.45</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>278517.03</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB3716</title>
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          <isin value="US3133AADV18"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>3584495.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB5689</title>
        <cusip>3133ACKA5</cusip>
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          <isin value="US3133ACKA53"/>
          <ticker value="FHLMC"/>
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        <balance>806809.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>696555.44</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Dell International LLC / EMC Corp.</name>
        <lei>254900ZARLSVK41DKO78</lei>
        <title>DELL 4.75 10/06/32</title>
        <cusip>24703DBT7</cusip>
        <identifiers>
          <isin value="US24703DBT72"/>
          <ticker value="DELL"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>798948.75</valUSD>
        <pctVal>0.0166991982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dell International LLC / EMC Corp.</name>
        <lei>254900ZARLSVK41DKO78</lei>
        <title>DELL 8.35 07/15/46</title>
        <cusip>24703TAK2</cusip>
        <identifiers>
          <isin value="US24703TAK25"/>
          <ticker value="DELL"/>
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        <balance>15000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19027.82</valUSD>
        <pctVal>0.0003977093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D V6 02/15/56 **</title>
        <cusip>25746UDZ9</cusip>
        <identifiers>
          <isin value="US25746UDZ93"/>
          <ticker value="D"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>602767.69</valUSD>
        <pctVal>0.0125987269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Ohio Inc.</name>
        <lei>L6KC0HABGHNFU1Z6QY21</lei>
        <title>DUK 5.25 04/01/33</title>
        <cusip>26442EAJ9</cusip>
        <identifiers>
          <isin value="US26442EAJ91"/>
          <ticker value="DUK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1035883.63</valUSD>
        <pctVal>0.0216514840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB6140</title>
        <cusip>3133ACZD3</cusip>
        <identifiers>
          <isin value="US3133ACZD38"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>2328284.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1900347</valUSD>
        <pctVal>0.0397200336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA5287</title>
        <cusip>3133KL2U0</cusip>
        <identifiers>
          <isin value="US3133KL2U00"/>
          <ticker value="FHLMC"/>
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        <balance>1540435.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1256797.75</valUSD>
        <pctVal>0.0262689124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EOG Resources Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG 4.95 04/15/50</title>
        <cusip>26875PAT8</cusip>
        <identifiers>
          <isin value="US26875PAT84"/>
          <ticker value="EOG"/>
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        <balance>351000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>313775.25</valUSD>
        <pctVal>0.0065583620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBCN 6.7 11/15/53</title>
        <cusip>29250NBZ7</cusip>
        <identifiers>
          <isin value="US29250NBZ78"/>
          <ticker value="ENBCN"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>658715.06</valUSD>
        <pctVal>0.0137681088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5349</title>
        <cusip>3133KY5J4</cusip>
        <identifiers>
          <isin value="US3133KY5J47"/>
          <ticker value="FHLMC"/>
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        <balance>681767.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>686018</valUSD>
        <pctVal>0.0143387802</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS5271</title>
        <cusip>3138WE2D0</cusip>
        <identifiers>
          <isin value="US3138WE2D00"/>
          <ticker value="FNMA"/>
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        <balance>167567.3</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162220.34</valUSD>
        <pctVal>0.0033906425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 820341</title>
        <cusip>31406ULW6</cusip>
        <identifiers>
          <isin value="US31406ULW61"/>
          <ticker value="FNMA"/>
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        <balance>20382.4</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20941.96</valUSD>
        <pctVal>0.0004377176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR1035</title>
        <cusip>3140KYEH3</cusip>
        <identifiers>
          <isin value="US3140KYEH32"/>
          <ticker value="FNMA"/>
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        <balance>2989697</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2433646</valUSD>
        <pctVal>0.0508667632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBCN 4.9 06/20/30</title>
        <cusip>29250NCJ2</cusip>
        <identifiers>
          <isin value="US29250NCJ28"/>
          <ticker value="ENBCN"/>
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        <balance>410000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>419145</valUSD>
        <pctVal>0.0087607439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>European Investment Bank</name>
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        <name>Eversource Energy</name>
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      <invstOrSec>
        <name>Exelon Corp.</name>
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        <name>Export Development Canada</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FG G16557</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FG G08400</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FG C91891</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZM7681</title>
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        <name>AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)</name>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8007</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SB8023</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SB8079</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0729</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BV9955</title>
        <cusip>3140MQBZ1</cusip>
        <identifiers>
          <isin value="US3140MQBZ15"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>485567.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>467396.31</valUSD>
        <pctVal>0.0097692669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB5122</title>
        <cusip>3140QQVQ5</cusip>
        <identifiers>
          <isin value="US3140QQVQ59"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>472638.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>467469.47</valUSD>
        <pctVal>0.0097707961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1074</title>
        <cusip>3132DNFP3</cusip>
        <identifiers>
          <isin value="US3132DNFP33"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>318550.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297366.66</valUSD>
        <pctVal>0.0062153984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1371</title>
        <cusip>3132DNQY2</cusip>
        <identifiers>
          <isin value="US3132DNQY21"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>761689</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>657989.94</valUSD>
        <pctVal>0.0137529528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB6110</title>
        <cusip>3140QRYG2</cusip>
        <identifiers>
          <isin value="US3140QRYG24"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>204979.95</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214557.34</valUSD>
        <pctVal>0.0044845624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB6870</title>
        <cusip>3140QST43</cusip>
        <identifiers>
          <isin value="US3140QST434"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>646002.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>657087.31</valUSD>
        <pctVal>0.0137340865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD6508</title>
        <cusip>3132DUGR2</cusip>
        <identifiers>
          <isin value="US3132DUGR23"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>2388672.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2427278</valUSD>
        <pctVal>0.0507336627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD6764</title>
        <cusip>3132DUQR1</cusip>
        <identifiers>
          <isin value="US3132DUQR13"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1005825.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1008671.81</valUSD>
        <pctVal>0.0210827171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7705</title>
        <cusip>36179WR26</cusip>
        <identifiers>
          <isin value="US36179WR263"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>979181.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>845063.19</valUSD>
        <pctVal>0.0176630575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8571</title>
        <cusip>36179XQY5</cusip>
        <identifiers>
          <isin value="US36179XQY57"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1547756.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1589417.35</valUSD>
        <pctVal>0.0332211488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB9152</title>
        <cusip>3140QVE26</cusip>
        <identifiers>
          <isin value="US3140QVE265"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1446017.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1502464.88</valUSD>
        <pctVal>0.0314037149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1534</title>
        <cusip>3140X4V45</cusip>
        <identifiers>
          <isin value="US3140X4V450"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>256298.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254401.3</valUSD>
        <pctVal>0.0053173595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8077</title>
        <cusip>3132DV6N0</cusip>
        <identifiers>
          <isin value="US3132DV6N01"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>643374.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>632776.02</valUSD>
        <pctVal>0.0132259449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8090</title>
        <cusip>3132DV7B5</cusip>
        <identifiers>
          <isin value="US3132DV7B53"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>659267.52</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>538503.01</valUSD>
        <pctVal>0.0112555010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9080</title>
        <cusip>3140XDCS3</cusip>
        <identifiers>
          <isin value="US3140XDCS31"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>3987168.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3284425</valUSD>
        <pctVal>0.0686492895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9956</title>
        <cusip>3140XEB29</cusip>
        <identifiers>
          <isin value="US3140XEB297"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>691071.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>623783.88</valUSD>
        <pctVal>0.0130379960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD7553</title>
        <cusip>3132DVMA0</cusip>
        <identifiers>
          <isin value="US3132DVMA07"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>470576.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423609.59</valUSD>
        <pctVal>0.0088540604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8106</title>
        <cusip>3132DWAF0</cusip>
        <identifiers>
          <isin value="US3132DWAF05"/>
          <ticker value="FHLMC"/>
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        <balance>3780877.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3085940.13</valUSD>
        <pctVal>0.0645006652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2050</title>
        <cusip>3140XHH42</cusip>
        <identifiers>
          <isin value="US3140XHH420"/>
          <ticker value="FNMA"/>
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        <balance>229569.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222059.84</valUSD>
        <pctVal>0.0046413757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2147</title>
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          <isin value="US3140XHL547"/>
          <ticker value="FNMA"/>
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        <balance>983464.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>938726.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8134</title>
        <cusip>3132DWBB8</cusip>
        <identifiers>
          <isin value="US3132DWBB81"/>
          <ticker value="FHLMC"/>
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        <balance>6317614.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5148513.66</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8490</title>
        <cusip>3132DWNF6</cusip>
        <identifiers>
          <isin value="US3132DWNF67"/>
          <ticker value="FHLMC"/>
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        <balance>178494.3</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174297.45</valUSD>
        <pctVal>0.0036430718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q63523</title>
        <cusip>3132VP4H8</cusip>
        <identifiers>
          <isin value="US3132VP4H88"/>
          <ticker value="FHLMC"/>
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        <balance>900046.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>852068.81</valUSD>
        <pctVal>0.0178094852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q52319</title>
        <cusip>3132XUSH9</cusip>
        <identifiers>
          <isin value="US3132XUSH92"/>
          <ticker value="FHLMC"/>
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        <balance>408085.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>384258.53</valUSD>
        <pctVal>0.0080315657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA7673</title>
        <cusip>3133KPQ27</cusip>
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          <isin value="US3133KPQ277"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>511293.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA9386</title>
        <cusip>3133KRNB6</cusip>
        <identifiers>
          <isin value="US3133KRNB68"/>
          <ticker value="FHLMC"/>
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        <balance>264764.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>272463.38</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2949</title>
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        <identifiers>
          <isin value="US3140XJH301"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197467.55</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3689</title>
        <cusip>3140XKC32</cusip>
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          <isin value="US3140XKC326"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>405681.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2018-M12 A2</title>
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          <isin value="US3136B26W77"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2019-M1 A2</title>
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          <isin value="US3136B3XY10"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.560000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS9507</title>
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        <identifiers>
          <isin value="US3140XRR568"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 928994</title>
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          <isin value="US31412MC712"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9245</title>
        <cusip>36179YHW7</cusip>
        <identifiers>
          <isin value="US36179YHW75"/>
          <ticker value="GNR"/>
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        <balance>96016.92</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99696.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9962</title>
        <cusip>36180AB77</cusip>
        <identifiers>
          <isin value="US36180AB774"/>
          <ticker value="GNR"/>
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        <balance>1053541.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>995984.44</valUSD>
        <pctVal>0.0208175325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2020-M1 A2</title>
        <cusip>3136B75M9</cusip>
        <identifiers>
          <isin value="US3136B75M95"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>650000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>611626.31</valUSD>
        <pctVal>0.0127838850</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.444000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K084 A2</title>
        <cusip>3137FJZ93</cusip>
        <identifiers>
          <isin value="US3137FJZ934"/>
          <ticker value="FHLMC"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1496603.75</valUSD>
        <pctVal>0.0312812088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.780000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 995362</title>
        <cusip>31416BWX2</cusip>
        <identifiers>
          <isin value="US31416BWX27"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>41161.8</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43037.38</valUSD>
        <pctVal>0.0008995442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB8898</title>
        <cusip>31417F3G1</cusip>
        <identifiers>
          <isin value="US31417F3G16"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>264234.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>244241.66</valUSD>
        <pctVal>0.0051050082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL5734</title>
        <cusip>3138ENLQ0</cusip>
        <identifiers>
          <isin value="US3138ENLQ03"/>
          <ticker value="FNMA"/>
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        <balance>39472.43</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39227.48</valUSD>
        <pctVal>0.0008199117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8142</title>
        <cusip>3138WJBL1</cusip>
        <identifiers>
          <isin value="US3138WJBL12"/>
          <ticker value="FNMA"/>
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        <balance>228632.34</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>221053.2</valUSD>
        <pctVal>0.0046203354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4400</title>
        <cusip>31418D3J9</cusip>
        <identifiers>
          <isin value="US31418D3J99"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>594990.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>528916.19</valUSD>
        <pctVal>0.0110551225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4153</title>
        <cusip>31418DTK8</cusip>
        <identifiers>
          <isin value="US31418DTK80"/>
          <ticker value="FHLMC"/>
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        <balance>391628.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355848.31</valUSD>
        <pctVal>0.0074377505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4224</title>
        <cusip>31418DVS8</cusip>
        <identifiers>
          <isin value="US31418DVS88"/>
          <ticker value="FHLMC"/>
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        <balance>68576.12</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65559.1</valUSD>
        <pctVal>0.0013702811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4929</title>
        <cusip>31418EPP9</cusip>
        <identifiers>
          <isin value="US31418EPP96"/>
          <ticker value="FHLMC"/>
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        <balance>248232.45</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261230.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 744328</title>
        <cusip>31403B4M2</cusip>
        <identifiers>
          <isin value="US31403B4M24"/>
          <ticker value="FNMA"/>
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        <balance>6939.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7053.37</valUSD>
        <pctVal>0.0001474258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 878099</title>
        <cusip>31409TRU4</cusip>
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          <isin value="US31409TRU42"/>
          <ticker value="FNMA"/>
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        <balance>29678.78</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31365.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5446</title>
        <cusip>31418FBQ9</cusip>
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          <isin value="US31418FBQ90"/>
          <ticker value="FNMA"/>
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        <balance>1250187.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5675</title>
        <cusip>31418FJV0</cusip>
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          <isin value="US31418FJV04"/>
          <ticker value="FNMA"/>
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        <balance>750779.13</balance>
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        <curCd>USD</curCd>
        <valUSD>779883.5</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN DC7035</title>
        <cusip>3140AUY98</cusip>
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          <isin value="US3140AUY988"/>
          <ticker value="FNMA"/>
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        <balance>4564568.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4686882.5</valUSD>
        <pctVal>0.0979627038</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC9468</title>
        <cusip>3140F5QW6</cusip>
        <identifiers>
          <isin value="US3140F5QW61"/>
          <ticker value="FNMA"/>
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        <balance>1080765.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>983670.5</valUSD>
        <pctVal>0.0205601531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0024</title>
        <cusip>3618N5A25</cusip>
        <identifiers>
          <isin value="US3618N5A258"/>
          <ticker value="GNR"/>
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        <balance>1005234.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>980186.56</valUSD>
        <pctVal>0.0204873337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784731</title>
        <cusip>3622AAEC4</cusip>
        <identifiers>
          <isin value="US3622AAEC42"/>
          <ticker value="GNR"/>
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        <balance>498035</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>477551.31</valUSD>
        <pctVal>0.0099815213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FDX 4.1 02/01/45 .</title>
        <cusip>31428XDQ6</cusip>
        <identifiers>
          <isin value="US31428XDQ60"/>
          <ticker value="FDX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>788892.13</valUSD>
        <pctVal>0.0164890001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 2.25 06/01/27</title>
        <cusip>337738BB3</cusip>
        <identifiers>
          <isin value="US337738BB35"/>
          <ticker value="FISV"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170317.23</valUSD>
        <pctVal>0.0035598794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN6677</title>
        <cusip>3140JPM36</cusip>
        <identifiers>
          <isin value="US3140JPM364"/>
          <ticker value="FNMA"/>
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        <balance>1716384.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1652570.13</valUSD>
        <pctVal>0.0345411344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA0487</title>
        <cusip>3140Q7RH2</cusip>
        <identifiers>
          <isin value="US3140Q7RH23"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1742744.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1638098.75</valUSD>
        <pctVal>0.0342386613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0783</title>
        <cusip>36179M2Q2</cusip>
        <identifiers>
          <isin value="US36179M2Q20"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>995386.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>934228.31</valUSD>
        <pctVal>0.0195267390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3173</title>
        <cusip>36179RQ28</cusip>
        <identifiers>
          <isin value="US36179RQ281"/>
          <ticker value="GNR"/>
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        <balance>946928.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>882197.67</valUSD>
        <pctVal>0.0184392225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA4435</title>
        <cusip>3140QB4V7</cusip>
        <identifiers>
          <isin value="US3140QB4V75"/>
          <ticker value="FNMA"/>
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        <balance>343939.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>340187.72</valUSD>
        <pctVal>0.0071104212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7240</title>
        <cusip>3140QFBJ7</cusip>
        <identifiers>
          <isin value="US3140QFBJ71"/>
          <ticker value="FNMA"/>
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        <balance>1107664</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>957660.13</valUSD>
        <pctVal>0.0200164983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 5.75 02/08/31</title>
        <cusip>37045XER3</cusip>
        <identifiers>
          <isin value="US37045XER35"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1051805.25</valUSD>
        <pctVal>0.0219842691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 4.9 10/06/29</title>
        <cusip>37045XEZ5</cusip>
        <identifiers>
          <isin value="US37045XEZ50"/>
          <ticker value="GM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1015843.94</valUSD>
        <pctVal>0.0212326251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB0570</title>
        <cusip>3140QKT40</cusip>
        <identifiers>
          <isin value="US3140QKT407"/>
          <ticker value="FNMA"/>
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        <balance>167034.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154772.53</valUSD>
        <pctVal>0.0032349724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1989</title>
        <cusip>3140QMF74</cusip>
        <identifiers>
          <isin value="US3140QMF741"/>
          <ticker value="FNMA"/>
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        <balance>286189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>270849.94</valUSD>
        <pctVal>0.0056611602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V4.692 10/23/30</title>
        <cusip>38141GB60</cusip>
        <identifiers>
          <isin value="US38141GB607"/>
          <ticker value="GS"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>608186.31</valUSD>
        <pctVal>0.0127119840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.692000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V2.908 07/21/42</title>
        <cusip>38141GYK4</cusip>
        <identifiers>
          <isin value="US38141GYK48"/>
          <ticker value="GS"/>
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        <balance>386000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283077.72</valUSD>
        <pctVal>0.0059167387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.908000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2839</title>
        <cusip>3140QNEM0</cusip>
        <identifiers>
          <isin value="US3140QNEM08"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1085039.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>892294.06</valUSD>
        <pctVal>0.0186502518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3103</title>
        <cusip>3140QNNV0</cusip>
        <identifiers>
          <isin value="US3140QNNV06"/>
          <ticker value="FNMA"/>
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        <balance>758256.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>655298.5</valUSD>
        <pctVal>0.0136966977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3454</title>
        <cusip>36179RZT9</cusip>
        <identifiers>
          <isin value="US36179RZT93"/>
          <ticker value="GNR"/>
          <other otherDesc="In-House" value="1616153672"/>
        </identifiers>
        <balance>398539.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>371301.03</valUSD>
        <pctVal>0.0077607350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4511</title>
        <cusip>36179TAL9</cusip>
        <identifiers>
          <isin value="US36179TAL98"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>399215.41</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>384764.72</valUSD>
        <pctVal>0.0080421458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3909</title>
        <cusip>3140QPKX4</cusip>
        <identifiers>
          <isin value="US3140QPKX47"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>559016</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>533368.75</valUSD>
        <pctVal>0.0111481875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB4100</title>
        <cusip>3140QPRW9</cusip>
        <identifiers>
          <isin value="US3140QPRW90"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>450867.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>443988</valUSD>
        <pctVal>0.0092799990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6712</title>
        <cusip>36179VN55</cusip>
        <identifiers>
          <isin value="US36179VN553"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>875980.48</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>838304.83</valUSD>
        <pctVal>0.0175217979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6820</title>
        <cusip>36179VSH4</cusip>
        <identifiers>
          <isin value="US36179VSH41"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1476230.01</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1329856.07</valUSD>
        <pctVal>0.0277959382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB5692</title>
        <cusip>3140QRKE2</cusip>
        <identifiers>
          <isin value="US3140QRKE22"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>500785.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>514839.31</valUSD>
        <pctVal>0.0107608951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7347</title>
        <cusip>3140QTEV7</cusip>
        <identifiers>
          <isin value="US3140QTEV76"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>245369.7</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>255040.5</valUSD>
        <pctVal>0.0053307197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6997</title>
        <cusip>36179VX21</cusip>
        <identifiers>
          <isin value="US36179VX214"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>934086.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>861379.44</valUSD>
        <pctVal>0.0180040910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7418</title>
        <cusip>36179WG36</cusip>
        <identifiers>
          <isin value="US36179WG365"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1787733.57</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1542885.82</valUSD>
        <pctVal>0.0322485718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V4.482 08/23/28</title>
        <cusip>38141GZU1</cusip>
        <identifiers>
          <isin value="US38141GZU11"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>2500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2517540.79</valUSD>
        <pctVal>0.0526202871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.482000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Golub Capital BDC Inc.</name>
        <lei>2549005WE0QLGK9APF78</lei>
        <title>GBDC 2.5 08/24/26</title>
        <cusip>38173MAB8</cusip>
        <identifiers>
          <isin value="US38173MAB81"/>
          <ticker value="GBDC"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172336.89</valUSD>
        <pctVal>0.0036020932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7706</title>
        <cusip>36179WR34</cusip>
        <identifiers>
          <isin value="US36179WR347"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1476682.6</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1328569.51</valUSD>
        <pctVal>0.0277690472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7707</title>
        <cusip>36179WR42</cusip>
        <identifiers>
          <isin value="US36179WR420"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1274860.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1170411.6</valUSD>
        <pctVal>0.0244633154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB9776</title>
        <cusip>3140QV2J2</cusip>
        <identifiers>
          <isin value="US3140QV2J22"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>904311.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>910624.63</valUSD>
        <pctVal>0.0190333875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FA1009</title>
        <cusip>3140W1DP5</cusip>
        <identifiers>
          <isin value="US3140W1DP56"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1165573.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969089.31</valUSD>
        <pctVal>0.0202553849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hungary (Republic Of)</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>REPHUN 3.125 09/21/51 144A</title>
        <cusip>445545AN6</cusip>
        <identifiers>
          <isin value="US445545AN69"/>
          <ticker value="REPHUN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>615086.25</valUSD>
        <pctVal>0.0128562028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Israel (State Of)</name>
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          <isin value="US46514Y8B63"/>
          <ticker value="ISRAEL"/>
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        <curCd>USD</curCd>
        <valUSD>1252279.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>8953438.23</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8490</title>
        <cusip>36179XNF9</cusip>
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          <isin value="US36179XNF95"/>
          <ticker value="GNR"/>
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        <balance>1397542.37</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1400178.06</valUSD>
        <pctVal>0.0292657707</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8320</title>
        <cusip>3140XCG69</cusip>
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          <isin value="US3140XCG696"/>
          <ticker value="FNMA"/>
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        <balance>1142592.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969018.06</valUSD>
        <pctVal>0.0202538957</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3540</title>
        <cusip>3140XJ5A7</cusip>
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          <isin value="US3140XJ5A78"/>
          <ticker value="FNMA"/>
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        <balance>499472.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>462894.66</valUSD>
        <pctVal>0.0096751759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9780</title>
        <cusip>36179Y2M5</cusip>
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          <isin value="US36179Y2M52"/>
          <ticker value="GNR"/>
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        <balance>1307922.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1333770</valUSD>
        <pctVal>0.0278777451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9017</title>
        <cusip>36179YAS3</cusip>
        <identifiers>
          <isin value="US36179YAS37"/>
          <ticker value="GNR"/>
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        <balance>1958303.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1990216.86</valUSD>
        <pctVal>0.0415984452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 3.875 09/16/46</title>
        <cusip>02209SAV5</cusip>
        <identifiers>
          <isin value="US02209SAV51"/>
          <ticker value="MO"/>
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        <balance>1366000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1026624.13</valUSD>
        <pctVal>0.0214579468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP V4.804 10/24/36</title>
        <cusip>025816EM7</cusip>
        <identifiers>
          <isin value="US025816EM76"/>
          <ticker value="AXP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>987438.38</valUSD>
        <pctVal>0.0206389073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.804000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3128</title>
        <cusip>3140XJPN7</cusip>
        <identifiers>
          <isin value="US3140XJPN76"/>
          <ticker value="FNMA"/>
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        <balance>487030.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>498374.66</valUSD>
        <pctVal>0.0104167598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3150</title>
        <cusip>3140XJQC0</cusip>
        <identifiers>
          <isin value="US3140XJQC03"/>
          <ticker value="FNMA"/>
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        <balance>513141.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>519630.84</valUSD>
        <pctVal>0.0108610451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9603</title>
        <cusip>36179YU44</cusip>
        <identifiers>
          <isin value="US36179YU446"/>
          <ticker value="GNR"/>
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        <balance>1968400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1919661</valUSD>
        <pctVal>0.0401237245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4695</title>
        <cusip>36202FGC4</cusip>
        <identifiers>
          <isin value="US36202FGC41"/>
          <ticker value="GNR"/>
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        <balance>71554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69856.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.565 06/14/30</title>
        <cusip>46647PDF0</cusip>
        <identifiers>
          <isin value="US46647PDF09"/>
          <ticker value="JPM"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4046538.72</valUSD>
        <pctVal>0.0845785816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.565000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 3.95 01/15/50</title>
        <cusip>501044DN8</cusip>
        <identifiers>
          <isin value="US501044DN88"/>
          <ticker value="KR"/>
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        <balance>306000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233583.02</valUSD>
        <pctVal>0.0048822270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 550764</title>
        <cusip>36213CZ52</cusip>
        <identifiers>
          <isin value="US36213CZ521"/>
          <ticker value="GNR"/>
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        <balance>10854.8</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11153.34</valUSD>
        <pctVal>0.0002331211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GE Healthcare Technologies Inc.</name>
        <lei>549300OI9J7XOWZMUN85</lei>
        <title>GEHC 5.905 11/22/32</title>
        <cusip>36267VAK9</cusip>
        <identifiers>
          <isin value="US36267VAK98"/>
          <ticker value="GEHC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1077191.63</valUSD>
        <pctVal>0.0225148816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-22</maturityDt>
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          <annualizedRt>5.905000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS7536</title>
        <cusip>3140XPLS6</cusip>
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          <isin value="US3140XPLS69"/>
          <ticker value="FNMA"/>
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        <balance>695701.06</balance>
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        <curCd>USD</curCd>
        <valUSD>734053.38</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 889307</title>
        <cusip>31410KAG9</cusip>
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          <isin value="US31410KAG94"/>
          <ticker value="FNMA"/>
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        <balance>16439.67</balance>
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        <curCd>USD</curCd>
        <valUSD>16665.43</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AA9346</title>
        <cusip>31416TL49</cusip>
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          <isin value="US31416TL495"/>
          <ticker value="FNMA"/>
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        <balance>177527.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179062.47</valUSD>
        <pctVal>0.0037426677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA3610</title>
        <cusip>31418DAL6</cusip>
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          <isin value="US31418DAL64"/>
          <ticker value="FHLMC"/>
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        <balance>140594.93</balance>
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        <curCd>USD</curCd>
        <valUSD>138815.17</valUSD>
        <pctVal>0.0029014402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 4.2 10/27/28</title>
        <cusip>37045XFL5</cusip>
        <identifiers>
          <isin value="US37045XFL55"/>
          <ticker value="GM"/>
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        <balance>645000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>645917.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V1.589 05/24/27</title>
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          <isin value="US404280CM98"/>
          <ticker value="HSBC"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173273.75</valUSD>
        <pctVal>0.0036216750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.589000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4042</title>
        <cusip>31418DP48</cusip>
        <identifiers>
          <isin value="US31418DP488"/>
          <ticker value="FHLMC"/>
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        <balance>511512.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>474784.56</valUSD>
        <pctVal>0.0099236922</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4016</title>
        <cusip>31418DPA4</cusip>
        <identifiers>
          <isin value="US31418DPA45"/>
          <ticker value="FHLMC"/>
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        <balance>458674.72</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418104.32</valUSD>
        <pctVal>0.0087389922</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4206</title>
        <cusip>31418DU83</cusip>
        <identifiers>
          <isin value="US31418DU835"/>
          <ticker value="FHLMC"/>
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        <balance>1301140.92</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1207679.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4268</title>
        <cusip>31418DW65</cusip>
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          <isin value="US31418DW658"/>
          <ticker value="FHLMC"/>
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        <balance>443543.78</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>389579.23</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Co.</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 6.35 10/15/45</title>
        <cusip>42824CAY5</cusip>
        <identifiers>
          <isin value="US42824CAY57"/>
          <ticker value="HPE"/>
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        <balance>227000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232717.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.350000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 3.9 12/06/28</title>
        <cusip>437076BW1</cusip>
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          <isin value="US437076BW12"/>
          <ticker value="HD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1003673.82</valUSD>
        <pctVal>0.0209782518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4361</title>
        <cusip>31418DZ39</cusip>
        <identifiers>
          <isin value="US31418DZ396"/>
          <ticker value="FHLMC"/>
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        <balance>3164123.13</balance>
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        <curCd>USD</curCd>
        <valUSD>3000522.25</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4500</title>
        <cusip>31418EAA8</cusip>
        <identifiers>
          <isin value="US31418EAA82"/>
          <ticker value="FHLMC"/>
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        <balance>1174647</balance>
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        <curCd>USD</curCd>
        <valUSD>990534.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>LLY 4.7 02/27/33</title>
        <cusip>532457CF3</cusip>
        <identifiers>
          <isin value="US532457CF35"/>
          <ticker value="LLY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1020916.56</valUSD>
        <pctVal>0.0213386503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 2.375 12/15/31</title>
        <cusip>571748BP6</cusip>
        <identifiers>
          <isin value="US571748BP64"/>
          <ticker value="MMC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>896842.56</valUSD>
        <pctVal>0.0187453221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mercedes-Benz Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>MBGGR 5.1 08/03/28 144A</title>
        <cusip>58769JAL1</cusip>
        <identifiers>
          <isin value="US58769JAL17"/>
          <ticker value="MBGGR"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>513079.53</valUSD>
        <pctVal>0.0107241131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Microsoft Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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          <maturityDt>2026-07-27</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4618</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4762</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Utah Acquisition Sub Inc</name>
        <lei>254900JOFV74IJ7H9933</lei>
        <title>VTRS 3.95 06/15/26</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NXP B V / NXP Funding LLC &amp; NXP USA Inc</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4866</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5070</title>
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        <name>Oneok Inc.</name>
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          <couponKind>Fixed</couponKind>
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        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5471</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5497</title>
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      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Packaging Corporation of America</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2051-10-01</maturityDt>
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          <annualizedRt>3.050000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5586</title>
        <cusip>31418FF44</cusip>
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          <isin value="US31418FF443"/>
          <ticker value="FNMA"/>
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        <balance>3893064</balance>
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        <curCd>USD</curCd>
        <valUSD>3948364.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5562</title>
        <cusip>31418FFC6</cusip>
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          <isin value="US31418FFC68"/>
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        <curCd>USD</curCd>
        <valUSD>164010.27</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5602</title>
        <cusip>31418FGL5</cusip>
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          <isin value="US31418FGL58"/>
          <ticker value="FNMA"/>
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        <balance>1827807.5</balance>
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        <curCd>USD</curCd>
        <valUSD>1898695.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FDX 3.25 05/15/41 *</title>
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          <isin value="US31428XDL73"/>
          <ticker value="FDX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>750917.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 5.25 02/13/34</title>
        <cusip>718172DJ5</cusip>
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          <isin value="US718172DJ54"/>
          <ticker value="PM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1033611.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 3 02/01/28</title>
        <cusip>718286CC9</cusip>
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          <isin value="US718286CC97"/>
          <ticker value="PHILIP"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Florida Power &amp; Light Co.</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 3.15 10/01/49</title>
        <cusip>341081FX0</cusip>
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          <isin value="US341081FX06"/>
          <ticker value="NEE"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>547881.56</valUSD>
        <pctVal>0.0114515265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>F 6.1 08/19/32</title>
        <cusip>345370DB3</cusip>
        <identifiers>
          <isin value="US345370DB39"/>
          <ticker value="F"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2060730.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Public Storage</name>
        <lei>254900GLQZAD4N7N5Q19</lei>
        <title>PSA 5.125 01/15/29</title>
        <cusip>74460WAF4</cusip>
        <identifiers>
          <isin value="US74460WAF41"/>
          <ticker value="PSA"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>516562.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Rogers Communications Inc.</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>RCICN 5.3 02/15/34</title>
        <cusip>775109DF5</cusip>
        <identifiers>
          <isin value="US775109DF56"/>
          <ticker value="RCICN"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1007602.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 6.125 03/08/34</title>
        <cusip>345397E66</cusip>
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          <ticker value="F"/>
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        <curCd>USD</curCd>
        <valUSD>1626018.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3522</title>
        <cusip>36179R4F3</cusip>
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          <isin value="US36179R4F38"/>
          <ticker value="GNR"/>
          <other otherDesc="Dummy CUSIP" value="1616153675"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Simon Property Group LP</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 1.75 02/01/28</title>
        <cusip>828807DL8</cusip>
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          <ticker value="SPG"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Starbucks Corp.</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>SBUX 5 02/15/34</title>
        <cusip>855244BJ7</cusip>
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          <ticker value="SBUX"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6287</title>
        <cusip>36179U6Y3</cusip>
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          <isin value="US36179U6Y37"/>
          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6088</title>
        <cusip>36179UXR8</cusip>
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          <isin value="US36179UXR84"/>
          <ticker value="GNR"/>
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        <balance>114487.57</balance>
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        <curCd>USD</curCd>
        <valUSD>99547.22</valUSD>
        <pctVal>0.0020806826</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TRGP 4.2 02/01/33</title>
        <cusip>87612GAA9</cusip>
        <identifiers>
          <isin value="US87612GAA94"/>
          <ticker value="TRGP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>957359.62</valUSD>
        <pctVal>0.0200102172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Inc.</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TXN 4.85 02/08/34</title>
        <cusip>882508CH5</cusip>
        <identifiers>
          <isin value="US882508CH56"/>
          <ticker value="TXN"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>512682.72</valUSD>
        <pctVal>0.0107158192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7192</title>
        <cusip>36179V7D6</cusip>
        <identifiers>
          <isin value="US36179V7D62"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1408083.64</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1166515.87</valUSD>
        <pctVal>0.0243818890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6338</title>
        <cusip>36179VBF6</cusip>
        <identifiers>
          <isin value="US36179VBF67"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>470698.09</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>424572.03</valUSD>
        <pctVal>0.0088741768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 4.75 04/27/32</title>
        <cusip>91087BAK6</cusip>
        <identifiers>
          <isin value="US91087BAK61"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1948000</valUSD>
        <pctVal>0.0407160510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 5 04/27/51</title>
        <cusip>91087BAL4</cusip>
        <identifiers>
          <isin value="US91087BAL45"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>401750</valUSD>
        <pctVal>0.0083971630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6474</title>
        <cusip>36179VFP0</cusip>
        <identifiers>
          <isin value="US36179VFP04"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>813817.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>733463.38</valUSD>
        <pctVal>0.0153304581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6709</title>
        <cusip>36179VN22</cusip>
        <identifiers>
          <isin value="US36179VN223"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1487807.33</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1285928.95</valUSD>
        <pctVal>0.0268777971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7987</title>
        <cusip>36179W2U1</cusip>
        <identifiers>
          <isin value="US36179W2U15"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>3744668.95</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3231751.37</valUSD>
        <pctVal>0.0675483335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7310</title>
        <cusip>36179WDP0</cusip>
        <identifiers>
          <isin value="US36179WDP05"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>768958.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>607678.15</valUSD>
        <pctVal>0.0127013627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 6.875 05/13/37</title>
        <cusip>91087BBC3</cusip>
        <identifiers>
          <isin value="US91087BBC37"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1067000</valUSD>
        <pctVal>0.0223018616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 11/15/47</title>
        <cusip>912810RZ3</cusip>
        <identifiers>
          <isin value="US912810RZ30"/>
          <ticker value="T"/>
        </identifiers>
        <balance>2100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1496003.88</valUSD>
        <pctVal>0.0312686706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7737</title>
        <cusip>36179WS25</cusip>
        <identifiers>
          <isin value="US36179WS253"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>138840.34</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129892.82</valUSD>
        <pctVal>0.0027149500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7827</title>
        <cusip>36179WVU9</cusip>
        <identifiers>
          <isin value="US36179WVU97"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>597135.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>515346.34</valUSD>
        <pctVal>0.0107714927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.25 05/15/42</title>
        <cusip>912810TH1</cusip>
        <identifiers>
          <isin value="US912810TH14"/>
          <ticker value="T"/>
        </identifiers>
        <balance>19000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15845703.39</valUSD>
        <pctVal>0.3311983921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 05/15/29</title>
        <cusip>9128286T2</cusip>
        <identifiers>
          <isin value="US9128286T26"/>
          <ticker value="T"/>
        </identifiers>
        <balance>29500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28363788.5</valUSD>
        <pctVal>0.5928446919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7937</title>
        <cusip>36179WZA9</cusip>
        <identifiers>
          <isin value="US36179WZA97"/>
          <ticker value="GNR"/>
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        <balance>285620.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256972.16</valUSD>
        <pctVal>0.0053710942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8877</title>
        <cusip>36179X2J4</cusip>
        <identifiers>
          <isin value="US36179X2J42"/>
          <ticker value="GNR"/>
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        <balance>1849274.07</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1811252.78</valUSD>
        <pctVal>0.0378578340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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          <isin value="US91282CHC82"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 05/31/31</title>
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        <name>Government National Mortgage Association</name>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 08/31/29</title>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 02/15/35</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0145</title>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0426</title>
        <cusip>3618N5PL7</cusip>
        <identifiers>
          <isin value="US3618N5PL72"/>
          <ticker value="GNR"/>
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        <balance>476953</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493351</valUSD>
        <pctVal>0.0103117580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 4.55 03/03/28</title>
        <cusip>02665WFX4</cusip>
        <identifiers>
          <isin value="US02665WFX48"/>
          <ticker value="HNDA"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1212541.75</valUSD>
        <pctVal>0.0253438972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>AWK 3.75 09/01/47</title>
        <cusip>03040WAR6</cusip>
        <identifiers>
          <isin value="US03040WAR60"/>
          <ticker value="AWK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>768786.75</valUSD>
        <pctVal>0.0160687682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0485</title>
        <cusip>3618N5RF8</cusip>
        <identifiers>
          <isin value="US3618N5RF86"/>
          <ticker value="GNR"/>
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        <balance>997543.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1007912.31</valUSD>
        <pctVal>0.0210668424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GE Healthcare Technologies Inc.</name>
        <lei>549300OI9J7XOWZMUN85</lei>
        <title>GEHC 5.65 11/15/27</title>
        <cusip>36267VAF0</cusip>
        <identifiers>
          <isin value="US36267VAF04"/>
          <ticker value="GEHC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1029432.88</valUSD>
        <pctVal>0.0215166538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V4.97 04/23/29</title>
        <cusip>95000U3T8</cusip>
        <identifiers>
          <isin value="US95000U3T82"/>
          <ticker value="WFC"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1527921.5</valUSD>
        <pctVal>0.0319357956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wisconsin Electric Power Company</name>
        <lei>AENKIFMULUAWOUU8Q584</lei>
        <title>WEC 4.6 10/01/34</title>
        <cusip>976656CS5</cusip>
        <identifiers>
          <isin value="US976656CS53"/>
          <ticker value="WEC"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>792497.38</valUSD>
        <pctVal>0.0165643551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GE Aerospace</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 4.3 07/29/30</title>
        <cusip>369604BZ5</cusip>
        <identifiers>
          <isin value="US369604BZ56"/>
          <ticker value="GE"/>
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        <balance>360000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363059.13</valUSD>
        <pctVal>0.0075884672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gilead Sciences Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 1.2 10/01/27</title>
        <cusip>375558BX0</cusip>
        <identifiers>
          <isin value="US375558BX02"/>
          <ticker value="GILD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>957877.88</valUSD>
        <pctVal>0.0200210496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V3.21 04/22/42</title>
        <cusip>38141GYC2</cusip>
        <identifiers>
          <isin value="US38141GYC22"/>
          <ticker value="GS"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1545373.5</valUSD>
        <pctVal>0.0323005679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.210000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Hartford Insurance Group Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>HIG 3.6 08/19/49</title>
        <cusip>416515BF0</cusip>
        <identifiers>
          <isin value="US416515BF08"/>
          <ticker value="HIG"/>
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        <balance>353000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261249.42</valUSD>
        <pctVal>0.0054604952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 3.95 03/15/27</title>
        <cusip>444859BF8</cusip>
        <identifiers>
          <isin value="US444859BF87"/>
          <ticker value="HUM"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>797679.63</valUSD>
        <pctVal>0.0166726717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 5.75 04/15/54</title>
        <cusip>444859CB6</cusip>
        <identifiers>
          <isin value="US444859CB64"/>
          <ticker value="HUM"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>752576.38</valUSD>
        <pctVal>0.0157299478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>INTNED V5.335 03/19/30</title>
        <cusip>456837BL6</cusip>
        <identifiers>
          <isin value="US456837BL64"/>
          <ticker value="INTNED"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>825212.81</valUSD>
        <pctVal>0.0172481555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.335000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 1.25 02/10/31</title>
        <cusip>459058JR5</cusip>
        <identifiers>
          <isin value="US459058JR58"/>
          <ticker value="IBRD"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1763367.88</valUSD>
        <pctVal>0.0368569695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Business Machines Corp.</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 5 02/10/32 ..</title>
        <cusip>459200LH2</cusip>
        <identifiers>
          <isin value="US459200LH20"/>
          <ticker value="IBM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1027220.06</valUSD>
        <pctVal>0.0214704027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Finance Corp.</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>IFC 4.375 01/15/27 GMTN</title>
        <cusip>45950KDF4</cusip>
        <identifiers>
          <isin value="US45950KDF49"/>
          <ticker value="IFC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>503544.66</valUSD>
        <pctVal>0.0105248204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ipalco Enterprises Inc.</name>
        <lei>5493000YFVK2DZX0JV43</lei>
        <title>AES 4.25 05/01/30</title>
        <cusip>462613AP5</cusip>
        <identifiers>
          <isin value="US462613AP51"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171051.59</valUSD>
        <pctVal>0.0035752286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jabil Inc</name>
        <lei>5493000CGCQY2OQU7669</lei>
        <title>JBL 4.25 05/15/27</title>
        <cusip>466313AM5</cusip>
        <identifiers>
          <isin value="US466313AM58"/>
          <ticker value="JBL"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1001389.88</valUSD>
        <pctVal>0.0209305141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.897 01/23/49</title>
        <cusip>46647PAN6</cusip>
        <identifiers>
          <isin value="US46647PAN69"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1364000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1086050.13</valUSD>
        <pctVal>0.0227000372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.897000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.255 10/22/31</title>
        <cusip>46647PFD3</cusip>
        <identifiers>
          <isin value="US46647PFD33"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1715000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1709797.38</valUSD>
        <pctVal>0.0357372676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.255000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.</name>
        <lei>RB8RC03FUD8DSX57C193</lei>
        <title>JBSSBZ 5.5 01/15/36 144A</title>
        <cusip>472140AE2</cusip>
        <identifiers>
          <isin value="US472140AE22"/>
          <ticker value="JBSSBZ"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1524236.63</valUSD>
        <pctVal>0.0318587764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kenvue Inc.</name>
        <lei>5493008HSF8L4M2LIJ82</lei>
        <title>KVUE 4.85 05/22/32</title>
        <cusip>49177JAS1</cusip>
        <identifiers>
          <isin value="US49177JAS15"/>
          <ticker value="KVUE"/>
        </identifiers>
        <balance>930000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>950996.25</valUSD>
        <pctVal>0.0198772135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kilroy Realty L.P.</name>
        <lei>5493008CT3N3JR7P1552</lei>
        <title>KRC 2.65 11/15/33</title>
        <cusip>49427RAR3</cusip>
        <identifiers>
          <isin value="US49427RAR30"/>
          <ticker value="KRC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>820440.69</valUSD>
        <pctVal>0.0171484112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kreditanstalt Fuer Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 5 03/16/26</title>
        <cusip>500769KF0</cusip>
        <identifiers>
          <isin value="US500769KF01"/>
          <ticker value="KFW"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002504.25</valUSD>
        <pctVal>0.0209538061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Landwirtschaftliche Rentenbank</name>
        <lei>529900Z3J0N6S0F7CT25</lei>
        <title>RENTEN 3.875 09/28/27</title>
        <cusip>515110CC6</cusip>
        <identifiers>
          <isin value="US515110CC65"/>
          <ticker value="RENTEN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1005056.94</valUSD>
        <pctVal>0.0210071610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>LLY 5.1 02/12/35</title>
        <cusip>532457CX4</cusip>
        <identifiers>
          <isin value="US532457CX41"/>
          <ticker value="LLY"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1033625</valUSD>
        <pctVal>0.0216042753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 3.65 04/05/29</title>
        <cusip>548661DR5</cusip>
        <identifiers>
          <isin value="US548661DR53"/>
          <ticker value="LOW"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1974181.88</valUSD>
        <pctVal>0.0412632906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mckesson Corp.</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>MCK 4.95 05/30/32</title>
        <cusip>581557BX2</cusip>
        <identifiers>
          <isin value="US581557BX22"/>
          <ticker value="MCK"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>822200.63</valUSD>
        <pctVal>0.0171851965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 2.15 12/10/31</title>
        <cusip>58933YBE4</cusip>
        <identifiers>
          <isin value="US58933YBE41"/>
          <ticker value="MRK"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1780568.12</valUSD>
        <pctVal>0.0372164797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG V2.852 01/19/33</title>
        <cusip>606822CD4</cusip>
        <identifiers>
          <isin value="US606822CD45"/>
          <ticker value="MUFG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>906956.44</valUSD>
        <pctVal>0.0189567170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.852000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.802 01/25/52 MTN</title>
        <cusip>6174468Y8</cusip>
        <identifiers>
          <isin value="US6174468Y83"/>
          <ticker value="MS"/>
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        <balance>1502000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>955404.91</valUSD>
        <pctVal>0.0199693609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.802000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V3.971 07/22/38</title>
        <cusip>61744YAL2</cusip>
        <identifiers>
          <isin value="US61744YAL20"/>
          <ticker value="MS"/>
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        <balance>1800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1622214.25</valUSD>
        <pctVal>0.0339066520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.971000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Cap I Tst 2018-H3</name>
        <lei>N/A</lei>
        <title>MSC 2018-H3 A5</title>
        <cusip>61767YAZ3</cusip>
        <identifiers>
          <isin value="US61767YAZ34"/>
          <ticker value="MSC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>998446.5</valUSD>
        <pctVal>0.0208689931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.177000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MSI 5.4 04/15/34</title>
        <cusip>620076BZ1</cusip>
        <identifiers>
          <isin value="US620076BZ10"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>826112</valUSD>
        <pctVal>0.0172669499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEE V6.375 08/15/55</title>
        <cusip>65339KDE7</cusip>
        <identifiers>
          <isin value="US65339KDE73"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>835000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>861926.25</valUSD>
        <pctVal>0.0180155201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northern States Power Company</name>
        <lei>3S1GHB0TEH85KX44SB51</lei>
        <title>XEL 5.65 05/15/55</title>
        <cusip>665772DA4</cusip>
        <identifiers>
          <isin value="US665772DA43"/>
          <ticker value="XEL"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>501679</valUSD>
        <pctVal>0.0104858253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nutrien Ltd</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 4.125 03/15/35</title>
        <cusip>67077MAN8</cusip>
        <identifiers>
          <isin value="US67077MAN83"/>
          <ticker value="NTRCN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>923574.56</valUSD>
        <pctVal>0.0193040600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 4.5 07/01/40</title>
        <cusip>694308JQ1</cusip>
        <identifiers>
          <isin value="US694308JQ18"/>
          <ticker value="PCG"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1307098.88</valUSD>
        <pctVal>0.0273202796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 5.55 05/15/29</title>
        <cusip>694308KQ9</cusip>
        <identifiers>
          <isin value="US694308KQ98"/>
          <ticker value="PCG"/>
        </identifiers>
        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1650834.38</valUSD>
        <pctVal>0.0345048546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PacifiCorp.</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
        <title>BRKHEC 2.9 06/15/52</title>
        <cusip>695114CY2</cusip>
        <identifiers>
          <isin value="US695114CY24"/>
          <ticker value="BRKHEC"/>
        </identifiers>
        <balance>1261000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>738479.44</valUSD>
        <pctVal>0.0154353011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Revvity Inc</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>RVTY 2.25 09/15/31</title>
        <cusip>714046AN9</cusip>
        <identifiers>
          <isin value="US714046AN96"/>
          <ticker value="RVTY"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>880492.5</valUSD>
        <pctVal>0.0184035819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 4 12/15/36</title>
        <cusip>717081EC3</cusip>
        <identifiers>
          <isin value="US717081EC37"/>
          <ticker value="PFE"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1406877.47</valUSD>
        <pctVal>0.0294057982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PSX 4.875 11/15/44</title>
        <cusip>718546AL8</cusip>
        <identifiers>
          <isin value="US718546AL86"/>
          <ticker value="PSX"/>
        </identifiers>
        <balance>679000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>596413.44</valUSD>
        <pctVal>0.0124659138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Principal Life Global Funding II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>PFG 1.5 11/17/26 144A</title>
        <cusip>74256LES4</cusip>
        <identifiers>
          <isin value="US74256LES43"/>
          <ticker value="PFG"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1959265.63</valUSD>
        <pctVal>0.0409515192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QUALCOMM Inc.</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QCOM 4.5 05/20/52</title>
        <cusip>747525BR3</cusip>
        <identifiers>
          <isin value="US747525BR34"/>
          <ticker value="QCOM"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>508264.34</valUSD>
        <pctVal>0.0106234686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QUALCOMM Inc.</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QCOM 4.75 05/20/32</title>
        <cusip>747525BV4</cusip>
        <identifiers>
          <isin value="US747525BV46"/>
          <ticker value="QCOM"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>817150.44</valUSD>
        <pctVal>0.0170796402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Quest Diagnostics Incorporated</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>DGX 4.6 12/15/27</title>
        <cusip>74834LBE9</cusip>
        <identifiers>
          <isin value="US74834LBE92"/>
          <ticker value="DGX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011942.06</valUSD>
        <pctVal>0.0211510701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>O 3.65 01/15/28</title>
        <cusip>756109AU8</cusip>
        <identifiers>
          <isin value="US756109AU84"/>
          <ticker value="O"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>496734.59</valUSD>
        <pctVal>0.0103824799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP V5.667 04/25/36</title>
        <cusip>025816EH8</cusip>
        <identifiers>
          <isin value="US025816EH81"/>
          <ticker value="AXP"/>
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        <balance>630000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>665195</valUSD>
        <pctVal>0.0139035491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.667000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 5.15 07/09/32</title>
        <cusip>02665WGF2</cusip>
        <identifiers>
          <isin value="US02665WGF23"/>
          <ticker value="HNDA"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1541343</valUSD>
        <pctVal>0.0322163246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 2.375 03/15/33</title>
        <cusip>760759BA7</cusip>
        <identifiers>
          <isin value="US760759BA74"/>
          <ticker value="RSG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>873171.5</valUSD>
        <pctVal>0.0182505623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="87344.040000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Rockwell Automation, Inc.</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>ROK 1.75 08/15/31</title>
        <cusip>773903AL3</cusip>
        <identifiers>
          <isin value="US773903AL39"/>
          <ticker value="ROK"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1028957.65</valUSD>
        <pctVal>0.0215067208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Salesforce Inc.</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>CRM 2.7 07/15/41</title>
        <cusip>79466LAK0</cusip>
        <identifiers>
          <isin value="US79466LAK08"/>
          <ticker value="CRM"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>852306</valUSD>
        <pctVal>0.0178144428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHW V6.136 08/24/34</title>
        <cusip>808513CH6</cusip>
        <identifiers>
          <isin value="US808513CH62"/>
          <ticker value="SCHW"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1089971.75</valUSD>
        <pctVal>0.0227820048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.136000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shell Finance US Inc.</name>
        <lei>N/A</lei>
        <title>RDSALN 4.125 05/11/35 *</title>
        <cusip>822905AC9</cusip>
        <identifiers>
          <isin value="US822905AC90"/>
          <ticker value="RDSALN"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>479960.13</valUSD>
        <pctVal>0.0100318692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Simon Property Group LP</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 4.75 09/26/34</title>
        <cusip>828807DY0</cusip>
        <identifiers>
          <isin value="US828807DY06"/>
          <ticker value="SPG"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>596732.13</valUSD>
        <pctVal>0.0124725749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern California Gas Co.</name>
        <lei>XY0N0J73VHV5F4CUJV89</lei>
        <title>SRE 5.45 06/15/35</title>
        <cusip>842434DC3</cusip>
        <identifiers>
          <isin value="US842434DC38"/>
          <ticker value="SRE"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>520811.69</valUSD>
        <pctVal>0.0108857266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TotalEnergies Capital S.A.</name>
        <lei>529900QI55ZLJVCMPA71</lei>
        <title>TTEFP 5.488 04/05/54</title>
        <cusip>89157XAB7</cusip>
        <identifiers>
          <isin value="US89157XAB73"/>
          <ticker value="TTEFP"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1160302.25</valUSD>
        <pctVal>0.0242520152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.488000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Toyota Auto Receivables 2022-B Owner Trust</name>
        <lei>N/A</lei>
        <title>TAOT 2022-B A4</title>
        <cusip>89238FAE3</cusip>
        <identifiers>
          <isin value="US89238FAE34"/>
          <ticker value="TAOT"/>
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        <balance>856728.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>854701.75</valUSD>
        <pctVal>0.0178645175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Travelers Companies, Inc.</name>
        <lei>549300Y650407RU8B149</lei>
        <title>TRV 5.45 05/25/53</title>
        <cusip>89417EAS8</cusip>
        <identifiers>
          <isin value="US89417EAS81"/>
          <ticker value="TRV"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492707.94</valUSD>
        <pctVal>0.0102983171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 5.625 09/22/35</title>
        <cusip>91087BBL3</cusip>
        <identifiers>
          <isin value="US91087BBL36"/>
          <ticker value="MEX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>986000</valUSD>
        <pctVal>0.0206088431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. Bancorp.</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>USB V5.424 02/12/36</title>
        <cusip>91159HJU5</cusip>
        <identifiers>
          <isin value="US91159HJU59"/>
          <ticker value="USB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1039330.13</valUSD>
        <pctVal>0.0217235208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.424000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 08/15/50</title>
        <cusip>912810SP4</cusip>
        <identifiers>
          <isin value="US912810SP49"/>
          <ticker value="T"/>
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        <balance>9000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4425117.27</valUSD>
        <pctVal>0.0924914274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 11/15/50</title>
        <cusip>912810SS8</cusip>
        <identifiers>
          <isin value="US912810SS87"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5250000</valUSD>
        <pctVal>0.1097326837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 08/15/51</title>
        <cusip>912810SZ2</cusip>
        <identifiers>
          <isin value="US912810SZ21"/>
          <ticker value="T"/>
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        <balance>28976000</balance>
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        <curCd>USD</curCd>
        <valUSD>16598946.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 02/15/52</title>
        <cusip>912810TD0</cusip>
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          <isin value="US912810TD00"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>7280624.75</valUSD>
        <pctVal>0.1521757130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 02/15/42</title>
        <cusip>912810TF5</cusip>
        <identifiers>
          <isin value="US912810TF57"/>
          <ticker value="T"/>
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        <balance>14500000</balance>
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        <curCd>USD</curCd>
        <valUSD>10673359.5</valUSD>
        <pctVal>0.2230888347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 08/15/52</title>
        <cusip>912810TJ7</cusip>
        <identifiers>
          <isin value="US912810TJ79"/>
          <ticker value="T"/>
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        <balance>31400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22489023.5</valUSD>
        <pctVal>0.4700535053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 02/15/54</title>
        <cusip>912810TX6</cusip>
        <identifiers>
          <isin value="US912810TX63"/>
          <ticker value="T"/>
        </identifiers>
        <balance>4100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3706656.25</valUSD>
        <pctVal>0.0774745406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.125 08/15/44</title>
        <cusip>912810UD8</cusip>
        <identifiers>
          <isin value="US912810UD80"/>
          <ticker value="T"/>
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        <balance>23100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21200566.47</valUSD>
        <pctVal>0.4431228677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.75 02/15/45</title>
        <cusip>912810UJ5</cusip>
        <identifiers>
          <isin value="US912810UJ50"/>
          <ticker value="T"/>
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        <balance>14320000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14247281.08</valUSD>
        <pctVal>0.2977890264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 11/15/55</title>
        <cusip>912810UP1</cusip>
        <identifiers>
          <isin value="US912810UP11"/>
          <ticker value="T"/>
        </identifiers>
        <balance>5000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4817187.5</valUSD>
        <pctVal>0.1006862690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.5 04/30/27</title>
        <cusip>912828ZN3</cusip>
        <identifiers>
          <isin value="US912828ZN34"/>
          <ticker value="T"/>
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        <balance>11000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10576757.63</valUSD>
        <pctVal>0.2210697143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.25 05/31/28</title>
        <cusip>91282CCE9</cusip>
        <identifiers>
          <isin value="US91282CCE93"/>
          <ticker value="T"/>
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        <balance>27000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25599376</valUSD>
        <pctVal>0.5350644248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1 07/31/28</title>
        <cusip>91282CCR0</cusip>
        <identifiers>
          <isin value="US91282CCR07"/>
          <ticker value="T"/>
        </identifiers>
        <balance>36500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34247266</valUSD>
        <pctVal>0.7158179826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 12/31/28</title>
        <cusip>91282CDP3</cusip>
        <identifiers>
          <isin value="US91282CDP32"/>
          <ticker value="T"/>
        </identifiers>
        <balance>33000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30982616.75</valUSD>
        <pctVal>0.6475820352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>ADBE 2.3 02/01/30</title>
        <cusip>00724PAD1</cusip>
        <identifiers>
          <isin value="US00724PAD15"/>
          <ticker value="ADBE"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1404447.88</valUSD>
        <pctVal>0.0293550162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 4.375 11/15/30</title>
        <cusip>00774MBR5</cusip>
        <identifiers>
          <isin value="US00774MBR51"/>
          <ticker value="AER"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>996937.88</valUSD>
        <pctVal>0.0208374608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.75 06/30/30</title>
        <cusip>91282CHJ3</cusip>
        <identifiers>
          <isin value="US91282CHJ36"/>
          <ticker value="T"/>
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        <balance>11500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11527402</valUSD>
        <pctVal>0.2409395729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 09/30/28</title>
        <cusip>91282CJA0</cusip>
        <identifiers>
          <isin value="US91282CJA09"/>
          <ticker value="T"/>
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        <balance>31000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31876718</valUSD>
        <pctVal>0.6662700599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP V5.016 04/25/31</title>
        <cusip>025816EF2</cusip>
        <identifiers>
          <isin value="US025816EF26"/>
          <ticker value="AXP"/>
        </identifiers>
        <balance>665000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>685313</valUSD>
        <pctVal>0.0143240447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.016000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American International Group Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AIG 3.4 06/30/30</title>
        <cusip>026874DR5</cusip>
        <identifiers>
          <isin value="US026874DR53"/>
          <ticker value="AIG"/>
        </identifiers>
        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>578423.5</valUSD>
        <pctVal>0.0120898977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.875 10/31/28</title>
        <cusip>91282CJF9</cusip>
        <identifiers>
          <isin value="US91282CJF95"/>
          <ticker value="T"/>
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        <balance>32000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33133750</valUSD>
        <pctVal>0.6925438685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.5 12/31/31</title>
        <cusip>91282CMC2</cusip>
        <identifiers>
          <isin value="US91282CMC28"/>
          <ticker value="T"/>
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        <balance>7000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7243906</valUSD>
        <pctVal>0.1514082373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.375 12/31/29</title>
        <cusip>91282CMD0</cusip>
        <identifiers>
          <isin value="US91282CMD01"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4 11/15/35</title>
        <cusip>91282CPJ4</cusip>
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          <isin value="US91282CPJ44"/>
          <ticker value="T"/>
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        <valUSD>4928125</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>RTX Corp.</name>
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        <title>RTX 3.125 05/04/27</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
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        <title>WFC 4.4 06/14/46 MTN</title>
        <cusip>94974BGT1</cusip>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1671044.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP V5.405 08/10/33</title>
        <cusip>961214FG3</cusip>
        <identifiers>
          <isin value="US961214FG36"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1032683.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.405000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP 4.6 10/20/26 GMTN</title>
        <cusip>961214FV0</cusip>
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          <isin value="US961214FV03"/>
          <ticker value="WSTP"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Alabama Power Co.</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>SO 3.7 12/01/47 B</title>
        <cusip>010392FR4</cusip>
        <identifiers>
          <isin value="US010392FR41"/>
          <ticker value="SO"/>
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        <balance>1300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>992196.19</valUSD>
        <pctVal>0.0207383525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alibaba Group Holding Ltd.</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>BABA 4.875 05/26/30</title>
        <cusip>01609WBM3</cusip>
        <identifiers>
          <isin value="US01609WBM38"/>
          <ticker value="BABA"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1031849</valUSD>
        <pctVal>0.0215671543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apollo Global Management Inc</name>
        <lei>254900LMFT1CY9IYB476</lei>
        <title>APO 5.15 08/12/35</title>
        <cusip>03769MAE6</cusip>
        <identifiers>
          <isin value="US03769MAE66"/>
          <ticker value="APO"/>
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        <balance>800000</balance>
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        <curCd>USD</curCd>
        <valUSD>801443.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.95 09/11/49</title>
        <cusip>037833DQ0</cusip>
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          <ticker value="AAPL"/>
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        <balance>1723000</balance>
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        <curCd>USD</curCd>
        <valUSD>1151362.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 4.05 08/22/47</title>
        <cusip>023135BJ4</cusip>
        <identifiers>
          <isin value="US023135BJ40"/>
          <ticker value="AMZN"/>
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        <balance>810000</balance>
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        <curCd>USD</curCd>
        <valUSD>665366.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
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      <invstOrSec>
        <name>American Airlines Group Inc</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>AAL 4.9 05/11/38</title>
        <cusip>02377NAA8</cusip>
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          <ticker value="AAL"/>
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        <curCd>USD</curCd>
        <valUSD>990930</valUSD>
        <pctVal>0.0207118873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-11-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 2 01/15/32</title>
        <cusip>031162CZ1</cusip>
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          <isin value="US031162CZ14"/>
          <ticker value="AMGN"/>
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        <curCd>USD</curCd>
        <valUSD>522733.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>5493002J2SVENP0PVK27</lei>
        <title>ABIBB 4.7 02/01/36 *</title>
        <cusip>03522AAH3</cusip>
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          <ticker value="ABIBB"/>
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        <balance>4100000</balance>
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        <curCd>USD</curCd>
        <valUSD>4058364.76</valUSD>
        <pctVal>0.0848257632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.95 01/15/42</title>
        <cusip>035240AG5</cusip>
        <identifiers>
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          <ticker value="ABIBB"/>
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        <balance>318000</balance>
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        <curCd>USD</curCd>
        <valUSD>303633.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Aon Corp/ Aon Global Holdings PLC</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON 2.05 08/23/31</title>
        <cusip>03740LAA0</cusip>
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          <ticker value="AON"/>
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        <curCd>USD</curCd>
        <valUSD>154578.84</valUSD>
        <pctVal>0.0032309240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIA 4.875 05/21/26 GMTN</title>
        <cusip>045167GE7</cusip>
        <identifiers>
          <isin value="US045167GE77"/>
          <ticker value="ASIA"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3012536.82</valUSD>
        <pctVal>0.0629664286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AZN 4 09/18/42</title>
        <cusip>046353AG3</cusip>
        <identifiers>
          <isin value="US046353AG32"/>
          <ticker value="AZN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>861225.38</valUSD>
        <pctVal>0.0180008709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.5 06/01/50</title>
        <cusip>035240AT7</cusip>
        <identifiers>
          <isin value="US035240AT78"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>589000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>528893.88</valUSD>
        <pctVal>0.0110546562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aon Corp/ Aon Global Holdings PLC</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON 5.35 02/28/33</title>
        <cusip>03740LAG7</cusip>
        <identifiers>
          <isin value="US03740LAG77"/>
          <ticker value="AON"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1041369.06</valUSD>
        <pctVal>0.0217661375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Athene Holding Ltd</name>
        <lei>549300H316CT32FQXI76</lei>
        <title>ATH 5.875 01/15/34</title>
        <cusip>04686JAG6</cusip>
        <identifiers>
          <isin value="US04686JAG67"/>
          <ticker value="ATH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1036724</valUSD>
        <pctVal>0.0216690489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atmos Energy Corp.</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATO 2.85 02/15/52</title>
        <cusip>049560AW5</cusip>
        <identifiers>
          <isin value="US049560AW50"/>
          <ticker value="ATO"/>
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        <balance>410000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254006.81</valUSD>
        <pctVal>0.0053091141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Avangrid Inc</name>
        <lei>549300OX0Q38NLSKPB49</lei>
        <title>AGR 3.8 06/01/29</title>
        <cusip>05351WAB9</cusip>
        <identifiers>
          <isin value="US05351WAB90"/>
          <ticker value="AGR"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172709.77</valUSD>
        <pctVal>0.0036098870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>SANTAN 6.35 03/14/34</title>
        <cusip>05964HBD6</cusip>
        <identifiers>
          <isin value="US05964HBD61"/>
          <ticker value="SANTAN"/>
        </identifiers>
        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>646449.94</valUSD>
        <pctVal>0.0135117499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V5.785 02/25/36</title>
        <cusip>06738ECZ6</cusip>
        <identifiers>
          <isin value="US06738ECZ60"/>
          <ticker value="BACR"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1046786.75</valUSD>
        <pctVal>0.0218793751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.785000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blackstone Private Credit Fund</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>BCRED 5.6 11/22/29</title>
        <cusip>09261HBU0</cusip>
        <identifiers>
          <isin value="US09261HBU05"/>
          <ticker value="BCRED"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>807540.75</valUSD>
        <pctVal>0.0168787836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boeing Co.</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 2.95 02/01/30</title>
        <cusip>097023CN3</cusip>
        <identifiers>
          <isin value="US097023CN34"/>
          <ticker value="BA"/>
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        <balance>1596000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1512082.31</valUSD>
        <pctVal>0.0316047333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boeing Co.</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 5.93 05/01/60</title>
        <cusip>097023CX1</cusip>
        <identifiers>
          <isin value="US097023CX16"/>
          <ticker value="BA"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171597.33</valUSD>
        <pctVal>0.0035866353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.930000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boeing Co.</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 6.259 05/01/27</title>
        <cusip>097023DP7</cusip>
        <identifiers>
          <isin value="US097023DP72"/>
          <ticker value="BA"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>615609.81</valUSD>
        <pctVal>0.0128671460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.259000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boston Scientific Corporation</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BSX 2.65 06/01/30</title>
        <cusip>101137BA4</cusip>
        <identifiers>
          <isin value="US101137BA41"/>
          <ticker value="BSX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>940966.13</valUSD>
        <pctVal>0.0196675693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Brown &amp; Brown Inc</name>
        <lei>549300PC8KTJ71XKFY89</lei>
        <title>BRO 6.25 06/23/55</title>
        <cusip>115236AN1</cusip>
        <identifiers>
          <isin value="US115236AN13"/>
          <ticker value="BRO"/>
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        <balance>160000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166370.75</valUSD>
        <pctVal>0.0034773922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CF Industries, Inc.</name>
        <lei>5FVKT86LAD2F40NPC183</lei>
        <title>CF 4.95 06/01/43</title>
        <cusip>12527GAD5</cusip>
        <identifiers>
          <isin value="US12527GAD51"/>
          <ticker value="CF"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>895408</valUSD>
        <pctVal>0.0187153377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 4.5 11/15/52</title>
        <cusip>126408HV8</cusip>
        <identifiers>
          <isin value="US126408HV80"/>
          <ticker value="CSX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>848490.13</valUSD>
        <pctVal>0.0177346855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 5.125 02/21/30</title>
        <cusip>126650DT4</cusip>
        <identifiers>
          <isin value="US126650DT42"/>
          <ticker value="CVS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1027364.13</valUSD>
        <pctVal>0.0214734139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>APH 5 01/15/35</title>
        <cusip>032095AR2</cusip>
        <identifiers>
          <isin value="US032095AR24"/>
          <ticker value="APH"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>814881.38</valUSD>
        <pctVal>0.0170322135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>APH 5.375 11/15/54</title>
        <cusip>032095AS0</cusip>
        <identifiers>
          <isin value="US032095AS07"/>
          <ticker value="APH"/>
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        <balance>326000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316860.72</valUSD>
        <pctVal>0.0066228528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 6.05 06/01/54</title>
        <cusip>126650EF3</cusip>
        <identifiers>
          <isin value="US126650EF39"/>
          <ticker value="CVS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>994234.63</valUSD>
        <pctVal>0.0207809589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carlisle Companies Inc.</name>
        <lei>XR64VGX1ZPX6G7ZN7Z11</lei>
        <title>CSL 5.25 09/15/35</title>
        <cusip>142339AN0</cusip>
        <identifiers>
          <isin value="US142339AN05"/>
          <ticker value="CSL"/>
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        <balance>170000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173511.3</valUSD>
        <pctVal>0.0036266401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Financial Services Corp.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT 5 05/14/27</title>
        <cusip>14913UAL4</cusip>
        <identifiers>
          <isin value="US14913UAL44"/>
          <ticker value="CAT"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2033166.63</valUSD>
        <pctVal>0.0424961582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>CSCO 5.3 02/26/54</title>
        <cusip>17275RBU5</cusip>
        <identifiers>
          <isin value="US17275RBU59"/>
          <ticker value="CSCO"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>575109.94</valUSD>
        <pctVal>0.0120206395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.07 02/24/28 VAR</title>
        <cusip>172967NG2</cusip>
        <identifiers>
          <isin value="US172967NG21"/>
          <ticker value="C"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1977101</valUSD>
        <pctVal>0.0413243045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.070000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.542 09/19/30</title>
        <cusip>17327CAT0</cusip>
        <identifiers>
          <isin value="US17327CAT09"/>
          <ticker value="C"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1411133</valUSD>
        <pctVal>0.0294947450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.542000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Corporacion Andina de Fomento</name>
        <lei>UKZ46SXGNYCZK0UOZE76</lei>
        <title>CAF 5 01/22/30</title>
        <cusip>219868CL8</cusip>
        <identifiers>
          <isin value="US219868CL83"/>
          <ticker value="CAF"/>
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        <balance>400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>413788</valUSD>
        <pctVal>0.0086487748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deutsche Bank AG New York Branch</name>
        <lei>N/A</lei>
        <title>DB V5.297 05/09/31</title>
        <cusip>251526DA4</cusip>
        <identifiers>
          <isin value="US251526DA41"/>
          <ticker value="DB"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1536849.5</valUSD>
        <pctVal>0.0321224038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.297000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V5.872 09/15/34</title>
        <cusip>06051GLU1</cusip>
        <identifiers>
          <isin value="US06051GLU12"/>
          <ticker value="BAC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1067153.75</valUSD>
        <pctVal>0.0223050752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.872000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 5.75 04/18/54</title>
        <cusip>25278XBA6</cusip>
        <identifiers>
          <isin value="US25278XBA63"/>
          <ticker value="FANG"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>756029.69</valUSD>
        <pctVal>0.0158021270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 3.5 06/15/51</title>
        <cusip>26441CBN4</cusip>
        <identifiers>
          <isin value="US26441CBN48"/>
          <ticker value="DUK"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121196.15</valUSD>
        <pctVal>0.0025331769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 5.05 07/12/27</title>
        <cusip>11135FBZ3</cusip>
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          <isin value="US11135FBZ36"/>
          <ticker value="AVGO"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>610700.75</valUSD>
        <pctVal>0.0127645395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZT0499</title>
        <cusip>3132ACRU6</cusip>
        <identifiers>
          <isin value="US3132ACRU61"/>
          <ticker value="FHLMC"/>
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        <balance>165271.85</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159705.57</valUSD>
        <pctVal>0.0033380802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 3.75 06/01/45</title>
        <cusip>26442CAP9</cusip>
        <identifiers>
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          <ticker value="DUK"/>
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        <balance>476000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>374047.09</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ERP Operating Limited Partnership</name>
        <lei>DX5HQV5MLU50FEWZ5072</lei>
        <title>EQR 4.65 09/15/34</title>
        <cusip>26884ABP7</cusip>
        <identifiers>
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          <ticker value="EQR"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>494737.47</valUSD>
        <pctVal>0.0103407372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8147</title>
        <cusip>3132DWBQ5</cusip>
        <identifiers>
          <isin value="US3132DWBQ50"/>
          <ticker value="FHLMC"/>
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        <balance>3035561.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2585689.87</valUSD>
        <pctVal>0.0540447026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q35369</title>
        <cusip>3132QR6F2</cusip>
        <identifiers>
          <isin value="US3132QR6F27"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>523554.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>479509.72</valUSD>
        <pctVal>0.0100224549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eaton Corp.</name>
        <lei>0NZWDMRCE180888QQE14</lei>
        <title>ETN 4.15 03/15/33</title>
        <cusip>278062AH7</cusip>
        <identifiers>
          <isin value="US278062AH73"/>
          <ticker value="ETN"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492004.53</valUSD>
        <pctVal>0.0102836148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eaton Corp.</name>
        <lei>0NZWDMRCE180888QQE14</lei>
        <title>ETN 4.7 08/23/52</title>
        <cusip>278062AJ3</cusip>
        <identifiers>
          <isin value="US278062AJ30"/>
          <ticker value="ETN"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>445133.91</valUSD>
        <pctVal>0.0093039502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K100 A2</title>
        <cusip>3137FQ3A9</cusip>
        <identifiers>
          <isin value="US3137FQ3A94"/>
          <ticker value="FHLMC"/>
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        <balance>2007000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1920392.75</valUSD>
        <pctVal>0.0401390191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.673000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 5.85 05/17/27</title>
        <cusip>345397E74</cusip>
        <identifiers>
          <isin value="US345397E748"/>
          <ticker value="F"/>
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        <balance>1900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1928864.13</valUSD>
        <pctVal>0.0403160833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 3.875 06/15/28</title>
        <cusip>298785KJ4</cusip>
        <identifiers>
          <isin value="US298785KJ40"/>
          <ticker value="EIB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1007424.94</valUSD>
        <pctVal>0.0210566557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Export-Import Bank of Korea</name>
        <lei>549300APVP4R32PI3Y06</lei>
        <title>EIBKOR 2.625 05/26/26</title>
        <cusip>302154CC1</cusip>
        <identifiers>
          <isin value="US302154CC16"/>
          <ticker value="EIBKOR"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>994651.88</valUSD>
        <pctVal>0.0207896800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shell Finance US Inc.</name>
        <lei>N/A</lei>
        <title>RDSALN 6.375 12/15/38 144A</title>
        <cusip>822905AT2</cusip>
        <identifiers>
          <isin value="US822905AT26"/>
          <ticker value="RDSALN"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>194927.59</valUSD>
        <pctVal>0.0040742719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 4.375 04/15/40</title>
        <cusip>87264AAX3</cusip>
        <identifiers>
          <isin value="US87264AAX37"/>
          <ticker value="TMUS"/>
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        <balance>2500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2242626.88</valUSD>
        <pctVal>0.0468741840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 4.45 08/15/52</title>
        <cusip>30303M8J4</cusip>
        <identifiers>
          <isin value="US30303M8J41"/>
          <ticker value="META"/>
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        <balance>1095000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>891118.6</valUSD>
        <pctVal>0.0186256830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J17774</title>
        <cusip>3128PXT71</cusip>
        <identifiers>
          <isin value="US3128PXT712"/>
          <ticker value="FHLMC"/>
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        <balance>14262.05</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14178.92</valUSD>
        <pctVal>0.0002963602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TRGP 5.5 02/15/35</title>
        <cusip>87612GAK7</cusip>
        <identifiers>
          <isin value="US87612GAK76"/>
          <ticker value="TRGP"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>614611</valUSD>
        <pctVal>0.0128462694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.875 11/20/50</title>
        <cusip>92343VFU3</cusip>
        <identifiers>
          <isin value="US92343VFU35"/>
          <ticker value="VZ"/>
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        <balance>1753000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1086810.75</valUSD>
        <pctVal>0.0227159353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A88767</title>
        <cusip>312935W47</cusip>
        <identifiers>
          <isin value="US312935W472"/>
          <ticker value="FHLMC"/>
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        <balance>11176.43</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11620</valUSD>
        <pctVal>0.0002428750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A88761</title>
        <cusip>312935WW5</cusip>
        <identifiers>
          <isin value="US312935WW54"/>
          <ticker value="FHLMC"/>
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        <balance>7671.82</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7942.62</valUSD>
        <pctVal>0.0001660124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB0743</title>
        <cusip>3132CWZG2</cusip>
        <identifiers>
          <isin value="US3132CWZG22"/>
          <ticker value="FHLMC"/>
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        <balance>654101.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>638377.69</valUSD>
        <pctVal>0.0133430280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8031</title>
        <cusip>3132D54Q2</cusip>
        <identifiers>
          <isin value="US3132D54Q23"/>
          <ticker value="FHLMC"/>
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        <balance>570915.08</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>545648.96</valUSD>
        <pctVal>0.0114048619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8065</title>
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        <identifiers>
          <isin value="US3132D56A52"/>
          <ticker value="FHLMC"/>
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        <balance>393136.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>358115.63</valUSD>
        <pctVal>0.0074851408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8131</title>
        <cusip>3132D6A83</cusip>
        <identifiers>
          <isin value="US3132D6A834"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1907797.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1727049.57</valUSD>
        <pctVal>0.0360978637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8228</title>
        <cusip>3132D6D98</cusip>
        <identifiers>
          <isin value="US3132D6D986"/>
          <ticker value="FHLMC"/>
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        <balance>243830.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240746.73</valUSD>
        <pctVal>0.0050319590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8197</title>
        <cusip>3132D6DA5</cusip>
        <identifiers>
          <isin value="US3132D6DA55"/>
          <ticker value="FHLMC"/>
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        <balance>155692.7</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153723.92</valUSD>
        <pctVal>0.0032130549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8372</title>
        <cusip>3132D6JR2</cusip>
        <identifiers>
          <isin value="US3132D6JR27"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>684627.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>702034.25</valUSD>
        <pctVal>0.0146735433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0222</title>
        <cusip>3132DMG74</cusip>
        <identifiers>
          <isin value="US3132DMG744"/>
          <ticker value="FHLMC"/>
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        <balance>1177016.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1060962</valUSD>
        <pctVal>0.0221756586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1601</title>
        <cusip>3132DNX65</cusip>
        <identifiers>
          <isin value="US3132DNX655"/>
          <ticker value="FHLMC"/>
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        <balance>818179.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>804648.69</valUSD>
        <pctVal>0.0168183353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1954</title>
        <cusip>3132DPE38</cusip>
        <identifiers>
          <isin value="US3132DPE387"/>
          <ticker value="FHLMC"/>
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        <balance>795102.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>777137.75</valUSD>
        <pctVal>0.0162433164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2168</title>
        <cusip>3132DPMR6</cusip>
        <identifiers>
          <isin value="US3132DPMR63"/>
          <ticker value="FHLMC"/>
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        <balance>467707.34</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469931</valUSD>
        <pctVal>0.0098222457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2327</title>
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        <identifiers>
          <isin value="US3132DPSQ27"/>
          <ticker value="FHLMC"/>
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        <balance>450659.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>448097.66</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2511</title>
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          <isin value="US3132DPYG70"/>
          <ticker value="FHLMC"/>
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        <balance>452551.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>460665.47</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD4632</title>
        <cusip>3132DSED0</cusip>
        <identifiers>
          <isin value="US3132DSED09"/>
          <ticker value="FHLMC"/>
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        <balance>950448.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>992201.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8161</title>
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          <isin value="US3132DWB694"/>
          <ticker value="FHLMC"/>
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        <balance>1253144.25</balance>
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        <curCd>USD</curCd>
        <valUSD>1067335</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8276</title>
        <cusip>3132DWFR9</cusip>
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          <isin value="US3132DWFR97"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8277</title>
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          <ticker value="FHLMC"/>
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        <balance>545816</balance>
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        <curCd>USD</curCd>
        <valUSD>556339.94</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8408</title>
        <cusip>3132DWKV4</cusip>
        <identifiers>
          <isin value="US3132DWKV45"/>
          <ticker value="FHLMC"/>
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        <balance>2315915.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2350232.25</valUSD>
        <pctVal>0.0491232937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aetna, Inc.</name>
        <lei>549300QKBENKLBXQ8968</lei>
        <title>AET 3.875 08/15/47</title>
        <cusip>00817YAZ1</cusip>
        <identifiers>
          <isin value="US00817YAZ16"/>
          <ticker value="AET"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Air Products &amp; Chemicals, Inc.</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Aon Corp/ Aon Global Holdings PLC</name>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Gallagher Aj &amp;Co</name>
        <lei>54930049QLLMPART6V29</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8426</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8455</title>
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          <isin value="US3132DWMC46"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8470</title>
        <cusip>3132DWMT7</cusip>
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          <isin value="US3132DWMT70"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8486</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8494</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD3701</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q18522</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR QA2378</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FNA 2017-M4 A2</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K095 A2</title>
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        <valUSD>2412363.44</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K127 A2</title>
        <cusip>3137FXZ35</cusip>
        <identifiers>
          <isin value="US3137FXZ356"/>
          <ticker value="FHLMC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>455146.75</valUSD>
        <pctVal>0.0095132332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL6613</title>
        <cusip>3138EPK37</cusip>
        <identifiers>
          <isin value="US3138EPK371"/>
          <ticker value="FNMA"/>
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        <balance>112596.78</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110827.47</valUSD>
        <pctVal>0.0023164563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL9977</title>
        <cusip>3138ESCP1</cusip>
        <identifiers>
          <isin value="US3138ESCP18"/>
          <ticker value="FNMA"/>
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        <balance>287103.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>277793.31</valUSD>
        <pctVal>0.0058062867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 725505</title>
        <cusip>31402DAE0</cusip>
        <identifiers>
          <isin value="US31402DAE04"/>
          <ticker value="FNMA"/>
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        <balance>53340.99</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54699.92</valUSD>
        <pctVal>0.0011433084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Albemarle Corp</name>
        <lei>HDBLS2Q6GV1LSKQPBS54</lei>
        <title>ALB 5.05 06/01/32</title>
        <cusip>012653AE1</cusip>
        <identifiers>
          <isin value="US012653AE17"/>
          <ticker value="ALB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1006742.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>GOOGL 5.35 11/15/45</title>
        <cusip>02079KAZ0</cusip>
        <identifiers>
          <isin value="US02079KAZ03"/>
          <ticker value="GOOGL"/>
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        <balance>307000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305060.84</valUSD>
        <pctVal>0.0063762180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 735224</title>
        <cusip>31402QYV7</cusip>
        <identifiers>
          <isin value="US31402QYV75"/>
          <ticker value="FNMA"/>
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        <balance>16119.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16588.11</valUSD>
        <pctVal>0.0003467158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 735997</title>
        <cusip>31402RUW7</cusip>
        <identifiers>
          <isin value="US31402RUW77"/>
          <ticker value="FNMA"/>
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        <balance>30412.32</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31795.66</valUSD>
        <pctVal>0.0006645758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>America Movil S.A.B. de C.V.</name>
        <lei>5493000FNR3UCEAONM59</lei>
        <title>AMXLMM 2.875 05/07/30</title>
        <cusip>02364WBJ3</cusip>
        <identifiers>
          <isin value="US02364WBJ36"/>
          <ticker value="AMXLMM"/>
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        <balance>750000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>706281.25</valUSD>
        <pctVal>0.0147623118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>AWK 5.7 09/01/55</title>
        <cusip>03040WBG9</cusip>
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          <isin value="US03040WBG96"/>
          <ticker value="AWK"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>801044.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BA4384</title>
        <cusip>3140E82S6</cusip>
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          <isin value="US3140E82S67"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <pctVal>0.0028028769</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC1105</title>
        <cusip>3140EVGP6</cusip>
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          <isin value="US3140EVGP64"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <pctVal>0.0204487588</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BE9653</title>
        <cusip>3140FVWP7</cusip>
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          <isin value="US3140FVWP71"/>
          <ticker value="FNMA"/>
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        <balance>214837.86</balance>
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        <curCd>USD</curCd>
        <valUSD>205775.8</valUSD>
        <pctVal>0.0043010154</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5812</title>
        <cusip>3140JAN61</cusip>
        <identifiers>
          <isin value="US3140JAN612"/>
          <ticker value="FNMA"/>
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        <balance>781858.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>752593.13</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCEGP 4.75 07/19/27 144A</title>
        <cusip>05578AE46</cusip>
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          <isin value="US05578AE465"/>
          <ticker value="BPCEGP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011552.63</valUSD>
        <pctVal>0.0211429304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V4.078 04/23/40 MTN</title>
        <cusip>06051GHU6</cusip>
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          <isin value="US06051GHU67"/>
          <ticker value="BAC"/>
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        <curCd>USD</curCd>
        <valUSD>1785735.38</valUSD>
        <pctVal>0.0373244830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.078000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO5303</title>
        <cusip>3140K03M8</cusip>
        <identifiers>
          <isin value="US3140K03M87"/>
          <ticker value="FNMA"/>
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        <balance>998110.44</balance>
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        <curCd>USD</curCd>
        <valUSD>942965.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO5363</title>
        <cusip>3140K05Z7</cusip>
        <identifiers>
          <isin value="US3140K05Z72"/>
          <ticker value="FNMA"/>
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        <balance>881047.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>794383.5</valUSD>
        <pctVal>0.0166037778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V2.894 11/24/32</title>
        <cusip>06738EBV6</cusip>
        <identifiers>
          <isin value="US06738EBV65"/>
          <ticker value="BACR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>911197.13</valUSD>
        <pctVal>0.0190453536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.894000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CF Industries, Inc.</name>
        <lei>5FVKT86LAD2F40NPC183</lei>
        <title>CF 5.15 03/15/34</title>
        <cusip>12527GAF0</cusip>
        <identifiers>
          <isin value="US12527GAF00"/>
          <ticker value="CF"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175780.39</valUSD>
        <pctVal>0.0036740674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP3425</title>
        <cusip>3140KAYX8</cusip>
        <identifiers>
          <isin value="US3140KAYX85"/>
          <ticker value="FNMA"/>
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        <balance>399004.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>322695.88</valUSD>
        <pctVal>0.0067448162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BV9941</title>
        <cusip>3140MQBK4</cusip>
        <identifiers>
          <isin value="US3140MQBK46"/>
          <ticker value="FN"/>
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        <balance>736049.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>688534.44</valUSD>
        <pctVal>0.0143913775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BX3585</title>
        <cusip>3140N76X3</cusip>
        <identifiers>
          <isin value="US3140N76X34"/>
          <ticker value="FN"/>
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        <balance>233747.14</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>243831.94</valUSD>
        <pctVal>0.0050964444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6709</title>
        <cusip>3140QEN32</cusip>
        <identifiers>
          <isin value="US3140QEN320"/>
          <ticker value="FNMA"/>
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        <balance>1401702</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1212536.13</valUSD>
        <pctVal>0.0253437797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 5.2 11/15/33</title>
        <cusip>126408HW6</cusip>
        <identifiers>
          <isin value="US126408HW63"/>
          <ticker value="CSX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1041018.25</valUSD>
        <pctVal>0.0217588050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carrier Global Corporation</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>CARR 3.377 04/05/40</title>
        <cusip>14448CAR5</cusip>
        <identifiers>
          <isin value="US14448CAR51"/>
          <ticker value="CARR"/>
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        <balance>2500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2019962.03</valUSD>
        <pctVal>0.0422201628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.377000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7833</title>
        <cusip>3140QFV30</cusip>
        <identifiers>
          <isin value="US3140QFV304"/>
          <ticker value="FNMA"/>
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        <balance>1000691.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>824839.56</valUSD>
        <pctVal>0.0172403540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB0454</title>
        <cusip>3140QKQG6</cusip>
        <identifiers>
          <isin value="US3140QKQG62"/>
          <ticker value="FNMA"/>
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        <balance>2022585.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1743335.5</valUSD>
        <pctVal>0.0364382634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3189</title>
        <cusip>3140QNRK0</cusip>
        <identifiers>
          <isin value="US3140QNRK05"/>
          <ticker value="FNMA"/>
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        <balance>645286.58</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>598883.25</valUSD>
        <pctVal>0.0125175364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7487</title>
        <cusip>3140QTJ91</cusip>
        <identifiers>
          <isin value="US3140QTJ912"/>
          <ticker value="FNMA"/>
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        <balance>241669.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>251945.81</valUSD>
        <pctVal>0.0052660362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.375 05/01/47</title>
        <cusip>161175BL7</cusip>
        <identifiers>
          <isin value="US161175BL78"/>
          <ticker value="CHTR"/>
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        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2471233.89</valUSD>
        <pctVal>0.0516524051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cintas Corporation No. 2</name>
        <lei>549300QVUQTTKMTE0G41</lei>
        <title>CTAS 4 05/01/32</title>
        <cusip>17252MAQ3</cusip>
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          <isin value="US17252MAQ33"/>
          <ticker value="CTAS"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>978466.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7814</title>
        <cusip>3140QTVG1</cusip>
        <identifiers>
          <isin value="US3140QTVG17"/>
          <ticker value="FNMA"/>
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        <balance>780455.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>829678.19</valUSD>
        <pctVal>0.0173414885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FA1379</title>
        <cusip>3140W1Q97</cusip>
        <identifiers>
          <isin value="US3140W1Q978"/>
          <ticker value="FNMA"/>
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        <balance>1063664</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011882.88</valUSD>
        <pctVal>0.0211498332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>CSCO 4.55 02/24/28</title>
        <cusip>17275RBW1</cusip>
        <identifiers>
          <isin value="US17275RBW16"/>
          <ticker value="CSCO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1016244.88</valUSD>
        <pctVal>0.0212410053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CGCMT 2015-GC31 A4</title>
        <cusip>17323YAD1</cusip>
        <identifiers>
          <isin value="US17323YAD13"/>
          <ticker value="UBSC"/>
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        <balance>164919.15</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162294.59</valUSD>
        <pctVal>0.0033921945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.762000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FA2168</title>
        <cusip>3140W2MS7</cusip>
        <identifiers>
          <isin value="US3140W2MS77"/>
          <ticker value="FN"/>
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        <balance>610653.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>503450.06</valUSD>
        <pctVal>0.0105228431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5014</title>
        <cusip>3140X8SC2</cusip>
        <identifiers>
          <isin value="US3140X8SC22"/>
          <ticker value="FNMA"/>
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        <balance>1983808.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1970349.75</valUSD>
        <pctVal>0.0411831935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumers Energy Company</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
        <title>CMS 2.5 05/01/60</title>
        <cusip>210518DJ2</cusip>
        <identifiers>
          <isin value="US210518DJ22"/>
          <ticker value="CMS"/>
        </identifiers>
        <balance>520000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>286168.09</valUSD>
        <pctVal>0.0059813319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dell International LLC / EMC Corp.</name>
        <lei>254900ZARLSVK41DKO78</lei>
        <title>DELL 5 04/01/30</title>
        <cusip>24703TAM8</cusip>
        <identifiers>
          <isin value="US24703TAM80"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>819823.13</valUSD>
        <pctVal>0.0171355033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5021</title>
        <cusip>3140X8SK4</cusip>
        <identifiers>
          <isin value="US3140X8SK48"/>
          <ticker value="FNMA"/>
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        <balance>581200.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>481327.47</valUSD>
        <pctVal>0.0100604486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8966</title>
        <cusip>3140XC6C7</cusip>
        <identifiers>
          <isin value="US3140XC6C70"/>
          <ticker value="FNMA"/>
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        <balance>5368383</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4626369</valUSD>
        <pctVal>0.0966978831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8456</title>
        <cusip>3140XCME5</cusip>
        <identifiers>
          <isin value="US3140XCME51"/>
          <ticker value="FNMA"/>
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        <balance>1907132.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1652145</valUSD>
        <pctVal>0.0345322485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9313</title>
        <cusip>3140XDK39</cusip>
        <identifiers>
          <isin value="US3140XDK399"/>
          <ticker value="FNMA"/>
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        <balance>611948.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>555959</valUSD>
        <pctVal>0.0116203568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5.75 02/15/33</title>
        <cusip>29273VAQ3</cusip>
        <identifiers>
          <isin value="US29273VAQ32"/>
          <ticker value="ET"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2098867.76</valUSD>
        <pctVal>0.0438694080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equifax Inc.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EFX 5.1 06/01/28</title>
        <cusip>294429AW5</cusip>
        <identifiers>
          <isin value="US294429AW53"/>
          <ticker value="EFX"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>510855.13</valUSD>
        <pctVal>0.0106776199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9724</title>
        <cusip>3140XDYW0</cusip>
        <identifiers>
          <isin value="US3140XDYW05"/>
          <ticker value="FNMA"/>
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        <balance>1994398.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1846104.63</valUSD>
        <pctVal>0.0385862887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2660</title>
        <cusip>3140XH5W3</cusip>
        <identifiers>
          <isin value="US3140XH5W35"/>
          <ticker value="FNMA"/>
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        <balance>1411457.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1196194.25</valUSD>
        <pctVal>0.0250022105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Extra Space Storage LP</name>
        <lei>549300YNKSKNZFR8UC42</lei>
        <title>EXR 2.35 03/15/32</title>
        <cusip>30225VAG2</cusip>
        <identifiers>
          <isin value="US30225VAG23"/>
          <ticker value="EXR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>875358.06</valUSD>
        <pctVal>0.0182962646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 5.55 08/15/64</title>
        <cusip>30303M8W5</cusip>
        <identifiers>
          <isin value="US30303M8W51"/>
          <ticker value="META"/>
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        <balance>200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185518.94</valUSD>
        <pctVal>0.0038776174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1814</title>
        <cusip>3140XHAQ0</cusip>
        <identifiers>
          <isin value="US3140XHAQ07"/>
          <ticker value="FNMA"/>
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        <balance>505874.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>488233.63</valUSD>
        <pctVal>0.0102047974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3500</title>
        <cusip>3140XJ3J0</cusip>
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          <isin value="US3140XJ3J06"/>
          <ticker value="FNMA"/>
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        <balance>702372.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>654391.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FG C92022</title>
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          <isin value="US3128P8G706"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64383.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SB8052</title>
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        <identifiers>
          <isin value="US3132D55M00"/>
          <ticker value="FHLMC"/>
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        <balance>837860.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>777699.33</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0067</title>
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          <isin value="US3132DMCC73"/>
          <ticker value="FHLMC"/>
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        <balance>390783.78</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>404192.31</valUSD>
        <pctVal>0.0084482108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2181</title>
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          <isin value="US3132DPM620"/>
          <ticker value="FHLMC"/>
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        <balance>433785.41</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>443911.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3882</title>
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          <isin value="US3140XKJ438"/>
          <ticker value="FNMA"/>
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        <balance>210735.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215275.44</valUSD>
        <pctVal>0.0044995718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3972</title>
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          <isin value="US3140XKMW75"/>
          <ticker value="FNMA"/>
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        <balance>964051.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>873982.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS7007</title>
        <cusip>3140XNYD0</cusip>
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          <isin value="US3140XNYD06"/>
          <ticker value="FNMA"/>
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        <balance>581591.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>595679.44</valUSD>
        <pctVal>0.0124505721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS7535</title>
        <cusip>3140XPLR8</cusip>
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          <isin value="US3140XPLR86"/>
          <ticker value="FNMA"/>
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        <balance>1106231.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1161306.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8099</title>
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          <isin value="US3132DV7L36"/>
          <ticker value="FHLMC"/>
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        <balance>813587.72</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>694232.26</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8213</title>
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          <isin value="US3132DWDS98"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS7812</title>
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          <isin value="US3140XPVE63"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB1488</title>
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          <isin value="US31416WUN00"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68944.03</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8341</title>
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          <isin value="US3132DWHS52"/>
          <ticker value="FHLMC"/>
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        <balance>1126305.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q22889</title>
        <cusip>3132JQF62</cusip>
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          <isin value="US3132JQF629"/>
          <ticker value="FHLMC"/>
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        <balance>301591.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294926.72</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB6212</title>
        <cusip>31417C3W3</cusip>
        <identifiers>
          <isin value="US31417C3W39"/>
          <ticker value="FNMA"/>
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        <balance>229135.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211954.2</valUSD>
        <pctVal>0.0044301530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB8419</title>
        <cusip>31417FK98</cusip>
        <identifiers>
          <isin value="US31417FK981"/>
          <ticker value="FNMA"/>
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        <balance>238887.67</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>231439.83</valUSD>
        <pctVal>0.0048374312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q33027</title>
        <cusip>3132QPLH5</cusip>
        <identifiers>
          <isin value="US3132QPLH53"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>654812.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>600134.81</valUSD>
        <pctVal>0.0125436959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FHMS KJ37 A2</title>
        <cusip>3137H5FZ5</cusip>
        <identifiers>
          <isin value="US3137H5FZ55"/>
          <ticker value="FHLB"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>470403.5</valUSD>
        <pctVal>0.0098321216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.333000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FN MA0949</title>
        <cusip>31418ABT4</cusip>
        <identifiers>
          <isin value="US31418ABT43"/>
          <ticker value="FHLB"/>
        </identifiers>
        <balance>66117.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65168.84</valUSD>
        <pctVal>0.0013621241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4446</title>
        <cusip>31418D5G3</cusip>
        <identifiers>
          <isin value="US31418D5G33"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>851848</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>741467.5</valUSD>
        <pctVal>0.0154977559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6102</title>
        <cusip>3140QDX82</cusip>
        <identifiers>
          <isin value="US3140QDX826"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>270435.16</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259877.11</valUSD>
        <pctVal>0.0054318119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3410</title>
        <cusip>3140QNYG1</cusip>
        <identifiers>
          <isin value="US3140QNYG10"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>554806.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>491626.94</valUSD>
        <pctVal>0.0102757226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4469</title>
        <cusip>31418D6F4</cusip>
        <identifiers>
          <isin value="US31418D6F41"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>968364.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>877582.69</valUSD>
        <pctVal>0.0183427626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4281</title>
        <cusip>31418DXK3</cusip>
        <identifiers>
          <isin value="US31418DXK35"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>2586605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2107947.5</valUSD>
        <pctVal>0.0440591879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB5583</title>
        <cusip>3140QRFZ1</cusip>
        <identifiers>
          <isin value="US3140QRFZ16"/>
          <ticker value="FNMA"/>
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        <balance>421878.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>429268.63</valUSD>
        <pctVal>0.0089723426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3452</title>
        <cusip>3140X6ZS3</cusip>
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          <isin value="US3140X6ZS35"/>
          <ticker value="FNMA"/>
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        <balance>125275.46</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123358.03</valUSD>
        <pctVal>0.0025783634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4306</title>
        <cusip>31418DYC0</cusip>
        <identifiers>
          <isin value="US31418DYC00"/>
          <ticker value="FHLMC"/>
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        <balance>2869336.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2448024</valUSD>
        <pctVal>0.0511672844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4876</title>
        <cusip>31418EM23</cusip>
        <identifiers>
          <isin value="US31418EM236"/>
          <ticker value="FHLMC"/>
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        <balance>1268413.57</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1310363.03</valUSD>
        <pctVal>0.0273885051</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2811</title>
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          <isin value="US3140XJDR19"/>
          <ticker value="FNMA"/>
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        <balance>458771.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>433142.91</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3201</title>
        <cusip>3140XJRX3</cusip>
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          <isin value="US3140XJRX31"/>
          <ticker value="FNMA"/>
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        <balance>2868655.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2344381.5</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4867</title>
        <cusip>31418EMR8</cusip>
        <identifiers>
          <isin value="US31418EMR89"/>
          <ticker value="FHLMC"/>
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        <balance>958086.44</balance>
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        <curCd>USD</curCd>
        <valUSD>938832.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4961</title>
        <cusip>31418EQP8</cusip>
        <identifiers>
          <isin value="US31418EQP87"/>
          <ticker value="FHLMC"/>
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        <balance>277030.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>281818.19</valUSD>
        <pctVal>0.0058904126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS5301</title>
        <cusip>3140XL3K2</cusip>
        <identifiers>
          <isin value="US3140XL3K25"/>
          <ticker value="FNMA"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA5260</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5552</title>
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          <isin value="US31418FE297"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FP0047</title>
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          <isin value="US3140XTBR19"/>
          <ticker value="FNMA"/>
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        <balance>909022.75</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4120</title>
        <cusip>31418DSJ2</cusip>
        <identifiers>
          <isin value="US31418DSJ27"/>
          <ticker value="FHLMC"/>
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        <balance>914496.01</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>781513.74</valUSD>
        <pctVal>0.0163347810</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5558</title>
        <cusip>31418FE86</cusip>
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          <isin value="US31418FE867"/>
          <ticker value="FNMA"/>
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        <balance>446655.75</balance>
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        <curCd>USD</curCd>
        <valUSD>452457.06</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 4.2 10/01/28</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4656</title>
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      <invstOrSec>
        <name>Fifth Third Bancorp</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Florida Power &amp; Light Co.</name>
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        <title>NEE 5.25 02/01/41</title>
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        <name>Florida Power &amp; Light Co.</name>
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      <invstOrSec>
        <name>Aon North America Inc.</name>
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        <title>AON 5.75 03/01/54</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 1.7 08/05/31</title>
        <cusip>037833EJ5</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8101</title>
        <cusip>36179XAA4</cusip>
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          <isin value="US36179XAA46"/>
          <ticker value="GNR"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2052-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8266</title>
        <cusip>36179XFF8</cusip>
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          <isin value="US36179XFF87"/>
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        <curCd>USD</curCd>
        <valUSD>357719.03</valUSD>
        <pctVal>0.0074768513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2303</title>
        <cusip>36179QRY9</cusip>
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          <isin value="US36179QRY97"/>
          <ticker value="GNR"/>
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        <balance>547111</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>510813</valUSD>
        <pctVal>0.0106767393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4586</title>
        <cusip>36179TCX1</cusip>
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          <isin value="US36179TCX19"/>
          <ticker value="GNR"/>
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        <balance>449748.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>417743.97</valUSD>
        <pctVal>0.0087314604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6603</title>
        <cusip>36179VKQ2</cusip>
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          <isin value="US36179VKQ22"/>
          <ticker value="GNR"/>
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        <balance>224786.23</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>228533.52</valUSD>
        <pctVal>0.0047766850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6932</title>
        <cusip>36179VVZ0</cusip>
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          <isin value="US36179VVZ02"/>
          <ticker value="GNR"/>
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        <balance>2288385.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2065828.25</valUSD>
        <pctVal>0.0431788339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8426</title>
        <cusip>36179XLF1</cusip>
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          <isin value="US36179XLF14"/>
          <ticker value="GNR"/>
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        <balance>737682.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>701731.88</valUSD>
        <pctVal>0.0146672233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0090</title>
        <cusip>3618N5C49</cusip>
        <identifiers>
          <isin value="US3618N5C494"/>
          <ticker value="GNR"/>
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        <balance>2038467.07</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1987674.34</valUSD>
        <pctVal>0.0415453028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8043</title>
        <cusip>36179W5C8</cusip>
        <identifiers>
          <isin value="US36179W5C89"/>
          <ticker value="GNR"/>
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        <balance>1641589.96</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1476936.54</valUSD>
        <pctVal>0.0308701353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8100</title>
        <cusip>36179W7M4</cusip>
        <identifiers>
          <isin value="US36179W7M44"/>
          <ticker value="GNR"/>
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        <balance>2179849.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2077661.75</valUSD>
        <pctVal>0.0434261714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 3808</title>
        <cusip>36202EGR4</cusip>
        <identifiers>
          <isin value="US36202EGR45"/>
          <ticker value="GNR"/>
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        <balance>31653.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33218.49</valUSD>
        <pctVal>0.0006943151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 469980</title>
        <cusip>36209FCR8</cusip>
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          <isin value="US36209FCR82"/>
          <ticker value="GNR"/>
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        <balance>113347.52</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109771.05</valUSD>
        <pctVal>0.0022943756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7367</title>
        <cusip>36179WFG8</cusip>
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          <isin value="US36179WFG87"/>
          <ticker value="GNR"/>
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        <balance>852084.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>735387.69</valUSD>
        <pctVal>0.0153706790</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7588</title>
        <cusip>36179WND6</cusip>
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          <isin value="US36179WND64"/>
          <ticker value="GNR"/>
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        <balance>4259710.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3528923.59</valUSD>
        <pctVal>0.0737596678</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GD 4.25 04/01/40</title>
        <cusip>369550BH0</cusip>
        <identifiers>
          <isin value="US369550BH03"/>
          <ticker value="GD"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1832890.12</valUSD>
        <pctVal>0.0383100861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 4.875 02/15/44</title>
        <cusip>437076BD3</cusip>
        <identifiers>
          <isin value="US437076BD31"/>
          <ticker value="HD"/>
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        <balance>1300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1214416.38</valUSD>
        <pctVal>0.0253830797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Indonesia (Republic of)</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDON 4.65 09/20/32</title>
        <cusip>455780DN3</cusip>
        <identifiers>
          <isin value="US455780DN36"/>
          <ticker value="INDON"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1006461.19</valUSD>
        <pctVal>0.0210365119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Indonesia (Republic of)</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDON 5.65 01/11/53</title>
        <cusip>455780DS2</cusip>
        <identifiers>
          <isin value="US455780DS23"/>
          <ticker value="INDON"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1014244.44</valUSD>
        <pctVal>0.0211991932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8881</title>
        <cusip>36179X2N5</cusip>
        <identifiers>
          <isin value="US36179X2N53"/>
          <ticker value="GNR"/>
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        <balance>155167.91</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160826.81</valUSD>
        <pctVal>0.0033615157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8948</title>
        <cusip>36179X5H5</cusip>
        <identifiers>
          <isin value="US36179X5H58"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>808378.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>821154.69</valUSD>
        <pctVal>0.0171633348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applovin Corp.</name>
        <lei>549300LLVXMUAOL3SQ07</lei>
        <title>APP 5.95 12/01/54</title>
        <cusip>03831WAE8</cusip>
        <identifiers>
          <isin value="US03831WAE84"/>
          <ticker value="APP"/>
        </identifiers>
        <balance>105000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103992.03</valUSD>
        <pctVal>0.0021735856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>APTV 3.1 12/01/51</title>
        <cusip>03835VAJ5</cusip>
        <identifiers>
          <isin value="US03835VAJ52"/>
          <ticker value="APTV"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>642303.94</valUSD>
        <pctVal>0.0134250924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kentucky Utilities Company</name>
        <lei>AGX0G2MXE54NFNNICD28</lei>
        <title>PPL 5.125 11/01/40</title>
        <cusip>491674BG1</cusip>
        <identifiers>
          <isin value="US491674BG15"/>
          <ticker value="PPL"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171459.91</valUSD>
        <pctVal>0.0035837631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>LLY 5.65 10/15/65</title>
        <cusip>532457DG0</cusip>
        <identifiers>
          <isin value="US532457DG09"/>
          <ticker value="LLY"/>
        </identifiers>
        <balance>245000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>246864.83</valUSD>
        <pctVal>0.0051598363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8950</title>
        <cusip>36179X5K8</cusip>
        <identifiers>
          <isin value="US36179X5K87"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>428047.46</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>444167.77</valUSD>
        <pctVal>0.0092837565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8429</title>
        <cusip>36179XLJ3</cusip>
        <identifiers>
          <isin value="US36179XLJ36"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>699382.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>712698.31</valUSD>
        <pctVal>0.0148964378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McCormick &amp; Company, Incorporated</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>MKC 4.95 04/15/33</title>
        <cusip>579780AT4</cusip>
        <identifiers>
          <isin value="US579780AT48"/>
          <ticker value="MKC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1015195.88</valUSD>
        <pctVal>0.0212190797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 5 05/17/53</title>
        <cusip>58933YBM6</cusip>
        <identifiers>
          <isin value="US58933YBM66"/>
          <ticker value="MRK"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>734761.38</valUSD>
        <pctVal>0.0153575882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9018</title>
        <cusip>36179YAT1</cusip>
        <identifiers>
          <isin value="US36179YAT10"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>867442.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>888312.28</valUSD>
        <pctVal>0.0185670268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9364</title>
        <cusip>36179YMM3</cusip>
        <identifiers>
          <isin value="US36179YMM39"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>485583.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>502614.13</valUSD>
        <pctVal>0.0105053709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NFLX 4.9 08/15/34</title>
        <cusip>64110LAZ9</cusip>
        <identifiers>
          <isin value="US64110LAZ94"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>225000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230407.38</valUSD>
        <pctVal>0.0048158515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NI 3.95 03/30/48</title>
        <cusip>65473QBG7</cusip>
        <identifiers>
          <isin value="US65473QBG73"/>
          <ticker value="NI"/>
        </identifiers>
        <balance>301000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234754.98</valUSD>
        <pctVal>0.0049067227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9607</title>
        <cusip>36179YU85</cusip>
        <identifiers>
          <isin value="US36179YU859"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>119061.82</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123243.66</valUSD>
        <pctVal>0.0025759729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 3819</title>
        <cusip>36202EG45</cusip>
        <identifiers>
          <isin value="US36202EG454"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>35857.89</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37147.72</valUSD>
        <pctVal>0.0007764417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Holdings Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA 5.783 07/03/34</title>
        <cusip>65535HBV0</cusip>
        <identifiers>
          <isin value="US65535HBV06"/>
          <ticker value="NOMURA"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1055432.5</valUSD>
        <pctVal>0.0220600839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.783000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 5.1 05/01/35</title>
        <cusip>655844CV8</cusip>
        <identifiers>
          <isin value="US655844CV85"/>
          <ticker value="NSC"/>
        </identifiers>
        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>612822.38</valUSD>
        <pctVal>0.0128088846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 3795</title>
        <cusip>36202EGC7</cusip>
        <identifiers>
          <isin value="US36202EGC75"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>15549.07</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15940.33</valUSD>
        <pctVal>0.0003331762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5115</title>
        <cusip>36202FVG8</cusip>
        <identifiers>
          <isin value="US36202FVG89"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>382318.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>384884</valUSD>
        <pctVal>0.0080446389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>O'Reilly Automotive Inc.</name>
        <lei>549300K2RLMQL149Q332</lei>
        <title>ORLY 4.7 06/15/32</title>
        <cusip>67103HAL1</cusip>
        <identifiers>
          <isin value="US67103HAL15"/>
          <ticker value="ORLY"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1008665.94</valUSD>
        <pctVal>0.0210825944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PPL Electric Utilities Corporation</name>
        <lei>549300GCZLSGYEYPIR35</lei>
        <title>PPL 5.25 05/15/53</title>
        <cusip>69351UBB8</cusip>
        <identifiers>
          <isin value="US69351UBB89"/>
          <ticker value="PPL"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>958094.5</valUSD>
        <pctVal>0.0200255773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AZN 1.375 08/06/30</title>
        <cusip>046353AW8</cusip>
        <identifiers>
          <isin value="US046353AW81"/>
          <ticker value="AZN"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1333366.22</valUSD>
        <pctVal>0.0278693055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AutoNation, Inc.</name>
        <lei>N/A</lei>
        <title>AN 2.4 08/01/31</title>
        <cusip>05329WAS1</cusip>
        <identifiers>
          <isin value="US05329WAS17"/>
          <ticker value="AN"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154689.39</valUSD>
        <pctVal>0.0032332346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 2.7 08/20/27</title>
        <cusip>37045XDA1</cusip>
        <identifiers>
          <isin value="US37045XDA19"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1954921.75</valUSD>
        <pctVal>0.0408607257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>SO 4 10/01/28</title>
        <cusip>373334LC3</cusip>
        <identifiers>
          <isin value="US373334LC35"/>
          <ticker value="SO"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1005530</valUSD>
        <pctVal>0.0210170487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PVH Corp.</name>
        <lei>123WALMHY1GZXG2YDL90</lei>
        <title>PVH 5.5 06/13/30</title>
        <cusip>693656AE0</cusip>
        <identifiers>
          <isin value="US693656AE03"/>
          <ticker value="PVH"/>
        </identifiers>
        <balance>76000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77248.7</valUSD>
        <pctVal>0.0016146109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Public Service Company of Colorado</name>
        <lei>5BANEF6PGSEK0SNMQF44</lei>
        <title>XEL 3.6 09/15/42</title>
        <cusip>744448CG4</cusip>
        <identifiers>
          <isin value="US744448CG45"/>
          <ticker value="XEL"/>
        </identifiers>
        <balance>302000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237777.25</valUSD>
        <pctVal>0.0049698925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V5.33 07/23/35</title>
        <cusip>38141GB37</cusip>
        <identifiers>
          <isin value="US38141GB375"/>
          <ticker value="GS"/>
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        <balance>2700000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2774136.26</valUSD>
        <pctVal>0.0579835080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V4.939 10/21/36</title>
        <cusip>38141GD43</cusip>
        <identifiers>
          <isin value="US38141GD439"/>
          <ticker value="GS"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1985442.63</valUSD>
        <pctVal>0.0414986568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.939000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sun Communities Operating Limited Partnership</name>
        <lei>549300PUNBPJCGT6X741</lei>
        <title>SUI 2.3 11/01/28</title>
        <cusip>866677AF4</cusip>
        <identifiers>
          <isin value="US866677AF41"/>
          <ticker value="SUI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>951562.88</valUSD>
        <pctVal>0.0198890569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tennessee Valley Authority</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA 1.5 09/15/31</title>
        <cusip>880591EX6</cusip>
        <identifiers>
          <isin value="US880591EX64"/>
          <ticker value="TVA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>878134.31</valUSD>
        <pctVal>0.0183542923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="884616.660000000000"/>
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      <invstOrSec>
        <name>W.w. Grainger Inc.</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>GWW 4.45 09/15/34</title>
        <cusip>384802AF1</cusip>
        <identifiers>
          <isin value="US384802AF19"/>
          <ticker value="GWW"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>594629.44</valUSD>
        <pctVal>0.0124286256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 3.5 07/15/51</title>
        <cusip>404119CB3</cusip>
        <identifiers>
          <isin value="US404119CB31"/>
          <ticker value="HCA"/>
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        <balance>675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457517.31</valUSD>
        <pctVal>0.0095627814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corp.</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC V5.071 05/20/31 MTN</title>
        <cusip>89788MAU6</cusip>
        <identifiers>
          <isin value="US89788MAU62"/>
          <ticker value="TFC"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1232771.38</valUSD>
        <pctVal>0.0257667261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.071000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 4.875 05/19/33</title>
        <cusip>91087BAT7</cusip>
        <identifiers>
          <isin value="US91087BAT70"/>
          <ticker value="MEX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>960000</valUSD>
        <pctVal>0.0200654050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 4.75 05/12/35</title>
        <cusip>037833FB1</cusip>
        <identifiers>
          <isin value="US037833FB15"/>
          <ticker value="AAPL"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>614844.94</valUSD>
        <pctVal>0.0128511591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Archer-Daniels-Midland Co.</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>ADM 2.9 03/01/32</title>
        <cusip>039482AD6</cusip>
        <identifiers>
          <isin value="US039482AD67"/>
          <ticker value="ADM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>919071.44</valUSD>
        <pctVal>0.0192099382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 11/15/40</title>
        <cusip>912810ST6</cusip>
        <identifiers>
          <isin value="US912810ST60"/>
          <ticker value="T"/>
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        <balance>7500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4867968.75</valUSD>
        <pctVal>0.1017476715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.25 06/30/27</title>
        <cusip>91282CEW7</cusip>
        <identifiers>
          <isin value="US91282CEW73"/>
          <ticker value="T"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3986250</valUSD>
        <pctVal>0.0833184591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 2.375 07/15/31</title>
        <cusip>404119CC1</cusip>
        <identifiers>
          <isin value="US404119CC14"/>
          <ticker value="HCA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>896591.31</valUSD>
        <pctVal>0.0187400706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HPQ 2.65 06/17/31</title>
        <cusip>40434LAJ4</cusip>
        <identifiers>
          <isin value="US40434LAJ44"/>
          <ticker value="HPQ"/>
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        <balance>2291000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2065751.25</valUSD>
        <pctVal>0.0431772245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4 01/31/29</title>
        <cusip>91282CJW2</cusip>
        <identifiers>
          <isin value="US91282CJW29"/>
          <ticker value="T"/>
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        <balance>28500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28862930</valUSD>
        <pctVal>0.6032774798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.5 08/15/39</title>
        <cusip>91324PDT6</cusip>
        <identifiers>
          <isin value="US91324PDT66"/>
          <ticker value="UNH"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1248996.19</valUSD>
        <pctVal>0.0261058484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Co.</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 5.6 10/15/54</title>
        <cusip>42824CBW8</cusip>
        <identifiers>
          <isin value="US42824CBW82"/>
          <ticker value="HPE"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>463249.47</valUSD>
        <pctVal>0.0096825919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 3.625 04/15/52</title>
        <cusip>437076CQ3</cusip>
        <identifiers>
          <isin value="US437076CQ35"/>
          <ticker value="HD"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1094787.25</valUSD>
        <pctVal>0.0228826558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 5.625 07/15/54</title>
        <cusip>91324PFL1</cusip>
        <identifiers>
          <isin value="US91324PFL13"/>
          <ticker value="UNH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>980817.5</valUSD>
        <pctVal>0.0205005212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ventas Realty Limited Partnership</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VTR 5 01/15/35</title>
        <cusip>92277GBA4</cusip>
        <identifiers>
          <isin value="US92277GBA40"/>
          <ticker value="VTR"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>800980.31</valUSD>
        <pctVal>0.0167416608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 4.5 09/15/32</title>
        <cusip>437076CS9</cusip>
        <identifiers>
          <isin value="US437076CS90"/>
          <ticker value="HD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1012090</valUSD>
        <pctVal>0.0211541623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 5.7 02/10/53</title>
        <cusip>458140CJ7</cusip>
        <identifiers>
          <isin value="US458140CJ73"/>
          <ticker value="INTC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>930957.44</valUSD>
        <pctVal>0.0194583730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V4.897 07/25/33 MTN</title>
        <cusip>95000U3B7</cusip>
        <identifiers>
          <isin value="US95000U3B74"/>
          <ticker value="WFC"/>
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        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3046664.43</valUSD>
        <pctVal>0.0636797456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.897000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kreditanstalt Fuer Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 3.875 06/15/28</title>
        <cusip>D4S46MLM5</cusip>
        <identifiers>
          <isin value="USD4S46MLM53"/>
          <ticker value="KFW"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>806110.19</valUSD>
        <pctVal>0.0168488828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 1.125 09/13/28</title>
        <cusip>459058JZ7</cusip>
        <identifiers>
          <isin value="US459058JZ74"/>
          <ticker value="IBRD"/>
        </identifiers>
        <balance>9500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8903535</valUSD>
        <pctVal>0.1860969124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTU 5.125 09/15/28</title>
        <cusip>46124HAF3</cusip>
        <identifiers>
          <isin value="US46124HAF38"/>
          <ticker value="INTU"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1031485.31</valUSD>
        <pctVal>0.0215595526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Arizona Public Service Company</name>
        <lei>YG6VT0TPHRH4TFVAQV64</lei>
        <title>PNW 5.7 08/15/34</title>
        <cusip>040555DH4</cusip>
        <identifiers>
          <isin value="US040555DH45"/>
          <ticker value="PNW"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1051230</valUSD>
        <pctVal>0.0219722455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIA 4.25 01/09/26</title>
        <cusip>045167FU2</cusip>
        <identifiers>
          <isin value="US045167FU29"/>
          <ticker value="ASIA"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000049.19</valUSD>
        <pctVal>0.0209024917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Israel (State Of)</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL 4.5 01/17/33 10Y</title>
        <cusip>46514BRA7</cusip>
        <identifiers>
          <isin value="US46514BRA79"/>
          <ticker value="ISRAEL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>980202.25</valUSD>
        <pctVal>0.0204876616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ITC Holdings Corporation</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC 4.95 09/22/27 144A</title>
        <cusip>465685AR6</cusip>
        <identifiers>
          <isin value="US465685AR63"/>
          <ticker value="ITC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1013303.5</valUSD>
        <pctVal>0.0211795262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 3.625 12/01/27</title>
        <cusip>46625HRX0</cusip>
        <identifiers>
          <isin value="US46625HRX07"/>
          <ticker value="JPM"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1989796.88</valUSD>
        <pctVal>0.0415896670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.882 07/24/38</title>
        <cusip>46647PAJ5</cusip>
        <identifiers>
          <isin value="US46647PAJ57"/>
          <ticker value="JPM"/>
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        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2693281.69</valUSD>
        <pctVal>0.0562935291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.882000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.109 04/22/51</title>
        <cusip>46647PBN5</cusip>
        <identifiers>
          <isin value="US46647PBN50"/>
          <ticker value="JPM"/>
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        <balance>902000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>612535.06</valUSD>
        <pctVal>0.0128028792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.109000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.956 05/13/31</title>
        <cusip>46647PBP0</cusip>
        <identifiers>
          <isin value="US46647PBP09"/>
          <ticker value="JPM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>943364.06</valUSD>
        <pctVal>0.0197176895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.956000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jersey Central Power &amp; Light Co.</name>
        <lei>549300W9UGH9ZPLNPF79</lei>
        <title>FE 5.1 01/15/35</title>
        <cusip>476556DF9</cusip>
        <identifiers>
          <isin value="US476556DF91"/>
          <ticker value="FE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011231.88</valUSD>
        <pctVal>0.0211362263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Johnson Controls International PLC / Tyco Fire &amp; Security Finance S.C.A.</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>JCI 5.5 04/19/29</title>
        <cusip>477921AA8</cusip>
        <identifiers>
          <isin value="US477921AA87"/>
          <ticker value="JCI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1039982.44</valUSD>
        <pctVal>0.0217371551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kreditanstalt Fuer Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 0.75 09/30/30</title>
        <cusip>500769JG0</cusip>
        <identifiers>
          <isin value="US500769JG03"/>
          <ticker value="KFW"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1744490.34</valUSD>
        <pctVal>0.0364624013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 5 09/15/34</title>
        <cusip>501044DV0</cusip>
        <identifiers>
          <isin value="US501044DV05"/>
          <ticker value="KR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1005524.25</valUSD>
        <pctVal>0.0210169285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 5.05 06/01/29</title>
        <cusip>502431AS8</cusip>
        <identifiers>
          <isin value="US502431AS85"/>
          <ticker value="LHX"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>821661.94</valUSD>
        <pctVal>0.0171739371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS 3.75 01/11/27</title>
        <cusip>53944YAD5</cusip>
        <identifiers>
          <isin value="US53944YAD58"/>
          <ticker value="LLOYDS"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1497619.59</valUSD>
        <pctVal>0.0313024413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS V4.943 11/04/36</title>
        <cusip>53944YBE2</cusip>
        <identifiers>
          <isin value="US53944YBE23"/>
          <ticker value="LLOYDS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>989369.75</valUSD>
        <pctVal>0.0206792758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.943000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Medtronic Global Holdings SCA</name>
        <lei>549300JXMTTP8GKYIX14</lei>
        <title>MDT 4.5 03/30/33</title>
        <cusip>58507LBC2</cusip>
        <identifiers>
          <isin value="US58507LBC28"/>
          <ticker value="MDT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002047</valUSD>
        <pctVal>0.0209442489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Huntington Bancshares Incorporated</name>
        <lei>549300XTVCVV9I7B5T19</lei>
        <title>HBAN V2.487 08/15/36</title>
        <cusip>446150AX2</cusip>
        <identifiers>
          <isin value="US446150AX20"/>
          <ticker value="HBAN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>866997.06</valUSD>
        <pctVal>0.0181215075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.487000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 4.375 02/01/27</title>
        <cusip>4581X0EM6</cusip>
        <identifiers>
          <isin value="US4581X0EM69"/>
          <ticker value="IADB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1007572.75</valUSD>
        <pctVal>0.0210597451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1025989.160000000000"/>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 1.45 06/24/30</title>
        <cusip>58933YAZ8</cusip>
        <identifiers>
          <isin value="US58933YAZ88"/>
          <ticker value="MRK"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>447102.56</valUSD>
        <pctVal>0.0093450979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corp.</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 3.45 08/08/36</title>
        <cusip>594918BS2</cusip>
        <identifiers>
          <isin value="US594918BS26"/>
          <ticker value="MSFT"/>
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        <balance>2100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1917750.44</valUSD>
        <pctVal>0.0400837910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 2.7 08/01/52</title>
        <cusip>595620AW5</cusip>
        <identifiers>
          <isin value="US595620AW50"/>
          <ticker value="BRKHEC"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>718047.86</valUSD>
        <pctVal>0.0150082512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO V5.778 07/06/29</title>
        <cusip>60687YCZ0</cusip>
        <identifiers>
          <isin value="US60687YCZ07"/>
          <ticker value="MIZUHO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1039929.75</valUSD>
        <pctVal>0.0217360538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.778000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BBCMS Mortgage Trust 2020-C6</name>
        <lei>N/A</lei>
        <title>BBCMS 2021-C11 A5</title>
        <cusip>05493MAF1</cusip>
        <identifiers>
          <isin value="US05493MAF14"/>
          <ticker value="BBCMS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>891645.31</valUSD>
        <pctVal>0.0186366920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.322000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 4.54 08/15/47</title>
        <cusip>05526DBF1</cusip>
        <identifiers>
          <isin value="US05526DBF15"/>
          <ticker value="BATSLN"/>
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        <balance>485000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>402320.44</valUSD>
        <pctVal>0.0084090860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.540000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V5.123 02/01/29</title>
        <cusip>61747YFA8</cusip>
        <identifiers>
          <isin value="US61747YFA82"/>
          <ticker value="MS"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2041666.5</valUSD>
        <pctVal>0.0426738180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.123000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NFLX 4.875 06/15/30 144A</title>
        <cusip>64110LAV8</cusip>
        <identifiers>
          <isin value="US64110LAV80"/>
          <ticker value="NFLX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025226.44</valUSD>
        <pctVal>0.0214287331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 4.7 03/15/33</title>
        <cusip>666807CH3</cusip>
        <identifiers>
          <isin value="US666807CH36"/>
          <ticker value="NOC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1009733.81</valUSD>
        <pctVal>0.0211049144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NVIDIA Corp.</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVDA 3.5 04/01/50</title>
        <cusip>67066GAH7</cusip>
        <identifiers>
          <isin value="US67066GAH74"/>
          <ticker value="NVDA"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>370024.09</valUSD>
        <pctVal>0.0077340450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corp.</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 5.55 10/01/34</title>
        <cusip>674599EL5</cusip>
        <identifiers>
          <isin value="US674599EL59"/>
          <ticker value="OXY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1020012.69</valUSD>
        <pctVal>0.0213197581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="1034125.000000000000"/>
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      <invstOrSec>
        <name>Omnicom Group Inc</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>OMC 2.45 04/30/30</title>
        <cusip>681919BB1</cusip>
        <identifiers>
          <isin value="US681919BB11"/>
          <ticker value="OMC"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1109360.25</valUSD>
        <pctVal>0.0231872528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="117171.360000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Inter-American Investment Corp.</name>
        <lei>5493001X4LH60PFRL744</lei>
        <title>IDBINV 4.75 09/19/28</title>
        <cusip>45828Q2C0</cusip>
        <identifiers>
          <isin value="US45828Q2C02"/>
          <ticker value="IDBINV"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1026810.75</valUSD>
        <pctVal>0.0214618475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 3.1 09/15/27</title>
        <cusip>45866FAF1</cusip>
        <identifiers>
          <isin value="US45866FAF18"/>
          <ticker value="ICE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>987474.13</valUSD>
        <pctVal>0.0206396546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 4.85 02/01/49</title>
        <cusip>682680BZ5</cusip>
        <identifiers>
          <isin value="US682680BZ59"/>
          <ticker value="OKE"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>421276.88</valUSD>
        <pctVal>0.0088053034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orange SA</name>
        <lei>969500MCOONR8990S771</lei>
        <title>ORAFP 5.5 02/06/44</title>
        <cusip>685218AB5</cusip>
        <identifiers>
          <isin value="US685218AB52"/>
          <ticker value="ORAFP"/>
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        <balance>268000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>264058.72</valUSD>
        <pctVal>0.0055192137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 5.25 06/15/31</title>
        <cusip>45866FBA1</cusip>
        <identifiers>
          <isin value="US45866FBA12"/>
          <ticker value="ICE"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1256427.38</valUSD>
        <pctVal>0.0262611711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 3.5 10/28/30</title>
        <cusip>459058LY7</cusip>
        <identifiers>
          <isin value="US459058LY71"/>
          <ticker value="IBRD"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1482145.5</valUSD>
        <pctVal>0.0309790102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Otis Worldwide Corp.</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>OTIS 2.293 04/05/27</title>
        <cusip>68902VAJ6</cusip>
        <identifiers>
          <isin value="US68902VAJ61"/>
          <ticker value="OTIS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>979584.26</valUSD>
        <pctVal>0.0204747447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.293000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC V5.401 07/23/35</title>
        <cusip>693475BZ7</cusip>
        <identifiers>
          <isin value="US693475BZ71"/>
          <ticker value="PNC"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1448093.88</valUSD>
        <pctVal>0.0302672815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.401000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Finance Corp.</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>IFC 4.5 07/13/28 GMTN</title>
        <cusip>45950KDD9</cusip>
        <identifiers>
          <isin value="US45950KDD90"/>
          <ticker value="IFC"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>510948.94</valUSD>
        <pctVal>0.0106795807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 2 02/15/31</title>
        <cusip>49456BAR2</cusip>
        <identifiers>
          <isin value="US49456BAR24"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>446240.78</valUSD>
        <pctVal>0.0093270854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC V4.812 10/21/32</title>
        <cusip>693475CA1</cusip>
        <identifiers>
          <isin value="US693475CA12"/>
          <ticker value="PNC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1017675.06</valUSD>
        <pctVal>0.0212708982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.812000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC V5.575 01/29/36</title>
        <cusip>693475CC7</cusip>
        <identifiers>
          <isin value="US693475CC77"/>
          <ticker value="PNC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1042620.69</valUSD>
        <pctVal>0.0217922984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.575000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 4.875 10/01/49</title>
        <cusip>50077LAZ9</cusip>
        <identifiers>
          <isin value="US50077LAZ94"/>
          <ticker value="KHC"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1032418.56</valUSD>
        <pctVal>0.0215790589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 5.5 09/15/54</title>
        <cusip>501044DW8</cusip>
        <identifiers>
          <isin value="US501044DW87"/>
          <ticker value="KR"/>
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        <balance>400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>380920.44</valUSD>
        <pctVal>0.0079617947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC V5.373 07/21/36</title>
        <cusip>693475CE3</cusip>
        <identifiers>
          <isin value="US693475CE34"/>
          <ticker value="PNC"/>
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        <balance>460000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>473103.09</valUSD>
        <pctVal>0.0098885470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.373000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 6.15 01/15/33</title>
        <cusip>694308KJ5</cusip>
        <identifiers>
          <isin value="US694308KJ55"/>
          <ticker value="PCG"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>848876.31</valUSD>
        <pctVal>0.0177427573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>LLY 4.875 02/27/53</title>
        <cusip>532457CG1</cusip>
        <identifiers>
          <isin value="US532457CG18"/>
          <ticker value="LLY"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>548181.81</valUSD>
        <pctVal>0.0114578021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Energy Company</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BRKHEC 5.15 11/15/43</title>
        <cusip>59562VBD8</cusip>
        <identifiers>
          <isin value="US59562VBD82"/>
          <ticker value="BRKHEC"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168023.55</valUSD>
        <pctVal>0.0035119381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 2.55 05/28/40</title>
        <cusip>717081EZ2</cusip>
        <identifiers>
          <isin value="US717081EZ22"/>
          <ticker value="PFE"/>
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        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2202312.18</valUSD>
        <pctVal>0.0460315478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 4.375 11/01/27</title>
        <cusip>718172DM8</cusip>
        <identifiers>
          <isin value="US718172DM83"/>
          <ticker value="PM"/>
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        <balance>770000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>776754.44</valUSD>
        <pctVal>0.0162353046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 5 07/17/33</title>
        <cusip>718286CW5</cusip>
        <identifiers>
          <isin value="US718286CW51"/>
          <ticker value="PHILIP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1026158.75</valUSD>
        <pctVal>0.0214482197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Plains All American Pipeline L.P.</name>
        <lei>5521FA2ITF25TVH63740</lei>
        <title>PAA 4.7 06/15/44</title>
        <cusip>72650RBE1</cusip>
        <identifiers>
          <isin value="US72650RBE18"/>
          <ticker value="PAA"/>
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        <balance>330000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280796.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Principal Financial Group Inc.</name>
        <lei>CUMYEZJOAF02RYZ1JJ85</lei>
        <title>PFG 5.375 03/15/33</title>
        <cusip>74251VAT9</cusip>
        <identifiers>
          <isin value="US74251VAT98"/>
          <ticker value="PFG"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>522213.5</valUSD>
        <pctVal>0.0109150264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prologis, L.P.</name>
        <lei>GL16H1DHB0QSHP25F723</lei>
        <title>PLD 5.25 03/15/54</title>
        <cusip>74340XCK5</cusip>
        <identifiers>
          <isin value="US74340XCK54"/>
          <ticker value="PLD"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>760149.69</valUSD>
        <pctVal>0.0158882411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG V1.538 07/20/27</title>
        <cusip>606822BY9</cusip>
        <identifiers>
          <isin value="US606822BY90"/>
          <ticker value="MUFG"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1972008.75</valUSD>
        <pctVal>0.0412178690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.538000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG V5.188 09/12/36</title>
        <cusip>606822DQ4</cusip>
        <identifiers>
          <isin value="US606822DQ49"/>
          <ticker value="MUFG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1016008.63</valUSD>
        <pctVal>0.0212360674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU 3 03/10/40 MTN</title>
        <cusip>74432QCJ2</cusip>
        <identifiers>
          <isin value="US74432QCJ22"/>
          <ticker value="PRU"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1555662</valUSD>
        <pctVal>0.0325156126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Public Service Company of Colorado</name>
        <lei>5BANEF6PGSEK0SNMQF44</lei>
        <title>XEL 5.75 05/15/54</title>
        <cusip>744448DA6</cusip>
        <identifiers>
          <isin value="US744448DA65"/>
          <ticker value="XEL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000806</valUSD>
        <pctVal>0.0209183101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nasdaq Inc</name>
        <lei>549300L8X1Q78ERXFD06</lei>
        <title>NDAQ 3.95 03/07/52</title>
        <cusip>631103AM0</cusip>
        <identifiers>
          <isin value="US631103AM02"/>
          <ticker value="NDAQ"/>
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        <balance>622000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>475505.41</valUSD>
        <pctVal>0.0099387590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Rural Utilities Cooperative Finance Corp.</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NRUC 5.05 09/15/28 MTN</title>
        <cusip>63743HFJ6</cusip>
        <identifiers>
          <isin value="US63743HFJ68"/>
          <ticker value="NRUC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025985.44</valUSD>
        <pctVal>0.0214445973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Autodesk Inc</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>ADSK 2.4 12/15/31</title>
        <cusip>052769AH9</cusip>
        <identifiers>
          <isin value="US052769AH94"/>
          <ticker value="ADSK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>888959.31</valUSD>
        <pctVal>0.0185805506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 4.742 03/16/32</title>
        <cusip>05526DBW4</cusip>
        <identifiers>
          <isin value="US05526DBW48"/>
          <ticker value="BATSLN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1009126.38</valUSD>
        <pctVal>0.0210922183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.742000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nutrien Ltd</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 4.9 03/27/28</title>
        <cusip>67077MBA5</cusip>
        <identifiers>
          <isin value="US67077MBA53"/>
          <ticker value="NTRCN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018069.13</valUSD>
        <pctVal>0.0212791348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCRTX 3.75 04/01/45</title>
        <cusip>68233JBB9</cusip>
        <identifiers>
          <isin value="US68233JBB98"/>
          <ticker value="ONCRTX"/>
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        <balance>503000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393986.81</valUSD>
        <pctVal>0.0082349010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.6 04/01/50</title>
        <cusip>68389XBX2</cusip>
        <identifiers>
          <isin value="US68389XBX21"/>
          <ticker value="ORCL"/>
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        <balance>1385000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>862731.39</valUSD>
        <pctVal>0.0180323487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 5.5 08/03/35</title>
        <cusip>68389XDA0</cusip>
        <identifiers>
          <isin value="US68389XDA00"/>
          <ticker value="ORCL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>979882.44</valUSD>
        <pctVal>0.0204809771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Public Service Electric &amp; Gas Co.</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>PEG 5.2 08/01/33</title>
        <cusip>74456QCN4</cusip>
        <identifiers>
          <isin value="US74456QCN43"/>
          <ticker value="PEG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1037399.75</valUSD>
        <pctVal>0.0216831731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto Finance (USA) plc</name>
        <lei>2138006TSNBEUA761G16</lei>
        <title>RIOLN 5.25 03/14/35</title>
        <cusip>76720AAU0</cusip>
        <identifiers>
          <isin value="US76720AAU07"/>
          <ticker value="RIOLN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1030434.44</valUSD>
        <pctVal>0.0215375879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Parker-Hannifin Corp.</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>PH 4.2 11/21/34 MTN</title>
        <cusip>70109HAM7</cusip>
        <identifiers>
          <isin value="US70109HAM79"/>
          <ticker value="PH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969716.88</valUSD>
        <pctVal>0.0202685020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peru (Republic Of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 2.844 06/20/30</title>
        <cusip>715638DA7</cusip>
        <identifiers>
          <isin value="US715638DA73"/>
          <ticker value="PERU"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>940500</valUSD>
        <pctVal>0.0196578265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.844000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 5.15 02/01/34 GMTN</title>
        <cusip>78016HZW3</cusip>
        <identifiers>
          <isin value="US78016HZW32"/>
          <ticker value="RY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1042340.81</valUSD>
        <pctVal>0.0217864485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sabine Pass Liquefaction, LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SPLLLC 4.2 03/15/28</title>
        <cusip>785592AU0</cusip>
        <identifiers>
          <isin value="US785592AU04"/>
          <ticker value="SPLLLC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000983.44</valUSD>
        <pctVal>0.0209220189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander UK Group Holdings PLC</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANUK V4.858 09/11/30</title>
        <cusip>80281LAU9</cusip>
        <identifiers>
          <isin value="US80281LAU98"/>
          <ticker value="SANUK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011944.5</valUSD>
        <pctVal>0.0211511211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.858000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHW 2.9 03/03/32</title>
        <cusip>808513CA1</cusip>
        <identifiers>
          <isin value="US808513CA10"/>
          <ticker value="SCHW"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1373660.75</valUSD>
        <pctVal>0.0287115201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pfizer Investment Enterprises Pte Ltd.</name>
        <lei>5493000FQO8XF9C0RT95</lei>
        <title>PFE 4.75 05/19/33</title>
        <cusip>716973AE2</cusip>
        <identifiers>
          <isin value="US716973AE24"/>
          <ticker value="PFE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1010603.56</valUSD>
        <pctVal>0.0211230935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Procter &amp; Gamble Co.</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 4.35 11/03/35</title>
        <cusip>742718GQ6</cusip>
        <identifiers>
          <isin value="US742718GQ61"/>
          <ticker value="PG"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>789557</valUSD>
        <pctVal>0.0165028969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Shell Finance US Inc.</name>
        <lei>N/A</lei>
        <title>RDSALN 2.75 04/06/30 *</title>
        <cusip>822905AB1</cusip>
        <identifiers>
          <isin value="US822905AB18"/>
          <ticker value="RDSALN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>948232.38</valUSD>
        <pctVal>0.0198194445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Simon Property Group LP</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 3.25 09/13/49</title>
        <cusip>828807DH7</cusip>
        <identifiers>
          <isin value="US828807DH72"/>
          <ticker value="SPG"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120543.89</valUSD>
        <pctVal>0.0025195437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The J M Smucker Company</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>SJM 2.125 03/15/32</title>
        <cusip>832696AU2</cusip>
        <identifiers>
          <isin value="US832696AU25"/>
          <ticker value="SJM"/>
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        <balance>303000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>262314.13</valUSD>
        <pctVal>0.0054827492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southern California Gas Co.</name>
        <lei>XY0N0J73VHV5F4CUJV89</lei>
        <title>SRE 5.6 04/01/54</title>
        <cusip>842434DA7</cusip>
        <identifiers>
          <isin value="US842434DA71"/>
          <ticker value="SRE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>978741.38</valUSD>
        <pctVal>0.0204571273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Puget Energy Inc</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
        <title>PSD 2.893 09/15/51</title>
        <cusip>745332CK0</cusip>
        <identifiers>
          <isin value="US745332CK03"/>
          <ticker value="PSD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>634259.25</valUSD>
        <pctVal>0.0132569466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.893000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Raymond James Financial Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>RJF 3.75 04/01/51</title>
        <cusip>754730AH2</cusip>
        <identifiers>
          <isin value="US754730AH26"/>
          <ticker value="RJF"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366880.66</valUSD>
        <pctVal>0.0076683427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 5.766 01/13/33</title>
        <cusip>86562MCS7</cusip>
        <identifiers>
          <isin value="US86562MCS70"/>
          <ticker value="SUMIBK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1064950.63</valUSD>
        <pctVal>0.0222590268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.766000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3.6 11/15/60</title>
        <cusip>87264ABY0</cusip>
        <identifiers>
          <isin value="US87264ABY01"/>
          <ticker value="TMUS"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116263.24</valUSD>
        <pctVal>0.0024300719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 5 12/15/33</title>
        <cusip>760759BH2</cusip>
        <identifiers>
          <isin value="US760759BH28"/>
          <ticker value="RSG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1033926.88</valUSD>
        <pctVal>0.0216105850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rogers Communications Inc.</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>RCICN 4.5 03/15/42</title>
        <cusip>775109CJ8</cusip>
        <identifiers>
          <isin value="US775109CJ87"/>
          <ticker value="RCICN"/>
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        <balance>1700000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1453041.13</valUSD>
        <pctVal>0.0303706862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Takeda Pharmaceutical Co Ltd.</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TACHEM 5.65 07/05/54</title>
        <cusip>874060BM7</cusip>
        <identifiers>
          <isin value="US874060BM73"/>
          <ticker value="TACHEM"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>784531.25</valUSD>
        <pctVal>0.0163978513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tennessee Valley Authority</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA 4.25 09/15/52</title>
        <cusip>880591EY4</cusip>
        <identifiers>
          <isin value="US880591EY48"/>
          <ticker value="TVA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>850031.63</valUSD>
        <pctVal>0.0177669051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>TMO 2.8 10/15/41</title>
        <cusip>883556CM2</cusip>
        <identifiers>
          <isin value="US883556CM25"/>
          <ticker value="TMO"/>
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        <balance>2409000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1782899.25</valUSD>
        <pctVal>0.0372652037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Time Warner Cable LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>CHTR 4.5 09/15/42</title>
        <cusip>88732JBD9</cusip>
        <identifiers>
          <isin value="US88732JBD90"/>
          <ticker value="CHTR"/>
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        <balance>750000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>576767.13</valUSD>
        <pctVal>0.0120552772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY V4.97 05/02/31 GMTN</title>
        <cusip>78017DAH1</cusip>
        <identifiers>
          <isin value="US78017DAH17"/>
          <ticker value="RY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1022448.19</valUSD>
        <pctVal>0.0213706636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY V3.995 11/03/28</title>
        <cusip>78017DAN8</cusip>
        <identifiers>
          <isin value="US78017DAN84"/>
          <ticker value="RY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000655.44</valUSD>
        <pctVal>0.0209151632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.995000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRPCN 4.1 04/15/30</title>
        <cusip>89352HBA6</cusip>
        <identifiers>
          <isin value="US89352HBA68"/>
          <ticker value="TRPCN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>988549.81</valUSD>
        <pctVal>0.0206621378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 11/15/51</title>
        <cusip>912810TB4</cusip>
        <identifiers>
          <isin value="US912810TB44"/>
          <ticker value="T"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2210937.51</valUSD>
        <pctVal>0.0462118298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>S&amp;P Global Inc</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>SPGI 2.9 03/01/32</title>
        <cusip>78409VBK9</cusip>
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          <isin value="US78409VBK98"/>
          <ticker value="SPGI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>921666.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX 1.15 05/15/28</title>
        <cusip>872540AV1</cusip>
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          <isin value="US872540AV10"/>
          <ticker value="TJX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>939861.38</valUSD>
        <pctVal>0.0196444784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Takeda Pharmaceutical Co Ltd.</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TACHEM 2.05 03/31/30</title>
        <cusip>874060AX4</cusip>
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          <isin value="US874060AX48"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>913722.38</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
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        <name>Tampa Electric Company</name>
        <lei>WS423EPRKJIIJUITXD73</lei>
        <title>TE 5 07/15/52</title>
        <cusip>875127BL5</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.5 02/15/33</title>
        <cusip>91282CGM7</cusip>
        <identifiers>
          <isin value="US91282CGM73"/>
          <ticker value="T"/>
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        <balance>23800000</balance>
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        <curCd>USD</curCd>
        <valUSD>23129695.5</valUSD>
        <pctVal>0.4834444878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.75 12/31/30</title>
        <cusip>91282CJQ5</cusip>
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          <isin value="US91282CJQ50"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10005078</valUSD>
        <pctVal>0.2091207733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tanger Properties Limited Partnership</name>
        <lei>PQPGJDNFN35EXH363L31</lei>
        <title>SKT 2.75 09/01/31</title>
        <cusip>875484AL1</cusip>
        <identifiers>
          <isin value="US875484AL13"/>
          <ticker value="SKT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>904907.19</valUSD>
        <pctVal>0.0189138847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corp.</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC V4.916 07/28/33 MTN</title>
        <cusip>89788NAA8</cusip>
        <identifiers>
          <isin value="US89788NAA81"/>
          <ticker value="TFC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>502860.78</valUSD>
        <pctVal>0.0105105263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.916000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4 02/15/34</title>
        <cusip>91282CJZ5</cusip>
        <identifiers>
          <isin value="US91282CJZ59"/>
          <ticker value="T"/>
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        <balance>7000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6978125</valUSD>
        <pctVal>0.1458530255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 08/15/34</title>
        <cusip>91282CLF6</cusip>
        <identifiers>
          <isin value="US91282CLF67"/>
          <ticker value="T"/>
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        <balance>8800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8664563</valUSD>
        <pctVal>0.1811020479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 5.25 02/15/28</title>
        <cusip>91324PEP3</cusip>
        <identifiers>
          <isin value="US91324PEP36"/>
          <ticker value="UNH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1027323.56</valUSD>
        <pctVal>0.0214725660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 5.3 06/15/35</title>
        <cusip>91324PFQ0</cusip>
        <identifiers>
          <isin value="US91324PFQ00"/>
          <ticker value="UNH"/>
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        <balance>835000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>864535.94</valUSD>
        <pctVal>0.0180700665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.987 10/30/56</title>
        <cusip>92343VFW9</cusip>
        <identifiers>
          <isin value="US92343VFW90"/>
          <ticker value="VZ"/>
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        <balance>1675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>996518.01</valUSD>
        <pctVal>0.0208286849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.987000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verisk Analytics, Inc.</name>
        <lei>549300I1YSWNIRKBWP67</lei>
        <title>VRSK 4.5 08/15/30</title>
        <cusip>92345YAM8</cusip>
        <identifiers>
          <isin value="US92345YAM84"/>
          <ticker value="VRSK"/>
        </identifiers>
        <balance>304000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>306300</valUSD>
        <pctVal>0.0064021183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>PARA 4.95 05/19/50</title>
        <cusip>92556HAC1</cusip>
        <identifiers>
          <isin value="US92556HAC16"/>
          <ticker value="PARA"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>560224.25</valUSD>
        <pctVal>0.0117095068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Viatris Inc</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>VTRS 2.7 06/22/30</title>
        <cusip>92556VAD8</cusip>
        <identifiers>
          <isin value="US92556VAD82"/>
          <ticker value="VTRS"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159963.09</valUSD>
        <pctVal>0.0033434627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Viatris Inc</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>VTRS 3.85 06/22/40</title>
        <cusip>92556VAE6</cusip>
        <identifiers>
          <isin value="US92556VAE65"/>
          <ticker value="VTRS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>767643.5</valUSD>
        <pctVal>0.0160448726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 4.9 04/28/35</title>
        <cusip>931142FP3</cusip>
        <identifiers>
          <isin value="US931142FP35"/>
          <ticker value="WMT"/>
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        <balance>260000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>267284.59</valUSD>
        <pctVal>0.0055866391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Waste Connections Inc.</name>
        <lei>549300ZX1Z8QGWASPX54</lei>
        <title>WCNCN 2.2 01/15/32</title>
        <cusip>94106BAC5</cusip>
        <identifiers>
          <isin value="US94106BAC54"/>
          <ticker value="WCNCN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>882838.69</valUSD>
        <pctVal>0.0184526207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 4.625 05/15/42</title>
        <cusip>94973VAY3</cusip>
        <identifiers>
          <isin value="US94973VAY39"/>
          <ticker value="ELV"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>449884.72</valUSD>
        <pctVal>0.0094032491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V3.35 03/02/33 MTN</title>
        <cusip>95000U2U6</cusip>
        <identifiers>
          <isin value="US95000U2U64"/>
          <ticker value="WFC"/>
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        <balance>713000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>665469.19</valUSD>
        <pctVal>0.0139092800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust 2020-C55</name>
        <lei>N/A</lei>
        <title>WFCM 2020-C55 A5</title>
        <cusip>95002EBB2</cusip>
        <identifiers>
          <isin value="US95002EBB20"/>
          <ticker value="WFCM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>937153.5</valUSD>
        <pctVal>0.0195878797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.725000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Williams Companies Inc. (The)</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 4.65 08/15/32</title>
        <cusip>969457BZ2</cusip>
        <identifiers>
          <isin value="US969457BZ28"/>
          <ticker value="WMB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1001473.63</valUSD>
        <pctVal>0.0209322646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Willis North America Inc.</name>
        <lei>5493004KVU1HWZCP0C66</lei>
        <title>WTW 5.9 03/05/54</title>
        <cusip>970648AN1</cusip>
        <identifiers>
          <isin value="US970648AN13"/>
          <ticker value="WTW"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>499107.25</valUSD>
        <pctVal>0.0104320720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XEL 2.6 12/01/29</title>
        <cusip>98389BAW0</cusip>
        <identifiers>
          <isin value="US98389BAW00"/>
          <ticker value="XEL"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164325.63</valUSD>
        <pctVal>0.0034346462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.375 02/14/42</title>
        <cusip>907818FY9</cusip>
        <identifiers>
          <isin value="US907818FY94"/>
          <ticker value="UNP"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393208.84</valUSD>
        <pctVal>0.0082186402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 6.625 01/29/38</title>
        <cusip>91087BBF6</cusip>
        <identifiers>
          <isin value="US91087BBF67"/>
          <ticker value="MEX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1043500</valUSD>
        <pctVal>0.0218106772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 05/15/52</title>
        <cusip>912810TG3</cusip>
        <identifiers>
          <isin value="US912810TG31"/>
          <ticker value="T"/>
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        <balance>16500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11529375</valUSD>
        <pctVal>0.2409808115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.375 08/15/42</title>
        <cusip>912810TK4</cusip>
        <identifiers>
          <isin value="US912810TK43"/>
          <ticker value="T"/>
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        <balance>22500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19012500</valUSD>
        <pctVal>0.3973890761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 05/15/53</title>
        <cusip>912810TR9</cusip>
        <identifiers>
          <isin value="US912810TR95"/>
          <ticker value="T"/>
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        <balance>22000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17796796.75</valUSD>
        <pctVal>0.3719790989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 05/15/54</title>
        <cusip>912810UA4</cusip>
        <identifiers>
          <isin value="US912810UA42"/>
          <ticker value="T"/>
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        <balance>3800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3659726.64</valUSD>
        <pctVal>0.0764936430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.25 04/30/28</title>
        <cusip>91282CBZ3</cusip>
        <identifiers>
          <isin value="US91282CBZ32"/>
          <ticker value="T"/>
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        <balance>22500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21375000</valUSD>
        <pctVal>0.4467687837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 11/15/31</title>
        <cusip>91282CDJ7</cusip>
        <identifiers>
          <isin value="US91282CDJ71"/>
          <ticker value="T"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1742109.38</valUSD>
        <pctVal>0.0364126357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alberta (Province Of)</name>
        <lei>LQPXMHHNJKIPJYE53543</lei>
        <title>ALTA 4.5 01/24/34</title>
        <cusip>013051ET0</cusip>
        <identifiers>
          <isin value="US013051ET04"/>
          <ticker value="ALTA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1010758.88</valUSD>
        <pctVal>0.0211263399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alibaba Group Holding Ltd.</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>BABA 3.25 02/09/61</title>
        <cusip>01609WBA9</cusip>
        <identifiers>
          <isin value="US01609WBA99"/>
          <ticker value="BABA"/>
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        <balance>712000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>461255.78</valUSD>
        <pctVal>0.0096409209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP V5.645 04/23/27</title>
        <cusip>025816DT3</cusip>
        <identifiers>
          <isin value="US025816DT39"/>
          <ticker value="AXP"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>602871.44</valUSD>
        <pctVal>0.0126008954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.645000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP V5.532 04/25/30</title>
        <cusip>025816DU0</cusip>
        <identifiers>
          <isin value="US025816DU02"/>
          <ticker value="AXP"/>
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        <balance>400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>417280.5</valUSD>
        <pctVal>0.0087217732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.532000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.496 02/13/31 MTN</title>
        <cusip>06051GHZ5</cusip>
        <identifiers>
          <isin value="US06051GHZ54"/>
          <ticker value="BAC"/>
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        <balance>5500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5122893.25</valUSD>
        <pctVal>0.1070759666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.496000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 3.7 06/06/27</title>
        <cusip>075887BW8</cusip>
        <identifiers>
          <isin value="US075887BW84"/>
          <ticker value="BDX"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>497910.44</valUSD>
        <pctVal>0.0104070569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BHP Billiton Finance (USA) Ltd.</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP 5.3 02/21/35</title>
        <cusip>055451BL1</cusip>
        <identifiers>
          <isin value="US055451BL10"/>
          <ticker value="BHP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1032436.5</valUSD>
        <pctVal>0.0215794339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>SANTAN V5.538 03/14/30</title>
        <cusip>05964HBB0</cusip>
        <identifiers>
          <isin value="US05964HBB06"/>
          <ticker value="SANTAN"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>827814.75</valUSD>
        <pctVal>0.0173025398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.538000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.25 12/31/26</title>
        <cusip>91282CDQ1</cusip>
        <identifiers>
          <isin value="US91282CDQ15"/>
          <ticker value="T"/>
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        <balance>31000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30313395</valUSD>
        <pctVal>0.6335943212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 12/31/29</title>
        <cusip>91282CGB1</cusip>
        <identifiers>
          <isin value="US91282CGB19"/>
          <ticker value="T"/>
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        <balance>49000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49415349.81</valUSD>
        <pctVal>1.0328531337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.5 04/30/28</title>
        <cusip>91282CHA2</cusip>
        <identifiers>
          <isin value="US91282CHA27"/>
          <ticker value="T"/>
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        <balance>14300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14297766</valUSD>
        <pctVal>0.2988442351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 08/15/33</title>
        <cusip>91282CHT1</cusip>
        <identifiers>
          <isin value="US91282CHT18"/>
          <ticker value="T"/>
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        <balance>11900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11800988.25</valUSD>
        <pctVal>0.2466579260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 09/30/31</title>
        <cusip>91282CLM1</cusip>
        <identifiers>
          <isin value="US91282CLM19"/>
          <ticker value="T"/>
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        <balance>7200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7128000</valUSD>
        <pctVal>0.1489856323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVERSITY N C CHAPEL HILL</name>
        <lei>N/A</lei>
        <title>NC UNCHGR 3.85 12/01/2034</title>
        <cusip>914713K68</cusip>
        <identifiers>
          <isin value="US914713K686"/>
          <ticker value="UNCHGR"/>
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        <balance>990000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>961035.06</valUSD>
        <pctVal>0.0200870393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.847000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca Finance LLC</name>
        <lei>549300C3HATU4Q460S18</lei>
        <title>AZN 4.875 03/03/28</title>
        <cusip>04636NAF0</cusip>
        <identifiers>
          <isin value="US04636NAF06"/>
          <ticker value="AZN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1021540.63</valUSD>
        <pctVal>0.0213516943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AvalonBay Communities, Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVB 5.3 12/07/33</title>
        <cusip>053484AE1</cusip>
        <identifiers>
          <isin value="US053484AE16"/>
          <ticker value="AVB"/>
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        <balance>250000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>260389.63</valUSD>
        <pctVal>0.0054425244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 5.55 07/15/33</title>
        <cusip>03027XCD0</cusip>
        <identifiers>
          <isin value="US03027XCD03"/>
          <ticker value="AMT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1047131.5</valUSD>
        <pctVal>0.0218865809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 5 01/31/30</title>
        <cusip>03027XCL2</cusip>
        <identifiers>
          <isin value="US03027XCL29"/>
          <ticker value="AMT"/>
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        <balance>820000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>839641.06</valUSD>
        <pctVal>0.0175497270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.551 02/04/28 MTN</title>
        <cusip>06051GKJ7</cusip>
        <identifiers>
          <isin value="US06051GKJ75"/>
          <ticker value="BAC"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1475463.88</valUSD>
        <pctVal>0.0308393545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.551000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V4.837 09/10/28</title>
        <cusip>06738ECT0</cusip>
        <identifiers>
          <isin value="US06738ECT01"/>
          <ticker value="BACR"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>809385.44</valUSD>
        <pctVal>0.0169173403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.837000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 3 01/15/52</title>
        <cusip>031162DC1</cusip>
        <identifiers>
          <isin value="US031162DC10"/>
          <ticker value="AMGN"/>
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        <balance>1675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1080879.39</valUSD>
        <pctVal>0.0225919612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Appalachian Power Company</name>
        <lei>3SCHO1ABYYIG382BEI70</lei>
        <title>AEP 7 04/01/38</title>
        <cusip>037735CM7</cusip>
        <identifiers>
          <isin value="US037735CM71"/>
          <ticker value="AEP"/>
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        <balance>140000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158452.09</valUSD>
        <pctVal>0.0033118806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.7 08/05/51</title>
        <cusip>037833EK2</cusip>
        <identifiers>
          <isin value="US037833EK23"/>
          <ticker value="AAPL"/>
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        <balance>2175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1353741.33</valUSD>
        <pctVal>0.0282951751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>AMAT 4.8 06/15/29</title>
        <cusip>038222AS4</cusip>
        <identifiers>
          <isin value="US038222AS42"/>
          <ticker value="AMAT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1024886.31</valUSD>
        <pctVal>0.0214216239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Athene Holding Ltd</name>
        <lei>549300H316CT32FQXI76</lei>
        <title>ATH 6.625 05/19/55</title>
        <cusip>04686JAL5</cusip>
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          <isin value="US04686JAL52"/>
          <ticker value="ATH"/>
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        <balance>580000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>590718.38</valUSD>
        <pctVal>0.0123468787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Automatic Data Processing, Inc.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>ADP 4.75 05/08/32</title>
        <cusip>053015AJ2</cusip>
        <identifiers>
          <isin value="US053015AJ27"/>
          <ticker value="ADP"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>614519.13</valUSD>
        <pctVal>0.0128443492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 4.906 04/02/30</title>
        <cusip>05526DBN4</cusip>
        <identifiers>
          <isin value="US05526DBN49"/>
          <ticker value="BATSLN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1021407.75</valUSD>
        <pctVal>0.0213489169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.906000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baltimore Gas &amp; Electric Company</name>
        <lei>88V8C2WYSOD1SPSSLH72</lei>
        <title>EXC 2.9 06/15/50</title>
        <cusip>059165EM8</cusip>
        <identifiers>
          <isin value="US059165EM80"/>
          <ticker value="EXC"/>
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        <balance>412000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263534.16</valUSD>
        <pctVal>0.0055082496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corp.</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK V5.316 06/06/36</title>
        <cusip>06406RCJ4</cusip>
        <identifiers>
          <isin value="US06406RCJ41"/>
          <ticker value="BK"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>517995.19</valUSD>
        <pctVal>0.0108268576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.316000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 4.669 06/06/47</title>
        <cusip>075887BX6</cusip>
        <identifiers>
          <isin value="US075887BX67"/>
          <ticker value="BDX"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435348.38</valUSD>
        <pctVal>0.0090994183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.669000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Biogen Inc</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIIB 3.15 05/01/50</title>
        <cusip>09062XAG8</cusip>
        <identifiers>
          <isin value="US09062XAG88"/>
          <ticker value="BIIB"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1291939.38</valUSD>
        <pctVal>0.0270034239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Boeing Co.</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 6.858 05/01/54</title>
        <cusip>097023DT9</cusip>
        <identifiers>
          <isin value="US097023DT94"/>
          <ticker value="BA"/>
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        <balance>608000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>682868.25</valUSD>
        <pctVal>0.0142729458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.858000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Blackrock Inc.</name>
        <lei>529900VBK42Y5HHRMD23</lei>
        <title>BLK 3.25 04/30/29</title>
        <cusip>09247XAP6</cusip>
        <identifiers>
          <isin value="US09247XAP69"/>
          <ticker value="BLK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>980002.25</valUSD>
        <pctVal>0.0204834813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Boston Properties LP</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
        <title>BXP 6.75 12/01/27</title>
        <cusip>10112RBG8</cusip>
        <identifiers>
          <isin value="US10112RBG83"/>
          <ticker value="BXP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1045969.56</valUSD>
        <pctVal>0.0218622947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 4.125 06/15/39</title>
        <cusip>110122CQ9</cusip>
        <identifiers>
          <isin value="US110122CQ99"/>
          <ticker value="BMY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>907802.94</valUSD>
        <pctVal>0.0189744101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>British Columbia (Province Of)</name>
        <lei>54930058TO7MEKUHWL16</lei>
        <title>BRCOL 1.3 01/29/31</title>
        <cusip>110709AE2</cusip>
        <identifiers>
          <isin value="US110709AE21"/>
          <ticker value="BRCOL"/>
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        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2637009.64</valUSD>
        <pctVal>0.0551173609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 5.017 11/17/27</title>
        <cusip>10373QBY5</cusip>
        <identifiers>
          <isin value="US10373QBY52"/>
          <ticker value="BPLN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1019770</valUSD>
        <pctVal>0.0213146855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.017000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Cigna Group</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.9 12/15/48</title>
        <cusip>125523AK6</cusip>
        <identifiers>
          <isin value="US125523AK66"/>
          <ticker value="CI"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156018.84</valUSD>
        <pctVal>0.0032610221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 5.15 09/01/43</title>
        <cusip>12189LAP6</cusip>
        <identifiers>
          <isin value="US12189LAP67"/>
          <ticker value="BNSF"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>484142.09</valUSD>
        <pctVal>0.0101192783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Cigna Group</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 2.4 03/15/30</title>
        <cusip>125523CL2</cusip>
        <identifiers>
          <isin value="US125523CL22"/>
          <ticker value="CI"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>464045.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSAIL 2017-Cx10 Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSAIL 2016-C7 A5</title>
        <cusip>12637UAW9</cusip>
        <identifiers>
          <isin value="US12637UAW99"/>
          <ticker value="CSAIL"/>
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        <balance>1825000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1811559.38</valUSD>
        <pctVal>0.0378642424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.502000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CM V4.631 09/11/30</title>
        <cusip>13607PHS6</cusip>
        <identifiers>
          <isin value="US13607PHS65"/>
          <ticker value="CM"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>810950.06</valUSD>
        <pctVal>0.0169500431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.631000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corp.</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF V6.312 06/08/29</title>
        <cusip>14040HCZ6</cusip>
        <identifiers>
          <isin value="US14040HCZ64"/>
          <ticker value="COF"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1049450.63</valUSD>
        <pctVal>0.0219350541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.312000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Constellation Energy Generation LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>CEG 5.75 03/15/54</title>
        <cusip>210385AF7</cusip>
        <identifiers>
          <isin value="US210385AF78"/>
          <ticker value="CEG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>992258.5</valUSD>
        <pctVal>0.0207396549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Cigna Group</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 5.6 02/15/54</title>
        <cusip>125523CW8</cusip>
        <identifiers>
          <isin value="US125523CW86"/>
          <ticker value="CI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969770.69</valUSD>
        <pctVal>0.0202696267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS 4.875 03/01/44</title>
        <cusip>125896BN9</cusip>
        <identifiers>
          <isin value="US125896BN95"/>
          <ticker value="CMS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>893397</valUSD>
        <pctVal>0.0186733048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Council of Europe Development Bank</name>
        <lei>549300UYNXMI821WYG82</lei>
        <title>COE 4.125 01/24/29</title>
        <cusip>222213BE9</cusip>
        <identifiers>
          <isin value="US222213BE97"/>
          <ticker value="COE"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>506766.06</valUSD>
        <pctVal>0.0105921523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DTE Electric Co.</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 3.75 08/15/47</title>
        <cusip>23338VAG1</cusip>
        <identifiers>
          <isin value="US23338VAG14"/>
          <ticker value="DTE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>766694.94</valUSD>
        <pctVal>0.0160250464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR 3.6 11/15/31</title>
        <cusip>26884UAG4</cusip>
        <identifiers>
          <isin value="US26884UAG40"/>
          <ticker value="EPR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>926747.88</valUSD>
        <pctVal>0.0193703870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Entergy Corporation</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ETR 2.8 06/15/30</title>
        <cusip>29364GAL7</cusip>
        <identifiers>
          <isin value="US29364GAL77"/>
          <ticker value="ETR"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163865.52</valUSD>
        <pctVal>0.0034250292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Extra Space Storage LP</name>
        <lei>549300YNKSKNZFR8UC42</lei>
        <title>EXR 2.4 10/15/31</title>
        <cusip>30225VAQ0</cusip>
        <identifiers>
          <isin value="US30225VAQ05"/>
          <ticker value="EXR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>888613.19</valUSD>
        <pctVal>0.0185733162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fairfax Financial Holdings Limited</name>
        <lei>GLS7OQD0WOEDI8YAP031</lei>
        <title>FFHCN 5.75 05/20/35</title>
        <cusip>303901BX9</cusip>
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          <isin value="US303901BX99"/>
          <ticker value="FFHCN"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>622477.63</valUSD>
        <pctVal>0.0130106935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A97038</title>
        <cusip>312945ZB7</cusip>
        <identifiers>
          <isin value="US312945ZB70"/>
          <ticker value="FHLMC"/>
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        <balance>296493.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>291016.13</valUSD>
        <pctVal>0.0060826630</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FHLB 1 10/07/26 0000</title>
        <cusip>3130APBV6</cusip>
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          <isin value="US3130APBV65"/>
          <ticker value="FHLB"/>
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        <curCd>USD</curCd>
        <valUSD>3922362.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Valero Energy Corp.</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VLO 5.15 02/15/30</title>
        <cusip>91913YBF6</cusip>
        <identifiers>
          <isin value="US91913YBF60"/>
          <ticker value="VLO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1029128.88</valUSD>
        <pctVal>0.0215102998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 1.75 01/20/31</title>
        <cusip>92343VFR0</cusip>
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          <isin value="US92343VFR06"/>
          <ticker value="VZ"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>880235.75</valUSD>
        <pctVal>0.0183982155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8144</title>
        <cusip>3132D6BM1</cusip>
        <identifiers>
          <isin value="US3132D6BM12"/>
          <ticker value="FHLMC"/>
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        <balance>303142.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274384.78</valUSD>
        <pctVal>0.0057350435</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0198</title>
        <cusip>3132DMGF6</cusip>
        <identifiers>
          <isin value="US3132DMGF68"/>
          <ticker value="FHLMC"/>
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        <balance>302250.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299950.84</valUSD>
        <pctVal>0.0062694116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VMware LLC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMW 1.4 08/15/26</title>
        <cusip>928563AJ4</cusip>
        <identifiers>
          <isin value="US928563AJ42"/>
          <ticker value="VMW"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172414.3</valUSD>
        <pctVal>0.0036037112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 4.05 06/29/48</title>
        <cusip>931142EC3</cusip>
        <identifiers>
          <isin value="US931142EC31"/>
          <ticker value="WMT"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000979.88</valUSD>
        <pctVal>0.0209219445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1999</title>
        <cusip>3132DPGG7</cusip>
        <identifiers>
          <isin value="US3132DPGG72"/>
          <ticker value="FHLMC"/>
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        <balance>1216538</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1219162.63</valUSD>
        <pctVal>0.0254822833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD4977</title>
        <cusip>3132DSQ62</cusip>
        <identifiers>
          <isin value="US3132DSQ625"/>
          <ticker value="FHLMC"/>
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        <balance>669384.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>669862.69</valUSD>
        <pctVal>0.0140011106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2018-COR3 A3</title>
        <cusip>12595VAD9</cusip>
        <identifiers>
          <isin value="US12595VAD91"/>
          <ticker value="COMM"/>
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        <balance>238000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234437.14</valUSD>
        <pctVal>0.0049000793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.228000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSL Finance PLC</name>
        <lei>2549007CCNBNAF4HBC02</lei>
        <title>CSLAU 4.625 04/27/42 144A</title>
        <cusip>12661PAD1</cusip>
        <identifiers>
          <isin value="US12661PAD15"/>
          <ticker value="CSLAU"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>903020.19</valUSD>
        <pctVal>0.0188744436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 1.3 08/21/27</title>
        <cusip>126650DM9</cusip>
        <identifiers>
          <isin value="US126650DM98"/>
          <ticker value="CVS"/>
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        <balance>750000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>717446.06</valUSD>
        <pctVal>0.0149956727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corp.</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF V5.884 07/26/35</title>
        <cusip>14040HDH5</cusip>
        <identifiers>
          <isin value="US14040HDH57"/>
          <ticker value="COF"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>842004.88</valUSD>
        <pctVal>0.0175991343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.884000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BHP Billiton Finance (USA) Ltd.</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP 5 09/30/43</title>
        <cusip>055451AV0</cusip>
        <identifiers>
          <isin value="US055451AV01"/>
          <ticker value="BHP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>949696.88</valUSD>
        <pctVal>0.0198500547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>SANTAN V4.175 03/24/28</title>
        <cusip>05964HAQ8</cusip>
        <identifiers>
          <isin value="US05964HAQ83"/>
          <ticker value="SANTAN"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2000700</valUSD>
        <pctVal>0.0418175582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.175000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.75 06/01/31</title>
        <cusip>00206RJY9</cusip>
        <identifiers>
          <isin value="US00206RJY99"/>
          <ticker value="T"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1836784.5</valUSD>
        <pctVal>0.0383914843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.875 11/14/48</title>
        <cusip>00287YBD0</cusip>
        <identifiers>
          <isin value="US00287YBD04"/>
          <ticker value="ABBV"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1820945.26</valUSD>
        <pctVal>0.0380604210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V5.499 01/23/35</title>
        <cusip>95000U3K7</cusip>
        <identifiers>
          <isin value="US95000U3K73"/>
          <ticker value="WFC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1043370.19</valUSD>
        <pctVal>0.0218079640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.499000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COM MTG 2019-C52</name>
        <lei>N/A</lei>
        <title>WFCM 2019-C52 A5</title>
        <cusip>95002MAX7</cusip>
        <identifiers>
          <isin value="US95002MAX74"/>
          <ticker value="WFCM"/>
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        <balance>2400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2276536</valUSD>
        <pctVal>0.0475829343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.892000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Weyerhaeuser Company</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>WY 3.375 03/09/33</title>
        <cusip>962166CA0</cusip>
        <identifiers>
          <isin value="US962166CA07"/>
          <ticker value="WY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>915426.56</valUSD>
        <pctVal>0.0191337549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 2.5 06/03/50</title>
        <cusip>023135BT2</cusip>
        <identifiers>
          <isin value="US023135BT22"/>
          <ticker value="AMZN"/>
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        <balance>2500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1494196.71</valUSD>
        <pctVal>0.0312308981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 1.65 08/15/28</title>
        <cusip>031162DB3</cusip>
        <identifiers>
          <isin value="US031162DB37"/>
          <ticker value="AMGN"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164944.66</valUSD>
        <pctVal>0.0034475848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 5.2 02/15/35</title>
        <cusip>036752BD4</cusip>
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          <isin value="US036752BD40"/>
          <ticker value="ELV"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>817153.31</valUSD>
        <pctVal>0.0170797001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Asian Infrastructure Investment Bank</name>
        <lei>25490065OSV2524LCR32</lei>
        <title>AIIB 4.125 01/18/29</title>
        <cusip>04522KAL0</cusip>
        <identifiers>
          <isin value="US04522KAL08"/>
          <ticker value="AIIB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1014978.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BBCMS Mortgage Trust 2020-C6</name>
        <lei>N/A</lei>
        <title>BBCMS 2021-C10 A5</title>
        <cusip>05551VBJ1</cusip>
        <identifiers>
          <isin value="US05551VBJ17"/>
          <ticker value="BBCMS"/>
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        <balance>1490435.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1359883.75</valUSD>
        <pctVal>0.0284235607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.492000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon Corp.</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK V5.06 07/22/32</title>
        <cusip>06406RBZ9</cusip>
        <identifiers>
          <isin value="US06406RBZ91"/>
          <ticker value="BK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1036439.69</valUSD>
        <pctVal>0.0216631064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.060000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Benchmark 2020-B16 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B7 A3</title>
        <cusip>08162TBA0</cusip>
        <identifiers>
          <isin value="US08162TBA07"/>
          <ticker value="BMARK"/>
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        <balance>2200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2196207.25</valUSD>
        <pctVal>0.0459039458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.241000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Blackrock Inc.</name>
        <lei>529900VBK42Y5HHRMD23</lei>
        <title>BLK 5 03/14/34</title>
        <cusip>09290DAB7</cusip>
        <identifiers>
          <isin value="US09290DAB73"/>
          <ticker value="BLK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1031921.06</valUSD>
        <pctVal>0.0215686604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 2.772 11/10/50</title>
        <cusip>10373QBN9</cusip>
        <identifiers>
          <isin value="US10373QBN97"/>
          <ticker value="BPLN"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>923501.44</valUSD>
        <pctVal>0.0193025317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.772000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cabot Corporation</name>
        <lei>K05C0SER542GQ6VLRO68</lei>
        <title>CBT 5 06/30/32</title>
        <cusip>127055AM3</cusip>
        <identifiers>
          <isin value="US127055AM33"/>
          <ticker value="CBT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1015531.63</valUSD>
        <pctVal>0.0212260974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 6.1 06/01/29</title>
        <cusip>161175CQ5</cusip>
        <identifiers>
          <isin value="US161175CQ56"/>
          <ticker value="CHTR"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>834943.19</valUSD>
        <pctVal>0.0174515347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Corpus Christi Holdings, LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHCOCH 5.125 06/30/27</title>
        <cusip>16412XAG0</cusip>
        <identifiers>
          <isin value="US16412XAG07"/>
          <ticker value="CHCOCH"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>504835.25</valUSD>
        <pctVal>0.0105517956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.8 01/15/51</title>
        <cusip>20030NDL2</cusip>
        <identifiers>
          <isin value="US20030NDL29"/>
          <ticker value="CMCSA"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101379.44</valUSD>
        <pctVal>0.0021189787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>D.R. Horton, Inc.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DHI 5.5 10/15/35</title>
        <cusip>23331ABU2</cusip>
        <identifiers>
          <isin value="US23331ABU25"/>
          <ticker value="DHI"/>
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        <balance>850000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>885142.5</valUSD>
        <pctVal>0.0185007737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE Energy Co.</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE 5.2 04/01/30</title>
        <cusip>233331BN6</cusip>
        <identifiers>
          <isin value="US233331BN66"/>
          <ticker value="DTE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1031776.81</valUSD>
        <pctVal>0.0215656454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C09020</title>
        <cusip>31292SAV2</cusip>
        <identifiers>
          <isin value="US31292SAV25"/>
          <ticker value="FHLMC"/>
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        <balance>248235.77</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237059.56</valUSD>
        <pctVal>0.0049548918</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J35896</title>
        <cusip>31307SRR6</cusip>
        <identifiers>
          <isin value="US31307SRR66"/>
          <ticker value="FHLMC"/>
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        <balance>800763.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>776347</valUSD>
        <pctVal>0.0162267885</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8101</title>
        <cusip>3132D6AA8</cusip>
        <identifiers>
          <isin value="US3132D6AA82"/>
          <ticker value="FHLMC"/>
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        <balance>431510.59</balance>
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        <curCd>USD</curCd>
        <valUSD>379645.31</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8152</title>
        <cusip>3132D6BV1</cusip>
        <identifiers>
          <isin value="US3132D6BV11"/>
          <ticker value="FHLMC"/>
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        <balance>339760.81</balance>
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        <valUSD>307529.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8190</title>
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      </invstOrSec>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP6626</title>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP6768</title>
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        <curCd>USD</curCd>
        <valUSD>348173.03</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ9168</title>
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          <isin value="US3140KVFJ40"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>2180516.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <title>FN BT7183</title>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3170</title>
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          <isin value="US3140QNQY18"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN CB3630</title>
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          <isin value="US3140QPA802"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8965</title>
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          <isin value="US3140XC6B97"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>2049970.52</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-10-01</maturityDt>
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          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 995024</title>
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          <isin value="US31416BLD81"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102790.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3238</title>
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          <isin value="US31418CS476"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA4447</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA4021</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA4237</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4582</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4696</title>
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      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALL 5.05 06/24/29</title>
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          <isin value="US020002BL42"/>
          <ticker value="ALL"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4709</title>
        <cusip>31418EGT1</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5027</title>
        <cusip>31418ESR2</cusip>
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          <isin value="US31418ESR26"/>
          <ticker value="FHLMC"/>
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        <balance>405916.13</balance>
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        <curCd>USD</curCd>
        <valUSD>386807.13</valUSD>
        <pctVal>0.0080848351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
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        <name>Amazon.com, Inc.</name>
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        <name>American Express Company</name>
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        <name>Anheuser-Busch InBev Worldwide Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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          <maturityDt>2039-12-01</maturityDt>
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      <invstOrSec>
        <name>American Express Company</name>
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        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
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        <name>Analog Devices Inc.</name>
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        <name>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
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        <name>Apple Inc.</name>
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        <name>Apple Inc.</name>
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        <name>Applied Materials Inc.</name>
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        <name>Applovin Corp.</name>
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        <name>Ares Capital Corp.</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARCC 5.95 07/15/29</title>
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        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AvalonBay Communities, Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVB 2.95 05/11/26 GMTN</title>
        <cusip>05348EAX7</cusip>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V5.744 02/12/36</title>
        <cusip>06051GMQ9</cusip>
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          <isin value="US06051GMQ90"/>
          <ticker value="BAC"/>
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        <curCd>USD</curCd>
        <valUSD>1667196.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank Of Amer Merrill Lynch Coml Mtg</name>
        <lei>N/A</lei>
        <title>BACM 2017-BNK3 A4</title>
        <cusip>06427DAS2</cusip>
        <identifiers>
          <isin value="US06427DAS27"/>
          <ticker value="BACM"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3973032.5</valUSD>
        <pctVal>0.0830421940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.574000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V5.69 03/12/30</title>
        <cusip>06738ECR4</cusip>
        <identifiers>
          <isin value="US06738ECR45"/>
          <ticker value="BACR"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1560920</valUSD>
        <pctVal>0.0326255125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.690000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V5.367 02/25/31</title>
        <cusip>06738ECY9</cusip>
        <identifiers>
          <isin value="US06738ECY95"/>
          <ticker value="BACR"/>
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        <balance>725000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>749337.44</valUSD>
        <pctVal>0.0156622492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.367000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>BRK 4.2 08/15/48</title>
        <cusip>084664CQ2</cusip>
        <identifiers>
          <isin value="US084664CQ25"/>
          <ticker value="BRK"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>667631.38</valUSD>
        <pctVal>0.0139544730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.001 03/17/52</title>
        <cusip>10373QBS8</cusip>
        <identifiers>
          <isin value="US10373QBS84"/>
          <ticker value="BPLN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>639649.81</valUSD>
        <pctVal>0.0133696172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.001000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 4.35 11/15/47</title>
        <cusip>110122DK1</cusip>
        <identifiers>
          <isin value="US110122DK11"/>
          <ticker value="BMY"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1268554.38</valUSD>
        <pctVal>0.0265146432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>British Columbia (Province Of)</name>
        <lei>54930058TO7MEKUHWL16</lei>
        <title>BRCOL 4.8 06/11/35</title>
        <cusip>110709AQ5</cusip>
        <identifiers>
          <isin value="US110709AQ50"/>
          <ticker value="BRCOL"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>816213.88</valUSD>
        <pctVal>0.0170600647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.15 11/15/30</title>
        <cusip>11135FAQ4</cusip>
        <identifiers>
          <isin value="US11135FAQ46"/>
          <ticker value="AVGO"/>
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        <balance>1425000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1419158.56</valUSD>
        <pctVal>0.0296624909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CME Group Inc.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME 4.4 03/15/30</title>
        <cusip>12572QAL9</cusip>
        <identifiers>
          <isin value="US12572QAL95"/>
          <ticker value="CME"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1014383.81</valUSD>
        <pctVal>0.0212021062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CPT 2.8 05/15/30</title>
        <cusip>133131AZ5</cusip>
        <identifiers>
          <isin value="US133131AZ59"/>
          <ticker value="CPT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>943692.63</valUSD>
        <pctVal>0.0197245571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>John Deere Capital Corp.</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 4.9 03/07/31 MTN</title>
        <cusip>24422EXN4</cusip>
        <identifiers>
          <isin value="US24422EXN48"/>
          <ticker value="DE"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1238845</valUSD>
        <pctVal>0.0258936736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0164</title>
        <cusip>3132DMFD2</cusip>
        <identifiers>
          <isin value="US3132DMFD20"/>
          <ticker value="FHLMC"/>
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        <balance>1076998.63</balance>
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        <curCd>USD</curCd>
        <valUSD>1017293.88</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC0345</title>
        <cusip>3133AJL27</cusip>
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          <isin value="US3133AJL272"/>
          <ticker value="FHLMC"/>
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        <balance>1210189.75</balance>
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        <curCd>USD</curCd>
        <valUSD>1001586.63</valUSD>
        <pctVal>0.0209346265</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AU3735</title>
        <cusip>3138X3EH1</cusip>
        <identifiers>
          <isin value="US3138X3EH14"/>
          <ticker value="FNMA"/>
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        <balance>480383.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>443834.06</valUSD>
        <pctVal>0.0092767814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SL1194</title>
        <cusip>31427NKG3</cusip>
        <identifiers>
          <isin value="US31427NKG33"/>
          <ticker value="FHLMC"/>
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        <balance>3589285.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3686951</valUSD>
        <pctVal>0.0770626720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4382</title>
        <cusip>36179S2P1</cusip>
        <identifiers>
          <isin value="US36179S2P10"/>
          <ticker value="GNR"/>
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        <balance>3540327</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3290959.5</valUSD>
        <pctVal>0.0687858701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Appalachian Power Company</name>
        <lei>3SCHO1ABYYIG382BEI70</lei>
        <title>AEP 3.7 05/01/50 Z</title>
        <cusip>037735CY1</cusip>
        <identifiers>
          <isin value="US037735CY10"/>
          <ticker value="AEP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>725358.88</valUSD>
        <pctVal>0.0151610622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIA 3.75 04/25/28 GMTN</title>
        <cusip>045167FW8</cusip>
        <identifiers>
          <isin value="US045167FW84"/>
          <ticker value="ASIA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1003784.44</valUSD>
        <pctVal>0.0209805639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3802</title>
        <cusip>36179SGK7</cusip>
        <identifiers>
          <isin value="US36179SGK78"/>
          <ticker value="GNR"/>
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        <balance>540270.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492269.22</valUSD>
        <pctVal>0.0102891472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5597</title>
        <cusip>36179UGE6</cusip>
        <identifiers>
          <isin value="US36179UGE64"/>
          <ticker value="GNR"/>
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        <balance>102396.12</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104043.13</valUSD>
        <pctVal>0.0021746537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cardinal Health, Inc.</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>CAH 4.368 06/15/47</title>
        <cusip>14149YBM9</cusip>
        <identifiers>
          <isin value="US14149YBM93"/>
          <ticker value="CAH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>827482</valUSD>
        <pctVal>0.0172955849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.368000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Centerpoint Energy Inc</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CNP 5.4 06/01/29</title>
        <cusip>15189TBG1</cusip>
        <identifiers>
          <isin value="US15189TBG13"/>
          <ticker value="CNP"/>
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        <balance>558000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>577896.81</valUSD>
        <pctVal>0.0120788891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5763</title>
        <cusip>36179UML3</cusip>
        <identifiers>
          <isin value="US36179UML34"/>
          <ticker value="GNR"/>
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        <balance>360541.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>345770.13</valUSD>
        <pctVal>0.0072271018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6819</title>
        <cusip>36179VSG6</cusip>
        <identifiers>
          <isin value="US36179VSG67"/>
          <ticker value="GNR"/>
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        <balance>5068574.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4379177.42</valUSD>
        <pctVal>0.0915312173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6822</title>
        <cusip>36179VSK7</cusip>
        <identifiers>
          <isin value="US36179VSK79"/>
          <ticker value="GNR"/>
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        <balance>146786.39</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139532.98</valUSD>
        <pctVal>0.0029164435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7989</title>
        <cusip>36179W2W7</cusip>
        <identifiers>
          <isin value="US36179W2W70"/>
          <ticker value="GNR"/>
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        <balance>797387.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>732235.67</valUSD>
        <pctVal>0.0153047972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7391</title>
        <cusip>36179WF86</cusip>
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          <isin value="US36179WF862"/>
          <ticker value="GNR"/>
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        <balance>97488.67</balance>
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        <curCd>USD</curCd>
        <valUSD>90734.25</valUSD>
        <pctVal>0.0018964786</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7473</title>
        <cusip>36179WJS8</cusip>
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          <isin value="US36179WJS89"/>
          <ticker value="GNR"/>
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        <balance>609984.43</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>548802.26</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2652</title>
        <cusip>3140Q95N9</cusip>
        <identifiers>
          <isin value="US3140Q95N97"/>
          <ticker value="FNMA"/>
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        <balance>235957.64</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239300.17</valUSD>
        <pctVal>0.0050017238</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Helmerich &amp; Payne Inc</name>
        <lei>254900NAOGHJ88RZ4C73</lei>
        <title>HP 4.65 12/01/27</title>
        <cusip>423452AL5</cusip>
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          <isin value="US423452AL51"/>
          <ticker value="HP"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>503874.63</valUSD>
        <pctVal>0.0105317172</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7881</title>
        <cusip>36179WXJ2</cusip>
        <identifiers>
          <isin value="US36179WXJ25"/>
          <ticker value="GNR"/>
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        <balance>837006.6</balance>
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        <curCd>USD</curCd>
        <valUSD>722360.5</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8491</title>
        <cusip>36179XNG7</cusip>
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          <isin value="US36179XNG78"/>
          <ticker value="GNR"/>
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        <balance>1016408.07</balance>
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        <curCd>USD</curCd>
        <valUSD>1034960.94</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 1.125 07/20/28</title>
        <cusip>4581X0DX3</cusip>
        <identifiers>
          <isin value="US4581X0DX34"/>
          <ticker value="IADB"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1880830.26</valUSD>
        <pctVal>0.0393121052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 3.05 05/15/50</title>
        <cusip>655844CF3</cusip>
        <identifiers>
          <isin value="US655844CF36"/>
          <ticker value="NSC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>656859.38</valUSD>
        <pctVal>0.0137293224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784156</title>
        <cusip>3622A2TM4</cusip>
        <identifiers>
          <isin value="US3622A2TM46"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>418883.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>401481.88</valUSD>
        <pctVal>0.0083915589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V5.24 05/13/31</title>
        <cusip>404280EW5</cusip>
        <identifiers>
          <isin value="US404280EW52"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3090830.25</valUSD>
        <pctVal>0.0646028759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.240000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK V4.954 07/08/33</title>
        <cusip>86562MDZ0</cusip>
        <identifiers>
          <isin value="US86562MDZ05"/>
          <ticker value="SUMIBK"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>814611.44</valUSD>
        <pctVal>0.0170265713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.954000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synchrony Bank</name>
        <lei>549300UATVPGSLE43Z27</lei>
        <title>SYF 5.625 08/23/27</title>
        <cusip>87166FAE3</cusip>
        <identifiers>
          <isin value="US87166FAE34"/>
          <ticker value="SYF"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1019840.06</valUSD>
        <pctVal>0.0213161499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada (Government of)</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADA 4 03/18/30</title>
        <cusip>43358BAB9</cusip>
        <identifiers>
          <isin value="US43358BAB99"/>
          <ticker value="CANADA"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1010428.25</valUSD>
        <pctVal>0.0211194293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 4.95 06/25/34</title>
        <cusip>437076DE9</cusip>
        <identifiers>
          <isin value="US437076DE95"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1022783</valUSD>
        <pctVal>0.0213776616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 4.693 09/15/27 MTN</title>
        <cusip>89115A2H4</cusip>
        <identifiers>
          <isin value="US89115A2H42"/>
          <ticker value="TD"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2026035</valUSD>
        <pctVal>0.0423470967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.693000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4 04/30/32</title>
        <cusip>91282CNA5</cusip>
        <identifiers>
          <isin value="US91282CNA52"/>
          <ticker value="T"/>
        </identifiers>
        <balance>29300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29489991.75</valUSD>
        <pctVal>0.6163839881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unum Group</name>
        <lei>549300E32YFDO6TZ8R31</lei>
        <title>UNM 4.125 06/15/51</title>
        <cusip>91529YAR7</cusip>
        <identifiers>
          <isin value="US91529YAR71"/>
          <ticker value="UNM"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>758899.94</valUSD>
        <pctVal>0.0158621194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 4.9 09/15/35 C</title>
        <cusip>927804GV0</cusip>
        <identifiers>
          <isin value="US927804GV09"/>
          <ticker value="D"/>
        </identifiers>
        <balance>1070000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1064931.25</valUSD>
        <pctVal>0.0222586217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Howmet Aerospace Inc</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>HWM 4.85 10/15/31</title>
        <cusip>443201AC2</cusip>
        <identifiers>
          <isin value="US443201AC21"/>
          <ticker value="HWM"/>
        </identifiers>
        <balance>150000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153909.38</valUSD>
        <pctVal>0.0032169313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 4.375 08/27/35</title>
        <cusip>459056RA7</cusip>
        <identifiers>
          <isin value="US459056RA75"/>
          <ticker value="IBRD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011529.94</valUSD>
        <pctVal>0.0211424562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 4.1 04/15/33</title>
        <cusip>931142FD0</cusip>
        <identifiers>
          <isin value="US931142FD05"/>
          <ticker value="WMT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>998212.94</valUSD>
        <pctVal>0.0208641114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V5.013 04/04/51 MTN</title>
        <cusip>95000U2M4</cusip>
        <identifiers>
          <isin value="US95000U2M49"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1096633.5</valUSD>
        <pctVal>0.0229212451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.013000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Paper Co.</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>IP 4.35 08/15/48</title>
        <cusip>460146CS0</cusip>
        <identifiers>
          <isin value="US460146CS07"/>
          <ticker value="IP"/>
        </identifiers>
        <balance>406000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>328163.88</valUSD>
        <pctVal>0.0068591054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kaiser Foundation Hospitals</name>
        <lei>DW4Z57L3G4IRMHYZYK62</lei>
        <title>KPERM 3.266 11/01/49 2019</title>
        <cusip>48305QAE3</cusip>
        <identifiers>
          <isin value="US48305QAE35"/>
          <ticker value="KPERM"/>
        </identifiers>
        <balance>551000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>384192.41</valUSD>
        <pctVal>0.0080301837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.266000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kentucky Utilities Company</name>
        <lei>AGX0G2MXE54NFNNICD28</lei>
        <title>PPL 5.85 08/15/55</title>
        <cusip>491674BP1</cusip>
        <identifiers>
          <isin value="US491674BP14"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KeyBank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lloyds Banking Group PLC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Martin Marietta Materials Inc</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Elevance Health Inc.</name>
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          <ticker value="ELV"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Apple Inc.</name>
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        <title>AAPL 3.85 05/04/43</title>
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        <valUSD>1267000.88</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of America Corp.</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Boeing Co.</name>
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        <name>CSX Corporation</name>
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        <name>Duke Energy Progress LLC</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C73009</title>
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        <name>MasterCard Incorporated</name>
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        <name>Microsoft Corp.</name>
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        <title>MSFT 2.921 03/17/52</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G06359</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8084</title>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V5.32 07/19/35</title>
        <cusip>61747YFT7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc</name>
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        <title>NEE 4.85 02/04/28</title>
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          <ticker value="NEE"/>
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        <curCd>USD</curCd>
        <valUSD>1527478.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SD8188</title>
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          <ticker value="FHLMC"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6428</title>
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          <isin value="US3133KND916"/>
          <ticker value="FHLMC"/>
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        <balance>967843.63</balance>
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        <curCd>USD</curCd>
        <valUSD>856662.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL0962</title>
        <cusip>3138EHB84</cusip>
        <identifiers>
          <isin value="US3138EHB849"/>
          <ticker value="FNMA"/>
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        <balance>131111.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131908.94</valUSD>
        <pctVal>0.0027570899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BE2369</title>
        <cusip>3140FMT30</cusip>
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          <isin value="US3140FMT307"/>
          <ticker value="FNMA"/>
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        <balance>175653.39</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168253.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEE 5.45 03/15/35</title>
        <cusip>65339KDL1</cusip>
        <identifiers>
          <isin value="US65339KDL17"/>
          <ticker value="NEE"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1552439.13</valUSD>
        <pctVal>0.0324482499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NI 5 06/15/52</title>
        <cusip>65473PAM7</cusip>
        <identifiers>
          <isin value="US65473PAM77"/>
          <ticker value="NI"/>
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        <balance>261000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230888.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1446</title>
        <cusip>3140QLTC0</cusip>
        <identifiers>
          <isin value="US3140QLTC05"/>
          <ticker value="FNMA"/>
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        <balance>371467.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344766.94</valUSD>
        <pctVal>0.0072061336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8785</title>
        <cusip>3140XCXP8</cusip>
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          <isin value="US3140XCXP89"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>2775764.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3822</title>
        <cusip>3140XKG87</cusip>
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          <isin value="US3140XKG871"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>418264.81</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3805</title>
        <cusip>3140XKGP9</cusip>
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          <isin value="US3140XKGP98"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oesterreichische Kontrollbank AG</name>
        <lei>5299000OVRLMF858L016</lei>
        <title>OKB 3.625 09/09/27</title>
        <cusip>676167CF4</cusip>
        <identifiers>
          <isin value="US676167CF49"/>
          <ticker value="OKB"/>
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        <curCd>USD</curCd>
        <valUSD>1000678.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oesterreichische Kontrollbank AG</name>
        <lei>5299000OVRLMF858L016</lei>
        <title>OKB 4.125 01/18/29 mtn</title>
        <cusip>676167CL1</cusip>
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          <isin value="US676167CL17"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS4723</title>
        <cusip>3140XLG93</cusip>
        <identifiers>
          <isin value="US3140XLG937"/>
          <ticker value="FNMA"/>
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        <balance>1136107</balance>
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        <curCd>USD</curCd>
        <valUSD>968837.88</valUSD>
        <pctVal>0.0202501297</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS4957</title>
        <cusip>3140XLQK7</cusip>
        <identifiers>
          <isin value="US3140XLQK74"/>
          <ticker value="FNMA"/>
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        <balance>183752.27</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>192346.89</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 4.298 08/22/32</title>
        <cusip>075887CP2</cusip>
        <identifiers>
          <isin value="US075887CP25"/>
          <ticker value="BDX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>983942</valUSD>
        <pctVal>0.0205658279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.298000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark 2020-B16 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B4 A5</title>
        <cusip>08161HAF7</cusip>
        <identifiers>
          <isin value="US08161HAF73"/>
          <ticker value="BMARK"/>
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        <balance>1100000</balance>
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        <curCd>USD</curCd>
        <valUSD>1095333.38</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-07-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.121000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
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          <ticker value="ASIA"/>
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        <curCd>USD</curCd>
        <valUSD>988427.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATH 1.73 10/02/26 144A</title>
        <cusip>04685A3D1</cusip>
        <identifiers>
          <isin value="US04685A3D15"/>
          <ticker value="ATH"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>982212.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Baker Hughes Holdings LLC</name>
        <lei>549300XU3XH6F05YEQ93</lei>
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          <isin value="US05723KAF75"/>
          <ticker value="BHI"/>
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        <balance>467000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>371592.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.080000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BANK 2024-BNK48</name>
        <lei>N/A</lei>
        <title>BANK 2024-BNK48 A5</title>
        <cusip>06541GAH0</cusip>
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          <isin value="US06541GAH02"/>
          <ticker value="BANK"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1016710.72</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS5209</title>
        <cusip>3140XLYF9</cusip>
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          <ticker value="FNMA"/>
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        <balance>535650.69</balance>
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        <curCd>USD</curCd>
        <valUSD>556063.44</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS6610</title>
        <cusip>3140XNKY9</cusip>
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          <isin value="US3140XNKY98"/>
          <ticker value="FNMA"/>
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        <balance>1356322.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1411016.38</valUSD>
        <pctVal>0.0294923075</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 5.4 10/15/35</title>
        <cusip>682680DC4</cusip>
        <identifiers>
          <isin value="US682680DC47"/>
          <ticker value="OKE"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>606230.75</valUSD>
        <pctVal>0.0126711099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Panama (Republic of)</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 6.4 02/14/35</title>
        <cusip>698299BT0</cusip>
        <identifiers>
          <isin value="US698299BT07"/>
          <ticker value="PANAMA"/>
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        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1687360</valUSD>
        <pctVal>0.0352682936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 888416</title>
        <cusip>31410GAR4</cusip>
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          <isin value="US31410GAR48"/>
          <ticker value="FNMA"/>
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        <balance>18379.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18630.55</valUSD>
        <pctVal>0.0003894058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4246</title>
        <cusip>31418DWG3</cusip>
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          <isin value="US31418DWG32"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>422033.72</valUSD>
        <pctVal>0.0088211224</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 4.45 02/07/28</title>
        <cusip>713448GA0</cusip>
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          <ticker value="PEP"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1014610.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rio Tinto Finance (USA) plc</name>
        <lei>2138006TSNBEUA761G16</lei>
        <title>RIOLN 5 03/09/33</title>
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          <isin value="US76720AAN63"/>
          <ticker value="RIOLN"/>
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        <curCd>USD</curCd>
        <valUSD>1026805.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Berkshire Hathaway Energy Company</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BRKHEC 3.7 07/15/30</title>
        <cusip>084659AV3</cusip>
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          <isin value="US084659AV35"/>
          <ticker value="BRKHEC"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CDW LLC / CDW Finance Corp</name>
        <lei>N/A</lei>
        <title>CDW 2.67 12/01/26</title>
        <cusip>12513GBG3</cusip>
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          <ticker value="CDW"/>
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        <curCd>USD</curCd>
        <valUSD>986716.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4356</title>
        <cusip>31418DZW5</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>2503360.44</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4547</title>
        <cusip>31418EBR0</cusip>
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          <ticker value="FHLMC"/>
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        <balance>8181048.13</balance>
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        <curCd>USD</curCd>
        <valUSD>6633864.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 5.75 04/15/54</title>
        <cusip>842400JD6</cusip>
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          <ticker value="EIX"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1312550.75</valUSD>
        <pctVal>0.0274342317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 4.8 07/15/28</title>
        <cusip>87264ADA0</cusip>
        <identifiers>
          <isin value="US87264ADA07"/>
          <ticker value="TMUS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018155.38</valUSD>
        <pctVal>0.0212809376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 5 09/15/32</title>
        <cusip>126650EJ5</cusip>
        <identifiers>
          <isin value="US126650EJ50"/>
          <ticker value="CVS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1020670.63</valUSD>
        <pctVal>0.0213335100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cimarex Energy Corporation</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
        <title>XEC 4.375 03/15/29</title>
        <cusip>171798AE1</cusip>
        <identifiers>
          <isin value="US171798AE17"/>
          <ticker value="XEC"/>
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        <balance>43000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41628.09</valUSD>
        <pctVal>0.0008700880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FITB V4.055 04/25/28</title>
        <cusip>316773DE7</cusip>
        <identifiers>
          <isin value="US316773DE71"/>
          <ticker value="FITB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>999059.88</valUSD>
        <pctVal>0.0208818137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.055000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2373</title>
        <cusip>36179QT68</cusip>
        <identifiers>
          <isin value="US36179QT683"/>
          <ticker value="GNR"/>
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        <balance>438625.91</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>436991.72</valUSD>
        <pctVal>0.0091337665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4.45 09/29/27</title>
        <cusip>172967KA8</cusip>
        <identifiers>
          <isin value="US172967KA87"/>
          <ticker value="C"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1006432.75</valUSD>
        <pctVal>0.0210359175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V5.174 09/11/36</title>
        <cusip>172967QH7</cusip>
        <identifiers>
          <isin value="US172967QH76"/>
          <ticker value="C"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1009347.31</valUSD>
        <pctVal>0.0210968360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.174000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7311</title>
        <cusip>36179WDQ8</cusip>
        <identifiers>
          <isin value="US36179WDQ87"/>
          <ticker value="GNR"/>
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        <balance>1639835.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1358509.13</valUSD>
        <pctVal>0.0283948291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7882</title>
        <cusip>36179WXK9</cusip>
        <identifiers>
          <isin value="US36179WXK97"/>
          <ticker value="GNR"/>
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        <balance>1326399.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1193360.33</valUSD>
        <pctVal>0.0249429775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.057 01/25/33</title>
        <cusip>17327CAQ6</cusip>
        <identifiers>
          <isin value="US17327CAQ69"/>
          <ticker value="C"/>
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        <balance>1840000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1685558.44</valUSD>
        <pctVal>0.0352306383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.057000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Costco Wholesale Corporation</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COST 1.75 04/20/32</title>
        <cusip>22160KAQ8</cusip>
        <identifiers>
          <isin value="US22160KAQ85"/>
          <ticker value="COST"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1301155.69</valUSD>
        <pctVal>0.0271960582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8427</title>
        <cusip>36179XLG9</cusip>
        <identifiers>
          <isin value="US36179XLG96"/>
          <ticker value="GNR"/>
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        <balance>1553833.59</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1524743.38</valUSD>
        <pctVal>0.0318693682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0091</title>
        <cusip>3618N5C56</cusip>
        <identifiers>
          <isin value="US3618N5C569"/>
          <ticker value="GNR"/>
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        <balance>4497405.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4492023.88</valUSD>
        <pctVal>0.0938898735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V2.871 11/22/32</title>
        <cusip>404280CY3</cusip>
        <identifiers>
          <isin value="US404280CY37"/>
          <ticker value="HSBC"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1271688.38</valUSD>
        <pctVal>0.0265801483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.871000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Indonesia (Republic of)</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDON 5.6 01/15/35</title>
        <cusip>455780EA0</cusip>
        <identifiers>
          <isin value="US455780EA06"/>
          <ticker value="INDON"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1056442</valUSD>
        <pctVal>0.0220811840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="1085022.220000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 2.8 09/15/41</title>
        <cusip>548661EE3</cusip>
        <identifiers>
          <isin value="US548661EE32"/>
          <ticker value="LOW"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>718839.81</valUSD>
        <pctVal>0.0150248041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V4.889 07/20/33</title>
        <cusip>61747YEU5</cusip>
        <identifiers>
          <isin value="US61747YEU55"/>
          <ticker value="MS"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>507198.63</valUSD>
        <pctVal>0.0106011937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.889000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordic Investment Bank</name>
        <lei>213800HYL1S7VAXG6Z48</lei>
        <title>NIB 3.375 09/08/27</title>
        <cusip>65562QBV6</cusip>
        <identifiers>
          <isin value="US65562QBV68"/>
          <ticker value="NIB"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>996342.5</valUSD>
        <pctVal>0.0208250165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 5.65 11/01/28</title>
        <cusip>682680BJ1</cusip>
        <identifiers>
          <isin value="US682680BJ18"/>
          <ticker value="OKE"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1038582.75</valUSD>
        <pctVal>0.0217078995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telefonica Emisiones S.A.U.</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFO 5.213 03/08/47</title>
        <cusip>87938WAU7</cusip>
        <identifiers>
          <isin value="US87938WAU71"/>
          <ticker value="TELEFO"/>
        </identifiers>
        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1034473.08</valUSD>
        <pctVal>0.0216220014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.213000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Motor Credit Corp.</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA 4.45 06/29/29 MTN</title>
        <cusip>89236TKD6</cusip>
        <identifiers>
          <isin value="US89236TKD62"/>
          <ticker value="TOYOTA"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1012867.25</valUSD>
        <pctVal>0.0211704079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oneok Partners Lp</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>OKE 6.2 09/15/43</title>
        <cusip>68268NAM5</cusip>
        <identifiers>
          <isin value="US68268NAM56"/>
          <ticker value="OKE"/>
        </identifiers>
        <balance>675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>684521.38</valUSD>
        <pctVal>0.0143074987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 4.65 07/23/32</title>
        <cusip>713448GJ1</cusip>
        <identifiers>
          <isin value="US713448GJ19"/>
          <ticker value="PEP"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2038417.25</valUSD>
        <pctVal>0.0426059039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tyson Foods, Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TSN 5.7 03/15/34</title>
        <cusip>902494BM4</cusip>
        <identifiers>
          <isin value="US902494BM45"/>
          <ticker value="TSN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1054291.5</valUSD>
        <pctVal>0.0220362354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bancorp.</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>USB V2.215 01/27/28 mtn</title>
        <cusip>91159HJC5</cusip>
        <identifiers>
          <isin value="US91159HJC51"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1964296</valUSD>
        <pctVal>0.0410566613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.215000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>PGR 4.95 06/15/33</title>
        <cusip>743315BB8</cusip>
        <identifiers>
          <isin value="US743315BB84"/>
          <ticker value="PGR"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025241.56</valUSD>
        <pctVal>0.0214290491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.125 08/15/40</title>
        <cusip>912810SQ2</cusip>
        <identifiers>
          <isin value="US912810SQ22"/>
          <ticker value="T"/>
        </identifiers>
        <balance>15300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9609117.56</valUSD>
        <pctVal>0.2008446206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bancorp.</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>USB V5.1 07/23/30</title>
        <cusip>91159HJS0</cusip>
        <identifiers>
          <isin value="US91159HJS04"/>
          <ticker value="USB"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1235670.88</valUSD>
        <pctVal>0.0258273299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.75 08/31/26</title>
        <cusip>91282CCW9</cusip>
        <identifiers>
          <isin value="US91282CCW91"/>
          <ticker value="T"/>
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        <balance>7028000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6899423.5</valUSD>
        <pctVal>0.1442080489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.5 11/15/54</title>
        <cusip>912810UE6</cusip>
        <identifiers>
          <isin value="US912810UE63"/>
          <ticker value="T"/>
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        <balance>12700000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11978679.88</valUSD>
        <pctVal>0.2503719411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.625 05/15/30</title>
        <cusip>912828ZQ6</cusip>
        <identifiers>
          <isin value="US912828ZQ64"/>
          <ticker value="T"/>
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        <balance>43760000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38401109.5</valUSD>
        <pctVal>0.8026393911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.125 07/31/31</title>
        <cusip>91282CLD1</cusip>
        <identifiers>
          <isin value="US91282CLD10"/>
          <ticker value="T"/>
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        <balance>15700000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15955125</valUSD>
        <pctVal>0.3334854639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.55 03/22/51</title>
        <cusip>92343VGB4</cusip>
        <identifiers>
          <isin value="US92343VGB45"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>834057.94</valUSD>
        <pctVal>0.0174330316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>V 4.15 12/14/35</title>
        <cusip>92826CAE2</cusip>
        <identifiers>
          <isin value="US92826CAE21"/>
          <ticker value="V"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1459392.38</valUSD>
        <pctVal>0.0305034367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4 01/31/31</title>
        <cusip>91282CJX0</cusip>
        <identifiers>
          <isin value="US91282CJX02"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>3034570.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 4.25 09/17/50</title>
        <cusip>92857WBU3</cusip>
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          <ticker value="VOD"/>
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        <balance>984000</balance>
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        <curCd>USD</curCd>
        <valUSD>770067.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.676 06/19/41 MTN</title>
        <cusip>06051GJE0</cusip>
        <identifiers>
          <isin value="US06051GJE08"/>
          <ticker value="BAC"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2949315.01</valUSD>
        <pctVal>0.0616450002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.676000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS V4.932 02/14/29</title>
        <cusip>06418GAP2</cusip>
        <identifiers>
          <isin value="US06418GAP28"/>
          <ticker value="BNS"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2038416.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.932000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 3.35 04/01/51 AF</title>
        <cusip>15189XAW8</cusip>
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          <isin value="US15189XAW83"/>
          <ticker value="CNP"/>
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        <balance>347000</balance>
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        <curCd>USD</curCd>
        <valUSD>243779.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chile (Republic Of)</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>CHILE 3.5 01/25/50</title>
        <cusip>168863DL9</cusip>
        <identifiers>
          <isin value="US168863DL94"/>
          <ticker value="CHILE"/>
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        <balance>2500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1828625</valUSD>
        <pctVal>0.0382209388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>W. P. Carey Inc</name>
        <lei>54930042CRNE713E3Q67</lei>
        <title>WPC 2.45 02/01/32</title>
        <cusip>92936UAJ8</cusip>
        <identifiers>
          <isin value="US92936UAJ88"/>
          <ticker value="WPC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>881764.56</valUSD>
        <pctVal>0.0184301698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Williams Companies Inc. (The)</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 2.6 03/15/31</title>
        <cusip>969457BY5</cusip>
        <identifiers>
          <isin value="US969457BY52"/>
          <ticker value="WMB"/>
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        <balance>675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>616222.09</valUSD>
        <pctVal>0.0128799436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>John Deere Capital Corp.</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 1.7 01/11/27 MTN</title>
        <cusip>24422EWA3</cusip>
        <identifiers>
          <isin value="US24422EWA36"/>
          <ticker value="DE"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>489519.16</valUSD>
        <pctVal>0.0102316669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>John Deere Capital Corp.</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 4.55 06/05/30 I</title>
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        <curCd>USD</curCd>
        <valUSD>1525095.75</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dow Chemical Co. (The)</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>DOW 3.6 11/15/50</title>
        <cusip>260543DD2</cusip>
        <identifiers>
          <isin value="US260543DD22"/>
          <ticker value="DOW"/>
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        <balance>1300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>838395.06</valUSD>
        <pctVal>0.0175236838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Elm Road Generating Station</name>
        <lei>N/A</lei>
        <title>WEC 4.673 01/19/31 144A</title>
        <cusip>28932MAG0</cusip>
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          <isin value="US28932MAG06"/>
          <ticker value="WEC"/>
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        <curCd>USD</curCd>
        <valUSD>382080.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5.15 03/15/45</title>
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          <ticker value="ET"/>
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        <curCd>USD</curCd>
        <valUSD>883970.94</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
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        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>ES 3.45 01/15/50</title>
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          <ticker value="ES"/>
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        <curCd>USD</curCd>
        <valUSD>709306.81</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Exxon Mobil Corp.</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 3.452 04/15/51</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.452000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR ZS4697</title>
        <cusip>3132A5GE9</cusip>
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          <isin value="US3132A5GE97"/>
          <ticker value="FHLB"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD6809</title>
        <cusip>3132DUR66</cusip>
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        <curCd>USD</curCd>
        <valUSD>1365783</valUSD>
        <pctVal>0.0285468636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8012</title>
        <cusip>3132DV3V5</cusip>
        <identifiers>
          <isin value="US3132DV3V53"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>379251.18</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365033.29</valUSD>
        <pctVal>0.0076297300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 5.55 02/22/54</title>
        <cusip>110122EK0</cusip>
        <identifiers>
          <isin value="US110122EK02"/>
          <ticker value="BMY"/>
        </identifiers>
        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1178488.5</valUSD>
        <pctVal>0.0246321344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 3.419 04/15/33</title>
        <cusip>11135FCU3</cusip>
        <identifiers>
          <isin value="US11135FCU30"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>2900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2684427.75</valUSD>
        <pctVal>0.0561084688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.419000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB1215</title>
        <cusip>3132CXK43</cusip>
        <identifiers>
          <isin value="US3132CXK430"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>632946</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>657244.88</valUSD>
        <pctVal>0.0137373799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1151</title>
        <cusip>3132DNH48</cusip>
        <identifiers>
          <isin value="US3132DNH484"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>5546605.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4712708</valUSD>
        <pctVal>0.0985024946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2604</title>
        <cusip>3132DP3M8</cusip>
        <identifiers>
          <isin value="US3132DP3M80"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>620004.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>626097</valUSD>
        <pctVal>0.0130863436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8245</title>
        <cusip>3132DWES8</cusip>
        <identifiers>
          <isin value="US3132DWES89"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>4582580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4494741.13</valUSD>
        <pctVal>0.0939466680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8267</title>
        <cusip>3132DWFG3</cusip>
        <identifiers>
          <isin value="US3132DWFG33"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1496037.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1499720.63</valUSD>
        <pctVal>0.0313463561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8464</title>
        <cusip>3132DWMM2</cusip>
        <identifiers>
          <isin value="US3132DWMM28"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>681915.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>708361.63</valUSD>
        <pctVal>0.0148057948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8471</title>
        <cusip>3132DWMU4</cusip>
        <identifiers>
          <isin value="US3132DWMU44"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>655186.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>680596.69</valUSD>
        <pctVal>0.0142254669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QA8043</title>
        <cusip>3133A25C0</cusip>
        <identifiers>
          <isin value="US3133A25C01"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>115496.79</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104052.38</valUSD>
        <pctVal>0.0021748470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA5155</title>
        <cusip>3133KLWQ6</cusip>
        <identifiers>
          <isin value="US3133KLWQ66"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>2480749</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2006314.13</valUSD>
        <pctVal>0.0419349017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6816</title>
        <cusip>3133KNSD6</cusip>
        <identifiers>
          <isin value="US3133KNSD65"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>634725.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>513336.13</valUSD>
        <pctVal>0.0107294764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA9863</title>
        <cusip>3133KR5Y6</cusip>
        <identifiers>
          <isin value="US3133KR5Y67"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>284555.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297773.69</valUSD>
        <pctVal>0.0062239059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5119</title>
        <cusip>3133KYVL0</cusip>
        <identifiers>
          <isin value="US3133KYVL00"/>
          <ticker value="FHLMC"/>
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        <balance>287214.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259209.84</valUSD>
        <pctVal>0.0054178650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QA5131</title>
        <cusip>31346YVY6</cusip>
        <identifiers>
          <isin value="US31346YVY66"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>455923.16</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>426217.63</valUSD>
        <pctVal>0.0089085723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 557388</title>
        <cusip>31386AF50</cusip>
        <identifiers>
          <isin value="US31386AF500"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>21778.77</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22174.21</valUSD>
        <pctVal>0.0004634734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AI1957</title>
        <cusip>3138AFE71</cusip>
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          <isin value="US3138AFE712"/>
          <ticker value="FNMA"/>
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        <balance>269876.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>277532.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 759299</title>
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          <isin value="US31403VRU51"/>
          <ticker value="FNMA"/>
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        <balance>5473.17</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5549.12</valUSD>
        <pctVal>0.0001159847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BV6683</title>
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          <isin value="US3140MLM987"/>
          <ticker value="FNMA"/>
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        <balance>375734.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>348218.16</valUSD>
        <pctVal>0.0072782692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1218</title>
        <cusip>3140Q8K87</cusip>
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          <isin value="US3140Q8K875"/>
          <ticker value="FNMA"/>
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        <balance>776542.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>771112.88</valUSD>
        <pctVal>0.0161173878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8256</title>
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          <isin value="US3140QGE605"/>
          <ticker value="FNMA"/>
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        <balance>691819.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587067.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB6329</title>
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          <isin value="US3140QSA764"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>462644.25</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chubb INA Holdings LLC</name>
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          <isin value="US171239AH94"/>
          <ticker value="CB"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>636786.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
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      <invstOrSec>
        <name>Chubb INA Holdings LLC</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB6911</title>
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          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1399880.38</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FNMA"/>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 896509</title>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3101</title>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4414</title>
        <cusip>31418D3Y6</cusip>
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          <isin value="US31418D3Y66"/>
          <ticker value="FHLMC"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4496</title>
        <cusip>31418D7J5</cusip>
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          <isin value="US31418D7J53"/>
          <ticker value="FHLMC"/>
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        <balance>214901.02</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>194541.47</valUSD>
        <pctVal>0.0040662014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA3764</title>
        <cusip>31418DFE7</cusip>
        <identifiers>
          <isin value="US31418DFE76"/>
          <ticker value="FHLMC"/>
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        <balance>129199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123266.29</valUSD>
        <pctVal>0.0025764459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5275</title>
        <cusip>31418E2H2</cusip>
        <identifiers>
          <isin value="US31418E2H25"/>
          <ticker value="FHLMC"/>
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        <balance>214177.41</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>227090.84</valUSD>
        <pctVal>0.0047465309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4943</title>
        <cusip>31418EP53</cusip>
        <identifiers>
          <isin value="US31418EP536"/>
          <ticker value="FHLMC"/>
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        <balance>579215.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>602966.56</valUSD>
        <pctVal>0.0126028836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fox Corporation</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>FOXA 5.476 01/25/39</title>
        <cusip>35137LAJ4</cusip>
        <identifiers>
          <isin value="US35137LAJ44"/>
          <ticker value="FOXA"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>501454.09</valUSD>
        <pctVal>0.0104811244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.476000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5652</title>
        <cusip>36179UH54</cusip>
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          <isin value="US36179UH540"/>
          <ticker value="GNR"/>
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        <balance>985027.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>975931.06</valUSD>
        <pctVal>0.0203983875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7137</title>
        <cusip>36179V4W7</cusip>
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          <isin value="US36179V4W70"/>
          <ticker value="GNR"/>
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        <balance>877606.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>792476.82</valUSD>
        <pctVal>0.0165639254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7193</title>
        <cusip>36179V7E4</cusip>
        <identifiers>
          <isin value="US36179V7E46"/>
          <ticker value="GNR"/>
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        <balance>103137.2</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89044.56</valUSD>
        <pctVal>0.0018611616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8044</title>
        <cusip>36179W5D6</cusip>
        <identifiers>
          <isin value="US36179W5D62"/>
          <ticker value="GNR"/>
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        <balance>1340828.57</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1234997.91</valUSD>
        <pctVal>0.0258132638</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8346</title>
        <cusip>36179XHX7</cusip>
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          <isin value="US36179XHX75"/>
          <ticker value="GNR"/>
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        <balance>1057250.35</balance>
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        <curCd>USD</curCd>
        <valUSD>1005724.63</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8572</title>
        <cusip>36179XQZ2</cusip>
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          <isin value="US36179XQZ23"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8801</title>
        <cusip>36179XX68</cusip>
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          <isin value="US36179XX681"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>3262839.21</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0148</title>
        <cusip>3618N5EW5</cusip>
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          <isin value="US3618N5EW56"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>352614.44</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4801</title>
        <cusip>36202FKN5</cusip>
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          <isin value="US36202FKN59"/>
          <ticker value="GNR"/>
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        <balance>60665.82</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61063.7</valUSD>
        <pctVal>0.0012763207</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 781769</title>
        <cusip>36225B6E3</cusip>
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          <isin value="US36225B6E32"/>
          <ticker value="GNR"/>
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        <balance>55207.66</balance>
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        <curCd>USD</curCd>
        <valUSD>56422.62</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 6.75 10/01/37</title>
        <cusip>38141GFD1</cusip>
        <identifiers>
          <isin value="US38141GFD16"/>
          <ticker value="GS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1116376.63</valUSD>
        <pctVal>0.0233339055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Grupo Televisa S.A.B.</name>
        <lei>549300O4AF0C816ILN62</lei>
        <title>TELVIS 5 05/13/45</title>
        <cusip>40049JBA4</cusip>
        <identifiers>
          <isin value="US40049JBA43"/>
          <ticker value="TELVIS"/>
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        <balance>300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198555.72</valUSD>
        <pctVal>0.0041501051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hewlett Packard Enterprise Co.</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 4.55 10/15/29</title>
        <cusip>42824CBT5</cusip>
        <identifiers>
          <isin value="US42824CBT53"/>
          <ticker value="HPE"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>804595.94</valUSD>
        <pctVal>0.0168172327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HON 4.7 02/01/30</title>
        <cusip>438516CY0</cusip>
        <identifiers>
          <isin value="US438516CY07"/>
          <ticker value="HON"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1021976</valUSD>
        <pctVal>0.0213607941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Italy (Republic Of)</name>
        <lei>815600DE60799F5A9309</lei>
        <title>ITALY 3.875 05/06/51 30Y</title>
        <cusip>465410CC0</cusip>
        <identifiers>
          <isin value="US465410CC03"/>
          <ticker value="ITALY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>734042</valUSD>
        <pctVal>0.0153425521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V1.953 02/04/32</title>
        <cusip>46647PBX3</cusip>
        <identifiers>
          <isin value="US46647PBX33"/>
          <ticker value="JPM"/>
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        <balance>1425000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1270669.94</valUSD>
        <pctVal>0.0265588615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.953000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 5.95 08/01/54</title>
        <cusip>49456BBA8</cusip>
        <identifiers>
          <isin value="US49456BBA89"/>
          <ticker value="KMI"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1192179.5</valUSD>
        <pctVal>0.0249182964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LPL Holdings Inc.</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
        <title>LPLA 5.2 03/15/30</title>
        <cusip>50212YAL8</cusip>
        <identifiers>
          <isin value="US50212YAL83"/>
          <ticker value="LPLA"/>
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        <balance>805000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>823782.19</valUSD>
        <pctVal>0.0172182534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon Petroleum Corp.</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MPC 4.75 09/15/44</title>
        <cusip>56585AAH5</cusip>
        <identifiers>
          <isin value="US56585AAH59"/>
          <ticker value="MPC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>427373.69</valUSD>
        <pctVal>0.0089327356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>McCormick &amp; Company, Incorporated</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>MKC 4.7 10/15/34</title>
        <cusip>579780AU1</cusip>
        <identifiers>
          <isin value="US579780AU11"/>
          <ticker value="MKC"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>591206.06</valUSD>
        <pctVal>0.0123570719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 5.3 12/15/34</title>
        <cusip>59156RCN6</cusip>
        <identifiers>
          <isin value="US59156RCN61"/>
          <ticker value="MET"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>623970.19</valUSD>
        <pctVal>0.0130418902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO V5.098 05/13/31</title>
        <cusip>60687YDH9</cusip>
        <identifiers>
          <isin value="US60687YDH99"/>
          <ticker value="MIZUHO"/>
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        <balance>840000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>863901.81</valUSD>
        <pctVal>0.0180568122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.098000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Australia Bank Ltd New York Branch</name>
        <lei>549300E2IPL06NDXMZ63</lei>
        <title>NAB 4.9 06/13/28</title>
        <cusip>63253QAE4</cusip>
        <identifiers>
          <isin value="US63253QAE44"/>
          <ticker value="NAB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1024406.25</valUSD>
        <pctVal>0.0214115899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUE 4.65 06/01/30</title>
        <cusip>670346AZ8</cusip>
        <identifiers>
          <isin value="US670346AZ85"/>
          <ticker value="NUE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1020907.44</valUSD>
        <pctVal>0.0213384597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corp.</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 6.125 01/01/31</title>
        <cusip>674599EF8</cusip>
        <identifiers>
          <isin value="US674599EF81"/>
          <ticker value="OXY"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1268312.41</valUSD>
        <pctVal>0.0265095856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.95 04/01/30</title>
        <cusip>68389XBV6</cusip>
        <identifiers>
          <isin value="US68389XBV64"/>
          <ticker value="ORCL"/>
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        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1477070.13</valUSD>
        <pctVal>0.0308729275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.65 03/25/41</title>
        <cusip>68389XBZ7</cusip>
        <identifiers>
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          <ticker value="ORCL"/>
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        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2188559.07</valUSD>
        <pctVal>0.0457440877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC V5.492 05/14/30</title>
        <cusip>693475BX2</cusip>
        <identifiers>
          <isin value="US693475BX24"/>
          <ticker value="PNC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1041218.44</valUSD>
        <pctVal>0.0217629893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.492000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY V4.715 03/27/28 GMTN</title>
        <cusip>78017DAF5</cusip>
        <identifiers>
          <isin value="US78017DAF50"/>
          <ticker value="RY"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2017073.25</valUSD>
        <pctVal>0.0421597830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.715000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royalty Pharma PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>RPRX 3.3 09/02/40</title>
        <cusip>78081BAL7</cusip>
        <identifiers>
          <isin value="US78081BAL71"/>
          <ticker value="RPRX"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>619179.06</valUSD>
        <pctVal>0.0129417486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royalty Pharma PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>RPRX 5.2 09/25/35</title>
        <cusip>78081BAU7</cusip>
        <identifiers>
          <isin value="US78081BAU70"/>
          <ticker value="RPRX"/>
        </identifiers>
        <balance>1250000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1256321.75</valUSD>
        <pctVal>0.0262589633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>R 1.75 09/01/26 MTN</title>
        <cusip>78355HKS7</cusip>
        <identifiers>
          <isin value="US78355HKS75"/>
          <ticker value="R"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>984980.13</valUSD>
        <pctVal>0.0205875263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>SYK 4.625 03/15/46</title>
        <cusip>863667AJ0</cusip>
        <identifiers>
          <isin value="US863667AJ04"/>
          <ticker value="SYK"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>892909.19</valUSD>
        <pctVal>0.0186631089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 4.95 11/15/35</title>
        <cusip>87264ADX0</cusip>
        <identifiers>
          <isin value="US87264ADX00"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>994200.88</valUSD>
        <pctVal>0.0207802535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Inc.</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TXN 5.15 02/08/54</title>
        <cusip>882508CJ1</cusip>
        <identifiers>
          <isin value="US882508CJ13"/>
          <ticker value="TXN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>942359.63</valUSD>
        <pctVal>0.0196966955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.5 02/15/46</title>
        <cusip>912810RQ3</cusip>
        <identifiers>
          <isin value="US912810RQ31"/>
          <ticker value="T"/>
        </identifiers>
        <balance>28870000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20104120.44</valUSD>
        <pctVal>0.4202055409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 3.5 02/15/41</title>
        <cusip>11135FCV1</cusip>
        <identifiers>
          <isin value="US11135FCV13"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142359.88</valUSD>
        <pctVal>0.0029755298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brookfield Finance Inc.</name>
        <lei>549300XH8D8K6OYWGD17</lei>
        <title>BNCN 5.33 01/15/36</title>
        <cusip>11271LAQ5</cusip>
        <identifiers>
          <isin value="US11271LAQ59"/>
          <ticker value="BNCN"/>
        </identifiers>
        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1201709.63</valUSD>
        <pctVal>0.0251174900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 06/30/31</title>
        <cusip>91282CKW0</cusip>
        <identifiers>
          <isin value="US91282CKW00"/>
          <ticker value="T"/>
        </identifiers>
        <balance>13000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13294531.25</valUSD>
        <pctVal>0.2778751606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.5 11/30/30</title>
        <cusip>91282CPN5</cusip>
        <identifiers>
          <isin value="US91282CPN55"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9899219</valUSD>
        <pctVal>0.2069081653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4.2 01/15/47</title>
        <cusip>91324PCX8</cusip>
        <identifiers>
          <isin value="US91324PCX87"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>820164.56</valUSD>
        <pctVal>0.0171426397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.85 11/01/42</title>
        <cusip>92343VBG8</cusip>
        <identifiers>
          <isin value="US92343VBG86"/>
          <ticker value="VZ"/>
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        <balance>1250000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002260.94</valUSD>
        <pctVal>0.0209487205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.52 10/27/28</title>
        <cusip>172967LS8</cusip>
        <identifiers>
          <isin value="US172967LS86"/>
          <ticker value="C"/>
        </identifiers>
        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2973122.82</valUSD>
        <pctVal>0.0621426183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.520000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Connecticut Light and Power Company</name>
        <lei>549300O45IUXEDS1VZ32</lei>
        <title>ES 5.25 01/15/53</title>
        <cusip>207597EP6</cusip>
        <identifiers>
          <isin value="US207597EP64"/>
          <ticker value="ES"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>946655</valUSD>
        <pctVal>0.0197864750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.1 03/22/28</title>
        <cusip>92343VGH1</cusip>
        <identifiers>
          <isin value="US92343VGH15"/>
          <ticker value="VZ"/>
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        <balance>1110000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1065710.5</valUSD>
        <pctVal>0.0222749092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Viper Energy Partners LLC</name>
        <lei>54930010ZZ02MRGRI973</lei>
        <title>VNOM 5.7 08/01/35</title>
        <cusip>92764MAB0</cusip>
        <identifiers>
          <isin value="US92764MAB00"/>
          <ticker value="VNOM"/>
        </identifiers>
        <balance>228000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232680.84</valUSD>
        <pctVal>0.0048633701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VMware LLC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMW 2.2 08/15/31</title>
        <cusip>928563AL9</cusip>
        <identifiers>
          <isin value="US928563AL97"/>
          <ticker value="VMW"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>888554.56</valUSD>
        <pctVal>0.0185720908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vulcan Materials Company</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VMC 4.95 12/01/29</title>
        <cusip>929160BB4</cusip>
        <identifiers>
          <isin value="US929160BB44"/>
          <ticker value="VMC"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>820849.38</valUSD>
        <pctVal>0.0171569534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark 2020-B16 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2019-B9 A4</title>
        <cusip>08160JAD9</cusip>
        <identifiers>
          <isin value="US08160JAD90"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>590838.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>585159.5</valUSD>
        <pctVal>0.0122306900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750800000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark 2019-B10 Mtg Tr</name>
        <lei>N/A</lei>
        <title>BMARK 2020-IG1 A3</title>
        <cusip>08162LAC4</cusip>
        <identifiers>
          <isin value="US08162LAC46"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>322000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>281747.56</valUSD>
        <pctVal>0.0058889364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.686600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8017</title>
        <cusip>3132DV4A0</cusip>
        <identifiers>
          <isin value="US3132DV4A08"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>56212.07</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52464.72</valUSD>
        <pctVal>0.0010965894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD7568</title>
        <cusip>3132DVMR3</cusip>
        <identifiers>
          <isin value="US3132DVMR32"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1358409.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1400240.88</valUSD>
        <pctVal>0.0292670837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Campbells Co.</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 4.75 03/23/35</title>
        <cusip>134429BQ1</cusip>
        <identifiers>
          <isin value="US134429BQ17"/>
          <ticker value="CPB"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>483226.72</valUSD>
        <pctVal>0.0101001457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CNQCN 5 12/15/29</title>
        <cusip>136385BD2</cusip>
        <identifiers>
          <isin value="US136385BD27"/>
          <ticker value="CNQCN"/>
        </identifiers>
        <balance>520000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>533294.63</valUSD>
        <pctVal>0.0111466383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 4.4 03/15/42</title>
        <cusip>12189LAJ0</cusip>
        <identifiers>
          <isin value="US12189LAJ08"/>
          <ticker value="BNSF"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>892801.38</valUSD>
        <pctVal>0.0186608555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFCRE 2017-C8 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CFCRE 2017-C8 A4</title>
        <cusip>12532CBA2</cusip>
        <identifiers>
          <isin value="US12532CBA27"/>
          <ticker value="CFCRE"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>989803.81</valUSD>
        <pctVal>0.0206883483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.571900000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AEP Transmission Company, LLC</name>
        <lei>549300X123Z1I0LA3Y84</lei>
        <title>AEP 2.75 08/15/51 N</title>
        <cusip>00115AAN9</cusip>
        <identifiers>
          <isin value="US00115AAN90"/>
          <ticker value="AEP"/>
        </identifiers>
        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>723388.08</valUSD>
        <pctVal>0.0151198696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Cigna Group</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 5.125 05/15/31</title>
        <cusip>125523CU2</cusip>
        <identifiers>
          <isin value="US125523CU21"/>
          <ticker value="CI"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1033399.94</valUSD>
        <pctVal>0.0215995712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.5 03/01/42</title>
        <cusip>161175CE2</cusip>
        <identifiers>
          <isin value="US161175CE27"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>1800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1248733.38</valUSD>
        <pctVal>0.0261003552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.5 05/15/35</title>
        <cusip>00206RCP5</cusip>
        <identifiers>
          <isin value="US00206RCP55"/>
          <ticker value="T"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168100.8</valUSD>
        <pctVal>0.0035135527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ARE 4.75 04/15/35</title>
        <cusip>015271BA6</cusip>
        <identifiers>
          <isin value="US015271BA64"/>
          <ticker value="ARE"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>962457.69</valUSD>
        <pctVal>0.0201167743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8221</title>
        <cusip>3132DWD26</cusip>
        <identifiers>
          <isin value="US3132DWD260"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>2220527.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2057912</valUSD>
        <pctVal>0.0430133727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8476</title>
        <cusip>3132DWMZ3</cusip>
        <identifiers>
          <isin value="US3132DWMZ31"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>778429.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>799344.06</valUSD>
        <pctVal>0.0167074607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB1397</title>
        <cusip>3133A7RS0</cusip>
        <identifiers>
          <isin value="US3133A7RS03"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>741304.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>628159.13</valUSD>
        <pctVal>0.0131294452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QE0380</title>
        <cusip>3133B9M50</cusip>
        <identifiers>
          <isin value="US3133B9M503"/>
          <ticker value="FHLMC"/>
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        <balance>352929.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303073.59</valUSD>
        <pctVal>0.0063346816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.5 03/09/48</title>
        <cusip>00206RDJ8</cusip>
        <identifiers>
          <isin value="US00206RDJ86"/>
          <ticker value="T"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1238492</valUSD>
        <pctVal>0.0258862954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 3 10/29/28</title>
        <cusip>00774MAW5</cusip>
        <identifiers>
          <isin value="US00774MAW55"/>
          <ticker value="AER"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969488.63</valUSD>
        <pctVal>0.0202637313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6605</title>
        <cusip>3133KNKS1</cusip>
        <identifiers>
          <isin value="US3133KNKS17"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>740694.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>655607.25</valUSD>
        <pctVal>0.0137031510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5137</title>
        <cusip>3133KYV63</cusip>
        <identifiers>
          <isin value="US3133KYV634"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>539469.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>454911.78</valUSD>
        <pctVal>0.0095083220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5110</title>
        <cusip>3133KYVB2</cusip>
        <identifiers>
          <isin value="US3133KYVB28"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>206506.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175757.19</valUSD>
        <pctVal>0.0036735825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AJ9278</title>
        <cusip>3138E2JY2</cusip>
        <identifiers>
          <isin value="US3138E2JY27"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>366013.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>352001.5</valUSD>
        <pctVal>0.0073573465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CubeSmart LP</name>
        <lei>549300MPHKO3I3FJRA97</lei>
        <title>CUBE 2.25 12/15/28</title>
        <cusip>22966RAH9</cusip>
        <identifiers>
          <isin value="US22966RAH93"/>
          <ticker value="CUBE"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>948739.94</valUSD>
        <pctVal>0.0198300533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Co.</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE 5.05 10/01/35</title>
        <cusip>233331BP1</cusip>
        <identifiers>
          <isin value="US233331BP15"/>
          <ticker value="DTE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>998162.88</valUSD>
        <pctVal>0.0208630651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark 2020-B16 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2021-B25 A5</title>
        <cusip>08163DAE7</cusip>
        <identifiers>
          <isin value="US08163DAE76"/>
          <ticker value="BMARK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>899132.38</valUSD>
        <pctVal>0.0187931827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.577000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blackrock Inc.</name>
        <lei>529900VBK42Y5HHRMD23</lei>
        <title>BLK 5.25 03/14/54</title>
        <cusip>09290DAC5</cusip>
        <identifiers>
          <isin value="US09290DAC56"/>
          <ticker value="BLK"/>
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        <balance>475000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>455243.47</valUSD>
        <pctVal>0.0095152548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL6281</title>
        <cusip>3138EN6T1</cusip>
        <identifiers>
          <isin value="US3138EN6T15"/>
          <ticker value="FNMA"/>
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        <balance>215464.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208989.47</valUSD>
        <pctVal>0.0043681858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 653855</title>
        <cusip>31390RMC4</cusip>
        <identifiers>
          <isin value="US31390RMC42"/>
          <ticker value="FNMA"/>
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        <balance>15505.65</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16087.59</valUSD>
        <pctVal>0.0003362542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ3005</title>
        <cusip>3140KNKT4</cusip>
        <identifiers>
          <isin value="US3140KNKT41"/>
          <ticker value="FN"/>
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        <balance>663449.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>566417.56</valUSD>
        <pctVal>0.0118389560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ4522</title>
        <cusip>3140KQAY7</cusip>
        <identifiers>
          <isin value="US3140KQAY76"/>
          <ticker value="FNMA"/>
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        <balance>365498.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339149.91</valUSD>
        <pctVal>0.0070887295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BY0120</title>
        <cusip>3140NGD23</cusip>
        <identifiers>
          <isin value="US3140NGD232"/>
          <ticker value="FNMA"/>
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        <balance>829614.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>829908</valUSD>
        <pctVal>0.0173462918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1112</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2610</title>
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          <isin value="US3140QM3U66"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
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          <isin value="US20030NDS71"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CommonSpirit Health</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2021-A2 A2</title>
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        <name>Chile (Republic Of)</name>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
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        <name>Ameren Illinois Company</name>
        <lei>RC71E2BZ6UOMFPDJSE79</lei>
        <title>AEE 4.95 06/01/33</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Boeing Co.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bunge Ltd Finance Corp.</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2771</title>
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          <isin value="US31418CCH51"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2774</title>
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          <isin value="US31418CCL63"/>
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        <issuerCat>USGSE</issuerCat>
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        <name>Comcast Corporation</name>
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        <title>CMCSA 4.8 05/15/33</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Comcast Corporation</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4423</title>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4096</title>
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        <name>CommonSpirit Health</name>
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        <name>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
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        <name>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 4.75 05/09/32</title>
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        <name>Cummins Inc.</name>
        <lei>ZUNI8PYC725B6H8JU438</lei>
        <title>CMI 5.15 02/20/34</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>D.R. Horton, Inc.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DHI 1.4 10/15/27</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.400000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Telekom International Finance B.V.</name>
        <lei>529900ERDFHS6C1M4U58</lei>
        <title>DT 8.25 06/15/30</title>
        <cusip>25156PAC7</cusip>
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          <isin value="US25156PAC77"/>
          <ticker value="DT"/>
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        <balance>640000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>746757.38</valUSD>
        <pctVal>0.0156083222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 5.6 07/15/41</title>
        <cusip>25179MAL7</cusip>
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          <isin value="US25179MAL72"/>
          <ticker value="DVN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>967363.38</valUSD>
        <pctVal>0.0202193104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 2.25 08/15/31 C</title>
        <cusip>25746UDL0</cusip>
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          <isin value="US25746UDL08"/>
          <ticker value="D"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1045957.17</valUSD>
        <pctVal>0.0218620357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Progress LLC</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUK 5.05 03/15/35</title>
        <cusip>26442UAU8</cusip>
        <identifiers>
          <isin value="US26442UAU88"/>
          <ticker value="DUK"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>813428.44</valUSD>
        <pctVal>0.0170018449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Florida LLC</name>
        <lei>7MOHLM3DKE63RX2ZCN83</lei>
        <title>DUK 3 12/15/51</title>
        <cusip>26444HAL5</cusip>
        <identifiers>
          <isin value="US26444HAL50"/>
          <ticker value="DUK"/>
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        <balance>371000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240061.27</valUSD>
        <pctVal>0.0050176319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dell International LLC / EMC Corp.</name>
        <lei>254900ZARLSVK41DKO78</lei>
        <title>DELL 3.375 12/15/41</title>
        <cusip>24703DBF7</cusip>
        <identifiers>
          <isin value="US24703DBF78"/>
          <ticker value="DELL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>760440.19</valUSD>
        <pctVal>0.0158943129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deutsche Bank AG New York Branch</name>
        <lei>N/A</lei>
        <title>DB V4.999 09/11/30</title>
        <cusip>251526CX5</cusip>
        <identifiers>
          <isin value="US251526CX52"/>
          <ticker value="DB"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1523031.5</valUSD>
        <pctVal>0.0318335874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.999000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corp.</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF V5.7 02/01/30</title>
        <cusip>14040HDE2</cusip>
        <identifiers>
          <isin value="US14040HDE27"/>
          <ticker value="COF"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1039701.31</valUSD>
        <pctVal>0.0217312791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>CAT 3.25 04/09/50</title>
        <cusip>149123CJ8</cusip>
        <identifiers>
          <isin value="US149123CJ87"/>
          <ticker value="CAT"/>
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        <balance>343000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>244502.5</valUSD>
        <pctVal>0.0051104601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 2.6 05/10/31</title>
        <cusip>278642AY9</cusip>
        <identifiers>
          <isin value="US278642AY97"/>
          <ticker value="EBAY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>913244.5</valUSD>
        <pctVal>0.0190881466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.95 02/15/35</title>
        <cusip>29379VCG6</cusip>
        <identifiers>
          <isin value="US29379VCG68"/>
          <ticker value="EPD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011635.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
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      <invstOrSec>
        <name>European Bank For Reconstruction &amp; Development</name>
        <lei>549300HTGDOVDU6OGK19</lei>
        <title>EBRD 4.125 01/25/29</title>
        <cusip>29874QFA7</cusip>
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          <isin value="US29874QFA76"/>
          <ticker value="EBRD"/>
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        <curCd>USD</curCd>
        <valUSD>1013928</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 4.25 08/16/32</title>
        <cusip>298785KL9</cusip>
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          <isin value="US298785KL95"/>
          <ticker value="EIB"/>
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        <curCd>USD</curCd>
        <valUSD>1015071.63</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Exelon Corp.</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXC 5.125 03/15/31</title>
        <cusip>30161NBR1</cusip>
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          <ticker value="EXC"/>
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        <curCd>USD</curCd>
        <valUSD>1032348.06</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08800</title>
        <cusip>3128MJ3J7</cusip>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08747</title>
        <cusip>3128MJZM5</cusip>
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          <isin value="US3128MJZM58"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>1881810.49</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR ZS4704</title>
        <cusip>3132A5GM1</cusip>
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          <isin value="US3132A5GM14"/>
          <ticker value="FHLB"/>
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        <curCd>USD</curCd>
        <valUSD>815988.44</valUSD>
        <pctVal>0.0170553526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Electric Power Co, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Express Company</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-05-01</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SB0789</title>
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        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SB8078</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8088</title>
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          <ticker value="FHLMC"/>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8124</title>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8136</title>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8203</title>
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          <ticker value="FHLMC"/>
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        <balance>456955.78</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0291</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1663</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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        <name>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
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      <invstOrSec>
        <name>Consolidated Edison Company of New York, Inc.</name>
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        <name>Corning Incorporated</name>
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        <title>GLW 4.375 11/15/57</title>
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        <name>Danaher Corporation</name>
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        <title>DHR 2.8 12/10/51</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Dell International LLC / EMC Corp.</name>
        <lei>254900ZARLSVK41DKO78</lei>
        <title>DELL 8.1 07/15/36</title>
        <cusip>24703TAJ5</cusip>
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        <curCd>USD</curCd>
        <valUSD>92091.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dollar General Corporation</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DG 5.2 07/05/28</title>
        <cusip>256677AN5</cusip>
        <identifiers>
          <isin value="US256677AN52"/>
          <ticker value="DG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1024980.13</valUSD>
        <pctVal>0.0214235848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 2.45 02/01/30</title>
        <cusip>26442CBA1</cusip>
        <identifiers>
          <isin value="US26442CBA18"/>
          <ticker value="DUK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>937763.13</valUSD>
        <pctVal>0.0196006219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBCN 4 11/15/49</title>
        <cusip>29250NBA2</cusip>
        <identifiers>
          <isin value="US29250NBA28"/>
          <ticker value="ENBCN"/>
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        <balance>311000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237966.34</valUSD>
        <pctVal>0.0049738448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 4.9 03/13/29</title>
        <cusip>02665WFE6</cusip>
        <identifiers>
          <isin value="US02665WFE66"/>
          <ticker value="HNDA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1021797.31</valUSD>
        <pctVal>0.0213570592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 2.77 09/01/53</title>
        <cusip>031162CY4</cusip>
        <identifiers>
          <isin value="US031162CY49"/>
          <ticker value="AMGN"/>
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        <balance>1892000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1122574.63</valUSD>
        <pctVal>0.0234634527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.770000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Entergy Louisiana LLC</name>
        <lei>0V5453U14HDZO63CGH17</lei>
        <title>ETR 5.7 03/15/54</title>
        <cusip>29364WBN7</cusip>
        <identifiers>
          <isin value="US29364WBN74"/>
          <ticker value="ETR"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1191930.88</valUSD>
        <pctVal>0.0249130999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.85 08/15/42</title>
        <cusip>29379VAW3</cusip>
        <identifiers>
          <isin value="US29379VAW37"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>664000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>614702.75</valUSD>
        <pctVal>0.0128481871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 5.55 02/16/55</title>
        <cusip>29379VCH4</cusip>
        <identifiers>
          <isin value="US29379VCH42"/>
          <ticker value="EPD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969107.13</valUSD>
        <pctVal>0.0202557574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.6 01/15/31</title>
        <cusip>29379VCK7</cusip>
        <identifiers>
          <isin value="US29379VCK70"/>
          <ticker value="EPD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1012286.44</valUSD>
        <pctVal>0.0211582681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Essex Portfolio Lp</name>
        <lei>5493003GN3O58H286O74</lei>
        <title>ESS 1.65 01/15/31</title>
        <cusip>29717PAW7</cusip>
        <identifiers>
          <isin value="US29717PAW77"/>
          <ticker value="ESS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>872700.75</valUSD>
        <pctVal>0.0182407229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 1.75 03/15/29</title>
        <cusip>298785JR8</cusip>
        <identifiers>
          <isin value="US298785JR84"/>
          <ticker value="EIB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>943827.88</valUSD>
        <pctVal>0.0197273840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 3.875 10/15/30</title>
        <cusip>298785KM7</cusip>
        <identifiers>
          <isin value="US298785KM78"/>
          <ticker value="EIB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1004457</valUSD>
        <pctVal>0.0209946214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Everest Reinsurance Holdings, Inc.</name>
        <lei>254900P29PM5UJR3VU91</lei>
        <title>RE 3.125 10/15/52</title>
        <cusip>299808AJ4</cusip>
        <identifiers>
          <isin value="US299808AJ43"/>
          <ticker value="RE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>633716.69</valUSD>
        <pctVal>0.0132456063</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G00702</title>
        <cusip>31283GX77</cusip>
        <identifiers>
          <isin value="US31283GX772"/>
          <ticker value="FHLMC"/>
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        <balance>472.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>475.36</valUSD>
        <pctVal>0.0000099357</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FHLB 3.25 11/16/28</title>
        <cusip>3130AFFX0</cusip>
        <identifiers>
          <isin value="US3130AFFX04"/>
          <ticker value="FHLB"/>
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        <balance>5000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4971267.94</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB1455</title>
        <cusip>3132CXTL6</cusip>
        <identifiers>
          <isin value="US3132CXTL63"/>
          <ticker value="FHLMC"/>
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        <balance>426294.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>437352.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8328</title>
        <cusip>3132D6HD5</cusip>
        <identifiers>
          <isin value="US3132D6HD58"/>
          <ticker value="FHLMC"/>
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        <balance>330600.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339003.03</valUSD>
        <pctVal>0.0070856595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4978</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA5012</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5710</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RJ1502</title>
        <cusip>3142GRU40</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RQ0024</title>
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          <isin value="US3142J6A299"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Florida Power &amp; Light Co.</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 4.05 10/01/44</title>
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          <ticker value="NEE"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GATX Corporation</name>
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        <title>GMT 4.9 03/15/33</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>G2 MA4004</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5930</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7254</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8347</title>
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      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 1.4 08/05/28</title>
        <cusip>037833EH9</cusip>
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        <invCountry>US</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8646</title>
        <cusip>36179XTB2</cusip>
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          <isin value="US36179XTB28"/>
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        <invCountry>US</invCountry>
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          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9107</title>
        <cusip>36179YDL5</cusip>
        <identifiers>
          <isin value="US36179YDL56"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1344734.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1381309.63</valUSD>
        <pctVal>0.0288713929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9604</title>
        <cusip>36179YU51</cusip>
        <identifiers>
          <isin value="US36179YU511"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>905785.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>906144.94</valUSD>
        <pctVal>0.0189397554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0028</title>
        <cusip>3618N5A66</cusip>
        <identifiers>
          <isin value="US3618N5A662"/>
          <ticker value="GNR"/>
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        <balance>1136766</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1175975.5</valUSD>
        <pctVal>0.0245796091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0092</title>
        <cusip>3618N5C64</cusip>
        <identifiers>
          <isin value="US3618N5C643"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>7845934.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7937132.63</valUSD>
        <pctVal>0.1658976885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4746</title>
        <cusip>36202FHX7</cusip>
        <identifiers>
          <isin value="US36202FHX78"/>
          <ticker value="GNR"/>
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        <balance>62451.45</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62902.43</valUSD>
        <pctVal>0.0013147528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1816</title>
        <cusip>3132DPAR9</cusip>
        <identifiers>
          <isin value="US3132DPAR91"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>451288.84</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>433672.59</valUSD>
        <pctVal>0.0090643918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD4944</title>
        <cusip>3132DSP55</cusip>
        <identifiers>
          <isin value="US3132DSP551"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1308328</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1075453</valUSD>
        <pctVal>0.0224785417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5260</title>
        <cusip>36202FZZ2</cusip>
        <identifiers>
          <isin value="US36202FZZ25"/>
          <ticker value="GNR"/>
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        <balance>24736.21</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24899.67</valUSD>
        <pctVal>0.0005204395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 6.25 10/02/43</title>
        <cusip>37045VAF7</cusip>
        <identifiers>
          <isin value="US37045VAF76"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>405610.41</valUSD>
        <pctVal>0.0084778512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD7552</title>
        <cusip>3132DVL94</cusip>
        <identifiers>
          <isin value="US3132DVL943"/>
          <ticker value="FHLMC"/>
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        <balance>2915883.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2516647</valUSD>
        <pctVal>0.0526016056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8146</title>
        <cusip>3132DWBP7</cusip>
        <identifiers>
          <isin value="US3132DWBP77"/>
          <ticker value="FHLMC"/>
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        <balance>1954088.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1593382.63</valUSD>
        <pctVal>0.0333040290</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8172</title>
        <cusip>3132DWCH4</cusip>
        <identifiers>
          <isin value="US3132DWCH43"/>
          <ticker value="FHLMC"/>
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        <balance>9837741.1</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7989583.72</valUSD>
        <pctVal>0.1669939930</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8183</title>
        <cusip>3132DWCU5</cusip>
        <identifiers>
          <isin value="US3132DWCU53"/>
          <ticker value="FHLMC"/>
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        <balance>3412363.26</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2905428</valUSD>
        <pctVal>0.0607276975</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8262</title>
        <cusip>3132DWFB4</cusip>
        <identifiers>
          <isin value="US3132DWFB46"/>
          <ticker value="FHLMC"/>
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        <balance>2532392.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2151437.75</valUSD>
        <pctVal>0.0449681977</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8275</title>
        <cusip>3132DWFQ1</cusip>
        <identifiers>
          <isin value="US3132DWFQ15"/>
          <ticker value="FHLMC"/>
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        <balance>646031.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>633115.44</valUSD>
        <pctVal>0.0132330393</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8454</title>
        <cusip>3132DWMB6</cusip>
        <identifiers>
          <isin value="US3132DWMB62"/>
          <ticker value="FHLMC"/>
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        <balance>7232157.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7425947.25</valUSD>
        <pctVal>0.1552131659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8475</title>
        <cusip>3132DWMY6</cusip>
        <identifiers>
          <isin value="US3132DWMY65"/>
          <ticker value="FHLMC"/>
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        <balance>6995516.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7094884.25</valUSD>
        <pctVal>0.1482934647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Gilead Sciences Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 2.6 10/01/40</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q29590</title>
        <cusip>3132MAKB6</cusip>
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          <isin value="US3132MAKB69"/>
          <ticker value="FHLMC"/>
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        <balance>295600.69</balance>
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        <valUSD>280870.28</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-11-01</maturityDt>
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          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC7906</title>
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          <isin value="US3133ASYB33"/>
          <ticker value="FHLMC"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-09-01</maturityDt>
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          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V5.286 11/19/30</title>
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          <isin value="US404280EN53"/>
          <ticker value="HSBC"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1238135.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IBM International Capital Pte. Ltd.</name>
        <lei>2549007KTXQQBYZO7485</lei>
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          <isin value="US449276AF17"/>
          <ticker value="IBM"/>
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        <curCd>USD</curCd>
        <valUSD>965505.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QE6289</title>
        <cusip>3133BF7A2</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>224020.7</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6019</title>
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          <ticker value="FHLMC"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Diageo Capital PLC</name>
        <lei>213800L23DJLALFC4O95</lei>
        <title>DGELN 5.5 01/24/33</title>
        <cusip>25243YBH1</cusip>
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          <ticker value="DGELN"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
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          <ticker value="DIS"/>
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        <curCd>USD</curCd>
        <valUSD>1403067.28</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA7096</title>
        <cusip>3133KN3D3</cusip>
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          <ticker value="FHLMC"/>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA7193</title>
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          <ticker value="FHLMC"/>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 190375</title>
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          <ticker value="FNMA"/>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K061 A2</title>
        <cusip>3137BTUM1</cusip>
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        <name>Dollar Tree Inc</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DLTR 2.65 12/01/31</title>
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        <name>Duke Energy Corp</name>
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        <title>DUK 2.55 06/15/31</title>
        <cusip>26441CBL8</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K092 A2</title>
        <cusip>3137FLYV0</cusip>
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        <issuerCat>USGSE</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Intel Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Intel Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS1981</title>
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          <isin value="US3138WBFX87"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 735484</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN 832198</title>
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          <isin value="US31407JRT15"/>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Intel Corporation</name>
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          <ticker value="INTC"/>
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        <name>International Bank for Reconstruction &amp; Development</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <name>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KMB 1.05 09/15/27</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.050000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Korea Development Bank</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KDB 4.5 02/15/29</title>
        <cusip>500630ED6</cusip>
        <identifiers>
          <isin value="US500630ED65"/>
          <ticker value="KDB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1017009.94</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LYB International Finance III LLC</name>
        <lei>984500A51LA0B8EB4053</lei>
        <title>LYB 3.625 04/01/51</title>
        <cusip>50249AAJ2</cusip>
        <identifiers>
          <isin value="US50249AAJ25"/>
          <ticker value="LYB"/>
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        <balance>395000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254548.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1784</title>
        <cusip>3140QL6W1</cusip>
        <identifiers>
          <isin value="US3140QL6W14"/>
          <ticker value="FNMA"/>
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        <balance>4623320</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3956541.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB6932</title>
        <cusip>3140QSV24</cusip>
        <identifiers>
          <isin value="US3140QSV240"/>
          <ticker value="FNMA"/>
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        <balance>289430.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305573.81</valUSD>
        <pctVal>0.0063869399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Leidos Inc</name>
        <lei>5493006I78VIN6J1BQ95</lei>
        <title>LDOS 2.3 02/15/31</title>
        <cusip>52532XAH8</cusip>
        <identifiers>
          <isin value="US52532XAH89"/>
          <ticker value="LDOS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>899742.25</valUSD>
        <pctVal>0.0188059299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS V5.721 06/05/30</title>
        <cusip>53944YBA0</cusip>
        <identifiers>
          <isin value="US53944YBA01"/>
          <ticker value="LLOYDS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1048047.31</valUSD>
        <pctVal>0.0219057227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.721000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7340</title>
        <cusip>3140QTEN5</cusip>
        <identifiers>
          <isin value="US3140QTEN50"/>
          <ticker value="FNMA"/>
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        <balance>562919.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>579953.31</valUSD>
        <pctVal>0.0121218730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7500</title>
        <cusip>3140QTKN8</cusip>
        <identifiers>
          <isin value="US3140QTKN86"/>
          <ticker value="FNMA"/>
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        <balance>741876.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>774464.19</valUSD>
        <pctVal>0.0161874351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Medtronic, Inc.</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
        <title>MDT 4.625 03/15/45</title>
        <cusip>585055BU9</cusip>
        <identifiers>
          <isin value="US585055BU98"/>
          <ticker value="MDT"/>
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        <balance>320000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292866.5</valUSD>
        <pctVal>0.0061213385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 6.11 01/29/37</title>
        <cusip>59022CAJ2</cusip>
        <identifiers>
          <isin value="US59022CAJ27"/>
          <ticker value="BAC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>538940.75</valUSD>
        <pctVal>0.0112646505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1500</title>
        <cusip>3140X4U20</cusip>
        <identifiers>
          <isin value="US3140X4U205"/>
          <ticker value="FNMA"/>
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        <balance>347812.78</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337904.44</valUSD>
        <pctVal>0.0070626973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3125</title>
        <cusip>3140X6PK1</cusip>
        <identifiers>
          <isin value="US3140X6PK19"/>
          <ticker value="FNMA"/>
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        <balance>277661.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258424.27</valUSD>
        <pctVal>0.0054014455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V5.948 01/19/38</title>
        <cusip>61747YFB6</cusip>
        <identifiers>
          <isin value="US61747YFB65"/>
          <ticker value="MS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1052318.38</valUSD>
        <pctVal>0.0219949943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.948000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley Private Bank National Association</name>
        <lei>549300GS0W0TEUQS8571</lei>
        <title>MS V4.734 07/18/31</title>
        <cusip>61776NVG5</cusip>
        <identifiers>
          <isin value="US61776NVG59"/>
          <ticker value="MS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1013697.56</valUSD>
        <pctVal>0.0211877626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.734000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3329</title>
        <cusip>3140X6VX6</cusip>
        <identifiers>
          <isin value="US3140X6VX65"/>
          <ticker value="FNMA"/>
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        <balance>217928.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210365.55</valUSD>
        <pctVal>0.0043969479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4238</title>
        <cusip>3140X7V89</cusip>
        <identifiers>
          <isin value="US3140X7V891"/>
          <ticker value="FNMA"/>
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        <balance>43076.04</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43434.88</valUSD>
        <pctVal>0.0009078526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEE 4.685 09/01/27</title>
        <cusip>65339KCL2</cusip>
        <identifiers>
          <isin value="US65339KCL26"/>
          <ticker value="NEE"/>
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        <balance>460000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>465466.16</valUSD>
        <pctVal>0.0097289240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
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          <annualizedRt>4.685000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEE 5.05 02/28/33</title>
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          <ticker value="NEE"/>
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        <balance>800000</balance>
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        <curCd>USD</curCd>
        <valUSD>818759.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4317</title>
        <cusip>3140X7YP8</cusip>
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          <ticker value="FNMA"/>
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        <balance>468313.16</balance>
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        <curCd>USD</curCd>
        <valUSD>418972.03</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4717</title>
        <cusip>3140X8G35</cusip>
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          <isin value="US3140X8G353"/>
          <ticker value="FNMA"/>
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        <balance>1113129.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>951303</valUSD>
        <pctVal>0.0198836250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5486</title>
        <cusip>3140X9CY9</cusip>
        <identifiers>
          <isin value="US3140X9CY98"/>
          <ticker value="FNMA"/>
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        <balance>612865.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>567697.25</valUSD>
        <pctVal>0.0118657034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7071</title>
        <cusip>3140XA2D3</cusip>
        <identifiers>
          <isin value="US3140XA2D36"/>
          <ticker value="FNMA"/>
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        <balance>1129559.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1001339</valUSD>
        <pctVal>0.0209294506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RTX Corp.</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 5.15 02/27/33</title>
        <cusip>75513ECR0</cusip>
        <identifiers>
          <isin value="US75513ECR09"/>
          <ticker value="RTX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1032800.88</valUSD>
        <pctVal>0.0215870500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citizens Bank National Association</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CFG V4.575 08/09/28</title>
        <cusip>75524KPG3</cusip>
        <identifiers>
          <isin value="US75524KPG30"/>
          <ticker value="CFG"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2014925.26</valUSD>
        <pctVal>0.0421148869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.575000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8938</title>
        <cusip>3140XC4Y1</cusip>
        <identifiers>
          <isin value="US3140XC4Y19"/>
          <ticker value="FNMA"/>
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        <balance>2005796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1652502.88</valUSD>
        <pctVal>0.0345397287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8347</title>
        <cusip>3140XCHZ4</cusip>
        <identifiers>
          <isin value="US3140XCHZ46"/>
          <ticker value="FNMA"/>
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        <balance>1003333.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>980206.75</valUSD>
        <pctVal>0.0204877557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CenterPoint Energy Resources Corp.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CNP 4.4 07/01/32</title>
        <cusip>15189WAP5</cusip>
        <identifiers>
          <isin value="US15189WAP59"/>
          <ticker value="CNP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>989341.25</valUSD>
        <pctVal>0.0206786801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Coca-Cola Co (The)</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 2 03/05/31</title>
        <cusip>191216DK3</cusip>
        <identifiers>
          <isin value="US191216DK34"/>
          <ticker value="KO"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1359330.13</valUSD>
        <pctVal>0.0284119892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 3.85 10/29/41</title>
        <cusip>00774MAZ8</cusip>
        <identifiers>
          <isin value="US00774MAZ86"/>
          <ticker value="AER"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>653747.56</valUSD>
        <pctVal>0.0136642808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cencora Inc</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>COR 5.15 02/15/35</title>
        <cusip>03073EAY1</cusip>
        <identifiers>
          <isin value="US03073EAY14"/>
          <ticker value="COR"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>817644.06</valUSD>
        <pctVal>0.0170899575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8629</title>
        <cusip>3140XCST6</cusip>
        <identifiers>
          <isin value="US3140XCST66"/>
          <ticker value="FNMA"/>
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        <balance>384706.84</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297745.44</valUSD>
        <pctVal>0.0062233155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9309</title>
        <cusip>3140XDKX3</cusip>
        <identifiers>
          <isin value="US3140XDKX34"/>
          <ticker value="FNMA"/>
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        <balance>546412.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>523489.78</valUSD>
        <pctVal>0.0109417026</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 5.15 06/01/29</title>
        <cusip>842400JC8</cusip>
        <identifiers>
          <isin value="US842400JC81"/>
          <ticker value="EIX"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>510911.84</valUSD>
        <pctVal>0.0106788052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Starbucks Corp.</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>SBUX 2.25 03/12/30</title>
        <cusip>855244AW9</cusip>
        <identifiers>
          <isin value="US855244AW96"/>
          <ticker value="SBUX"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1383101.34</valUSD>
        <pctVal>0.0289088423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0544</title>
        <cusip>3140XFTA9</cusip>
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          <isin value="US3140XFTA97"/>
          <ticker value="FNMA"/>
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        <balance>518955.44</balance>
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        <curCd>USD</curCd>
        <valUSD>460778.63</valUSD>
        <pctVal>0.0096309477</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0969</title>
        <cusip>3140XGCF4</cusip>
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          <isin value="US3140XGCF41"/>
          <ticker value="FNMA"/>
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        <balance>1106882.25</balance>
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        <curCd>USD</curCd>
        <valUSD>1024579.99</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Inc.</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TXN 1.75 05/04/30</title>
        <cusip>882508BJ2</cusip>
        <identifiers>
          <isin value="US882508BJ22"/>
          <ticker value="TXN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>910310.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Toyota Motor Credit Corp.</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA 4.5 05/14/27</title>
        <cusip>89236TNG6</cusip>
        <identifiers>
          <isin value="US89236TNG66"/>
          <ticker value="TOYOTA"/>
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        <balance>2200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2221133</valUSD>
        <pctVal>0.0464249305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3605</title>
        <cusip>3140XKAF7</cusip>
        <identifiers>
          <isin value="US3140XKAF70"/>
          <ticker value="FNMA"/>
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        <balance>366844.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>381633.78</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS4054</title>
        <cusip>3140XKQG8</cusip>
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          <isin value="US3140XKQG89"/>
          <ticker value="FNMA"/>
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        <balance>435820.16</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>412225.25</valUSD>
        <pctVal>0.0086161110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS5223</title>
        <cusip>3140XLYV4</cusip>
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          <isin value="US3140XLYV48"/>
          <ticker value="FNMA"/>
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        <balance>489169.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492529.22</valUSD>
        <pctVal>0.0102945815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS7532</title>
        <cusip>3140XPLN7</cusip>
        <identifiers>
          <isin value="US3140XPLN72"/>
          <ticker value="FNMA"/>
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        <balance>1468086.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1499760.88</valUSD>
        <pctVal>0.0313471974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA0639</title>
        <cusip>31417YV95</cusip>
        <identifiers>
          <isin value="US31417YV955"/>
          <ticker value="FNMA"/>
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        <balance>511575.21</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>500799.26</valUSD>
        <pctVal>0.0104674375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4407</title>
        <cusip>31418D3R1</cusip>
        <identifiers>
          <isin value="US31418D3R16"/>
          <ticker value="FHLMC"/>
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        <balance>676354.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>588930.31</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trane Technologies Financing Ltd.</name>
        <lei>549300A5OEF3CJI2CO89</lei>
        <title>TT 5.25 03/03/33</title>
        <cusip>892938AA9</cusip>
        <identifiers>
          <isin value="US892938AA96"/>
          <ticker value="TT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1041417.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRPCN 4.875 05/15/48</title>
        <cusip>89352HAY5</cusip>
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          <isin value="US89352HAY53"/>
          <ticker value="TRPCN"/>
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        <balance>475000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>429283.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4413</title>
        <cusip>31418D3X8</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>7100332.31</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4418</title>
        <cusip>31418D4C3</cusip>
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          <isin value="US31418D4C38"/>
          <ticker value="FHLMC"/>
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        <balance>1667973.38</balance>
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        <valUSD>1544975.01</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNANA 4.875 09/08/28</title>
        <cusip>904764BS5</cusip>
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          <ticker value="UNANA"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1026669.63</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>UAL 5.8 01/15/36</title>
        <cusip>90932LAJ6</cusip>
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          <isin value="US90932LAJ61"/>
          <ticker value="UAL"/>
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        <balance>932971.04</balance>
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        <curCd>USD</curCd>
        <valUSD>974578.13</valUSD>
        <pctVal>0.0203701093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4466</title>
        <cusip>31418D6C1</cusip>
        <identifiers>
          <isin value="US31418D6C10"/>
          <ticker value="FHLMC"/>
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        <balance>1826964.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1558577.75</valUSD>
        <pctVal>0.0325765561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4157</title>
        <cusip>31418DTP7</cusip>
        <identifiers>
          <isin value="US31418DTP77"/>
          <ticker value="FHLMC"/>
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        <balance>383707</balance>
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        <curCd>USD</curCd>
        <valUSD>296066.31</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 3.771 05/24/61</title>
        <cusip>91087BAN0</cusip>
        <identifiers>
          <isin value="US91087BAN01"/>
          <ticker value="MEX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>615500</valUSD>
        <pctVal>0.0128648508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.771000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bancorp.</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
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        <cusip>91159HHM5</cusip>
        <identifiers>
          <isin value="US91159HHM51"/>
          <ticker value="USB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>997449.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4176</title>
        <cusip>31418DUA8</cusip>
        <identifiers>
          <isin value="US31418DUA89"/>
          <ticker value="FHLMC"/>
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        <balance>391830.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344400.44</valUSD>
        <pctVal>0.0071984732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4329</title>
        <cusip>31418DY30</cusip>
        <identifiers>
          <isin value="US31418DY308"/>
          <ticker value="FHLMC"/>
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        <balance>1054324.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>976604.58</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 11/15/44</title>
        <cusip>912810RJ9</cusip>
        <identifiers>
          <isin value="US912810RJ97"/>
          <ticker value="T"/>
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        <balance>27400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21190047.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.75 08/15/41</title>
        <cusip>912810TA6</cusip>
        <identifiers>
          <isin value="US912810TA60"/>
          <ticker value="T"/>
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        <balance>35901000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24223358.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 5.25 03/15/35 *</title>
        <cusip>26442CBQ6</cusip>
        <identifiers>
          <isin value="US26442CBQ69"/>
          <ticker value="DUK"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>826748</valUSD>
        <pctVal>0.0172802432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBCN 5.625 04/05/34</title>
        <cusip>29250NCC7</cusip>
        <identifiers>
          <isin value="US29250NCC74"/>
          <ticker value="ENBCN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1043924.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4333</title>
        <cusip>31418DY71</cusip>
        <identifiers>
          <isin value="US31418DY712"/>
          <ticker value="FHLMC"/>
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        <balance>796386.92</balance>
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        <curCd>USD</curCd>
        <valUSD>694096.51</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5296</title>
        <cusip>31418E3E8</cusip>
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          <isin value="US31418E3E84"/>
          <ticker value="FHLMC"/>
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        <balance>2349084.25</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.5 10/31/27</title>
        <cusip>91282CAU5</cusip>
        <identifiers>
          <isin value="US91282CAU53"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>14213086.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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          <annualizedRt>0.500000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.25 08/15/31</title>
        <cusip>91282CCS8</cusip>
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          <isin value="US91282CCS89"/>
          <ticker value="T"/>
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          <maturityDt>2031-08-15</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4584</title>
        <cusip>31418ECW8</cusip>
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          <isin value="US31418ECW84"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4692</title>
        <cusip>31418EGA2</cusip>
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          <isin value="US31418EGA29"/>
          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5011</title>
        <cusip>31418ER93</cusip>
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          <isin value="US31418ER938"/>
          <ticker value="FHLMC"/>
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        <balance>875548.69</balance>
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        <curCd>USD</curCd>
        <valUSD>903402.75</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5054</title>
        <cusip>31418ETL4</cusip>
        <identifiers>
          <isin value="US31418ETL47"/>
          <ticker value="FHLMC"/>
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        <balance>1035793.88</balance>
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        <curCd>USD</curCd>
        <valUSD>983466.75</valUSD>
        <pctVal>0.0205558944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-15</maturityDt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
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          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US31418FFD42"/>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 04/30/30</title>
        <cusip>91282CMZ1</cusip>
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          <isin value="US91282CMZ13"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
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          <ticker value="UNH"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2064-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5647</title>
        <cusip>31418FHZ3</cusip>
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          <isin value="US31418FHZ36"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2055-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RJ2210</title>
        <cusip>3142GSN46</cusip>
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          <isin value="US3142GSN467"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Wisconsin Power and Light Company</name>
        <lei>JWBYHVQVMY66CVCOSO49</lei>
        <title>LNT 3.95 09/01/32</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Workday Inc</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WDAY 3.8 04/01/32</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Fidelity National Information Services Inc</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>FIS 3.1 03/01/41</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Florida Power &amp; Light Co.</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 5.05 04/01/28</title>
        <cusip>341081GK7</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLES TRUST 2</name>
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        <title>WOART 2024-A A3</title>
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      <invstOrSec>
        <name>Fortune Brands Innovations Inc</name>
        <lei>54930032LHW54PQUJD44</lei>
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        <name>GATX Corporation</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GMT 5.5 06/15/35</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2891</title>
        <cusip>36179RF87</cusip>
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          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3873</title>
        <cusip>36179SJS7</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4652</title>
        <cusip>36179TEZ4</cusip>
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          <isin value="US36179TEZ49"/>
          <ticker value="GNR"/>
          <other otherDesc="Dummy CUSIP" value="1616153675"/>
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        <balance>481193.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>448585.41</valUSD>
        <pctVal>0.0093760916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5020</title>
        <cusip>36179TSH9</cusip>
        <identifiers>
          <isin value="US36179TSH94"/>
          <ticker value="GNR"/>
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        <balance>280493.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>269983</valUSD>
        <pctVal>0.0056430398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8503</title>
        <cusip>3132D6NU0</cusip>
        <identifiers>
          <isin value="US3132D6NU00"/>
          <ticker value="FHLMC"/>
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        <balance>536042.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>498869</valUSD>
        <pctVal>0.0104270922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0314</title>
        <cusip>3132D9K37</cusip>
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          <isin value="US3132D9K373"/>
          <ticker value="FHLMC"/>
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        <balance>395729.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>354441.19</valUSD>
        <pctVal>0.0074083396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5078</title>
        <cusip>36179TUB9</cusip>
        <identifiers>
          <isin value="US36179TUB96"/>
          <ticker value="GNR"/>
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        <balance>511387.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492132.38</valUSD>
        <pctVal>0.0102862870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5079</title>
        <cusip>36179TUC7</cusip>
        <identifiers>
          <isin value="US36179TUC79"/>
          <ticker value="GNR"/>
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        <balance>431580.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>429106.19</valUSD>
        <pctVal>0.0089689474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6217</title>
        <cusip>36179U4A7</cusip>
        <identifiers>
          <isin value="US36179U4A78"/>
          <ticker value="GNR"/>
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        <balance>507070.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>440137.22</valUSD>
        <pctVal>0.0091995121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6283</title>
        <cusip>36179U6U1</cusip>
        <identifiers>
          <isin value="US36179U6U15"/>
          <ticker value="GNR"/>
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        <balance>1537749</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1388069.75</valUSD>
        <pctVal>0.0290126893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7135</title>
        <cusip>36179V4U1</cusip>
        <identifiers>
          <isin value="US36179V4U15"/>
          <ticker value="GNR"/>
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        <balance>471142.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>390333.81</valUSD>
        <pctVal>0.0081585479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6930</title>
        <cusip>36179VVX5</cusip>
        <identifiers>
          <isin value="US36179VVX53"/>
          <ticker value="GNR"/>
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        <balance>3341780.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2769534.47</valUSD>
        <pctVal>0.0578873238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5.7 04/01/35</title>
        <cusip>29273VBE9</cusip>
        <identifiers>
          <isin value="US29273VBE92"/>
          <ticker value="ET"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1035126.75</valUSD>
        <pctVal>0.0216356641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Equifax Inc.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EFX 2.35 09/15/31</title>
        <cusip>294429AT2</cusip>
        <identifiers>
          <isin value="US294429AT25"/>
          <ticker value="EFX"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155658.64</valUSD>
        <pctVal>0.0032534934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIA 4.5 08/25/28 GMTN</title>
        <cusip>045167FZ1</cusip>
        <identifiers>
          <isin value="US045167FZ16"/>
          <ticker value="ASIA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1023091</valUSD>
        <pctVal>0.0213840993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIA 4.125 05/30/30 GMTN</title>
        <cusip>045167GL1</cusip>
        <identifiers>
          <isin value="US045167GL11"/>
          <ticker value="ASIA"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1421364.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>COP 5.9 10/15/32</title>
        <cusip>20825CAF1</cusip>
        <identifiers>
          <isin value="US20825CAF14"/>
          <ticker value="COP"/>
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        <balance>438000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>475383.56</valUSD>
        <pctVal>0.0099362122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.900000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ConocoPhillips Co.</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
        <title>COP 3.758 03/15/42</title>
        <cusip>20826FBC9</cusip>
        <identifiers>
          <isin value="US20826FBC95"/>
          <ticker value="COP"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>956973.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.758000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 5.15 03/02/28</title>
        <cusip>031162DP2</cusip>
        <identifiers>
          <isin value="US031162DP23"/>
          <ticker value="AMGN"/>
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        <balance>1800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1842102.25</valUSD>
        <pctVal>0.0385026331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 5.65 03/16/52</title>
        <cusip>05526DBV6</cusip>
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          <isin value="US05526DBV64"/>
          <ticker value="BATSLN"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1417902.25</valUSD>
        <pctVal>0.0296362322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips Co.</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
        <title>COP 5.5 01/15/55</title>
        <cusip>20826FBM7</cusip>
        <identifiers>
          <isin value="US20826FBM77"/>
          <ticker value="COP"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>478275.69</valUSD>
        <pctVal>0.0099966619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 4.9 09/01/29</title>
        <cusip>22822VBF7</cusip>
        <identifiers>
          <isin value="US22822VBF76"/>
          <ticker value="CCI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1015512.63</valUSD>
        <pctVal>0.0212257002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corp.</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 2.995 08/16/39</title>
        <cusip>30231GAY8</cusip>
        <identifiers>
          <isin value="US30231GAY89"/>
          <ticker value="XOM"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>940285.59</valUSD>
        <pctVal>0.0196533450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.995000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 4.875 11/15/35</title>
        <cusip>30303MAD4</cusip>
        <identifiers>
          <isin value="US30303MAD48"/>
          <ticker value="META"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1997320</valUSD>
        <pctVal>0.0417469112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Boeing Co.</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 3.75 02/01/50</title>
        <cusip>097023CQ6</cusip>
        <identifiers>
          <isin value="US097023CQ64"/>
          <ticker value="BA"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1090885.5</valUSD>
        <pctVal>0.0228011035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 5.5 02/22/44</title>
        <cusip>110122EJ3</cusip>
        <identifiers>
          <isin value="US110122EJ39"/>
          <ticker value="BMY"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>500964.13</valUSD>
        <pctVal>0.0104708835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brown &amp; Brown Inc</name>
        <lei>549300PC8KTJ71XKFY89</lei>
        <title>BRO 4.9 06/23/30</title>
        <cusip>115236AK7</cusip>
        <identifiers>
          <isin value="US115236AK73"/>
          <ticker value="BRO"/>
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        <balance>325000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329494.59</valUSD>
        <pctVal>0.0068869192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2180</title>
        <cusip>3132DPM54</cusip>
        <identifiers>
          <isin value="US3132DPM547"/>
          <ticker value="FHLMC"/>
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        <balance>224006.95</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230996.94</valUSD>
        <pctVal>0.0048281741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD3024</title>
        <cusip>3132DQLD6</cusip>
        <identifiers>
          <isin value="US3132DQLD69"/>
          <ticker value="FHLMC"/>
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        <balance>371263.03</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>379747.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR QF0718</title>
        <cusip>3133BMYP4</cusip>
        <identifiers>
          <isin value="US3133BMYP40"/>
          <ticker value="FHLB"/>
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        <balance>398403.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393340.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1179</title>
        <cusip>3132DNJY0</cusip>
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          <isin value="US3132DNJY04"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD3239</title>
        <cusip>3132DQS49</cusip>
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          <isin value="US3132DQS492"/>
          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA8247</title>
        <cusip>3133KQEU6</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3148</title>
        <cusip>31418CQA5</cusip>
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          <isin value="US31418CQA52"/>
          <ticker value="FNMA"/>
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        <balance>1981037.5</balance>
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          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4624</title>
        <cusip>31418ED64</cusip>
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          <isin value="US31418ED649"/>
          <ticker value="FHLMC"/>
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        <balance>898150.63</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6154</title>
        <cusip>36179UZT2</cusip>
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          <isin value="US36179UZT23"/>
          <ticker value="GNR"/>
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        <balance>430537.84</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>397278.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.</name>
        <lei>RB8RC03FUD8DSX57C193</lei>
        <title>JBSSBZ 5.95 04/20/35 144A</title>
        <cusip>472140AA0</cusip>
        <identifiers>
          <isin value="US472140AA00"/>
          <ticker value="JBSSBZ"/>
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        <balance>770000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>809646.19</valUSD>
        <pctVal>0.0169227903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Korea Development Bank</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KDB 1.375 04/25/27</title>
        <cusip>500630DN5</cusip>
        <identifiers>
          <isin value="US500630DN56"/>
          <ticker value="KDB"/>
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        <balance>470000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>455735.66</valUSD>
        <pctVal>0.0095255423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nomura Holdings Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA 2.608 07/14/31</title>
        <cusip>65535HAX7</cusip>
        <identifiers>
          <isin value="US65535HAX70"/>
          <ticker value="NOMURA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>903510.88</valUSD>
        <pctVal>0.0188846997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.608000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NVIDIA Corp.</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVDA 1.55 06/15/28</title>
        <cusip>67066GAM6</cusip>
        <identifiers>
          <isin value="US67066GAM69"/>
          <ticker value="NVDA"/>
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        <balance>1675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1592279.09</valUSD>
        <pctVal>0.0332809634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Williams Partners L.P.</name>
        <lei>WUURD1P1N0874ONXXO03</lei>
        <title>WMB 3.75 06/15/27</title>
        <cusip>96949LAD7</cusip>
        <identifiers>
          <isin value="US96949LAD73"/>
          <ticker value="WMB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>995990.31</valUSD>
        <pctVal>0.0208176552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE Electric Co.</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 5.2 04/01/33</title>
        <cusip>23338VAS5</cusip>
        <identifiers>
          <isin value="US23338VAS51"/>
          <ticker value="DTE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1039189.63</valUSD>
        <pctVal>0.0217205842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 3.5 12/01/29</title>
        <cusip>25278XAN9</cusip>
        <identifiers>
          <isin value="US25278XAN93"/>
          <ticker value="FANG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>970078.69</valUSD>
        <pctVal>0.0202760644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD3373</title>
        <cusip>3132DQXA9</cusip>
        <identifiers>
          <isin value="US3132DQXA92"/>
          <ticker value="FHLMC"/>
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        <balance>374440.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>383089.88</valUSD>
        <pctVal>0.0080071392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD4637</title>
        <cusip>3132DSEJ7</cusip>
        <identifiers>
          <isin value="US3132DSEJ78"/>
          <ticker value="FHLMC"/>
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        <balance>405541.72</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>431880.38</valUSD>
        <pctVal>0.0090269320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02109</title>
        <cusip>3128LXKW9</cusip>
        <identifiers>
          <isin value="US3128LXKW98"/>
          <ticker value="FHLMC"/>
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        <balance>5867.84</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6211.13</valUSD>
        <pctVal>0.0001298217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08702</title>
        <cusip>3128MJX88</cusip>
        <identifiers>
          <isin value="US3128MJX884"/>
          <ticker value="FHLMC"/>
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        <balance>637657.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>603687.63</valUSD>
        <pctVal>0.0126179550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO V4.64 09/10/30</title>
        <cusip>06368L8L3</cusip>
        <identifiers>
          <isin value="US06368L8L34"/>
          <ticker value="BMO"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>810127.44</valUSD>
        <pctVal>0.0169328492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.640000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank 2018-Bnk10</name>
        <lei>549300GL0Y86051URC66</lei>
        <title>BANK 2018-BN10 A5</title>
        <cusip>065404BB0</cusip>
        <identifiers>
          <isin value="US065404BB01"/>
          <ticker value="BANK"/>
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        <balance>300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297328.13</valUSD>
        <pctVal>0.0062145931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.688000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 1.125 11/13/27</title>
        <cusip>110122DP0</cusip>
        <identifiers>
          <isin value="US110122DP08"/>
          <ticker value="BMY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>954718.56</valUSD>
        <pctVal>0.0199550152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 2.125 09/15/31</title>
        <cusip>126650DR8</cusip>
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          <isin value="US126650DR85"/>
          <ticker value="CVS"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1032196.56</valUSD>
        <pctVal>0.0215744188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 4.7 12/01/44</title>
        <cusip>25746UCC1</cusip>
        <identifiers>
          <isin value="US25746UCC18"/>
          <ticker value="D"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153545</valUSD>
        <pctVal>0.0032093152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Progress LLC</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUK 4.15 12/01/44</title>
        <cusip>26442RAD3</cusip>
        <identifiers>
          <isin value="US26442RAD35"/>
          <ticker value="DUK"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1166095</valUSD>
        <pctVal>0.0243730922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ecolab Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Energy Transfer LP</name>
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        <name>European Investment Bank</name>
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        <fairValLevel>2</fairValLevel>
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        <name>European Investment Bank</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08763</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FG J27459</title>
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        <name>Federal Home Loan Banks</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Banks</name>
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        <name>European Investment Bank</name>
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        <name>European Investment Bank</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8102</title>
        <cusip>3132D6AB6</cusip>
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          <isin value="US3132D6AB65"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>361548.23</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 4.125 02/13/34</title>
        <cusip>298785KA3</cusip>
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          <isin value="US298785KA31"/>
          <ticker value="EIB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1001249.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corp.</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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        <identifiers>
          <isin value="US30231GBN16"/>
          <ticker value="XOM"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164069</valUSD>
        <pctVal>0.0034292822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.610000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8080</title>
        <cusip>3132DV6R1</cusip>
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          <isin value="US3132DV6R15"/>
          <ticker value="FHLMC"/>
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        <balance>1914141.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1566186.63</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8097</title>
        <cusip>3132DV7J8</cusip>
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          <isin value="US3132DV7J89"/>
          <ticker value="FHLMC"/>
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        <balance>1073183.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>873928.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8149</title>
        <cusip>3132DWBS1</cusip>
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          <isin value="US3132DWBS17"/>
          <ticker value="FHLMC"/>
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        <balance>1562973.03</balance>
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        <curCd>USD</curCd>
        <valUSD>1206902.44</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8173</title>
        <cusip>3132DWCJ0</cusip>
        <identifiers>
          <isin value="US3132DWCJ09"/>
          <ticker value="FHLMC"/>
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        <balance>7883932.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6716400.5</valUSD>
        <pctVal>0.1403826003</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 4.3 08/15/29</title>
        <cusip>30303M8S4</cusip>
        <identifiers>
          <isin value="US30303M8S40"/>
          <ticker value="META"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1012047.5</valUSD>
        <pctVal>0.0211532739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 4.75 08/15/34</title>
        <cusip>30303M8U9</cusip>
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          <isin value="US30303M8U95"/>
          <ticker value="META"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1008196.31</valUSD>
        <pctVal>0.0210727784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Atmos Energy Corp.</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATO 5.5 06/15/41</title>
        <cusip>049560AK1</cusip>
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          <isin value="US049560AK13"/>
          <ticker value="ATO"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179168.02</valUSD>
        <pctVal>0.0037448738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.482 09/21/36</title>
        <cusip>06051GKC2</cusip>
        <identifiers>
          <isin value="US06051GKC23"/>
          <ticker value="BAC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>877564.5</valUSD>
        <pctVal>0.0183423824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.482000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8184</title>
        <cusip>3132DWCV3</cusip>
        <identifiers>
          <isin value="US3132DWCV37"/>
          <ticker value="FHLMC"/>
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        <balance>2226714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1987015.19</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8207</title>
        <cusip>3132DWDL4</cusip>
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          <isin value="US3132DWDL46"/>
          <ticker value="FHLMC"/>
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        <balance>487333.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>451644.69</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A48575</title>
        <cusip>3128K9Q49</cusip>
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          <isin value="US3128K9Q492"/>
          <ticker value="FHLMC"/>
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        <balance>5846.26</balance>
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        <curCd>USD</curCd>
        <valUSD>6190</valUSD>
        <pctVal>0.0001293801</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB0233</title>
        <cusip>3132CWHJ6</cusip>
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          <isin value="US3132CWHJ62"/>
          <ticker value="FHLMC"/>
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        <balance>139119.13</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V4.476 11/11/29</title>
        <cusip>06738EDD4</cusip>
        <identifiers>
          <isin value="US06738EDD40"/>
          <ticker value="BACR"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2011036.38</valUSD>
        <pctVal>0.0420336036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.476000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baxter International, Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAX 3.132 12/01/51</title>
        <cusip>071813CV9</cusip>
        <identifiers>
          <isin value="US071813CV90"/>
          <ticker value="BAX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>628563.38</valUSD>
        <pctVal>0.0131378946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.132000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>CAT 3.25 09/19/49</title>
        <cusip>149123CF6</cusip>
        <identifiers>
          <isin value="US149123CF65"/>
          <ticker value="CAT"/>
        </identifiers>
        <balance>419000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298035.94</valUSD>
        <pctVal>0.0062293873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>CAT 5.2 05/15/35</title>
        <cusip>149123CL3</cusip>
        <identifiers>
          <isin value="US149123CL34"/>
          <ticker value="CAT"/>
        </identifiers>
        <balance>1080000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1119437.69</valUSD>
        <pctVal>0.0233978861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8054</title>
        <cusip>3132D55P3</cusip>
        <identifiers>
          <isin value="US3132D55P31"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>366341.83</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>354220.46</valUSD>
        <pctVal>0.0074037260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8122</title>
        <cusip>3132D6AX8</cusip>
        <identifiers>
          <isin value="US3132D6AX85"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>538509.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>487423.69</valUSD>
        <pctVal>0.0101878685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>BRK 4.25 01/15/49</title>
        <cusip>084664CR0</cusip>
        <identifiers>
          <isin value="US084664CR08"/>
          <ticker value="BRK"/>
        </identifiers>
        <balance>975000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>817496.66</valUSD>
        <pctVal>0.0170868767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boston Gas Company</name>
        <lei>FN7P4E7K9JOBORDEUX61</lei>
        <title>NGGLN 3.15 08/01/27 144A</title>
        <cusip>100743AK9</cusip>
        <identifiers>
          <isin value="US100743AK97"/>
          <ticker value="NGGLN"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493154.59</valUSD>
        <pctVal>0.0103076527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Centene Corp.</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CNC 2.5 03/01/31</title>
        <cusip>15135BAX9</cusip>
        <identifiers>
          <isin value="US15135BAX91"/>
          <ticker value="CNC"/>
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        <balance>2500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2158927.94</valUSD>
        <pctVal>0.0451247537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 2.35 04/01/31 AE</title>
        <cusip>15189XAV0</cusip>
        <identifiers>
          <isin value="US15189XAV01"/>
          <ticker value="CNP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>905765.31</valUSD>
        <pctVal>0.0189318206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7654</title>
        <cusip>36179WQF8</cusip>
        <identifiers>
          <isin value="US36179WQF85"/>
          <ticker value="GNR"/>
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        <balance>79074.43</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79714.74</valUSD>
        <pctVal>0.0016661547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7828</title>
        <cusip>36179WVV7</cusip>
        <identifiers>
          <isin value="US36179WVV70"/>
          <ticker value="GNR"/>
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        <balance>1577243.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1420249.78</valUSD>
        <pctVal>0.0296852990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8237</title>
        <cusip>3132DWEJ8</cusip>
        <identifiers>
          <isin value="US3132DWEJ80"/>
          <ticker value="FHLMC"/>
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        <balance>3679348.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3511400.75</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8278</title>
        <cusip>3132DWFT5</cusip>
        <identifiers>
          <isin value="US3132DWFT53"/>
          <ticker value="FHLMC"/>
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        <balance>353734.34</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>364675.19</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8328</title>
        <cusip>3132DWHD8</cusip>
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          <ticker value="FHLMC"/>
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        <debtSec>
          <maturityDt>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8368</title>
        <cusip>3132DWJM6</cusip>
        <identifiers>
          <isin value="US3132DWJM64"/>
          <ticker value="FHLMC"/>
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        <balance>3107184.38</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8123</title>
        <cusip>3132D6AY6</cusip>
        <identifiers>
          <isin value="US3132D6AY68"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>2332485.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0418</title>
        <cusip>3132D9PB4</cusip>
        <identifiers>
          <isin value="US3132D9PB40"/>
          <ticker value="FHLMC"/>
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        <balance>272552.53</balance>
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        <curCd>USD</curCd>
        <valUSD>268579.19</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8369</title>
        <cusip>3132DWJN4</cusip>
        <identifiers>
          <isin value="US3132DWJN48"/>
          <ticker value="FHLMC"/>
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        <balance>624973.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>649986.63</valUSD>
        <pctVal>0.0135856719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8469</title>
        <cusip>3132DWMS9</cusip>
        <identifiers>
          <isin value="US3132DWMS97"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>2244680.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2277024.25</valUSD>
        <pctVal>0.0475931394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1692</title>
        <cusip>3132DN2Z5</cusip>
        <identifiers>
          <isin value="US3132DN2Z57"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>435596.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>439420.75</valUSD>
        <pctVal>0.0091845368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1985</title>
        <cusip>3132DPF29</cusip>
        <identifiers>
          <isin value="US3132DPF293"/>
          <ticker value="FHLMC"/>
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        <balance>242199.16</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250070.91</valUSD>
        <pctVal>0.0052268480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7935</title>
        <cusip>36179WY85</cusip>
        <identifiers>
          <isin value="US36179WY855"/>
          <ticker value="GNR"/>
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        <balance>3497330.95</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2897336.25</valUSD>
        <pctVal>0.0605585681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8878</title>
        <cusip>36179X2K1</cusip>
        <identifiers>
          <isin value="US36179X2K15"/>
          <ticker value="GNR"/>
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        <balance>2669167.76</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2670226.25</valUSD>
        <pctVal>0.0558116367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8491</title>
        <cusip>3132DWNG4</cusip>
        <identifiers>
          <isin value="US3132DWNG41"/>
          <ticker value="FHLMC"/>
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        <balance>3770045.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3761950.25</valUSD>
        <pctVal>0.0786302661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8507</title>
        <cusip>3132DWNY5</cusip>
        <identifiers>
          <isin value="US3132DWNY56"/>
          <ticker value="FHLMC"/>
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        <balance>1371367.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1408172.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2381</title>
        <cusip>3132DPUE6</cusip>
        <identifiers>
          <isin value="US3132DPUE68"/>
          <ticker value="FHLMC"/>
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        <balance>486076.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>498979.22</valUSD>
        <pctVal>0.0104293960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2384</title>
        <cusip>3132DPUH9</cusip>
        <identifiers>
          <isin value="US3132DPUH99"/>
          <ticker value="FHLMC"/>
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        <balance>198803.33</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208091.98</valUSD>
        <pctVal>0.0043494269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8149</title>
        <cusip>36179XBS4</cusip>
        <identifiers>
          <isin value="US36179XBS45"/>
          <ticker value="GNR"/>
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        <balance>1515354.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1393412.04</valUSD>
        <pctVal>0.0291243510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8348</title>
        <cusip>36179XHZ2</cusip>
        <identifiers>
          <isin value="US36179XHZ24"/>
          <ticker value="GNR"/>
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        <balance>1216090.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1218820.88</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD3760</title>
        <cusip>3132E0E99</cusip>
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          <isin value="US3132E0E994"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258013.55</valUSD>
        <pctVal>0.0053928608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD4017</title>
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          <isin value="US3132E0PA48"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1907291.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2956</title>
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          <isin value="US3132DQH909"/>
          <ticker value="FHLMC"/>
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        <balance>314449.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316731.53</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD7516</title>
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          <isin value="US3132DVK531"/>
          <ticker value="FHLMC"/>
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        <balance>539016.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>519526.63</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8489</title>
        <cusip>36179XNE2</cusip>
        <identifiers>
          <isin value="US36179XNE21"/>
          <ticker value="GNR"/>
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        <balance>277176.16</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>271851.22</valUSD>
        <pctVal>0.0056820884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8567</title>
        <cusip>36179XQU3</cusip>
        <identifiers>
          <isin value="US36179XQU36"/>
          <ticker value="GNR"/>
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        <balance>1041320.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>991901.31</valUSD>
        <pctVal>0.0207321891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-20</maturityDt>
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          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8112</title>
        <cusip>3132DWAM5</cusip>
        <identifiers>
          <isin value="US3132DWAM55"/>
          <ticker value="FHLMC"/>
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        <balance>1656529.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1278512.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8113</title>
        <cusip>3132DWAN3</cusip>
        <identifiers>
          <isin value="US3132DWAN39"/>
          <ticker value="FHLMC"/>
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        <balance>4253441.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3469869.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9850</title>
        <cusip>36179Y5K6</cusip>
        <identifiers>
          <isin value="US36179Y5K69"/>
          <ticker value="GNR"/>
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        <balance>3075319.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3072428.5</valUSD>
        <pctVal>0.0642182524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9172</title>
        <cusip>36179YFM1</cusip>
        <identifiers>
          <isin value="US36179YFM12"/>
          <ticker value="GNR"/>
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        <balance>1820201.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1863251.38</valUSD>
        <pctVal>0.0389446808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9173</title>
        <cusip>36179YFN9</cusip>
        <identifiers>
          <isin value="US36179YFN94"/>
          <ticker value="GNR"/>
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        <balance>153148.02</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158787.72</valUSD>
        <pctVal>0.0033188957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9243</title>
        <cusip>36179YHU1</cusip>
        <identifiers>
          <isin value="US36179YHU10"/>
          <ticker value="GNR"/>
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        <balance>174958.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181352.69</valUSD>
        <pctVal>0.0037905366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9423</title>
        <cusip>36179YPG3</cusip>
        <identifiers>
          <isin value="US36179YPG34"/>
          <ticker value="GNR"/>
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        <balance>1564678.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1586328.5</valUSD>
        <pctVal>0.0331565873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CA2457</title>
        <cusip>3617U9WS0</cusip>
        <identifiers>
          <isin value="US3617U9WS04"/>
          <ticker value="GNR"/>
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        <balance>1052112.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>863071</valUSD>
        <pctVal>0.0180394471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>CSCO 4.95 02/26/31</title>
        <cusip>17275RBS0</cusip>
        <identifiers>
          <isin value="US17275RBS04"/>
          <ticker value="CSCO"/>
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        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1659333.5</valUSD>
        <pctVal>0.0346824987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.503 09/11/31</title>
        <cusip>172967QF1</cusip>
        <identifiers>
          <isin value="US172967QF11"/>
          <ticker value="C"/>
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        <balance>1780000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1785508.75</valUSD>
        <pctVal>0.0373197461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.503000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9905</title>
        <cusip>36180AAE3</cusip>
        <identifiers>
          <isin value="US36180AAE38"/>
          <ticker value="GNR"/>
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        <balance>913606.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>912653.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0093</title>
        <cusip>3618N5C72</cusip>
        <identifiers>
          <isin value="US3618N5C726"/>
          <ticker value="GNR"/>
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        <balance>4877816.01</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4974216.63</valUSD>
        <pctVal>0.1039684077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0147</title>
        <cusip>3618N5EV7</cusip>
        <identifiers>
          <isin value="US3618N5EV73"/>
          <ticker value="GNR"/>
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        <balance>1645336.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1663247.25</valUSD>
        <pctVal>0.0347643018</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0558</title>
        <cusip>3618N5TQ2</cusip>
        <identifiers>
          <isin value="US3618N5TQ24"/>
          <ticker value="GNR"/>
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        <balance>958296.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>991244.44</valUSD>
        <pctVal>0.0207184595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784732</title>
        <cusip>3622AAED2</cusip>
        <identifiers>
          <isin value="US3622AAED25"/>
          <ticker value="GNR"/>
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        <balance>965261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>918020.69</valUSD>
        <pctVal>0.0191879760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Haleon US Capital LLC.</name>
        <lei>549300N8C3A3L0UVQB07</lei>
        <title>HLNLN 3.625 03/24/32</title>
        <cusip>36264FAM3</cusip>
        <identifiers>
          <isin value="US36264FAM32"/>
          <ticker value="HLNLN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>951292.38</valUSD>
        <pctVal>0.0198834030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM Financial Consumer Automobile Receivables Trust 2019-3</name>
        <lei>N/A</lei>
        <title>GMCAR 2022-3 A4</title>
        <cusip>36265WAE3</cusip>
        <identifiers>
          <isin value="US36265WAE30"/>
          <ticker value="GMCAR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>998971.31</valUSD>
        <pctVal>0.0208799624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.710000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 5.2 04/01/45</title>
        <cusip>37045VAJ9</cusip>
        <identifiers>
          <isin value="US37045VAJ98"/>
          <ticker value="GM"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1347252.38</valUSD>
        <pctVal>0.0281595465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 5.05 04/04/28</title>
        <cusip>37045XFE1</cusip>
        <identifiers>
          <isin value="US37045XFE13"/>
          <ticker value="GM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018432</valUSD>
        <pctVal>0.0212867193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V5.727 04/25/30</title>
        <cusip>38141GA87</cusip>
        <identifiers>
          <isin value="US38141GA872"/>
          <ticker value="GS"/>
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        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3134165.75</valUSD>
        <pctVal>0.0655086512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.727000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V4.369 10/21/31 .</title>
        <cusip>38141GD35</cusip>
        <identifiers>
          <isin value="US38141GD355"/>
          <ticker value="GS"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>498808.31</valUSD>
        <pctVal>0.0104258237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.369000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 5.5 06/01/33</title>
        <cusip>404119CQ0</cusip>
        <identifiers>
          <isin value="US404119CQ00"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1040379.88</valUSD>
        <pctVal>0.0217454622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 4.9 11/15/35</title>
        <cusip>404119DF3</cusip>
        <identifiers>
          <isin value="US404119DF36"/>
          <ticker value="HCA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>986326</valUSD>
        <pctVal>0.0206156570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hyatt Hotels Corporation</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>H 5.25 06/30/29</title>
        <cusip>448579AR3</cusip>
        <identifiers>
          <isin value="US448579AR35"/>
          <ticker value="H"/>
        </identifiers>
        <balance>360000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>370573.09</valUSD>
        <pctVal>0.0077455199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Indonesia (Republic of)</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDON 3.5 01/11/28</title>
        <cusip>455780CD6</cusip>
        <identifiers>
          <isin value="US455780CD62"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>990566.88</valUSD>
        <pctVal>0.0207042976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 4.625 01/15/32 GMTN</title>
        <cusip>459058LQ4</cusip>
        <identifiers>
          <isin value="US459058LQ48"/>
          <ticker value="IBRD"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1554726.88</valUSD>
        <pctVal>0.0324960672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Iqvia Inc</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQV 6.25 02/01/29</title>
        <cusip>46266TAF5</cusip>
        <identifiers>
          <isin value="US46266TAF57"/>
          <ticker value="IQV"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1054118.25</valUSD>
        <pctVal>0.0220326142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V1.578 04/22/27</title>
        <cusip>46647PCB0</cusip>
        <identifiers>
          <isin value="US46647PCB04"/>
          <ticker value="JPM"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1166187.26</valUSD>
        <pctVal>0.0243750205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.578000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.946 10/22/35</title>
        <cusip>46647PER3</cusip>
        <identifiers>
          <isin value="US46647PER38"/>
          <ticker value="JPM"/>
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        <balance>1770000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1787448.88</valUSD>
        <pctVal>0.0373602976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.946000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V5.572 04/22/36</title>
        <cusip>46647PEX0</cusip>
        <identifiers>
          <isin value="US46647PEX06"/>
          <ticker value="JPM"/>
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        <balance>725000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>760640.25</valUSD>
        <pctVal>0.0158984945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.572000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jacobs Engineering Group Inc.</name>
        <lei>549300CZ8QS1GE53O776</lei>
        <title>J 6.35 08/18/28</title>
        <cusip>469814AB3</cusip>
        <identifiers>
          <isin value="US469814AB34"/>
          <ticker value="J"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1051963.75</valUSD>
        <pctVal>0.0219875820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 4.9 06/01/31</title>
        <cusip>478160CV4</cusip>
        <identifiers>
          <isin value="US478160CV47"/>
          <ticker value="JNJ"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>835288.19</valUSD>
        <pctVal>0.0174587457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kenvue Inc.</name>
        <lei>5493008HSF8L4M2LIJ82</lei>
        <title>KVUE 5.1 03/22/43</title>
        <cusip>49177JAM4</cusip>
        <identifiers>
          <isin value="US49177JAM45"/>
          <ticker value="KVUE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>960155.94</valUSD>
        <pctVal>0.0200686644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kimco Realty Corporation</name>
        <lei>254900ARY41P4V1JL861</lei>
        <title>KIM 4.6 02/01/33</title>
        <cusip>49446RBA6</cusip>
        <identifiers>
          <isin value="US49446RBA68"/>
          <ticker value="KIM"/>
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        <balance>250000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249830.77</valUSD>
        <pctVal>0.0052218287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kreditanstalt Fuer Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 0.625 01/22/26</title>
        <cusip>500769JJ4</cusip>
        <identifiers>
          <isin value="US500769JJ42"/>
          <ticker value="KFW"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1996479.25</valUSD>
        <pctVal>0.0417293383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kreditanstalt Fuer Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 3.5 08/09/28</title>
        <cusip>500769KM5</cusip>
        <identifiers>
          <isin value="US500769KM51"/>
          <ticker value="KFW"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1498291.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>LLY 5.55 10/15/55</title>
        <cusip>532457DF2</cusip>
        <identifiers>
          <isin value="US532457DF26"/>
          <ticker value="LLY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1006607.31</valUSD>
        <pctVal>0.0210395660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 5.5 02/15/49</title>
        <cusip>55336VAT7</cusip>
        <identifiers>
          <isin value="US55336VAT70"/>
          <ticker value="MPLX"/>
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        <balance>900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>826473.13</valUSD>
        <pctVal>0.0172744980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8121</title>
        <cusip>3132DWAW3</cusip>
        <identifiers>
          <isin value="US3132DWAW38"/>
          <ticker value="FHLMC"/>
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        <balance>6310207.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5150372.88</valUSD>
        <pctVal>0.1076503311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8259</title>
        <cusip>3132DWE82</cusip>
        <identifiers>
          <isin value="US3132DWE821"/>
          <ticker value="FHLMC"/>
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        <balance>346603.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>352894.66</valUSD>
        <pctVal>0.0073760149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 5.227 11/17/34</title>
        <cusip>10373QCA6</cusip>
        <identifiers>
          <isin value="US10373QCA67"/>
          <ticker value="BPLN"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>825299.44</valUSD>
        <pctVal>0.0172499662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.227000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 5.8 03/15/56</title>
        <cusip>12189LBM2</cusip>
        <identifiers>
          <isin value="US12189LBM28"/>
          <ticker value="BNSF"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>510492.63</valUSD>
        <pctVal>0.0106700431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8244</title>
        <cusip>3132D6ER7</cusip>
        <identifiers>
          <isin value="US3132D6ER71"/>
          <ticker value="FHLMC"/>
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        <balance>209326.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214834.66</valUSD>
        <pctVal>0.0044903588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8266</title>
        <cusip>3132D6FF2</cusip>
        <identifiers>
          <isin value="US3132D6FF25"/>
          <ticker value="FHLMC"/>
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        <balance>210305.55</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215821.28</valUSD>
        <pctVal>0.0045109806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 4.375 03/15/29</title>
        <cusip>571748BG6</cusip>
        <identifiers>
          <isin value="US571748BG65"/>
          <ticker value="MMC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>504987.06</valUSD>
        <pctVal>0.0105549686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MasterCard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MA 3.85 03/26/50</title>
        <cusip>57636QAQ7</cusip>
        <identifiers>
          <isin value="US57636QAQ73"/>
          <ticker value="MA"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469701.28</valUSD>
        <pctVal>0.0098174442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8372</title>
        <cusip>3132DWJR5</cusip>
        <identifiers>
          <isin value="US3132DWJR51"/>
          <ticker value="FHLMC"/>
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        <balance>500982.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>508114.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8474</title>
        <cusip>3132DWMX8</cusip>
        <identifiers>
          <isin value="US3132DWMX82"/>
          <ticker value="FHLMC"/>
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        <balance>5096396.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5083744.01</valUSD>
        <pctVal>0.1062576902</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mid-America Apartments, L.P.</name>
        <lei>549300FXWGE3QSYCUJ38</lei>
        <title>MAA 2.875 09/15/51</title>
        <cusip>59523UAU1</cusip>
        <identifiers>
          <isin value="US59523UAU16"/>
          <ticker value="MAA"/>
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        <balance>750000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>476573.41</valUSD>
        <pctVal>0.0099610818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mondelez International, Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>MDLZ 2.75 04/13/30</title>
        <cusip>609207AT2</cusip>
        <identifiers>
          <isin value="US609207AT22"/>
          <ticker value="MDLZ"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1412222.44</valUSD>
        <pctVal>0.0295175159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q32667</title>
        <cusip>3132QN6D6</cusip>
        <identifiers>
          <isin value="US3132QN6D69"/>
          <ticker value="FHLMC"/>
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        <balance>239753.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220030.66</valUSD>
        <pctVal>0.0045989628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Moodys Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Bank Of America Merrill Lynch Trust 2016-C32</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA8249</title>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>Morgan Stanley Private Bank National Association</name>
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      <invstOrSec>
        <name>The Mosaic Company</name>
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      <invstOrSec>
        <name>Nike, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5131</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5154</title>
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          <maturityDt>2042-04-01</maturityDt>
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          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
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        <valUSD>477632.72</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
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        <curCd>USD</curCd>
        <valUSD>987169.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AQ4027</title>
        <cusip>3138MKPM2</cusip>
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          <isin value="US3138MKPM22"/>
          <ticker value="FNMA"/>
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        <balance>54568.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53213.64</valUSD>
        <pctVal>0.0011122430</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AU3742</title>
        <cusip>3138X3EQ1</cusip>
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          <isin value="US3138X3EQ13"/>
          <ticker value="FNMA"/>
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        <balance>274269.56</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AW8165</title>
        <cusip>3138XYCB8</cusip>
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          <isin value="US3138XYCB88"/>
          <ticker value="FNMA"/>
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        <balance>181190.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177317.64</valUSD>
        <pctVal>0.0037061982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BJ1471</title>
        <cusip>3140H2T57</cusip>
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          <ticker value="FNMA"/>
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        <balance>647311</balance>
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        <curCd>USD</curCd>
        <valUSD>628611.69</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4 07/15/46</title>
        <cusip>68389XBJ3</cusip>
        <identifiers>
          <isin value="US68389XBJ37"/>
          <ticker value="ORCL"/>
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        <balance>1470000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018990.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PECO Energy Co.</name>
        <lei>YH65D4JBECK76IFEJ279</lei>
        <title>EXC 4.375 08/15/52</title>
        <cusip>693304BE6</cusip>
        <identifiers>
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          <ticker value="EXC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>823730.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1059</title>
        <cusip>3132DNE82</cusip>
        <identifiers>
          <isin value="US3132DNE820"/>
          <ticker value="FHLMC"/>
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        <balance>1743261.79</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1621356.69</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2781</title>
        <cusip>3132DQCS3</cusip>
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          <isin value="US3132DQCS30"/>
          <ticker value="FHLMC"/>
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        <balance>512639.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>526859.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 3.45 10/06/46</title>
        <cusip>713448DP0</cusip>
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          <ticker value="PEP"/>
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        <balance>2500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1886123.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
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      <invstOrSec>
        <name>Pfizer Investment Enterprises Pte Ltd.</name>
        <lei>5493000FQO8XF9C0RT95</lei>
        <title>PFE 5.3 05/19/53</title>
        <cusip>716973AG7</cusip>
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        <curCd>USD</curCd>
        <valUSD>1447773.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 1.75 08/18/31</title>
        <cusip>717081FB4</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 2.95 05/05/45</title>
        <cusip>718286CH8</cusip>
        <identifiers>
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          <ticker value="PHILIP"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1403852</valUSD>
        <pctVal>0.0293425614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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      <invstOrSec>
        <name>PORT MORROW ORE</name>
        <lei>N/A</lei>
        <title>OR PTMTRN 2.99 09/01/2036</title>
        <cusip>73474TAP5</cusip>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1731545</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Public Service Electric &amp; Gas Co.</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>PEG 5.3 08/01/54</title>
        <cusip>74456QCT1</cusip>
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          <ticker value="PEG"/>
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        <balance>800000</balance>
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        <curCd>USD</curCd>
        <valUSD>764487.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Quebec (Province Of)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>Q 1.35 05/28/30</title>
        <cusip>748148SB0</cusip>
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          <ticker value="Q"/>
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        <balance>3200000</balance>
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        <curCd>USD</curCd>
        <valUSD>2874756.88</valUSD>
        <pctVal>0.0600866262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-28</maturityDt>
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          <annualizedRt>1.350000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>O 1.8 03/15/33</title>
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          <ticker value="O"/>
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        <curCd>USD</curCd>
        <valUSD>830111.25</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Roper Technologies Inc</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROP 4.5 10/15/29</title>
        <cusip>776696AG1</cusip>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>807550.81</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Schlumberger Holdings Corporation</name>
        <lei>529900IKZG65COT1D505</lei>
        <title>SLB 4.85 05/15/33 144A</title>
        <cusip>806851AP6</cusip>
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          <ticker value="SLB"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>501558.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Shell Finance US Inc.</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>120655.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHW 4.8 09/01/31</title>
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          <ticker value="SHW"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1432900.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Southern Copper Corporation</name>
        <lei>2549007U6NAP46Q9TU15</lei>
        <title>SCCO 5.25 11/08/42</title>
        <cusip>84265VAG0</cusip>
        <identifiers>
          <isin value="US84265VAG05"/>
          <ticker value="SCCO"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>479176.63</valUSD>
        <pctVal>0.0100154929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Poland (Republic of)</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND 5.375 02/12/35 10Y</title>
        <cusip>857524AH5</cusip>
        <identifiers>
          <isin value="US857524AH50"/>
          <ticker value="POLAND"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1036648.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQNR 4.25 11/23/41</title>
        <cusip>85771PAE2</cusip>
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          <ticker value="EQNR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>886183.63</valUSD>
        <pctVal>0.0185225349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 2.8 03/10/27 MTN</title>
        <cusip>89114TZT2</cusip>
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          <ticker value="TD"/>
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        <balance>1300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1283314.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD5320</title>
        <cusip>3132DS4D1</cusip>
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          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>882619.44</valUSD>
        <pctVal>0.0184480381</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8018</title>
        <cusip>3132DV4B8</cusip>
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          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134728.41</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD4031</title>
        <cusip>3132E0PQ9</cusip>
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          <isin value="US3132E0PQ99"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>299459.34</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V61548</title>
        <cusip>3132KFWH1</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.5 09/15/53</title>
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          <ticker value="T"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 1.4 06/30/30</title>
        <cusip>002824BQ2</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN5278</title>
        <cusip>3140JM2L5</cusip>
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          <ticker value="FNMA"/>
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        <balance>272978.88</balance>
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        <curCd>USD</curCd>
        <valUSD>270337.38</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BV9958</title>
        <cusip>3140MQB40</cusip>
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          <isin value="US3140MQB401"/>
          <ticker value="FN"/>
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        <balance>2032775.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1945658.75</valUSD>
        <pctVal>0.0406671155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 3.875 01/23/28</title>
        <cusip>00774MAE5</cusip>
        <identifiers>
          <isin value="US00774MAE57"/>
          <ticker value="AER"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1492770.94</valUSD>
        <pctVal>0.0312010974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ARE 3.55 03/15/52</title>
        <cusip>015271AZ2</cusip>
        <identifiers>
          <isin value="US015271AZ25"/>
          <ticker value="ARE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>679394.06</valUSD>
        <pctVal>0.0142003302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 2.25 05/15/30</title>
        <cusip>036752AN3</cusip>
        <identifiers>
          <isin value="US036752AN31"/>
          <ticker value="ELV"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>918117.81</valUSD>
        <pctVal>0.0191900060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.572 10/20/32</title>
        <cusip>06051GKD0</cusip>
        <identifiers>
          <isin value="US06051GKD06"/>
          <ticker value="BAC"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1352854.75</valUSD>
        <pctVal>0.0282766443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.572000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BW9903</title>
        <cusip>3140N3AD1</cusip>
        <identifiers>
          <isin value="US3140N3AD19"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>284972.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279157.59</valUSD>
        <pctVal>0.0058348022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BW9915</title>
        <cusip>3140N3AR0</cusip>
        <identifiers>
          <isin value="US3140N3AR05"/>
          <ticker value="FNMA"/>
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        <balance>444304.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>449439.28</valUSD>
        <pctVal>0.0093939387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>BRK 1.45 10/15/30</title>
        <cusip>084664CW9</cusip>
        <identifiers>
          <isin value="US084664CW92"/>
          <ticker value="BRK"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155982.7</valUSD>
        <pctVal>0.0032602667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.633 04/06/30</title>
        <cusip>10373QBL3</cusip>
        <identifiers>
          <isin value="US10373QBL32"/>
          <ticker value="BPLN"/>
        </identifiers>
        <balance>842000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>825479.13</valUSD>
        <pctVal>0.0172537220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.633000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 4.808 06/03/30 MTN</title>
        <cusip>89115KAB6</cusip>
        <identifiers>
          <isin value="US89115KAB61"/>
          <ticker value="TD"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2041015.25</valUSD>
        <pctVal>0.0426602059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.808000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TotalEnergies Capital S.A.</name>
        <lei>529900QI55ZLJVCMPA71</lei>
        <title>TTEFP 5.15 04/05/34</title>
        <cusip>89157XAA9</cusip>
        <identifiers>
          <isin value="US89157XAA90"/>
          <ticker value="TTEFP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1038158.69</valUSD>
        <pctVal>0.0216990360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Cigna Group</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.8 08/15/38</title>
        <cusip>125523AJ9</cusip>
        <identifiers>
          <isin value="US125523AJ93"/>
          <ticker value="CI"/>
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        <balance>750000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>718140.56</valUSD>
        <pctVal>0.0150101888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Cigna Group</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 3.875 10/15/47 *</title>
        <cusip>125523BK5</cusip>
        <identifiers>
          <isin value="US125523BK57"/>
          <ticker value="CI"/>
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        <balance>827000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>636614.75</valUSD>
        <pctVal>0.0133061800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brown &amp; Brown Inc</name>
        <lei>549300PC8KTJ71XKFY89</lei>
        <title>BRO 5.55 06/23/35</title>
        <cusip>115236AM3</cusip>
        <identifiers>
          <isin value="US115236AM30"/>
          <ticker value="BRO"/>
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        <balance>445000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>456283.03</valUSD>
        <pctVal>0.0095369831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 4.75 05/30/42</title>
        <cusip>126408GW7</cusip>
        <identifiers>
          <isin value="US126408GW72"/>
          <ticker value="CSX"/>
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        <balance>250000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230807.69</valUSD>
        <pctVal>0.0048242185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Campbells Co.</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 5.4 03/21/34</title>
        <cusip>134429BP3</cusip>
        <identifiers>
          <isin value="US134429BP34"/>
          <ticker value="CPB"/>
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        <balance>300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305556.38</valUSD>
        <pctVal>0.0063865755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CNQCN 3.85 06/01/27</title>
        <cusip>136385AX9</cusip>
        <identifiers>
          <isin value="US136385AX99"/>
          <ticker value="CNQCN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>997274</valUSD>
        <pctVal>0.0208444862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corp.</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF V1.878 11/02/27</title>
        <cusip>14040HCH6</cusip>
        <identifiers>
          <isin value="US14040HCH66"/>
          <ticker value="COF"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>981168.31</valUSD>
        <pctVal>0.0205078537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.878000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cenovus Energy Inc</name>
        <lei>549300F4XPHJ7NOSP309</lei>
        <title>CVECN 2.65 01/15/32</title>
        <cusip>15135UAW9</cusip>
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          <isin value="US15135UAW99"/>
          <ticker value="CVECN"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>888428.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Travelers Companies, Inc.</name>
        <lei>549300Y650407RU8B149</lei>
        <title>TRV 5.05 07/24/35</title>
        <cusip>89417EAT6</cusip>
        <identifiers>
          <isin value="US89417EAT64"/>
          <ticker value="TRV"/>
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        <curCd>USD</curCd>
        <valUSD>609378.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 5.4 02/09/28</title>
        <cusip>91087BAU4</cusip>
        <identifiers>
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          <ticker value="MEX"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>510750</valUSD>
        <pctVal>0.0106754225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chile (Republic Of)</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>CHILE 3.25 09/21/71</title>
        <cusip>168863DU9</cusip>
        <identifiers>
          <isin value="US168863DU93"/>
          <ticker value="CHILE"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>308725</valUSD>
        <pctVal>0.0064528043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V6.02 01/24/36</title>
        <cusip>172967PU9</cusip>
        <identifiers>
          <isin value="US172967PU96"/>
          <ticker value="C"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1047390.75</valUSD>
        <pctVal>0.0218919996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.020000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 6.338 05/04/53</title>
        <cusip>91087BAX8</cusip>
        <identifiers>
          <isin value="US91087BAX82"/>
          <ticker value="MEX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>952500</valUSD>
        <pctVal>0.0199086440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.338000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UPS 2.4 11/15/26</title>
        <cusip>911312AY2</cusip>
        <identifiers>
          <isin value="US911312AY27"/>
          <ticker value="UPS"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>494207.56</valUSD>
        <pctVal>0.0103296613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V5.411 09/19/39</title>
        <cusip>17327CAU7</cusip>
        <identifiers>
          <isin value="US17327CAU71"/>
          <ticker value="C"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1408837.13</valUSD>
        <pctVal>0.0294467579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.411000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.937 11/01/56</title>
        <cusip>20030NDU2</cusip>
        <identifiers>
          <isin value="US20030NDU28"/>
          <ticker value="CMCSA"/>
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        <balance>1388000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>779882.38</valUSD>
        <pctVal>0.0163006832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.937000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.25 11/21/49</title>
        <cusip>00287YCB3</cusip>
        <identifiers>
          <isin value="US00287YCB39"/>
          <ticker value="ABBV"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>967677.07</valUSD>
        <pctVal>0.0202258670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Autozone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AZO 5.4 07/15/34</title>
        <cusip>053332BK7</cusip>
        <identifiers>
          <isin value="US053332BK78"/>
          <ticker value="AZO"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>517608.44</valUSD>
        <pctVal>0.0108187740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8093</title>
        <cusip>3132DV7E9</cusip>
        <identifiers>
          <isin value="US3132DV7E92"/>
          <ticker value="FHLMC"/>
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        <balance>151173.23</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141133.09</valUSD>
        <pctVal>0.0029498881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8133</title>
        <cusip>3132DWBA0</cusip>
        <identifiers>
          <isin value="US3132DWBA09"/>
          <ticker value="FHLMC"/>
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        <balance>3763668.09</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2904677.97</valUSD>
        <pctVal>0.0607120208</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 11/15/44</title>
        <cusip>912810UF3</cusip>
        <identifiers>
          <isin value="US912810UF39"/>
          <ticker value="T"/>
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        <balance>1900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1861851.57</valUSD>
        <pctVal>0.0389154228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 02/15/55</title>
        <cusip>912810UG1</cusip>
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          <isin value="US912810UG12"/>
          <ticker value="T"/>
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        <balance>17750000</balance>
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        <curCd>USD</curCd>
        <valUSD>17173125</valUSD>
        <pctVal>0.3589434465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Consumers Energy Company</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
        <title>CMS 3.25 08/15/46</title>
        <cusip>210518CZ7</cusip>
        <identifiers>
          <isin value="US210518CZ72"/>
          <ticker value="CMS"/>
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        <balance>391000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282560.06</valUSD>
        <pctVal>0.0059059188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK 5.25 08/04/45</title>
        <cusip>21684AAD8</cusip>
        <identifiers>
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          <ticker value="RABOBK"/>
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        <balance>390000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>367334.25</valUSD>
        <pctVal>0.0076778234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bell Canada</name>
        <lei>5493000G3EFX9S7TDE29</lei>
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        <curCd>USD</curCd>
        <valUSD>255656.45</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chevron Corp.</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.078000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
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          <ticker value="T"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4885937.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 08/15/27</title>
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          <ticker value="T"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9805469.13</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8189</title>
        <cusip>3132DWC27</cusip>
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          <isin value="US3132DWC270"/>
          <ticker value="FHLMC"/>
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        <balance>1105795.25</balance>
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        <curCd>USD</curCd>
        <valUSD>941173.94</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8202</title>
        <cusip>3132DWDF7</cusip>
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          <isin value="US3132DWDF77"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>301678.38</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Discover Card Execution Note Trust</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>DCENT 2023-A1 A</title>
        <cusip>254683CY9</cusip>
        <identifiers>
          <isin value="US254683CY96"/>
          <ticker value="DCENT"/>
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        <balance>1100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1101118.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.310000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Dow Chemical Co. (The)</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>DOW 4.8 01/15/31</title>
        <cusip>260543DN0</cusip>
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          <isin value="US260543DN04"/>
          <ticker value="DOW"/>
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        <balance>1059000</balance>
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        <curCd>USD</curCd>
        <valUSD>1052999</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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      <invstOrSec>
        <name>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 4.8 09/01/28</title>
        <cusip>22822VBB6</cusip>
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          <isin value="US22822VBB62"/>
          <ticker value="CCI"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1014546.56</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DAL 4.95 07/10/28</title>
        <cusip>247361A24</cusip>
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          <isin value="US247361A246"/>
          <ticker value="DAL"/>
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        <balance>600000</balance>
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        <curCd>USD</curCd>
        <valUSD>610789.88</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 08/15/28</title>
        <cusip>91282CNU1</cusip>
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          <isin value="US91282CNU17"/>
          <ticker value="T"/>
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        <balance>6500000</balance>
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        <curCd>USD</curCd>
        <valUSD>6516504</valUSD>
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        <issuerCat>UST</issuerCat>
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          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 5.5 07/15/44</title>
        <cusip>91324PFK3</cusip>
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          <ticker value="UNH"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8139</title>
        <cusip>3132DWBG7</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8171</title>
        <cusip>3132DWCG6</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 5.95 06/15/55</title>
        <cusip>91324PFR8</cusip>
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      <invstOrSec>
        <name>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 5 05/30/38</title>
        <cusip>92857WBL3</cusip>
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          <ticker value="VOD"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D V6.2 02/15/56</title>
        <cusip>25746UEA3</cusip>
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          <ticker value="D"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Entergy Texas Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-07-01</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA7398</title>
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          <isin value="US3133KPGF99"/>
          <ticker value="FHLMC"/>
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        <balance>661724.63</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SI2002</title>
        <cusip>3133USGK1</cusip>
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          <isin value="US3133USGK14"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Walmart Inc</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Waste Connections Inc.</name>
        <lei>549300ZX1Z8QGWASPX54</lei>
        <title>WCNCN 5.25 09/01/35</title>
        <cusip>94106BAJ0</cusip>
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          <ticker value="WCNCN"/>
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        <balance>800000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BX0804</title>
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          <isin value="US3140N43N51"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8917</title>
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          <isin value="US3140QG4B03"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FHLB 1.25 12/21/26</title>
        <cusip>3130AQF65</cusip>
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          <ticker value="FHLB"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>978411.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB0816</title>
        <cusip>3132CW3Z5</cusip>
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          <isin value="US3132CW3Z59"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WM 4.8 03/15/32</title>
        <cusip>94106LCD9</cusip>
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          <ticker value="WM"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Westlake Corporation</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WLK 3.125 08/15/51</title>
        <cusip>960413AZ5</cusip>
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          <ticker value="WLK"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7458</title>
        <cusip>3140XBJC5</cusip>
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          <ticker value="FNMA"/>
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        <balance>145108.98</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3199</title>
        <cusip>3140XJRV7</cusip>
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          <isin value="US3140XJRV74"/>
          <ticker value="FNMA"/>
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        <balance>1218033.5</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XEL 4.6 06/01/32</title>
        <cusip>98388MAD9</cusip>
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          <isin value="US98388MAD92"/>
          <ticker value="XEL"/>
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        <curCd>USD</curCd>
        <valUSD>994522.19</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZTS 5.6 11/16/32</title>
        <cusip>98978VAV5</cusip>
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          <isin value="US98978VAV53"/>
          <ticker value="ZTS"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>530940.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <ticker value="FNMA"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN 889276</title>
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        <name>Federal National Mortgage Association</name>
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        <debtSec>
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        <name>Ford Credit Floorplan Master Owner Trust A</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-11-15</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SD8061</title>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN CA2471</title>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SD8122</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Healthcare Realty Holdings L.P</name>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8182</title>
        <cusip>3132DWCT8</cusip>
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        <balance>3286405</balance>
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        <debtSec>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SD8348</title>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FG Q36667</title>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
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      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
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        <title>NSC 4.45 03/01/33</title>
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          <ticker value="NSC"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-01</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8463</title>
        <cusip>3132DWML4</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8509</title>
        <cusip>3132DWN25</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 5.375 09/27/54</title>
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          <maturityDt>2054-09-27</maturityDt>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
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        <title>PM 4.75 11/01/31</title>
        <cusip>718172DP1</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K130 A2</title>
        <cusip>3137H1YS9</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8899</title>
        <cusip>3138WJ3H9</cusip>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Southern California Edison Company</name>
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        <title>EIX 4 04/01/47</title>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 5.52 01/13/28</title>
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        <invCountry>JP</invCountry>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61846</title>
        <cusip>31335CBP8</cusip>
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          <ticker value="FHLMC"/>
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          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QA6364</title>
        <cusip>3133A1B92</cusip>
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          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Swedish Export Credit Corp.</name>
        <lei>1FOLRR5RWTWWI397R131</lei>
        <title>SEK 4.125 06/14/28</title>
        <cusip>87031CAL7</cusip>
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          <isin value="US87031CAL72"/>
          <ticker value="SEK"/>
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        <curCd>USD</curCd>
        <valUSD>1010980.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CAE1</cusip>
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          <isin value="US91282CAE12"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>39964537</valUSD>
        <pctVal>0.8353173141</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 08/31/29</title>
        <cusip>91282CFJ5</cusip>
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          <isin value="US91282CFJ53"/>
          <ticker value="T"/>
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        <balance>28500000</balance>
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        <curCd>USD</curCd>
        <valUSD>28019062.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
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          <isin value="US927804FY56"/>
          <ticker value="D"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382657.13</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP5481</title>
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          <isin value="US3140KDCT50"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>496297.22</valUSD>
        <pctVal>0.0103733383</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BX0754</title>
        <cusip>3140N4ZU4</cusip>
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          <isin value="US3140N4ZU42"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>291845.91</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Williams Companies Inc. (The)</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 5.3 09/30/35</title>
        <cusip>969457CS7</cusip>
        <identifiers>
          <isin value="US969457CS75"/>
          <ticker value="WMB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1017187.13</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cheniere Energy Partners Lp</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>CQP 5.75 08/15/34</title>
        <cusip>16411QAS0</cusip>
        <identifiers>
          <isin value="US16411QAS03"/>
          <ticker value="CQP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1044117.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>CSCO 5.1 02/24/35</title>
        <cusip>17275RBZ4</cusip>
        <identifiers>
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          <ticker value="CSCO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1027439.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA4804</title>
        <cusip>3140QCKS4</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>506543.56</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA9240</title>
        <cusip>3140QHHS7</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>1504954.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust 2019-Prm</name>
        <lei>N/A</lei>
        <title>CGCMT 2018-C6 A4</title>
        <cusip>17327GAY0</cusip>
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          <isin value="US17327GAY08"/>
          <ticker value="CGCMT"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2089300.13</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.412000000000</annualizedRt>
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      <invstOrSec>
        <name>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>EXC 5.3 06/01/34</title>
        <cusip>202795JZ4</cusip>
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          <ticker value="EXC"/>
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        <valUSD>1041525.75</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8745</title>
        <cusip>3140XCWF1</cusip>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS5342</title>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB3855</title>
        <cusip>3133AAH88</cusip>
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          <isin value="US3133AAH881"/>
          <ticker value="FHLMC"/>
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        <valUSD>2042318.5</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR QF0207</title>
        <cusip>3133BMGQ2</cusip>
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          <isin value="US3133BMGQ25"/>
          <ticker value="FHLB"/>
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        <curCd>USD</curCd>
        <valUSD>448292.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FN AB9374</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4417</title>
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          <isin value="US31418D4B54"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Consumers Energy Company</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
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          <isin value="US210518DP81"/>
          <ticker value="CMS"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Corebridge Financial Inc.</name>
        <lei>549300XY1661QCIA7J65</lei>
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          <ticker value="CRBG"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4236</title>
        <cusip>31418DV66</cusip>
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          <isin value="US31418DV668"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>1.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4260</title>
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          <isin value="US31418DWW81"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QN2792</title>
        <cusip>3133G9C56</cusip>
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          <isin value="US3133G9C566"/>
          <ticker value="FHLMC"/>
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        <balance>408177.44</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA3484</title>
        <cusip>3133KJ2R2</cusip>
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          <isin value="US3133KJ2R25"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8314</title>
        <cusip>3132DWGX5</cusip>
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          <isin value="US3132DWGX56"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8396</title>
        <cusip>3132DWKH5</cusip>
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          <isin value="US3132DWKH50"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 2.2 01/13/28</title>
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          <isin value="US254687FW18"/>
          <ticker value="DIS"/>
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        <balance>2500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2426707.26</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 4.85 01/05/27</title>
        <cusip>26441CCB9</cusip>
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          <isin value="US26441CCB90"/>
          <ticker value="DUK"/>
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        <balance>1000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Duke Energy Progress LLC</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUK 5.35 03/15/53</title>
        <cusip>26442UAR5</cusip>
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      <invstOrSec>
        <name>EOG Resources Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG 5.35 01/15/36</title>
        <cusip>26875PAZ4</cusip>
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          <isin value="US26875PAZ45"/>
          <ticker value="EOG"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT 5.7 04/01/28</title>
        <cusip>26884LAQ2</cusip>
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          <isin value="US26884LAQ23"/>
          <ticker value="EQT"/>
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        <curCd>USD</curCd>
        <valUSD>515972.31</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Eastman Chemical Company</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>EMN 4.65 10/15/44</title>
        <cusip>277432AP5</cusip>
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          <isin value="US277432AP52"/>
          <ticker value="EMN"/>
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        <balance>900000</balance>
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        <curCd>USD</curCd>
        <valUSD>763171.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Export-Import Bank of Korea</name>
        <lei>549300APVP4R32PI3Y06</lei>
        <title>EIBKOR 4.625 06/07/33 144A</title>
        <cusip>30215EBH9</cusip>
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          <isin value="US30215EBH99"/>
          <ticker value="EIBKOR"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1020456.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18726</title>
        <cusip>3128MMYY3</cusip>
        <identifiers>
          <isin value="US3128MMYY35"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>87366.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86361.89</valUSD>
        <pctVal>0.0018050899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91437</title>
        <cusip>3128P7S20</cusip>
        <identifiers>
          <isin value="US3128P7S208"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>89781.77</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88531.35</valUSD>
        <pctVal>0.0018504348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C01033</title>
        <cusip>31292HEE0</cusip>
        <identifiers>
          <isin value="US31292HEE09"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>718.33</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>743.4</valUSD>
        <pctVal>0.0000155381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA5077</title>
        <cusip>3133KLUA3</cusip>
        <identifiers>
          <isin value="US3133KLUA33"/>
          <ticker value="FHLMC"/>
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        <balance>734819.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>636368.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6503</title>
        <cusip>3133KNGL1</cusip>
        <identifiers>
          <isin value="US3133KNGL10"/>
          <ticker value="FHLMC"/>
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        <balance>1502853.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1227134.63</valUSD>
        <pctVal>0.0256489098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZM5471</title>
        <cusip>3131Y0CG5</cusip>
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          <isin value="US3131Y0CG54"/>
          <ticker value="FHLMC"/>
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        <balance>225003.09</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222696.28</valUSD>
        <pctVal>0.0046546782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB1551</title>
        <cusip>3132CXWL2</cusip>
        <identifiers>
          <isin value="US3132CXWL27"/>
          <ticker value="FHLMC"/>
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        <balance>478623</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>472729.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8021</title>
        <cusip>3132D54E9</cusip>
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          <isin value="US3132D54E92"/>
          <ticker value="FHLMC"/>
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        <balance>470439.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457775.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8103</title>
        <cusip>3132D6AC4</cusip>
        <identifiers>
          <isin value="US3132D6AC49"/>
          <ticker value="FHLMC"/>
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        <balance>1725287.01</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1597033.52</valUSD>
        <pctVal>0.0333803379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6817</title>
        <cusip>3133KNSE4</cusip>
        <identifiers>
          <isin value="US3133KNSE49"/>
          <ticker value="FHLMC"/>
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        <balance>1883380.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1613295.25</valUSD>
        <pctVal>0.0337202319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA8413</title>
        <cusip>3133KQK21</cusip>
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          <isin value="US3133KQK211"/>
          <ticker value="FHLMC"/>
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        <balance>484837.41</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>494354.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8452</title>
        <cusip>3132DWL92</cusip>
        <identifiers>
          <isin value="US3132DWL925"/>
          <ticker value="FHLMC"/>
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        <balance>1406783.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1403290.75</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8433</title>
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        <identifiers>
          <isin value="US3132DWLN10"/>
          <ticker value="FHLMC"/>
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        <balance>3762086.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3910264</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8113</title>
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          <isin value="US3132D6AN04"/>
          <ticker value="FHLMC"/>
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        <balance>187081.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164590.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8119</title>
        <cusip>3132D6AU4</cusip>
        <identifiers>
          <isin value="US3132D6AU47"/>
          <ticker value="FHLMC"/>
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        <balance>582337.09</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>539394.18</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Colgate-Palmolive Co.</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>CL 3.25 08/15/32</title>
        <cusip>194162AP8</cusip>
        <identifiers>
          <isin value="US194162AP89"/>
          <ticker value="CL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>942200.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.987 11/01/63</title>
        <cusip>20030NDW8</cusip>
        <identifiers>
          <isin value="US20030NDW83"/>
          <ticker value="CMCSA"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94657.05</valUSD>
        <pctVal>0.0019784709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5091</title>
        <cusip>3133KYUQ0</cusip>
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          <isin value="US3133KYUQ06"/>
          <ticker value="FHLMC"/>
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        <valUSD>562701.38</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5121</title>
        <cusip>3133KYVN6</cusip>
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          <isin value="US3133KYVN65"/>
          <ticker value="FHLMC"/>
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        <balance>428890.97</balance>
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        <valUSD>372937.88</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8438</title>
        <cusip>3132DWLT8</cusip>
        <identifiers>
          <isin value="US3132DWLT89"/>
          <ticker value="FHLMC"/>
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        <balance>2317585</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2351689.75</valUSD>
        <pctVal>0.0491537576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q39646</title>
        <cusip>3132QWWG0</cusip>
        <identifiers>
          <isin value="US3132QWWG03"/>
          <ticker value="FHLMC"/>
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        <balance>204237.3</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193876.19</valUSD>
        <pctVal>0.0040522961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>EXC 5.65 06/01/54</title>
        <cusip>202795KA7</cusip>
        <identifiers>
          <isin value="US202795KA72"/>
          <ticker value="EXC"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>594973.81</valUSD>
        <pctVal>0.0124358234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips Co.</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
        <title>COP 5 01/15/35</title>
        <cusip>20826FBL9</cusip>
        <identifiers>
          <isin value="US20826FBL94"/>
          <ticker value="COP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1013849.94</valUSD>
        <pctVal>0.0211909476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2545</title>
        <cusip>3140QMZK3</cusip>
        <identifiers>
          <isin value="US3140QMZK30"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>615248.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>544897.63</valUSD>
        <pctVal>0.0113891580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3042</title>
        <cusip>3140QNLY6</cusip>
        <identifiers>
          <isin value="US3140QNLY62"/>
          <ticker value="FNMA"/>
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        <balance>1139971.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>984295.5</valUSD>
        <pctVal>0.0205732165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Corporacion Andina de Fomento</name>
        <lei>UKZ46SXGNYCZK0UOZE76</lei>
        <title>CAF 4.125 01/07/28</title>
        <cusip>219868CK0</cusip>
        <identifiers>
          <isin value="US219868CK01"/>
          <ticker value="CAF"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002925.13</valUSD>
        <pctVal>0.0209626031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dell International LLC / EMC Corp.</name>
        <lei>254900ZARLSVK41DKO78</lei>
        <title>DELL 5.25 02/01/28</title>
        <cusip>24703DBJ9</cusip>
        <identifiers>
          <isin value="US24703DBJ90"/>
          <ticker value="DELL"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1227037.37</valUSD>
        <pctVal>0.0256468769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q52312</title>
        <cusip>3132XUSA4</cusip>
        <identifiers>
          <isin value="US3132XUSA40"/>
          <ticker value="FHLMC"/>
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        <balance>399114.53</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>385245.09</valUSD>
        <pctVal>0.0080521862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q58304</title>
        <cusip>3132Y2GN0</cusip>
        <identifiers>
          <isin value="US3132Y2GN08"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>118736.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114787.75</valUSD>
        <pctVal>0.0023992320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR QF0455</title>
        <cusip>3133BMQG3</cusip>
        <identifiers>
          <isin value="US3133BMQG33"/>
          <ticker value="FHLB"/>
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        <balance>408397.84</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>402609.97</valUSD>
        <pctVal>0.0084151376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QF8052</title>
        <cusip>3133BV5M3</cusip>
        <identifiers>
          <isin value="US3133BV5M39"/>
          <ticker value="FHLMC"/>
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        <balance>577562.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>589765.31</valUSD>
        <pctVal>0.0123269581</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA7373</title>
        <cusip>3133KPFN3</cusip>
        <identifiers>
          <isin value="US3133KPFN33"/>
          <ticker value="FHLMC"/>
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        <balance>320661.78</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>285404.72</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5066</title>
        <cusip>3133KYTX7</cusip>
        <identifiers>
          <isin value="US3133KYTX75"/>
          <ticker value="FHLMC"/>
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        <balance>162592.98</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147841.94</valUSD>
        <pctVal>0.0030901129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 2.125 04/24/26</title>
        <cusip>3135G0K36</cusip>
        <identifiers>
          <isin value="US3135G0K368"/>
          <ticker value="FNMA"/>
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        <balance>5000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4977002.2</valUSD>
        <pctVal>0.1040266302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
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          <ticker value="FFCB"/>
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        <valUSD>571212.55</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8192</title>
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          <ticker value="FHLMC"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB8362</title>
        <cusip>3132D6JF8</cusip>
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          <isin value="US3132D6JF88"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Dollar General Corporation</name>
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          <ticker value="DG"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>483580.91</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Dominion Energy South Carolina Inc</name>
        <lei>3QRVFYR22IUIEOORTK28</lei>
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          <ticker value="D"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2018-M14 A2</title>
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          <isin value="US3136B27L04"/>
          <ticker value="FNMA"/>
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        <balance>1318704.75</balance>
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        <curCd>USD</curCd>
        <valUSD>1306431.13</valUSD>
        <pctVal>0.0273063227</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.577000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2021-M12 2A2</title>
        <cusip>3136BHNU9</cusip>
        <identifiers>
          <isin value="US3136BHNU99"/>
          <ticker value="FNMA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>854082.13</valUSD>
        <pctVal>0.0178515665</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.133000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 3.375 04/01/30 C</title>
        <cusip>25746UDG1</cusip>
        <identifiers>
          <isin value="US25746UDG13"/>
          <ticker value="D"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>771870.06</valUSD>
        <pctVal>0.0161332139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 5.8 06/15/54</title>
        <cusip>26441CCF0</cusip>
        <identifiers>
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          <ticker value="DUK"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>593272.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Florida Project Finance, LLC</name>
        <lei>N/A</lei>
        <title>DUK 2.858 03/01/33 2032</title>
        <cusip>26444GAD5</cusip>
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          <ticker value="DUK"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5.95 05/15/54</title>
        <cusip>29273VAW0</cusip>
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          <ticker value="ET"/>
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        <curCd>USD</curCd>
        <valUSD>947650.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K077 A2</title>
        <cusip>3137FG6X8</cusip>
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          <isin value="US3137FG6X87"/>
          <ticker value="FHMS"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K104 A2</title>
        <cusip>3137FREH0</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.253000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4625</title>
        <cusip>31418ED72</cusip>
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          <isin value="US31418ED722"/>
          <ticker value="FHLMC"/>
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        <balance>941639</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AD1655</title>
        <cusip>31418NZV5</cusip>
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          <isin value="US31418NZV53"/>
          <ticker value="FNMA"/>
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        <balance>92503.55</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8453</title>
        <cusip>3138WJMB1</cusip>
        <identifiers>
          <isin value="US3138WJMB11"/>
          <ticker value="FNMA"/>
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        <balance>405767.31</balance>
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        <curCd>USD</curCd>
        <valUSD>368011.59</valUSD>
        <pctVal>0.0076919808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8667</title>
        <cusip>3138WJTZ1</cusip>
        <identifiers>
          <isin value="US3138WJTZ16"/>
          <ticker value="FNMA"/>
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        <balance>565130.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>541874.19</valUSD>
        <pctVal>0.0113259636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 4.95 06/15/28</title>
        <cusip>29278NAF0</cusip>
        <identifiers>
          <isin value="US29278NAF06"/>
          <ticker value="ET"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1016530.38</valUSD>
        <pctVal>0.0212469727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.2 01/31/50</title>
        <cusip>29379VBW2</cusip>
        <identifiers>
          <isin value="US29379VBW28"/>
          <ticker value="EPD"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140350.52</valUSD>
        <pctVal>0.0029335313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8267</title>
        <cusip>36179XFG6</cusip>
        <identifiers>
          <isin value="US36179XFG60"/>
          <ticker value="GNR"/>
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        <balance>1677169.58</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1597678.82</valUSD>
        <pctVal>0.0333938256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9307</title>
        <cusip>36179YKU7</cusip>
        <identifiers>
          <isin value="US36179YKU72"/>
          <ticker value="GNR"/>
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        <balance>315377.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326515.41</valUSD>
        <pctVal>0.0068246499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB5290</title>
        <cusip>3140QQ2Y0</cusip>
        <identifiers>
          <isin value="US3140QQ2Y07"/>
          <ticker value="FNMA"/>
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        <balance>456657.72</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469801.69</valUSD>
        <pctVal>0.0098195429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB4778</title>
        <cusip>3140QQJY2</cusip>
        <identifiers>
          <isin value="US3140QQJY22"/>
          <ticker value="FNMA"/>
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        <balance>414311.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>407548.91</valUSD>
        <pctVal>0.0085183687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AZ4795</title>
        <cusip>3138YWKH9</cusip>
        <identifiers>
          <isin value="US3138YWKH91"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>202670.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199128.64</valUSD>
        <pctVal>0.0041620800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC9083</title>
        <cusip>3140F5CV3</cusip>
        <identifiers>
          <isin value="US3140F5CV35"/>
          <ticker value="FNMA"/>
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        <balance>237731.24</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215734.58</valUSD>
        <pctVal>0.0045091685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9907</title>
        <cusip>36180AAG8</cusip>
        <identifiers>
          <isin value="US36180AAG85"/>
          <ticker value="GNR"/>
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        <balance>3449349.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3517519.29</valUSD>
        <pctVal>0.0735213013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9965</title>
        <cusip>36180ACA9</cusip>
        <identifiers>
          <isin value="US36180ACA97"/>
          <ticker value="GNR"/>
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        <balance>5708846.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5775204.38</valUSD>
        <pctVal>0.1207102239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BD3754</title>
        <cusip>3140FBE48</cusip>
        <identifiers>
          <isin value="US3140FBE484"/>
          <ticker value="FNMA"/>
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        <balance>522899.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>506986.91</valUSD>
        <pctVal>0.0105967684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH1792</title>
        <cusip>3140GP7E2</cusip>
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          <isin value="US3140GP7E25"/>
          <ticker value="FNMA"/>
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        <balance>658896.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>636534.44</valUSD>
        <pctVal>0.0133045014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0025</title>
        <cusip>3618N5A33</cusip>
        <identifiers>
          <isin value="US3618N5A332"/>
          <ticker value="GNR"/>
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        <balance>2956456.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2951482</valUSD>
        <pctVal>0.0616902935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>SO 3.25 03/15/51 A</title>
        <cusip>373334KP5</cusip>
        <identifiers>
          <isin value="US373334KP56"/>
          <ticker value="SO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>681487.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GlaxoSmithKline Capital Inc.</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GSK 4.875 04/15/35</title>
        <cusip>377372AQ0</cusip>
        <identifiers>
          <isin value="US377372AQ02"/>
          <ticker value="GSK"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1212174.5</valUSD>
        <pctVal>0.0253362211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Global Payments Inc</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GPN 5.4 08/15/32</title>
        <cusip>37940XAQ5</cusip>
        <identifiers>
          <isin value="US37940XAQ51"/>
          <ticker value="GPN"/>
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        <balance>1100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1118737</valUSD>
        <pctVal>0.0233832406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO9355</title>
        <cusip>3140K5MD6</cusip>
        <identifiers>
          <isin value="US3140K5MD68"/>
          <ticker value="FNMA"/>
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        <balance>1108402.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>990933.38</valUSD>
        <pctVal>0.0207119579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BW0037</title>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SD0721</title>
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          <isin value="US3132DMYS87"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0923</title>
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          <isin value="US3132DNAY94"/>
          <ticker value="FHLMC"/>
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        <balance>955402.88</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOUSTON TEX</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 3.05 08/12/51</title>
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          <isin value="US458140BW93"/>
          <ticker value="INTC"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
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        <cusip>4581X0EJ3</cusip>
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          <ticker value="IADB"/>
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        <curCd>USD</curCd>
        <valUSD>964193.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Inter-American Development Bank</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
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        <title>IBRD 4 07/25/30</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1704</title>
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          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB0397</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FN FM1496</title>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM2482</title>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3480</title>
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          <isin value="US3140X62N06"/>
          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3386</title>
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          <isin value="US3140X6XQ96"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3978</title>
        <cusip>3140X7M48</cusip>
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          <isin value="US3140X7M486"/>
          <ticker value="FNMA"/>
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        <balance>436730.1</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418864.09</valUSD>
        <pctVal>0.0087548725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LXP Industrial Trust</name>
        <lei>549300S4MH2ICXDBFV43</lei>
        <title>LXP 2.375 10/01/31</title>
        <cusip>529537AA0</cusip>
        <identifiers>
          <isin value="US529537AA08"/>
          <ticker value="LXP"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152978.2</valUSD>
        <pctVal>0.0031974683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 4.4 08/15/30</title>
        <cusip>539830CL1</cusip>
        <identifiers>
          <isin value="US539830CL14"/>
          <ticker value="LMT"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1009607.56</valUSD>
        <pctVal>0.0211022756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5601</title>
        <cusip>3140X9GK5</cusip>
        <identifiers>
          <isin value="US3140X9GK58"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>223592.2</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>216068.63</valUSD>
        <pctVal>0.0045161506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5940</title>
        <cusip>3140X9S63</cusip>
        <identifiers>
          <isin value="US3140X9S638"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1554520.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1275945.13</valUSD>
        <pctVal>0.0266691206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8368</title>
        <cusip>3140XCJN9</cusip>
        <identifiers>
          <isin value="US3140XCJN97"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>504516.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414800.84</valUSD>
        <pctVal>0.0086699446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9598</title>
        <cusip>3140XDUY0</cusip>
        <identifiers>
          <isin value="US3140XDUY07"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>677142.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>613507.63</valUSD>
        <pctVal>0.0128232074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 4.45 04/01/62</title>
        <cusip>548661EF0</cusip>
        <identifiers>
          <isin value="US548661EF07"/>
          <ticker value="LOW"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>781590.56</valUSD>
        <pctVal>0.0163363866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 5 03/15/35</title>
        <cusip>571748CC4</cusip>
        <identifiers>
          <isin value="US571748CC43"/>
          <ticker value="MMC"/>
        </identifiers>
        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1620750.25</valUSD>
        <pctVal>0.0338760523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2037</title>
        <cusip>3140XHHP5</cusip>
        <identifiers>
          <isin value="US3140XHHP50"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>262994.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238045.64</valUSD>
        <pctVal>0.0049755023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3535</title>
        <cusip>3140XJ4V2</cusip>
        <identifiers>
          <isin value="US3140XJ4V25"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2411944.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1983535.63</valUSD>
        <pctVal>0.0414587977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corp.</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 5.15 09/09/52 MTN</title>
        <cusip>58013MFT6</cusip>
        <identifiers>
          <isin value="US58013MFT62"/>
          <ticker value="MCD"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>928222</valUSD>
        <pctVal>0.0194011983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corp.</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 4.95 03/03/35</title>
        <cusip>58013MGA6</cusip>
        <identifiers>
          <isin value="US58013MGA62"/>
          <ticker value="MCD"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1517172.75</valUSD>
        <pctVal>0.0317111310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 4.9 05/17/44</title>
        <cusip>58933YBL8</cusip>
        <identifiers>
          <isin value="US58933YBL83"/>
          <ticker value="MRK"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>940866.94</valUSD>
        <pctVal>0.0196654961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corp.</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 3.5 11/15/42</title>
        <cusip>594918AR5</cusip>
        <identifiers>
          <isin value="US594918AR51"/>
          <ticker value="MSFT"/>
        </identifiers>
        <balance>323000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>262929</valUSD>
        <pctVal>0.0054956009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3038</title>
        <cusip>3140XJLU5</cusip>
        <identifiers>
          <isin value="US3140XJLU55"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>449566.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>445453.22</valUSD>
        <pctVal>0.0093106242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS4705</title>
        <cusip>3140XLGP7</cusip>
        <identifiers>
          <isin value="US3140XLGP71"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>262793.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>273540.03</valUSD>
        <pctVal>0.0057173870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS5436</title>
        <cusip>3140XMBE5</cusip>
        <identifiers>
          <isin value="US3140XMBE52"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>719536.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>740184.75</valUSD>
        <pctVal>0.0154709446</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN 922279</title>
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          <isin value="US31412DUC00"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>399005.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
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          <isin value="US3137HAAG19"/>
          <ticker value="FHMS"/>
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        <curCd>USD</curCd>
        <valUSD>2925316.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN AH7196</title>
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          <isin value="US3138A87J95"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195600.52</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB6933</title>
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          <isin value="US3140QSV323"/>
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        <balance>290951.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>307004.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7483</title>
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          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>264254.66</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1181</title>
        <cusip>3132DNJ20</cusip>
        <identifiers>
          <isin value="US3132DNJ209"/>
          <ticker value="FHLMC"/>
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        <balance>278373.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>248580.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD2174</title>
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          <isin value="US3132DPMX32"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB9959</title>
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          <isin value="US31417HB523"/>
          <ticker value="FNMA"/>
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        <balance>124720.54</balance>
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        <curCd>USD</curCd>
        <valUSD>121821.5</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4421</title>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4441</title>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3132DQFQ47"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3132DQUF17"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8461</title>
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          <isin value="US3138WJMK10"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 644868</title>
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          <isin value="US31390FMR72"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 735925</title>
        <cusip>31402RSN0</cusip>
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          <isin value="US31402RSN07"/>
          <ticker value="FNMA"/>
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        <balance>39476.42</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40519.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 739821</title>
        <cusip>31402V4E7</cusip>
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          <isin value="US31402V4E73"/>
          <ticker value="FNMA"/>
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        <balance>5097.51</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BE9622</title>
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          <isin value="US3140FVVQ63"/>
          <ticker value="FNMA"/>
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        <balance>275407.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263797.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH8644</title>
        <cusip>3140GXTA9</cusip>
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          <isin value="US3140GXTA96"/>
          <ticker value="FNMA"/>
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        <balance>211873.78</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206921.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1388</title>
        <cusip>3140X4RJ7</cusip>
        <identifiers>
          <isin value="US3140X4RJ79"/>
          <ticker value="FNMA"/>
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        <balance>1152282.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1080974.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM2841</title>
        <cusip>3140X6EP2</cusip>
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          <isin value="US3140X6EP25"/>
          <ticker value="FNMA"/>
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        <balance>223211.11</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208630.23</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Molson Coors Beverage Company</name>
        <lei>54930073LBBH6ZCBE225</lei>
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          <isin value="US60871RAH30"/>
          <ticker value="TAP"/>
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        <balance>466000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>374121.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
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          <isin value="US620076CB33"/>
          <ticker value="MSI"/>
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        <balance>485000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>500059.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4488</title>
        <cusip>3140X77A1</cusip>
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          <isin value="US3140X77A12"/>
          <ticker value="FNMA"/>
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        <balance>613231.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>547288.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7511</title>
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          <isin value="US3140XBKZ26"/>
          <ticker value="FNMA"/>
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        <balance>492368.88</balance>
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        <curCd>USD</curCd>
        <valUSD>466019.97</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8010</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3093</title>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3360</title>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4445</title>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4493</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB1345</title>
        <cusip>31416WP71</cusip>
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          <isin value="US31416WP714"/>
          <ticker value="FNMA"/>
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        <balance>65677.04</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FN AB9773</title>
        <cusip>31417G2F2</cusip>
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          <isin value="US31417G2F24"/>
          <ticker value="FHLB"/>
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        <balance>228499.19</balance>
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        <curCd>USD</curCd>
        <valUSD>225015.8</valUSD>
        <pctVal>0.0047031595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA3714</title>
        <cusip>31418DDU3</cusip>
        <identifiers>
          <isin value="US31418DDU37"/>
          <ticker value="FHLMC"/>
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        <balance>27485.75</balance>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>NISSAN AUTO RECEIVABLES 2022-B OWNE</name>
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        <name>Ontario (Province Of)</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Oracle Corp.</name>
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        <name>Philippines (Republic Of)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Royal Bank of Canada</name>
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        <name>Shell International Finance B.V.</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP9659</title>
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        <name>Federal National Mortgage Association</name>
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        <title>FN BY0205</title>
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        <name>Federal National Mortgage Association</name>
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        <title>FN MA0562</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA4383</title>
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        <name>Southern California Edison Company</name>
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        <name>Southwest Airlines Co.</name>
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        <title>LUV 4.375 11/15/28</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA3828</title>
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        <name>Federal National Mortgage Association</name>
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        <title>FN CB2488</title>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Spectra Energy Partners, LP</name>
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        <curCd>USD</curCd>
        <valUSD>995483</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-15</maturityDt>
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      <invstOrSec>
        <name>Sysco Corporation</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4463</title>
        <cusip>31418D5Z1</cusip>
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          <isin value="US31418D5Z14"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4129</title>
        <cusip>31418DST0</cusip>
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          <isin value="US31418DST09"/>
          <ticker value="FHLMC"/>
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        <balance>219614.94</balance>
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        <curCd>USD</curCd>
        <valUSD>199702.78</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3297</title>
        <cusip>3140QNUX8</cusip>
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          <isin value="US3140QNUX88"/>
          <ticker value="FNMA"/>
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        <balance>610835.88</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3600</title>
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          <isin value="US3140QPAA53"/>
          <ticker value="FNMA"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>323952</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA3945</title>
        <cusip>31418DL34</cusip>
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          <isin value="US31418DL347"/>
          <ticker value="FHLMC"/>
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        <balance>395856.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>390120.88</valUSD>
        <pctVal>0.0081540974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4106</title>
        <cusip>31418DR46</cusip>
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          <isin value="US31418DR468"/>
          <ticker value="FHLMC"/>
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        <balance>211471.78</balance>
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        <curCd>USD</curCd>
        <valUSD>192631.45</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Target Corp.</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TGT 4.35 06/15/28</title>
        <cusip>87612EBU9</cusip>
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          <ticker value="TGT"/>
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        <balance>525000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>531139.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Tennessee Valley Authority</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA 4.875 05/15/35</title>
        <cusip>880591FD9</cusip>
        <identifiers>
          <isin value="US880591FD91"/>
          <ticker value="TVA"/>
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        <balance>1200000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7421</title>
        <cusip>3140QTG78</cusip>
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          <isin value="US3140QTG785"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3083</title>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4256</title>
        <cusip>31418DWS7</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4328</title>
        <cusip>31418DY22</cusip>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
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        <title>TMO 2 10/15/31</title>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 05/15/32</title>
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          <ticker value="T"/>
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        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4401</title>
        <cusip>3140X73K3</cusip>
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          <ticker value="FNMA"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SD8255</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SD8246</title>
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          <isin value="US3132DWET62"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>2294076.75</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA4979</title>
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          <isin value="US31418EQ948"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5418</title>
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          <isin value="US31418FAU12"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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          <maturityDt>2054-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 05/31/29</title>
        <cusip>91282CES6</cusip>
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          <isin value="US91282CES61"/>
          <ticker value="T"/>
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        <balance>29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28222890.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>United States Treasury Notes</name>
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        <title>T 4.25 06/30/29</title>
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          <isin value="US91282CKX82"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5530</title>
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          <isin value="US31418FEC77"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RQ0015</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.125 11/15/27</title>
        <cusip>91282CLX7</cusip>
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          <ticker value="T"/>
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        <name>Wells Fargo &amp; Co.</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8131</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9416</title>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9579</title>
        <cusip>3140XDUD6</cusip>
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          <isin value="US3140XDUD69"/>
          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9744</title>
        <cusip>3140XDZJ8</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 5.15 08/12/34</title>
        <cusip>337738BN7</cusip>
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          <ticker value="FISV"/>
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        <curCd>USD</curCd>
        <valUSD>496134.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freeport-McMoRan Inc.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>FCX 4.625 08/01/30</title>
        <cusip>35671DCH6</cusip>
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          <isin value="US35671DCH61"/>
          <ticker value="FCX"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2015055.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0633</title>
        <cusip>3140XFV32</cusip>
        <identifiers>
          <isin value="US3140XFV326"/>
          <ticker value="FNMA"/>
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        <balance>498602</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>446915.19</valUSD>
        <pctVal>0.0093411816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2078</title>
        <cusip>3140XHJY4</cusip>
        <identifiers>
          <isin value="US3140XHJY40"/>
          <ticker value="FNMA"/>
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        <balance>566941.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>525604.69</valUSD>
        <pctVal>0.0109859073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQIX 3.2 11/18/29</title>
        <cusip>29444UBE5</cusip>
        <identifiers>
          <isin value="US29444UBE55"/>
          <ticker value="EQIX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>959948.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
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          <isin value="US29736RAP55"/>
          <ticker value="EL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>936008.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4264</title>
        <cusip>36179SWZ6</cusip>
        <identifiers>
          <isin value="US36179SWZ63"/>
          <ticker value="GNR"/>
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        <balance>881174.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>877755.69</valUSD>
        <pctVal>0.0183463786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6218</title>
        <cusip>36179U4B5</cusip>
        <identifiers>
          <isin value="US36179U4B51"/>
          <ticker value="GNR"/>
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        <balance>1293650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1168965.75</valUSD>
        <pctVal>0.0244330950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3552</title>
        <cusip>3140XJ5N9</cusip>
        <identifiers>
          <isin value="US3140XJ5N99"/>
          <ticker value="FNMA"/>
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        <balance>1030167.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>876345.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2831</title>
        <cusip>3140XJED1</cusip>
        <identifiers>
          <isin value="US3140XJED14"/>
          <ticker value="FNMA"/>
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        <balance>579495.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>563157.19</valUSD>
        <pctVal>0.0117708095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7139</title>
        <cusip>36179V4Y3</cusip>
        <identifiers>
          <isin value="US36179V4Y37"/>
          <ticker value="GNR"/>
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        <balance>620165.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>593336.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6473</title>
        <cusip>36179VFN5</cusip>
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          <isin value="US36179VFN55"/>
          <ticker value="GNR"/>
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        <balance>346648.64</balance>
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        <curCd>USD</curCd>
        <valUSD>300185.82</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3402</title>
        <cusip>3140XJX81</cusip>
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          <isin value="US3140XJX811"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3376</title>
        <cusip>3140XJXE8</cusip>
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          <isin value="US3140XJXE85"/>
          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4360</title>
        <cusip>31418DZ21</cusip>
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          <isin value="US31418DZ214"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5341</title>
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          <isin value="US31418E5B28"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS9447</title>
        <cusip>3140XRP90</cusip>
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          <isin value="US3140XRP901"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>3993734</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB7364</title>
        <cusip>31417EFE6</cusip>
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          <isin value="US31417EFE68"/>
          <ticker value="FNMA"/>
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        <balance>594349.56</balance>
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        <curCd>USD</curCd>
        <valUSD>549561.06</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6540</title>
        <cusip>36179VHR4</cusip>
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          <isin value="US36179VHR42"/>
          <ticker value="GNR"/>
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        <balance>2877858.13</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6818</title>
        <cusip>36179VSF8</cusip>
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          <isin value="US36179VSF84"/>
          <ticker value="GNR"/>
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        <balance>2343098.25</balance>
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        <curCd>USD</curCd>
        <valUSD>1941964.88</valUSD>
        <pctVal>0.0405899082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4515</title>
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        <identifiers>
          <isin value="US31418EAR18"/>
          <ticker value="FHLMC"/>
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        <balance>1484562.35</balance>
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        <curCd>USD</curCd>
        <valUSD>1343905.1</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4577</title>
        <cusip>31418ECP3</cusip>
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          <isin value="US31418ECP34"/>
          <ticker value="FHLMC"/>
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        <balance>3041988.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2466216.5</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FN MA1773</title>
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          <isin value="US31418A6K99"/>
          <ticker value="FHLB"/>
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        <balance>95391.85</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94667.65</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FN MA0976</title>
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          <isin value="US31418ACN63"/>
          <ticker value="FHLB"/>
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        <balance>240439.52</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>236940.98</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6931</title>
        <cusip>36179VVY3</cusip>
        <identifiers>
          <isin value="US36179VVY37"/>
          <ticker value="GNR"/>
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        <balance>1115291.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>964777.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7051</title>
        <cusip>36179VZQ6</cusip>
        <identifiers>
          <isin value="US36179VZQ66"/>
          <ticker value="GNR"/>
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        <balance>5275397.01</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4370361.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3356</title>
        <cusip>31418CWS9</cusip>
        <identifiers>
          <isin value="US31418CWS96"/>
          <ticker value="FNMA"/>
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        <balance>582511.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>546240</valUSD>
        <pctVal>0.0114172155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4378</title>
        <cusip>31418D2L5</cusip>
        <identifiers>
          <isin value="US31418D2L54"/>
          <ticker value="FHLMC"/>
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        <balance>7255193.8</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5901248.51</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7052</title>
        <cusip>36179VZR4</cusip>
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          <isin value="US36179VZR40"/>
          <ticker value="GNR"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7988</title>
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          <isin value="US36179W2V97"/>
          <ticker value="GNR"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4600</title>
        <cusip>31418EDE7</cusip>
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          <isin value="US31418EDE77"/>
          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5073</title>
        <cusip>31418ET75</cusip>
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          <isin value="US31418ET751"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4438</title>
        <cusip>31418D4Y5</cusip>
        <identifiers>
          <isin value="US31418D4Y57"/>
          <ticker value="FHLMC"/>
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        <balance>4115555</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3506081.13</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA3985</title>
        <cusip>31418DNB4</cusip>
        <identifiers>
          <isin value="US31418DNB46"/>
          <ticker value="FHLMC"/>
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        <balance>578840.16</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>559692.79</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8099</title>
        <cusip>36179W7L6</cusip>
        <identifiers>
          <isin value="US36179W7L60"/>
          <ticker value="GNR"/>
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        <balance>1350438.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1241767.69</valUSD>
        <pctVal>0.0259547621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7534</title>
        <cusip>36179WLP1</cusip>
        <identifiers>
          <isin value="US36179WLP13"/>
          <ticker value="GNR"/>
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        <balance>613312.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>529310.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4181</title>
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          <isin value="US31418DUF76"/>
          <ticker value="FHLMC"/>
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        <balance>2464451.48</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1901546.35</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4231</title>
        <cusip>31418DVZ2</cusip>
        <identifiers>
          <isin value="US31418DVZ22"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215658.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8947</title>
        <cusip>36179X5G7</cusip>
        <identifiers>
          <isin value="US36179X5G75"/>
          <ticker value="GNR"/>
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        <balance>205204.98</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205732.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8270</title>
        <cusip>36179XFK7</cusip>
        <identifiers>
          <isin value="US36179XFK72"/>
          <ticker value="GNR"/>
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        <balance>306090.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>311527.44</valUSD>
        <pctVal>0.0065113794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4261</title>
        <cusip>31418DWX6</cusip>
        <identifiers>
          <isin value="US31418DWX64"/>
          <ticker value="FHLMC"/>
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        <balance>1394988.82</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1292175.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4330</title>
        <cusip>31418DY48</cusip>
        <identifiers>
          <isin value="US31418DY480"/>
          <ticker value="FHLMC"/>
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        <balance>500617.72</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>474735.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4364</title>
        <cusip>31418DZ62</cusip>
        <identifiers>
          <isin value="US31418DZ628"/>
          <ticker value="FHLMC"/>
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        <balance>281467.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245550.05</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5274</title>
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          <isin value="US31418E2G42"/>
          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>491432.81</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8425</title>
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          <isin value="US36179XLE49"/>
          <ticker value="GNR"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4785</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4895</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5107</title>
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          <isin value="US31418EU999"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9016</title>
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          <isin value="US36179YAR53"/>
          <ticker value="GNR"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9019</title>
        <cusip>36179YAU8</cusip>
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          <isin value="US36179YAU82"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>458176.5</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5139</title>
        <cusip>31418EV98</cusip>
        <identifiers>
          <isin value="US31418EV989"/>
          <ticker value="FHLMC"/>
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        <balance>1847346.01</balance>
        <units>NS</units>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FN MA5167</title>
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          <isin value="US31418EW557"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>1004582.19</valUSD>
        <pctVal>0.0209972380</pctVal>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9242</title>
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          <isin value="US36179YHT47"/>
          <ticker value="GNR"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9908</title>
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          <isin value="US36180AAH68"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <pctVal>0.0061169276</pctVal>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5445</title>
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          <isin value="US31418FBP18"/>
          <ticker value="FNMA"/>
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        <balance>4649477</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4774373</valUSD>
        <pctVal>0.0997913833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5539</title>
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          <isin value="US31418FEM59"/>
          <ticker value="FNMA"/>
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        <balance>88363.79</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89088.11</valUSD>
        <pctVal>0.0018620719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9909</title>
        <cusip>36180AAJ2</cusip>
        <identifiers>
          <isin value="US36180AAJ25"/>
          <ticker value="GNR"/>
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        <balance>927482.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>956879.75</valUSD>
        <pctVal>0.0200001872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0146</title>
        <cusip>3618N5EU9</cusip>
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          <isin value="US3618N5EU90"/>
          <ticker value="GNR"/>
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        <balance>990676.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>989465.88</valUSD>
        <pctVal>0.0206812850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>European Bank For Reconstruction &amp; Development</name>
        <lei>549300HTGDOVDU6OGK19</lei>
        <title>EBRD 4.375 03/09/28 GMTN</title>
        <cusip>29874QEX8</cusip>
        <identifiers>
          <isin value="US29874QEX88"/>
          <ticker value="EBRD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1016036.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 5.4 08/15/54</title>
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          <isin value="US30303M8V78"/>
          <ticker value="META"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1116378.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8367</title>
        <cusip>3132DWJL8</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8489</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 737942</title>
        <cusip>3620ARZF1</cusip>
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          <isin value="US3620ARZF13"/>
          <ticker value="GNR"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 784393</title>
        <cusip>3622A23A8</cusip>
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          <isin value="US3622A23A86"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5631</title>
        <cusip>31418FHH3</cusip>
        <identifiers>
          <isin value="US31418FHH38"/>
          <ticker value="FNMA"/>
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        <balance>730946.63</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AE0943</title>
        <cusip>31419BBM6</cusip>
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          <isin value="US31419BBM63"/>
          <ticker value="FNMA"/>
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        <balance>100663.18</balance>
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        <curCd>USD</curCd>
        <valUSD>103517.67</valUSD>
        <pctVal>0.0021636708</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784476</title>
        <cusip>3622A26M9</cusip>
        <identifiers>
          <isin value="US3622A26M97"/>
          <ticker value="GNR"/>
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        <balance>473578.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>451002.06</valUSD>
        <pctVal>0.0094266031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786435</title>
        <cusip>3622ACBC3</cusip>
        <identifiers>
          <isin value="US3622ACBC35"/>
          <ticker value="GNR"/>
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        <balance>1130554.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>Global Payments Inc</name>
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        <name>Halliburton Company</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>G2 MA4195</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FG C91710</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Honeywell International Inc.</name>
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        <name>Huntington National Bank Maryland</name>
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        <name>Government National Mortgage Association</name>
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        <title>G2 MA5018</title>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Intel Corporation</name>
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        <name>Intel Corporation</name>
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        <title>INTC 5.05 08/05/62</title>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7420</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7535</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Intel Corporation</name>
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          <ticker value="INTC"/>
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        <curCd>USD</curCd>
        <valUSD>960476.63</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-02-10</maturityDt>
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        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8569</title>
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          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9906</title>
        <cusip>36180AAF0</cusip>
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          <isin value="US36180AAF03"/>
          <ticker value="GNR"/>
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        <balance>2425358</balance>
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        <curCd>USD</curCd>
        <valUSD>2453549.25</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C25252</title>
        <cusip>31293NZR4</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>2446.97</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J38921</title>
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          <ticker value="FHLMC"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.964 11/15/48</title>
        <cusip>46647PAL0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 5.25 08/11/35</title>
        <cusip>337738BQ0</cusip>
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          <ticker value="FISV"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>997760.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Florida Power &amp; Light Co.</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 5.96 04/01/39</title>
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          <ticker value="NEE"/>
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        <balance>140000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZT1857</title>
        <cusip>3132AEB21</cusip>
        <identifiers>
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          <ticker value="FHLMC"/>
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        <balance>911510.25</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SB0794</title>
        <cusip>3132CW3B8</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.81 10/22/36</title>
        <cusip>46647PFE1</cusip>
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          <ticker value="JPM"/>
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        <curCd>USD</curCd>
        <valUSD>595778.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.810000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KDP 4.597 05/25/28</title>
        <cusip>49271VAF7</cusip>
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          <ticker value="KDP"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>FR SB0801</title>
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          <isin value="US3132CW3J18"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>1004881.56</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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          <isin value="US3132D6AK64"/>
          <ticker value="FHLMC"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0486</title>
        <cusip>3618N5RG6</cusip>
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          <isin value="US3618N5RG69"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 698218</title>
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          <isin value="US36296QVK20"/>
          <ticker value="GNR"/>
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        <balance>218300.52</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224566.34</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 5.4 07/31/33</title>
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          <isin value="US502431AQ20"/>
          <ticker value="LHX"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>624926.94</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
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      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>LLY 4.75 02/12/30</title>
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          <isin value="US532457CV84"/>
          <ticker value="LLY"/>
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        <balance>1190000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1223653</valUSD>
        <pctVal>0.0255761386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1996</title>
        <cusip>3132DPGD4</cusip>
        <identifiers>
          <isin value="US3132DPGD42"/>
          <ticker value="FHLMC"/>
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        <balance>448891.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>453185.03</valUSD>
        <pctVal>0.0094722304</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8076</title>
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          <isin value="US3132DV6M28"/>
          <ticker value="FHLMC"/>
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        <balance>80802.57</balance>
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        <curCd>USD</curCd>
        <valUSD>77622.99</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 5.25 01/30/35</title>
        <cusip>370334DB7</cusip>
        <identifiers>
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          <ticker value="GIS"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1020633.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V1.431 03/09/27</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0623</title>
        <cusip>36179MVQ0</cusip>
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          <isin value="US36179MVQ04"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1995</title>
        <cusip>36179QGC9</cusip>
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          <isin value="US36179QGC96"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS V4.818 06/13/29</title>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 4.8 02/15/31</title>
        <cusip>55336VCA6</cusip>
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        <curCd>USD</curCd>
        <valUSD>1010500.69</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8089</title>
        <cusip>3132DV7A7</cusip>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8115</title>
        <cusip>3132DWAQ6</cusip>
        <identifiers>
          <isin value="US3132DWAQ69"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>350440.07</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V2.383 07/21/32</title>
        <cusip>38141GYJ7</cusip>
        <identifiers>
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          <ticker value="GS"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1791223.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.383000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HON 5 03/01/35</title>
        <cusip>438516CS3</cusip>
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          <isin value="US438516CS39"/>
          <ticker value="HON"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018541.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 2.75 12/10/51</title>
        <cusip>58933YBF1</cusip>
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          <isin value="US58933YBF16"/>
          <ticker value="MRK"/>
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        <balance>423000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261761.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO V5.323 07/08/36</title>
        <cusip>60687YDM8</cusip>
        <identifiers>
          <isin value="US60687YDM84"/>
          <ticker value="MIZUHO"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1540893.25</valUSD>
        <pctVal>0.0322069241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.323000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hormel Foods Corp</name>
        <lei>MSD54751OJP1FS2ND863</lei>
        <title>HRL 4.8 03/30/27</title>
        <cusip>440452AK6</cusip>
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          <isin value="US440452AK64"/>
          <ticker value="HRL"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1212895</valUSD>
        <pctVal>0.0253512807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hyatt Hotels Corporation</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>H 5.75 03/30/32</title>
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          <isin value="US448579AV47"/>
          <ticker value="H"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>838149.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.511 10/20/32 MTN</title>
        <cusip>61747YEH4</cusip>
        <identifiers>
          <isin value="US61747YEH45"/>
          <ticker value="MS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>896858.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.511000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V5.652 04/13/28 MTN</title>
        <cusip>61747YFP5</cusip>
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          <ticker value="MS"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1427565.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.652000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8205</title>
        <cusip>3132DWDJ9</cusip>
        <identifiers>
          <isin value="US3132DWDJ99"/>
          <ticker value="FHLMC"/>
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        <balance>3787132.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3219780.56</valUSD>
        <pctVal>0.0672981261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8256</title>
        <cusip>3132DWE58</cusip>
        <identifiers>
          <isin value="US3132DWE581"/>
          <ticker value="FHLMC"/>
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        <balance>1428643.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1362784.5</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V5.831 04/19/35</title>
        <cusip>61747YFR1</cusip>
        <identifiers>
          <isin value="US61747YFR18"/>
          <ticker value="MS"/>
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        <balance>585000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>621654.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.831000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NOV Inc.</name>
        <lei>549300EHF3IW1AR6U008</lei>
        <title>NOV 3.6 12/01/29</title>
        <cusip>637071AM3</cusip>
        <identifiers>
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          <ticker value="NOV"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170622.27</valUSD>
        <pctVal>0.0035662552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD3904</title>
        <cusip>3132E0KR2</cusip>
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          <isin value="US3132E0KR28"/>
          <ticker value="FHLMC"/>
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        <balance>268186.59</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280951.59</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QA9942</title>
        <cusip>3133A5BK8</cusip>
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          <isin value="US3133A5BK84"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>874760.31</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Rural Utilities Cooperative Finance Corp.</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NRUC 2.75 04/15/32</title>
        <cusip>637432NY7</cusip>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>901982.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NI 5.35 04/01/34</title>
        <cusip>65473PAQ8</cusip>
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          <ticker value="NI"/>
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        <curCd>USD</curCd>
        <valUSD>618528.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 4 05/06/32</title>
        <cusip>459058LU5</cusip>
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          <isin value="US459058LU59"/>
          <ticker value="IBRD"/>
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        <balance>1130000</balance>
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        <curCd>USD</curCd>
        <valUSD>1131723.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Israel (State Of)</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL 5.375 02/19/30 5Y</title>
        <cusip>46514Y8A8</cusip>
        <identifiers>
          <isin value="US46514Y8A80"/>
          <ticker value="ISRAEL"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1034319</valUSD>
        <pctVal>0.0216187809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.95 03/25/51</title>
        <cusip>68389XCA1</cusip>
        <identifiers>
          <isin value="US68389XCA19"/>
          <ticker value="ORCL"/>
        </identifiers>
        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>773102.42</valUSD>
        <pctVal>0.0161589721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Panama (Republic of)</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 6.853 03/28/54</title>
        <cusip>698299BV5</cusip>
        <identifiers>
          <isin value="US698299BV52"/>
          <ticker value="PANAMA"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>832741.63</valUSD>
        <pctVal>0.0174055188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.853000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc</name>
        <lei>RB8RC03FUD8DSX57C193</lei>
        <title>JBSSBZ 4.375 02/02/52</title>
        <cusip>46590XAQ9</cusip>
        <identifiers>
          <isin value="US46590XAQ97"/>
          <ticker value="JBSSBZ"/>
        </identifiers>
        <balance>527000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>409651.06</valUSD>
        <pctVal>0.0085623067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.739 10/15/30</title>
        <cusip>46647PBE5</cusip>
        <identifiers>
          <isin value="US46647PBE51"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1114659.19</valUSD>
        <pctVal>0.0232980084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.739000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peru (Republic Of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 5.875 08/08/54</title>
        <cusip>715638EC2</cusip>
        <identifiers>
          <isin value="US715638EC21"/>
          <ticker value="PERU"/>
        </identifiers>
        <balance>320000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316656</valUSD>
        <pctVal>0.0066185738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>SUCN 6.8 05/15/38</title>
        <cusip>71644EAJ1</cusip>
        <identifiers>
          <isin value="US71644EAJ10"/>
          <ticker value="SUCN"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>552098.44</valUSD>
        <pctVal>0.0115396654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V5.717 09/14/33</title>
        <cusip>46647PDK9</cusip>
        <identifiers>
          <isin value="US46647PDK93"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>845755.25</valUSD>
        <pctVal>0.0176775225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.717000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 3.4 01/15/38</title>
        <cusip>478160CL6</cusip>
        <identifiers>
          <isin value="US478160CL64"/>
          <ticker value="JNJ"/>
        </identifiers>
        <balance>3000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2636357.43</valUSD>
        <pctVal>0.0551037288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66 Co.</name>
        <lei>RVJMT2IZVVSKIRJJBH76</lei>
        <title>PSX 5.25 06/15/31</title>
        <cusip>718547AU6</cusip>
        <identifiers>
          <isin value="US718547AU68"/>
          <ticker value="PSX"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>831430.69</valUSD>
        <pctVal>0.0173781183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Public Service Enterprise Group Incorporated</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PEG 1.6 08/15/30</title>
        <cusip>744573AQ9</cusip>
        <identifiers>
          <isin value="US744573AQ91"/>
          <ticker value="PEG"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155102.66</valUSD>
        <pctVal>0.0032418726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMCC Commercial Mortgage Securities Trust 2015-Jp1</name>
        <lei>N/A</lei>
        <title>JPMCC 2019-COR4 AS</title>
        <cusip>48128YBA8</cusip>
        <identifiers>
          <isin value="US48128YBA82"/>
          <ticker value="JPMCC"/>
        </identifiers>
        <balance>650000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>620249.31</valUSD>
        <pctVal>0.0129641184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.290000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kellanova</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>K 5.25 03/01/33</title>
        <cusip>487836BZ0</cusip>
        <identifiers>
          <isin value="US487836BZ07"/>
          <ticker value="K"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1036845.81</valUSD>
        <pctVal>0.0216715949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>San Diego Gas &amp; Electric Company</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SRE 5.4 04/15/35</title>
        <cusip>797440CG7</cusip>
        <identifiers>
          <isin value="US797440CG74"/>
          <ticker value="SRE"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>828051.19</valUSD>
        <pctVal>0.0173074818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shell Finance US Inc.</name>
        <lei>N/A</lei>
        <title>RDSALN 2.375 11/07/29 *</title>
        <cusip>822905AF2</cusip>
        <identifiers>
          <isin value="US822905AF22"/>
          <ticker value="RDSALN"/>
        </identifiers>
        <balance>2000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1886.35</valUSD>
        <pctVal>0.0000394275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southern Co.</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SO 5.7 03/15/34</title>
        <cusip>842587DT1</cusip>
        <identifiers>
          <isin value="US842587DT18"/>
          <ticker value="SO"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1052769.13</valUSD>
        <pctVal>0.0220044156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>SYK 4.85 12/08/28</title>
        <cusip>863667BC4</cusip>
        <identifiers>
          <isin value="US863667BC42"/>
          <ticker value="SYK"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>511835.5</valUSD>
        <pctVal>0.0106981111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 6.95 01/15/38 MTN</title>
        <cusip>494550AW6</cusip>
        <identifiers>
          <isin value="US494550AW68"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196569.16</valUSD>
        <pctVal>0.0041085831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.950000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 4.8 02/01/33</title>
        <cusip>49456BAV3</cusip>
        <identifiers>
          <isin value="US49456BAV36"/>
          <ticker value="KMI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002289.81</valUSD>
        <pctVal>0.0209493239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Korea Development Bank</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KDB 4.25 09/08/32</title>
        <cusip>500630DU9</cusip>
        <identifiers>
          <isin value="US500630DU99"/>
          <ticker value="KDB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1003425.44</valUSD>
        <pctVal>0.0209730603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 3.875 10/15/46</title>
        <cusip>501044DF5</cusip>
        <identifiers>
          <isin value="US501044DF54"/>
          <ticker value="KR"/>
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        <balance>587000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>456062.94</valUSD>
        <pctVal>0.0095323829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 2.93 09/17/41</title>
        <cusip>86562MCK4</cusip>
        <identifiers>
          <isin value="US86562MCK45"/>
          <ticker value="SUMIBK"/>
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        <balance>791000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>580291.75</valUSD>
        <pctVal>0.0121289469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.930000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Synopsys Inc</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>SNPS 4.85 04/01/30</title>
        <cusip>871607AC1</cusip>
        <identifiers>
          <isin value="US871607AC15"/>
          <ticker value="SNPS"/>
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        <balance>880000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>898790.5</valUSD>
        <pctVal>0.0187860369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Laboratory Corporation of America Holdings</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>LH 3.6 09/01/27</title>
        <cusip>50540RAU6</cusip>
        <identifiers>
          <isin value="US50540RAU68"/>
          <ticker value="LH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>995451</valUSD>
        <pctVal>0.0208063828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eli Lilly &amp; Co.</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>LLY 5.6 02/12/65</title>
        <cusip>532457CZ9</cusip>
        <identifiers>
          <isin value="US532457CZ98"/>
          <ticker value="LLY"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>802192.75</valUSD>
        <pctVal>0.0167670025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 4.09 09/15/52</title>
        <cusip>539830BN8</cusip>
        <identifiers>
          <isin value="US539830BN88"/>
          <ticker value="LMT"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>396267.63</valUSD>
        <pctVal>0.0082825734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.090000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 5.7 11/15/54</title>
        <cusip>539830BX6</cusip>
        <identifiers>
          <isin value="US539830BX60"/>
          <ticker value="LMT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1008868.44</valUSD>
        <pctVal>0.0210868269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYF 2.875 10/28/31</title>
        <cusip>87165BAR4</cusip>
        <identifiers>
          <isin value="US87165BAR42"/>
          <ticker value="SYF"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>448580.09</valUSD>
        <pctVal>0.0093759804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYY 4.45 03/15/48</title>
        <cusip>871829BH9</cusip>
        <identifiers>
          <isin value="US871829BH94"/>
          <ticker value="SYY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>846556.5</valUSD>
        <pctVal>0.0176942698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8324</title>
        <cusip>3132DWG98</cusip>
        <identifiers>
          <isin value="US3132DWG982"/>
          <ticker value="FHLMC"/>
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        <balance>2444763.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2487276.88</valUSD>
        <pctVal>0.0519877271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8371</title>
        <cusip>3132DWJQ7</cusip>
        <identifiers>
          <isin value="US3132DWJQ78"/>
          <ticker value="FHLMC"/>
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        <balance>344946.78</balance>
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        <curCd>USD</curCd>
        <valUSD>345371.13</valUSD>
        <pctVal>0.0072187621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 4.7 12/15/31</title>
        <cusip>539830CG2</cusip>
        <identifiers>
          <isin value="US539830CG29"/>
          <ticker value="LMT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1024856.44</valUSD>
        <pctVal>0.0214209995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 6.2 09/15/55</title>
        <cusip>55336VCD0</cusip>
        <identifiers>
          <isin value="US55336VCD01"/>
          <ticker value="MPLX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>991497.19</valUSD>
        <pctVal>0.0207237424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Massachusetts Institute of Technology</name>
        <lei>DLZO3A31IADZ27B62557</lei>
        <title>MASSIN 5.618 06/01/55</title>
        <cusip>575718AK7</cusip>
        <identifiers>
          <isin value="US575718AK75"/>
          <ticker value="MASSIN"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1026271.38</valUSD>
        <pctVal>0.0214505739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.618000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 5.35 01/15/34</title>
        <cusip>595620AX3</cusip>
        <identifiers>
          <isin value="US595620AX34"/>
          <ticker value="BRKHEC"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1043925.44</valUSD>
        <pctVal>0.0218195696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5651</title>
        <cusip>36179UH47</cusip>
        <identifiers>
          <isin value="US36179UH474"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1956905</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1878526.13</valUSD>
        <pctVal>0.0392639455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6867</title>
        <cusip>36179VTY6</cusip>
        <identifiers>
          <isin value="US36179VTY64"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>491198.61</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>452558.48</valUSD>
        <pctVal>0.0094591346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 5.875 11/15/55</title>
        <cusip>87264ADU6</cusip>
        <identifiers>
          <isin value="US87264ADU60"/>
          <ticker value="TMUS"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>799146.5</valUSD>
        <pctVal>0.0167033315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Takeda US Financing Inc.</name>
        <lei>254900ZGPIBGBZ2N3A33</lei>
        <title>TACHEM 5.2 07/07/35</title>
        <cusip>87406BAA0</cusip>
        <identifiers>
          <isin value="US87406BAA08"/>
          <ticker value="TACHEM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018528.06</valUSD>
        <pctVal>0.0212887271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tapestry Inc</name>
        <lei>549300LJNVY5SW3VTN33</lei>
        <title>TPR 5.5 03/11/35</title>
        <cusip>876030AL1</cusip>
        <identifiers>
          <isin value="US876030AL10"/>
          <ticker value="TPR"/>
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        <balance>225000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230034.59</valUSD>
        <pctVal>0.0048080596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNANA 1.75 08/12/31</title>
        <cusip>904764BQ9</cusip>
        <identifiers>
          <isin value="US904764BQ99"/>
          <ticker value="UNANA"/>
        </identifiers>
        <balance>185000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163113.94</valUSD>
        <pctVal>0.0034093201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K154 A2</title>
        <cusip>3137FDES7</cusip>
        <identifiers>
          <isin value="US3137FDES77"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1866577.44</valUSD>
        <pctVal>0.0390142004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.424000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AH6788</title>
        <cusip>3138A8RJ7</cusip>
        <identifiers>
          <isin value="US3138A8RJ77"/>
          <ticker value="FNMA"/>
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        <balance>174113.8</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175324.78</valUSD>
        <pctVal>0.0036645445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB2462</title>
        <cusip>3133A8WX1</cusip>
        <identifiers>
          <isin value="US3133A8WX16"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>472975.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>422261.19</valUSD>
        <pctVal>0.0088258769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC6447</title>
        <cusip>3133AREU5</cusip>
        <identifiers>
          <isin value="US3133AREU50"/>
          <ticker value="FHLMC"/>
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        <balance>794023.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>682406.5</valUSD>
        <pctVal>0.0142632946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QF6561</title>
        <cusip>3133BUJE8</cusip>
        <identifiers>
          <isin value="US3133BUJE83"/>
          <ticker value="FHLMC"/>
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        <balance>433967</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>454065.09</valUSD>
        <pctVal>0.0094906249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA1211</title>
        <cusip>3133KGKY3</cusip>
        <identifiers>
          <isin value="US3133KGKY34"/>
          <ticker value="FHLMC"/>
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        <balance>409692.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>415118.28</valUSD>
        <pctVal>0.0086765796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA5053</title>
        <cusip>3133KLTJ6</cusip>
        <identifiers>
          <isin value="US3133KLTJ60"/>
          <ticker value="FHLMC"/>
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        <balance>2132934.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1735556.25</valUSD>
        <pctVal>0.0362756657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5105</title>
        <cusip>3133KYU64</cusip>
        <identifiers>
          <isin value="US3133KYU644"/>
          <ticker value="FHLMC"/>
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        <balance>614559.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>536498</valUSD>
        <pctVal>0.0112135934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.875 08/05/30</title>
        <cusip>3135G05Q2</cusip>
        <identifiers>
          <isin value="US3135G05Q27"/>
          <ticker value="FNMA"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3529145.26</valUSD>
        <pctVal>0.0737643011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2019-M22 A2</title>
        <cusip>3136B6XJ7</cusip>
        <identifiers>
          <isin value="US3136B6XJ73"/>
          <ticker value="FNMA"/>
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        <balance>1917163.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1832699.19</valUSD>
        <pctVal>0.0383060953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.522000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AH5574</title>
        <cusip>3138A7FQ6</cusip>
        <identifiers>
          <isin value="US3138A7FQ65"/>
          <ticker value="FNMA"/>
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        <balance>397009.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>388646.72</valUSD>
        <pctVal>0.0081232853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS3103</title>
        <cusip>3138WCNV1</cusip>
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          <isin value="US3138WCNV13"/>
          <ticker value="FNMA"/>
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        <balance>255724.73</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249938.34</valUSD>
        <pctVal>0.0052240771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNANA 2.625 08/12/51 30Y</title>
        <cusip>904764BR7</cusip>
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          <isin value="US904764BR72"/>
          <ticker value="UNANA"/>
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        <balance>1175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>724811.31</valUSD>
        <pctVal>0.0151496172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.6 09/15/37</title>
        <cusip>907818EQ7</cusip>
        <identifiers>
          <isin value="US907818EQ79"/>
          <ticker value="UNP"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>444670.13</valUSD>
        <pctVal>0.0092942565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AW8558</title>
        <cusip>3138XYQL1</cusip>
        <identifiers>
          <isin value="US3138XYQL15"/>
          <ticker value="FNMA"/>
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        <balance>287251.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>273519.19</valUSD>
        <pctVal>0.0057169514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 751325</title>
        <cusip>31403KVS9</cusip>
        <identifiers>
          <isin value="US31403KVS94"/>
          <ticker value="FNMA"/>
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        <balance>48308.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48978.61</valUSD>
        <pctVal>0.0010237246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR9265</title>
        <cusip>3140L8JK7</cusip>
        <identifiers>
          <isin value="US3140L8JK77"/>
          <ticker value="FNMA"/>
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        <balance>632336.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>488421.41</valUSD>
        <pctVal>0.0102087223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1530</title>
        <cusip>3140Q8VY8</cusip>
        <identifiers>
          <isin value="US3140Q8VY82"/>
          <ticker value="FNMA"/>
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        <balance>483248.59</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>459385.66</valUSD>
        <pctVal>0.0096018326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 761903</title>
        <cusip>31403YNU3</cusip>
        <identifiers>
          <isin value="US31403YNU37"/>
          <ticker value="FNMA"/>
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        <balance>9512.09</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9644.09</valUSD>
        <pctVal>0.0002015756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5328</title>
        <cusip>3140J94N8</cusip>
        <identifiers>
          <isin value="US3140J94N89"/>
          <ticker value="FNMA"/>
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        <balance>276795.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>267331.66</valUSD>
        <pctVal>0.0055876230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 5 05/07/29</title>
        <cusip>91087BAY6</cusip>
        <identifiers>
          <isin value="US91087BAY65"/>
          <ticker value="MEX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1016000</valUSD>
        <pctVal>0.0212358870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.125 08/15/53</title>
        <cusip>912810TT5</cusip>
        <identifiers>
          <isin value="US912810TT51"/>
          <ticker value="T"/>
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        <balance>16500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14606367.06</valUSD>
        <pctVal>0.3052944489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA3861</title>
        <cusip>3140QBJF6</cusip>
        <identifiers>
          <isin value="US3140QBJF63"/>
          <ticker value="FNMA"/>
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        <balance>827554.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>778510.81</valUSD>
        <pctVal>0.0162720153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7738</title>
        <cusip>3140QFS42</cusip>
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          <isin value="US3140QFS425"/>
          <ticker value="FNMA"/>
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        <balance>522319.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>447563.69</valUSD>
        <pctVal>0.0093547362</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG V5.422 02/22/29</title>
        <cusip>606822CS1</cusip>
        <identifiers>
          <isin value="US606822CS14"/>
          <ticker value="MUFG"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1028589.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.422000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Mohawk Industries, Inc.</name>
        <lei>549300JI1115MG3Q6322</lei>
        <title>MHK 5.85 09/18/28</title>
        <cusip>608190AM6</cusip>
        <identifiers>
          <isin value="US608190AM61"/>
          <ticker value="MHK"/>
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        <curCd>USD</curCd>
        <valUSD>1040068.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1310</title>
        <cusip>3140QLN44</cusip>
        <identifiers>
          <isin value="US3140QLN440"/>
          <ticker value="FNMA"/>
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        <balance>2495496.25</balance>
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        <curCd>USD</curCd>
        <valUSD>2028234.25</valUSD>
        <pctVal>0.0423930643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1295</title>
        <cusip>3140QLNM4</cusip>
        <identifiers>
          <isin value="US3140QLNM41"/>
          <ticker value="FNMA"/>
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        <balance>2332714.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CCH25"/>
          <ticker value="T"/>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <ticker value="T"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN CB6263</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Fnma Pass-Thru I</name>
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        <name>United States Treasury Notes</name>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 08/15/35</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6995</title>
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          <isin value="US36179VXY19"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7648</title>
        <cusip>36179WP93</cusip>
        <identifiers>
          <isin value="US36179WP937"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1023693.07</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>848070.44</valUSD>
        <pctVal>0.0177259134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6128</title>
        <cusip>3140X9Y25</cusip>
        <identifiers>
          <isin value="US3140X9Y255"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>675846.94</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>573355.88</valUSD>
        <pctVal>0.0119839770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7418</title>
        <cusip>3140XBG46</cusip>
        <identifiers>
          <isin value="US3140XBG466"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2062714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1777295.88</valUSD>
        <pctVal>0.0371480851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 3.7 09/21/42</title>
        <cusip>66989HAF5</cusip>
        <identifiers>
          <isin value="US66989HAF55"/>
          <ticker value="NOVNVX"/>
        </identifiers>
        <balance>636000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>527655.94</valUSD>
        <pctVal>0.0110287814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCRTX 2.7 11/15/51</title>
        <cusip>68233JCD4</cusip>
        <identifiers>
          <isin value="US68233JCD46"/>
          <ticker value="ONCRTX"/>
        </identifiers>
        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1193132.5</valUSD>
        <pctVal>0.0249382155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA5519</title>
        <cusip>3140QDDZ4</cusip>
        <identifiers>
          <isin value="US3140QDDZ48"/>
          <ticker value="FNMA"/>
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        <balance>385510.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344653.84</valUSD>
        <pctVal>0.0072037697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6312</title>
        <cusip>3140QEAN2</cusip>
        <identifiers>
          <isin value="US3140QEAN28"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>805651.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>725925.44</valUSD>
        <pctVal>0.0151729041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8692</title>
        <cusip>3140XCUS5</cusip>
        <identifiers>
          <isin value="US3140XCUS55"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>4130733.41</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3494124.78</valUSD>
        <pctVal>0.0730323218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9958</title>
        <cusip>3140XEB45</cusip>
        <identifiers>
          <isin value="US3140XEB453"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1772914.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1643079.25</valUSD>
        <pctVal>0.0343427611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 5.15 07/15/34</title>
        <cusip>91324PFJ6</cusip>
        <identifiers>
          <isin value="US91324PFJ66"/>
          <ticker value="UNH"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1024249.44</valUSD>
        <pctVal>0.0214083124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.55 03/21/31</title>
        <cusip>92343VGJ7</cusip>
        <identifiers>
          <isin value="US92343VGJ70"/>
          <ticker value="VZ"/>
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        <balance>1675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1529599</valUSD>
        <pctVal>0.0319708578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0689</title>
        <cusip>3140XFXT3</cusip>
        <identifiers>
          <isin value="US3140XFXT33"/>
          <ticker value="FNMA"/>
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        <balance>1674629.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1379647.5</valUSD>
        <pctVal>0.0288366520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2661</title>
        <cusip>3140XH5X1</cusip>
        <identifiers>
          <isin value="US3140XH5X18"/>
          <ticker value="FNMA"/>
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        <balance>305073.22</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299980.94</valUSD>
        <pctVal>0.0062700407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7376</title>
        <cusip>3140QFFS3</cusip>
        <identifiers>
          <isin value="US3140QFFS35"/>
          <ticker value="FNMA"/>
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        <balance>872268.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>788552.75</valUSD>
        <pctVal>0.0164819066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8498</title>
        <cusip>3140QGNQ6</cusip>
        <identifiers>
          <isin value="US3140QGNQ69"/>
          <ticker value="FNMA"/>
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        <balance>1727818.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1490266.13</valUSD>
        <pctVal>0.0311487432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7649</title>
        <cusip>36179WQA9</cusip>
        <identifiers>
          <isin value="US36179WQA98"/>
          <ticker value="GNR"/>
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        <balance>2196820.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1895926</valUSD>
        <pctVal>0.0396276282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7826</title>
        <cusip>36179WVT2</cusip>
        <identifiers>
          <isin value="US36179WVT25"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>8295927.34</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6872695.63</valUSD>
        <pctVal>0.1436493973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 5.05 11/01/34</title>
        <cusip>682680CE1</cusip>
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          <isin value="US682680CE12"/>
          <ticker value="OKE"/>
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        <balance>650000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>644195.75</valUSD>
        <pctVal>0.0134646340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.85 04/01/60</title>
        <cusip>68389XBY0</cusip>
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          <isin value="US68389XBY04"/>
          <ticker value="ORCL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>611048.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1826</title>
        <cusip>3140XHA49</cusip>
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          <isin value="US3140XHA490"/>
          <ticker value="FNMA"/>
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        <balance>729950.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>681143</valUSD>
        <pctVal>0.0142368856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2503</title>
        <cusip>3140XHX93</cusip>
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          <isin value="US3140XHX930"/>
          <ticker value="FNMA"/>
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        <balance>442804.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>432390.75</valUSD>
        <pctVal>0.0090375995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>PARA 4.2 05/19/32</title>
        <cusip>92556HAD9</cusip>
        <identifiers>
          <isin value="US92556HAD98"/>
          <ticker value="PARA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>903509.19</valUSD>
        <pctVal>0.0188846644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VICI Properties LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI 5.125 11/15/31</title>
        <cusip>925650AH6</cusip>
        <identifiers>
          <isin value="US925650AH69"/>
          <ticker value="VICI"/>
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        <balance>1025000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1038356.31</valUSD>
        <pctVal>0.0217031666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 5.95 09/26/55</title>
        <cusip>68389XDR3</cusip>
        <identifiers>
          <isin value="US68389XDR35"/>
          <ticker value="ORCL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>886014.25</valUSD>
        <pctVal>0.0185189946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Phillips 66 Co.</name>
        <lei>RVJMT2IZVVSKIRJJBH76</lei>
        <title>PSX 4.95 03/15/35</title>
        <cusip>718547AY8</cusip>
        <identifiers>
          <isin value="US718547AY80"/>
          <ticker value="PSX"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1192470.5</valUSD>
        <pctVal>0.0249243787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1810</title>
        <cusip>3140QMAL8</cusip>
        <identifiers>
          <isin value="US3140QMAL87"/>
          <ticker value="FNMA"/>
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        <balance>823000.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>728458.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2175</title>
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          <ticker value="FNMA"/>
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        <balance>1857568</balance>
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        <curCd>USD</curCd>
        <valUSD>1735228.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3202</title>
        <cusip>3140XJRY1</cusip>
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          <ticker value="FNMA"/>
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        <balance>2424063</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1982022.13</valUSD>
        <pctVal>0.0414271633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3255</title>
        <cusip>3140XJTM5</cusip>
        <identifiers>
          <isin value="US3140XJTM57"/>
          <ticker value="FNMA"/>
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        <balance>383126.59</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>386890.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Prologis, L.P.</name>
        <lei>GL16H1DHB0QSHP25F723</lei>
        <title>PLD 4.625 01/15/33</title>
        <cusip>74340XBT7</cusip>
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          <isin value="US74340XBT72"/>
          <ticker value="PLD"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>504570.44</valUSD>
        <pctVal>0.0105462607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU V3.7 10/01/50</title>
        <cusip>744320BH4</cusip>
        <identifiers>
          <isin value="US744320BH48"/>
          <ticker value="PRU"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>930137.63</valUSD>
        <pctVal>0.0194412378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS6900</title>
        <cusip>3140XNU28</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>1361165.88</valUSD>
        <pctVal>0.0284503590</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS9366</title>
        <cusip>3140XRMQ5</cusip>
        <identifiers>
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          <ticker value="FNMA"/>
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        <balance>2195634.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1868394.63</valUSD>
        <pctVal>0.0390521823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3298</title>
        <cusip>3140QNUY6</cusip>
        <identifiers>
          <isin value="US3140QNUY61"/>
          <ticker value="FNMA"/>
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        <balance>887634.88</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>760343.13</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB1146</title>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>137540.14</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2737</title>
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          <isin value="US31418CBF05"/>
          <ticker value="FNMA"/>
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        <balance>1282673.25</balance>
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        <curCd>USD</curCd>
        <valUSD>1164647.13</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RTX Corp.</name>
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          <ticker value="RTX"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.820000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7509</title>
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          <isin value="US3140QTKX68"/>
          <ticker value="FNMA"/>
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        <balance>555925.69</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>572619.69</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB7867</title>
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          <isin value="US3140QTW543"/>
          <ticker value="FNMA"/>
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        <balance>1269728.13</balance>
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        <curCd>USD</curCd>
        <valUSD>1320164</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2781</title>
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          <isin value="US31418CCT99"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>245751.38</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3276</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4154</title>
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          <ticker value="FHLMC"/>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4230</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1691</title>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4304</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4311</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4511</title>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4512</title>
        <cusip>31418EAN0</cusip>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4585</title>
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          <isin value="US31418ECX67"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4789</title>
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          <isin value="US31418EKB55"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RTX Corp.</name>
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        <title>RTX 1.9 09/01/31</title>
        <cusip>75513ECM1</cusip>
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          <isin value="US75513ECM12"/>
          <ticker value="RTX"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153620.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Realty Income Corporation</name>
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        <title>O 3.95 08/15/27</title>
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          <ticker value="O"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000051.76</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4980</title>
        <cusip>31418ERA0</cusip>
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          <isin value="US31418ERA00"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5553</title>
        <cusip>31418FE37</cusip>
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          <isin value="US31418FE370"/>
          <ticker value="FNMA"/>
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        <balance>3819347</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FDX 5.25 05/15/50 *</title>
        <cusip>31428XDW3</cusip>
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          <isin value="US31428XDW39"/>
          <ticker value="FDX"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161236.48</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fidelity National Financial, Inc.</name>
        <lei>549300CAZYIH39SYQ287</lei>
        <title>FNF 2.45 03/15/31</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>V 3.65 09/15/47</title>
        <cusip>92826CAJ1</cusip>
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          <ticker value="V"/>
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        <balance>431000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>336194.13</valUSD>
        <pctVal>0.0070269494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vulcan Materials Company</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VMC 3.9 04/01/27</title>
        <cusip>929160AT6</cusip>
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          <isin value="US929160AT60"/>
          <ticker value="VMC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>499906.03</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Uruguay (Republic Of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 4.975 04/20/55</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Uruguay (Republic Of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 5.442 02/14/37</title>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2602</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4126</title>
        <cusip>36179SSP3</cusip>
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          <isin value="US36179SSP38"/>
          <ticker value="GNR"/>
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        <balance>2021500.69</balance>
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        <curCd>USD</curCd>
        <valUSD>1840825.76</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Rio Tinto Finance (USA) plc</name>
        <lei>2138006TSNBEUA761G16</lei>
        <title>RIOLN 4.875 03/14/30</title>
        <cusip>76720AAS5</cusip>
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        <curCd>USD</curCd>
        <valUSD>1083844.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Royalty Pharma PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>RPRX 2.15 09/02/31</title>
        <cusip>78081BAN3</cusip>
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          <ticker value="RPRX"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153955.69</valUSD>
        <pctVal>0.0032178992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5444</title>
        <cusip>3140X9BN4</cusip>
        <identifiers>
          <isin value="US3140X9BN43"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>1561333.5</valUSD>
        <pctVal>0.0326341553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS3627</title>
        <cusip>3140XKA59</cusip>
        <identifiers>
          <isin value="US3140XKA593"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>528118.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>510606.38</valUSD>
        <pctVal>0.0106724206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7136</title>
        <cusip>36179V4V9</cusip>
        <identifiers>
          <isin value="US36179V4V97"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>909199.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>785236.48</valUSD>
        <pctVal>0.0164125917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6766</title>
        <cusip>36179VQT0</cusip>
        <identifiers>
          <isin value="US36179VQT07"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>623711.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>562059.13</valUSD>
        <pctVal>0.0117478584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shell Finance US Inc.</name>
        <lei>N/A</lei>
        <title>RDSALN 4.375 05/11/45 *</title>
        <cusip>822905AA3</cusip>
        <identifiers>
          <isin value="US822905AA35"/>
          <ticker value="RDSALN"/>
        </identifiers>
        <balance>140000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120573.63</valUSD>
        <pctVal>0.0025201653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Simon Property Group LP</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 4.375 10/01/30</title>
        <cusip>828807DZ7</cusip>
        <identifiers>
          <isin value="US828807DZ70"/>
          <ticker value="SPG"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1510761.63</valUSD>
        <pctVal>0.0315771292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS4663</title>
        <cusip>3140XLFD5</cusip>
        <identifiers>
          <isin value="US3140XLFD50"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>643656.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>646369.69</valUSD>
        <pctVal>0.0135100725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 932279</title>
        <cusip>31412QXG9</cusip>
        <identifiers>
          <isin value="US31412QXG99"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>57939.65</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59582.02</valUSD>
        <pctVal>0.0012453514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6865</title>
        <cusip>36179VTW0</cusip>
        <identifiers>
          <isin value="US36179VTW09"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>347320.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300073.34</valUSD>
        <pctVal>0.0062719720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7766</title>
        <cusip>36179WTX6</cusip>
        <identifiers>
          <isin value="US36179WTX64"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>4874351.84</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4038118.56</valUSD>
        <pctVal>0.0844025880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sonoco Products Company</name>
        <lei>GKOMIK4RDJGHEF0VNP11</lei>
        <title>SON 4.6 09/01/29</title>
        <cusip>835495AR3</cusip>
        <identifiers>
          <isin value="US835495AR34"/>
          <ticker value="SON"/>
        </identifiers>
        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>604812.63</valUSD>
        <pctVal>0.0126414692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Poland (Republic of)</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND 5.75 11/16/32 10Y</title>
        <cusip>857524AE2</cusip>
        <identifiers>
          <isin value="US857524AE20"/>
          <ticker value="POLAND"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1072626.13</valUSD>
        <pctVal>0.0224194560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7938</title>
        <cusip>36179WZB7</cusip>
        <identifiers>
          <isin value="US36179WZB70"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>995018.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>916898.75</valUSD>
        <pctVal>0.0191645258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8946</title>
        <cusip>36179X5F9</cusip>
        <identifiers>
          <isin value="US36179X5F92"/>
          <ticker value="GNR"/>
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        <balance>296085.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>289671.38</valUSD>
        <pctVal>0.0060545558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V3.526 03/24/28 MTN</title>
        <cusip>95000U2V4</cusip>
        <identifiers>
          <isin value="US95000U2V48"/>
          <ticker value="WFC"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3973996</valUSD>
        <pctVal>0.0830623326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.526000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V5.389 04/24/34</title>
        <cusip>95000U3D3</cusip>
        <identifiers>
          <isin value="US95000U3D31"/>
          <ticker value="WFC"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2080864.26</valUSD>
        <pctVal>0.0434931085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.389000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9304</title>
        <cusip>36179YKR4</cusip>
        <identifiers>
          <isin value="US36179YKR44"/>
          <ticker value="GNR"/>
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        <balance>352465.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>353581.06</valUSD>
        <pctVal>0.0073903616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9727</title>
        <cusip>36179YYY4</cusip>
        <identifiers>
          <isin value="US36179YYY49"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>515699.48</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>533923.35</valUSD>
        <pctVal>0.0111597794</pctVal>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Suncor Energy Inc.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4382</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4437</title>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 4.125 06/15/29</title>
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        <curCd>USD</curCd>
        <valUSD>1993218.38</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V5.79 05/13/36</title>
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        <curCd>USD</curCd>
        <valUSD>2640680.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP 5.05 04/16/29</title>
        <cusip>961214FT5</cusip>
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        <curCd>USD</curCd>
        <valUSD>1034231.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
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      <invstOrSec>
        <name>Williams Companies Inc. (The)</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Co.</name>
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        <title>HPE 5 10/15/34</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Humana Inc.</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4470</title>
        <cusip>31418D6G2</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4128</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8943</title>
        <cusip>36179X5C6</cusip>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8201</title>
        <cusip>36179XDE3</cusip>
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        <name>ILLINOIS ST</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>IL ILS 5.1 06/01/2033</title>
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      <invstOrSec>
        <name>International Business Machines Corp.</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 4.15 07/27/27</title>
        <cusip>459200KT7</cusip>
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      <invstOrSec>
        <name>Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc</name>
        <lei>RB8RC03FUD8DSX57C193</lei>
        <title>JBSSBZ 5.75 04/01/33</title>
        <cusip>46590XAY2</cusip>
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        <valUSD>1044713</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V5.502 01/24/36</title>
        <cusip>46647PEW2</cusip>
        <identifiers>
          <isin value="US46647PEW23"/>
          <ticker value="JPM"/>
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        <balance>1540000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1609482.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.502000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tsmc Arizona Corp.</name>
        <lei>2549005GOBWLCSY63Q97</lei>
        <title>TAISEM 3.25 10/25/51</title>
        <cusip>872898AE1</cusip>
        <identifiers>
          <isin value="US872898AE19"/>
          <ticker value="TAISEM"/>
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        <balance>343000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259105.89</valUSD>
        <pctVal>0.0054156923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Target Corp.</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TGT 2.95 01/15/52</title>
        <cusip>87612EBN5</cusip>
        <identifiers>
          <isin value="US87612EBN58"/>
          <ticker value="TGT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>637762.63</valUSD>
        <pctVal>0.0133301724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8202</title>
        <cusip>36179XDF0</cusip>
        <identifiers>
          <isin value="US36179XDF06"/>
          <ticker value="GNR"/>
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        <balance>2498879.6</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2504105.69</valUSD>
        <pctVal>0.0523394738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8268</title>
        <cusip>36179XFH4</cusip>
        <identifiers>
          <isin value="US36179XFH44"/>
          <ticker value="GNR"/>
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        <balance>1443325.23</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1416526.35</valUSD>
        <pctVal>0.0296074739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KLA Corp.</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLAC 4.95 07/15/52</title>
        <cusip>482480AM2</cusip>
        <identifiers>
          <isin value="US482480AM29"/>
          <ticker value="KLAC"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>453733.06</valUSD>
        <pctVal>0.0094836850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KDP 5.3 03/15/34</title>
        <cusip>49271VAV2</cusip>
        <identifiers>
          <isin value="US49271VAV27"/>
          <ticker value="KDP"/>
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        <balance>900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>917716.38</valUSD>
        <pctVal>0.0191816155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>MMM 3.625 10/15/47 MTN</title>
        <cusip>88579YAZ4</cusip>
        <identifiers>
          <isin value="US88579YAZ43"/>
          <ticker value="MMM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>744394</valUSD>
        <pctVal>0.0155589241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>MMM 2.375 08/26/29</title>
        <cusip>88579YBJ9</cusip>
        <identifiers>
          <isin value="US88579YBJ91"/>
          <ticker value="MMM"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>565626.94</valUSD>
        <pctVal>0.0118224309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8648</title>
        <cusip>36179XTD8</cusip>
        <identifiers>
          <isin value="US36179XTD83"/>
          <ticker value="GNR"/>
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        <balance>216800.38</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220525.23</valUSD>
        <pctVal>0.0046093001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9105</title>
        <cusip>36179YDJ0</cusip>
        <identifiers>
          <isin value="US36179YDJ01"/>
          <ticker value="GNR"/>
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        <balance>335006.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335575.25</valUSD>
        <pctVal>0.0070140139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kimco Realty Corporation</name>
        <lei>254900ARY41P4V1JL861</lei>
        <title>KIM 2.25 12/01/31</title>
        <cusip>49446RAY5</cusip>
        <identifiers>
          <isin value="US49446RAY53"/>
          <ticker value="KIM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>886995.5</valUSD>
        <pctVal>0.0185395041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 5.1 08/01/29</title>
        <cusip>49456BAZ4</cusip>
        <identifiers>
          <isin value="US49456BAZ40"/>
          <ticker value="KMI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1028293.25</valUSD>
        <pctVal>0.0214928339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 4.568 12/17/26</title>
        <cusip>89115A3A8</cusip>
        <identifiers>
          <isin value="US89115A3A89"/>
          <ticker value="TD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1006177.06</valUSD>
        <pctVal>0.0210305732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.568000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Bank (North Carolina)</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>TFC V4.42 07/24/28 BKNT</title>
        <cusip>89788JAF6</cusip>
        <identifiers>
          <isin value="US89788JAF66"/>
          <ticker value="TFC"/>
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        <balance>1362000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1369801.5</valUSD>
        <pctVal>0.0286308561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.420000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kreditanstalt Fuer Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 3.75 02/15/28</title>
        <cusip>500769JW5</cusip>
        <identifiers>
          <isin value="US500769JW52"/>
          <ticker value="KFW"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1003945.63</valUSD>
        <pctVal>0.0209839330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LYB International Finance B.V.</name>
        <lei>549300J6QSW38QNOJK61</lei>
        <title>LYB 5.25 07/15/43</title>
        <cusip>50247VAB5</cusip>
        <identifiers>
          <isin value="US50247VAB53"/>
          <ticker value="LYB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>863255.63</valUSD>
        <pctVal>0.0180433061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9171</title>
        <cusip>36179YFL3</cusip>
        <identifiers>
          <isin value="US36179YFL39"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>2857459.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2906838.19</valUSD>
        <pctVal>0.0607571725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9365</title>
        <cusip>36179YMN1</cusip>
        <identifiers>
          <isin value="US36179YMN12"/>
          <ticker value="GNR"/>
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        <balance>364404.4</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>377633.81</valUSD>
        <pctVal>0.0078930993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 4.6 01/23/46</title>
        <cusip>91086QBF4</cusip>
        <identifiers>
          <isin value="US91086QBF46"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>2750000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2158750</valUSD>
        <pctVal>0.0451210345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bancorp.</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>USB V5.678 01/23/35</title>
        <cusip>91159HJR2</cusip>
        <identifiers>
          <isin value="US91159HJR21"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1055903.13</valUSD>
        <pctVal>0.0220699208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.678000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Manitoba (Province of)</name>
        <lei>5493003QILFOB3JRKE30</lei>
        <title>MP 2.125 06/22/26</title>
        <cusip>563469UL7</cusip>
        <identifiers>
          <isin value="US563469UL77"/>
          <ticker value="MP"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>495753.69</valUSD>
        <pctVal>0.0103619777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="99233.120000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 5.5 04/15/37</title>
        <cusip>571903BU6</cusip>
        <identifiers>
          <isin value="US571903BU68"/>
          <ticker value="MAR"/>
        </identifiers>
        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1433156.38</valUSD>
        <pctVal>0.0299550659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 02/15/43</title>
        <cusip>912810QZ4</cusip>
        <identifiers>
          <isin value="US912810QZ49"/>
          <ticker value="T"/>
        </identifiers>
        <balance>22500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18197753.88</valUSD>
        <pctVal>0.3803596897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 02/15/47</title>
        <cusip>912810RV2</cusip>
        <identifiers>
          <isin value="US912810RV26"/>
          <ticker value="T"/>
        </identifiers>
        <balance>4500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3387832.01</valUSD>
        <pctVal>0.0708106473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9418</title>
        <cusip>36179YPB4</cusip>
        <identifiers>
          <isin value="US36179YPB47"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>906060.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>818134.19</valUSD>
        <pctVal>0.0171002020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9425</title>
        <cusip>36179YPJ7</cusip>
        <identifiers>
          <isin value="US36179YPJ72"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>455866.47</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>472185</valUSD>
        <pctVal>0.0098693576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MasterCard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MA 4.875 05/09/34</title>
        <cusip>57636QAZ7</cusip>
        <identifiers>
          <isin value="US57636QAZ72"/>
          <ticker value="MA"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>512486.25</valUSD>
        <pctVal>0.0107117127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MasterCard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MA 4.95 03/15/32</title>
        <cusip>57636QBG8</cusip>
        <identifiers>
          <isin value="US57636QBG82"/>
          <ticker value="MA"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1035652</valUSD>
        <pctVal>0.0216466425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.125 05/15/40</title>
        <cusip>912810SR0</cusip>
        <identifiers>
          <isin value="US912810SR05"/>
          <ticker value="T"/>
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        <balance>9500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6027675.82</valUSD>
        <pctVal>0.1259872465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 02/15/53</title>
        <cusip>912810TN8</cusip>
        <identifiers>
          <isin value="US912810TN81"/>
          <ticker value="T"/>
        </identifiers>
        <balance>21500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17406601.88</valUSD>
        <pctVal>0.3638234550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corp.</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 5 05/17/29 GMTN</title>
        <cusip>58013MFX7</cusip>
        <identifiers>
          <isin value="US58013MFX74"/>
          <ticker value="MCD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1029183.25</valUSD>
        <pctVal>0.0215114362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO 2.564 09/13/31</title>
        <cusip>60687YBU2</cusip>
        <identifiers>
          <isin value="US60687YBU29"/>
          <ticker value="MIZUHO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>895665</valUSD>
        <pctVal>0.0187207094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.564000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 4.35 09/08/26 GMTN</title>
        <cusip>6174467Y9</cusip>
        <identifiers>
          <isin value="US6174467Y92"/>
          <ticker value="MS"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>500854.09</valUSD>
        <pctVal>0.0104685835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NatWest Group PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NWG V5.516 09/30/28</title>
        <cusip>639057AF5</cusip>
        <identifiers>
          <isin value="US639057AF59"/>
          <ticker value="NWG"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025446.88</valUSD>
        <pctVal>0.0214333406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.516000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 05/15/44</title>
        <cusip>912810UB2</cusip>
        <identifiers>
          <isin value="US912810UB25"/>
          <ticker value="T"/>
        </identifiers>
        <balance>7400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7265297.01</valUSD>
        <pctVal>0.1518553408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.75 08/15/55</title>
        <cusip>912810UM8</cusip>
        <identifiers>
          <isin value="US912810UM89"/>
          <ticker value="T"/>
        </identifiers>
        <balance>14311000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14132113</valUSD>
        <pctVal>0.2953818450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NatWest Group PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NWG V5.115 05/23/31</title>
        <cusip>639057AV0</cusip>
        <identifiers>
          <isin value="US639057AV00"/>
          <ticker value="NWG"/>
        </identifiers>
        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1642404.75</valUSD>
        <pctVal>0.0343286630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.115000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 5.25 05/01/50</title>
        <cusip>666807BU5</cusip>
        <identifiers>
          <isin value="US666807BU55"/>
          <ticker value="NOC"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>754958.63</valUSD>
        <pctVal>0.0157797403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 11/15/26</title>
        <cusip>912828U24</cusip>
        <identifiers>
          <isin value="US912828U246"/>
          <ticker value="T"/>
        </identifiers>
        <balance>25000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24669677.13</valUSD>
        <pctVal>0.5156323577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.125 08/31/28</title>
        <cusip>91282CCV1</cusip>
        <identifiers>
          <isin value="US91282CCV19"/>
          <ticker value="T"/>
        </identifiers>
        <balance>30474000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28627704.75</valUSD>
        <pctVal>0.5983609278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 4.2 09/18/34</title>
        <cusip>66989HAV0</cusip>
        <identifiers>
          <isin value="US66989HAV06"/>
          <ticker value="NOVNVX"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>488783.31</valUSD>
        <pctVal>0.0102162865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ontario (Province Of)</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONT 4.85 06/11/35</title>
        <cusip>683234C97</cusip>
        <identifiers>
          <isin value="US683234C978"/>
          <ticker value="ONT"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>822337.88</valUSD>
        <pctVal>0.0171880652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4 10/31/29</title>
        <cusip>91282CFT3</cusip>
        <identifiers>
          <isin value="US91282CFT36"/>
          <ticker value="T"/>
        </identifiers>
        <balance>12000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12157031.5</valUSD>
        <pctVal>0.2540997510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 11/15/34</title>
        <cusip>91282CLW9</cusip>
        <identifiers>
          <isin value="US91282CLW90"/>
          <ticker value="T"/>
        </identifiers>
        <balance>12600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12732398.56</valUSD>
        <pctVal>0.2661257646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC V5.354 12/02/28</title>
        <cusip>693475BK0</cusip>
        <identifiers>
          <isin value="US693475BK03"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025270.81</valUSD>
        <pctVal>0.0214296605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.354000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 5.7 03/01/35</title>
        <cusip>694308KU0</cusip>
        <identifiers>
          <isin value="US694308KU01"/>
          <ticker value="PCG"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>822452.13</valUSD>
        <pctVal>0.0171904532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 06/30/30</title>
        <cusip>91282CNK3</cusip>
        <identifiers>
          <isin value="US91282CNK35"/>
          <ticker value="T"/>
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        <balance>7200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7254281.25</valUSD>
        <pctVal>0.1516250952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.7 03/22/61</title>
        <cusip>92343VGC2</cusip>
        <identifiers>
          <isin value="US92343VGC28"/>
          <ticker value="VZ"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118085.7</valUSD>
        <pctVal>0.0024681640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Investment Enterprises Pte Ltd.</name>
        <lei>5493000FQO8XF9C0RT95</lei>
        <title>PFE 5.11 05/19/43</title>
        <cusip>716973AF9</cusip>
        <identifiers>
          <isin value="US716973AF98"/>
          <ticker value="PFE"/>
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        <balance>460000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442655.88</valUSD>
        <pctVal>0.0092521557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Procter &amp; Gamble Co.</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 1.2 10/29/30</title>
        <cusip>742718FM6</cusip>
        <identifiers>
          <isin value="US742718FM66"/>
          <ticker value="PG"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1760631.38</valUSD>
        <pctVal>0.0367997726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.85 09/03/41</title>
        <cusip>92343VGL2</cusip>
        <identifiers>
          <isin value="US92343VGL27"/>
          <ticker value="VZ"/>
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        <balance>3500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2522503.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Procter &amp; Gamble Co.</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 4.55 10/24/34</title>
        <cusip>742718GL7</cusip>
        <identifiers>
          <isin value="US742718GL74"/>
          <ticker value="PG"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>809666.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QUALCOMM Inc.</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QCOM 1.3 05/20/28</title>
        <cusip>747525BN2</cusip>
        <identifiers>
          <isin value="US747525BN20"/>
          <ticker value="QCOM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>943496.75</valUSD>
        <pctVal>0.0197204629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK V1.106 02/24/27 144A</title>
        <cusip>74977RDK7</cusip>
        <identifiers>
          <isin value="US74977RDK77"/>
          <ticker value="RABOBK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>995603.81</valUSD>
        <pctVal>0.0208095768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.106000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sanofi SA</name>
        <lei>549300E9PC51EN656011</lei>
        <title>SANFP 3.8 11/03/28</title>
        <cusip>801060AG9</cusip>
        <identifiers>
          <isin value="US801060AG91"/>
          <ticker value="SANFP"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000786</valUSD>
        <pctVal>0.0209178921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State Street Corp.</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT V4.675 10/22/32</title>
        <cusip>857477CR2</cusip>
        <identifiers>
          <isin value="US857477CR20"/>
          <ticker value="STT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018941.13</valUSD>
        <pctVal>0.0212973609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.675000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 5.558 07/09/34</title>
        <cusip>86562MDP2</cusip>
        <identifiers>
          <isin value="US86562MDP23"/>
          <ticker value="SUMIBK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1051195.38</valUSD>
        <pctVal>0.0219715219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.558000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN AD1734</title>
        <cusip>36180C4T3</cusip>
        <identifiers>
          <isin value="US36180C4T32"/>
          <ticker value="GNR"/>
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        <balance>138869.73</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127608.82</valUSD>
        <pctVal>0.0026672111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MB0026</title>
        <cusip>3618N5A41</cusip>
        <identifiers>
          <isin value="US3618N5A415"/>
          <ticker value="GNR"/>
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        <balance>1739894.63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1761745</valUSD>
        <pctVal>0.0368230489</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYY 5.1 09/23/30</title>
        <cusip>871829BU0</cusip>
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          <ticker value="SYY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1032538.81</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Take-Two Interactive Software Inc.</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
        <title>TTWO 4.95 03/28/28</title>
        <cusip>874054AK5</cusip>
        <identifiers>
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          <ticker value="TTWO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1019370.31</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 737532</title>
        <cusip>3620ARLM1</cusip>
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          <isin value="US3620ARLM10"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>238866.42</valUSD>
        <pctVal>0.0049926578</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784768</title>
        <cusip>3622AAFH2</cusip>
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          <isin value="US3622AAFH20"/>
          <ticker value="GNR"/>
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        <balance>794091.13</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>721895.75</valUSD>
        <pctVal>0.0150886777</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TRGP 6.125 05/15/55</title>
        <cusip>87612GAN1</cusip>
        <identifiers>
          <isin value="US87612GAN16"/>
          <ticker value="TRGP"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>794975.25</valUSD>
        <pctVal>0.0166161462</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>UBS AG Stamford Branch</name>
        <lei>254900R882POXXVAK772</lei>
        <title>UBS V4.864 01/10/28</title>
        <cusip>90261AAD4</cusip>
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          <ticker value="UBS"/>
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        <curCd>USD</curCd>
        <valUSD>1260477.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.864000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4343</title>
        <cusip>31418DZH8</cusip>
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          <isin value="US31418DZH87"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>228507.23</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4516</title>
        <cusip>31418EAS9</cusip>
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          <isin value="US31418EAS90"/>
          <ticker value="FHLMC"/>
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        <balance>2339963.89</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2165975.9</valUSD>
        <pctVal>0.0452720664</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-01-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.875 08/15/45</title>
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          <isin value="US912810UN62"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 05/15/28</title>
        <cusip>9128284N7</cusip>
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          <isin value="US9128284N73"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust 2016-GS4</name>
        <lei>N/A</lei>
        <title>GSMS 2016-GS4 A4</title>
        <cusip>36251XAR8</cusip>
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          <isin value="US36251XAR89"/>
          <ticker value="GSMS"/>
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        <curCd>USD</curCd>
        <valUSD>3095572.75</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust 2019-GC42</name>
        <lei>N/A</lei>
        <title>GSMS 2019-GC42 A4</title>
        <cusip>36257UAL1</cusip>
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          <isin value="US36257UAL17"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000500000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4567</title>
        <cusip>31418ECD0</cusip>
        <identifiers>
          <isin value="US31418ECD04"/>
          <ticker value="FHLMC"/>
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        <balance>319810.34</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296030.84</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4570</title>
        <cusip>31418ECG3</cusip>
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          <isin value="US31418ECG35"/>
          <ticker value="FHLMC"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.625 02/15/29</title>
        <cusip>9128286B1</cusip>
        <identifiers>
          <isin value="US9128286B18"/>
          <ticker value="T"/>
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        <balance>29700000</balance>
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        <curCd>USD</curCd>
        <valUSD>28878610.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 08/15/29</title>
        <cusip>912828YB0</cusip>
        <identifiers>
          <isin value="US912828YB05"/>
          <ticker value="T"/>
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        <balance>34630000</balance>
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        <curCd>USD</curCd>
        <valUSD>32326293.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 4.2 04/17/28</title>
        <cusip>370334CG7</cusip>
        <identifiers>
          <isin value="US370334CG79"/>
          <ticker value="GIS"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1003252.69</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>SO 5.2 03/15/35</title>
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          <ticker value="SO"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.25 06/30/29</title>
        <cusip>91282CEV9</cusip>
        <identifiers>
          <isin value="US91282CEV90"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>18288985</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4 06/30/28</title>
        <cusip>91282CHK0</cusip>
        <identifiers>
          <isin value="US91282CHK09"/>
          <ticker value="T"/>
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        <balance>17900000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.375 01/31/32</title>
        <cusip>91282CMK4</cusip>
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          <isin value="US91282CMK44"/>
          <ticker value="T"/>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 09/30/30</title>
        <cusip>91282CPA3</cusip>
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          <isin value="US91282CPA35"/>
          <ticker value="T"/>
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      <invstOrSec>
        <name>Gilead Sciences Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 5.55 10/15/53</title>
        <cusip>375558CA9</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 5.7 11/15/55</title>
        <cusip>404119DH9</cusip>
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          <isin value="US404119DH91"/>
          <ticker value="HCA"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>476466.34</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 2.9 05/15/50</title>
        <cusip>91324PDZ2</cusip>
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          <ticker value="UNH"/>
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        <balance>2500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1596266.57</valUSD>
        <pctVal>0.0333643076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4 05/15/29</title>
        <cusip>91324PEH1</cusip>
        <identifiers>
          <isin value="US91324PEH10"/>
          <ticker value="UNH"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1998009.62</valUSD>
        <pctVal>0.0417613253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V2.251 11/22/27</title>
        <cusip>404280CX5</cusip>
        <identifiers>
          <isin value="US404280CX53"/>
          <ticker value="HSBC"/>
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        <balance>2400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2361786.75</valUSD>
        <pctVal>0.0493647997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.251000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="147633.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V4.762 03/29/33</title>
        <cusip>404280DC0</cusip>
        <identifiers>
          <isin value="US404280DC08"/>
          <ticker value="HSBC"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1193036.5</valUSD>
        <pctVal>0.0249362089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.762000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Uruguay (Republic Of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 4.375 01/23/31</title>
        <cusip>917288BK7</cusip>
        <identifiers>
          <isin value="US917288BK78"/>
          <ticker value="URUGUA"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>506300</valUSD>
        <pctVal>0.0105824110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ventas Realty Limited Partnership</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VTR 3.25 10/15/26</title>
        <cusip>92277GAJ6</cusip>
        <identifiers>
          <isin value="US92277GAJ67"/>
          <ticker value="VTR"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>497225.03</valUSD>
        <pctVal>0.0103927308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Viper Energy Partners LLC</name>
        <lei>54930010ZZ02MRGRI973</lei>
        <title>VNOM 4.9 08/01/30</title>
        <cusip>92764MAA2</cusip>
        <identifiers>
          <isin value="US92764MAA27"/>
          <ticker value="VNOM"/>
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        <balance>256000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258936.31</valUSD>
        <pctVal>0.0054121478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WRKCO Inc</name>
        <lei>549300JEB576INN13W07</lei>
        <title>SW 3.9 06/01/28</title>
        <cusip>92940PAE4</cusip>
        <identifiers>
          <isin value="US92940PAE43"/>
          <ticker value="SW"/>
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        <balance>1250000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1243477.35</valUSD>
        <pctVal>0.0259904965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HES 5.6 02/15/41</title>
        <cusip>42809HAD9</cusip>
        <identifiers>
          <isin value="US42809HAD98"/>
          <ticker value="HES"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1033222.63</valUSD>
        <pctVal>0.0215958652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 1.875 09/15/31</title>
        <cusip>437076CJ9</cusip>
        <identifiers>
          <isin value="US437076CJ91"/>
          <ticker value="HD"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1322226.19</valUSD>
        <pctVal>0.0276364625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WM 4.95 03/15/35</title>
        <cusip>94106LCE7</cusip>
        <identifiers>
          <isin value="US94106LCE74"/>
          <ticker value="WM"/>
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        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1625012.75</valUSD>
        <pctVal>0.0339651448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZTS 2 05/15/30</title>
        <cusip>98978VAS2</cusip>
        <identifiers>
          <isin value="US98978VAS25"/>
          <ticker value="ZTS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>914873.13</valUSD>
        <pctVal>0.0191221874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IBM International Capital Pte. Ltd.</name>
        <lei>2549007KTXQQBYZO7485</lei>
        <title>IBM 4.9 02/05/34</title>
        <cusip>449276AE4</cusip>
        <identifiers>
          <isin value="US449276AE42"/>
          <ticker value="IBM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1009251.31</valUSD>
        <pctVal>0.0210948295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Illinois Tool Works Inc.</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>ITW 3.9 09/01/42</title>
        <cusip>452308AR0</cusip>
        <identifiers>
          <isin value="US452308AR01"/>
          <ticker value="ITW"/>
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        <balance>282000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238251.09</valUSD>
        <pctVal>0.0049797965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4653</title>
        <cusip>31418EE30</cusip>
        <identifiers>
          <isin value="US31418EE308"/>
          <ticker value="FHLMC"/>
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        <balance>5195226.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4609277.01</valUSD>
        <pctVal>0.0963406355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4632</title>
        <cusip>31418EEE6</cusip>
        <identifiers>
          <isin value="US31418EEE68"/>
          <ticker value="FHLMC"/>
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        <balance>381929.31</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>354646.03</valUSD>
        <pctVal>0.0074126211</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>INTNED V6.083 09/11/27</title>
        <cusip>456837BF9</cusip>
        <identifiers>
          <isin value="US456837BF96"/>
          <ticker value="INTNED"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1013317.13</valUSD>
        <pctVal>0.0211798111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.083000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>INTNED V5.55 03/19/35</title>
        <cusip>456837BM4</cusip>
        <identifiers>
          <isin value="US456837BM48"/>
          <ticker value="INTNED"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>832091.81</valUSD>
        <pctVal>0.0173919367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>International Business Machines Corp.</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
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        <cusip>459200HF1</cusip>
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          <isin value="US459200HF10"/>
          <ticker value="IBM"/>
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        <balance>1000000</balance>
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        <valUSD>837830.88</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <cusip>46625HHV5</cusip>
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          <isin value="US46625HHV50"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>521077.81</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V5.576 07/23/36</title>
        <cusip>46647PFC5</cusip>
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          <ticker value="JPM"/>
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        <curCd>USD</curCd>
        <valUSD>424124.03</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.576000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC 2.25 11/04/26 DTC</title>
        <cusip>471048AZ1</cusip>
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          <isin value="US471048AZ14"/>
          <ticker value="JBIC"/>
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        <balance>4000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3950059.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 4.55 03/01/28</title>
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          <ticker value="JNJ"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018891.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KeyCorp</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KEY V4.789 06/01/33 MTN</title>
        <cusip>49326EEN9</cusip>
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          <isin value="US49326EEN94"/>
          <ticker value="KEY"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>999478.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Korea Development Bank</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KDB 2.25 02/24/27</title>
        <cusip>500630DR6</cusip>
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          <isin value="US500630DR60"/>
          <ticker value="KDB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>982877.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Kreditanstalt Fuer Wiederaufbau</name>
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        <curCd>USD</curCd>
        <valUSD>1005463.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4644</title>
        <cusip>31418EES5</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4732</title>
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          <ticker value="FHLMC"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 3.75 04/01/30</title>
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        <name>LPL Holdings Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA4839</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN MA5038</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA5585</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AE0103</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RR0017</title>
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          <isin value="US3142JCAT70"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2961</title>
        <cusip>36179RJE0</cusip>
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          <isin value="US36179RJE09"/>
          <ticker value="GNR"/>
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        <balance>759867.44</balance>
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        <curCd>USD</curCd>
        <valUSD>707926.94</valUSD>
        <pctVal>0.0147967091</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7368</title>
        <cusip>36179WFH6</cusip>
        <identifiers>
          <isin value="US36179WFH60"/>
          <ticker value="GNR"/>
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        <balance>534405.81</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>480804.28</valUSD>
        <pctVal>0.0100495131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7533</title>
        <cusip>36179WLN6</cusip>
        <identifiers>
          <isin value="US36179WLN64"/>
          <ticker value="GNR"/>
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        <balance>1011666.75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>838107.38</valUSD>
        <pctVal>0.0175176709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 5.35 06/01/34</title>
        <cusip>502431AU3</cusip>
        <identifiers>
          <isin value="US502431AU32"/>
          <ticker value="LHX"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>621100.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lennox International Inc.</name>
        <lei>S7DWAC87RDMPBF77GJ92</lei>
        <title>LII 5.5 09/15/28</title>
        <cusip>526107AG2</cusip>
        <identifiers>
          <isin value="US526107AG24"/>
          <ticker value="LII"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1031929.81</valUSD>
        <pctVal>0.0215688433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7589</title>
        <cusip>36179WNE4</cusip>
        <identifiers>
          <isin value="US36179WNE48"/>
          <ticker value="GNR"/>
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        <balance>5166946.06</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4459244.1</valUSD>
        <pctVal>0.0932047281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8645</title>
        <cusip>36179XTA4</cusip>
        <identifiers>
          <isin value="US36179XTA45"/>
          <ticker value="GNR"/>
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        <balance>970473.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>924668</valUSD>
        <pctVal>0.0193269145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 5 04/15/33</title>
        <cusip>548661EL7</cusip>
        <identifiers>
          <isin value="US548661EL74"/>
          <ticker value="LOW"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1228834.94</valUSD>
        <pctVal>0.0256844487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 4.85 10/15/35</title>
        <cusip>548661EX1</cusip>
        <identifiers>
          <isin value="US548661EX13"/>
          <ticker value="LOW"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>991842.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA9668</title>
        <cusip>36179YW59</cusip>
        <identifiers>
          <isin value="US36179YW590"/>
          <ticker value="GNR"/>
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        <balance>857263.19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>867227.13</valUSD>
        <pctVal>0.0181263163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784905</title>
        <cusip>3622AAKS2</cusip>
        <identifiers>
          <isin value="US3622AAKS20"/>
          <ticker value="GNR"/>
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        <balance>1047369.67</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>927327.6</valUSD>
        <pctVal>0.0193825040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 5.95 09/15/54</title>
        <cusip>404121AL9</cusip>
        <identifiers>
          <isin value="US404121AL94"/>
          <ticker value="HCA"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493948.5</valUSD>
        <pctVal>0.0103242466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ingersoll Rand Inc</name>
        <lei>5299004C02FMZCUOIR50</lei>
        <title>IR 5.314 06/15/31</title>
        <cusip>45687VAE6</cusip>
        <identifiers>
          <isin value="US45687VAE65"/>
          <ticker value="IR"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>627097.56</valUSD>
        <pctVal>0.0131072568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.314000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 4.125 02/15/29</title>
        <cusip>4581X0EN4</cusip>
        <identifiers>
          <isin value="US4581X0EN43"/>
          <ticker value="IADB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1014585.75</valUSD>
        <pctVal>0.0212063271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD F 09/23/32</title>
        <cusip>459058LX9</cusip>
        <identifiers>
          <isin value="US459058LX98"/>
          <ticker value="IBRD"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1201013</valUSD>
        <pctVal>0.0251029295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.160100000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 5 03/01/33</title>
        <cusip>55336VBV1</cusip>
        <identifiers>
          <isin value="US55336VBV18"/>
          <ticker value="MPLX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1004699.19</valUSD>
        <pctVal>0.0209996835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 4.5 10/15/31</title>
        <cusip>571903BW2</cusip>
        <identifiers>
          <isin value="US571903BW25"/>
          <ticker value="MAR"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002160.69</valUSD>
        <pctVal>0.0209466251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MU 6.05 11/01/35</title>
        <cusip>595112CH4</cusip>
        <identifiers>
          <isin value="US595112CH45"/>
          <ticker value="MU"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1066901.25</valUSD>
        <pctVal>0.0222997976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Bank, National Association (Utah)</name>
        <lei>G1MLHIS0N32I3QPILB75</lei>
        <title>MS V5.504 05/26/28 BKNT</title>
        <cusip>61690U8B9</cusip>
        <identifiers>
          <isin value="US61690U8B93"/>
          <ticker value="MS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1019950.94</valUSD>
        <pctVal>0.0213184674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.504000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V1.512 07/20/27 GMTN</title>
        <cusip>61747YEC5</cusip>
        <identifiers>
          <isin value="US61747YEC57"/>
          <ticker value="MS"/>
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        <balance>900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>887198.19</valUSD>
        <pctVal>0.0185437406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.512000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.484 09/16/36</title>
        <cusip>61747YEF8</cusip>
        <identifiers>
          <isin value="US61747YEF88"/>
          <ticker value="MS"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1758626.75</valUSD>
        <pctVal>0.0367578729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.484000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MSI 2.75 05/24/31</title>
        <cusip>620076BU2</cusip>
        <identifiers>
          <isin value="US620076BU23"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>823415.19</valUSD>
        <pctVal>0.0172105826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 3.8 09/18/29</title>
        <cusip>66989HAT5</cusip>
        <identifiers>
          <isin value="US66989HAT59"/>
          <ticker value="NOVNVX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>995081.94</valUSD>
        <pctVal>0.0207986689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V5.299 07/24/29</title>
        <cusip>46647PDU7</cusip>
        <identifiers>
          <isin value="US46647PDU75"/>
          <ticker value="JPM"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1030550.44</valUSD>
        <pctVal>0.0215400125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.299000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.979 07/22/28</title>
        <cusip>46647PEL6</cusip>
        <identifiers>
          <isin value="US46647PEL67"/>
          <ticker value="JPM"/>
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        <balance>2000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2029792.75</valUSD>
        <pctVal>0.0424256392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.979000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lincoln National Corp.</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LNC 3.4 03/01/32</title>
        <cusip>534187BQ1</cusip>
        <identifiers>
          <isin value="US534187BQ10"/>
          <ticker value="LNC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>926304.19</valUSD>
        <pctVal>0.0193611133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>M&amp;T Bank Corporation</name>
        <lei>549300WYXDDBYRASEG81</lei>
        <title>MTB V5.179 07/08/31</title>
        <cusip>55261FAY0</cusip>
        <identifiers>
          <isin value="US55261FAY07"/>
          <ticker value="MTB"/>
        </identifiers>
        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1231949.25</valUSD>
        <pctVal>0.0257495424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.179000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 4.7 09/18/54</title>
        <cusip>66989HAW8</cusip>
        <identifiers>
          <isin value="US66989HAW88"/>
          <ticker value="NOVNVX"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>445719.13</valUSD>
        <pctVal>0.0093161822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oklahoma Gas and Electric Company</name>
        <lei>549300VJ8YXGPO8EV472</lei>
        <title>OGE 5.4 01/15/33</title>
        <cusip>678858BX8</cusip>
        <identifiers>
          <isin value="US678858BX89"/>
          <ticker value="OGE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1046534.19</valUSD>
        <pctVal>0.0218740962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Manitoba (Province of)</name>
        <lei>5493003QILFOB3JRKE30</lei>
        <title>MP 4.3 07/27/33</title>
        <cusip>563469VC6</cusip>
        <identifiers>
          <isin value="US563469VC69"/>
          <ticker value="MP"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>497667.38</valUSD>
        <pctVal>0.0104019766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marvell Technology Inc</name>
        <lei>N/A</lei>
        <title>MRVL 4.75 07/15/30</title>
        <cusip>573874AR5</cusip>
        <identifiers>
          <isin value="US573874AR57"/>
          <ticker value="MRVL"/>
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        <balance>255000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258331.7</valUSD>
        <pctVal>0.0053995106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 6.1 11/15/32</title>
        <cusip>682680BG7</cusip>
        <identifiers>
          <isin value="US682680BG78"/>
          <ticker value="OKE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1070087.63</valUSD>
        <pctVal>0.0223663976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ontario (Province Of)</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONT 0.625 01/21/26</title>
        <cusip>683234AS7</cusip>
        <identifiers>
          <isin value="US683234AS74"/>
          <ticker value="ONT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>998226.69</valUSD>
        <pctVal>0.0208643988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 5.25 01/15/54</title>
        <cusip>59156RCD8</cusip>
        <identifiers>
          <isin value="US59156RCD89"/>
          <ticker value="MET"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>951146</valUSD>
        <pctVal>0.0198803435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MU 2.703 04/15/32</title>
        <cusip>595112BS1</cusip>
        <identifiers>
          <isin value="US595112BS19"/>
          <ticker value="MU"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1076241.25</valUSD>
        <pctVal>0.0224950173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.703000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ontario (Province Of)</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONT 1.8 10/14/31</title>
        <cusip>68323AFJ8</cusip>
        <identifiers>
          <isin value="US68323AFJ88"/>
          <ticker value="ONT"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1326883.5</valUSD>
        <pctVal>0.0277338071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4.8 08/03/28</title>
        <cusip>68389XCY9</cusip>
        <identifiers>
          <isin value="US68389XCY94"/>
          <ticker value="ORCL"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1004978.69</valUSD>
        <pctVal>0.0210055255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Paccar Financial Corp</name>
        <lei>PH3S12DWZBHHQKVYZ297</lei>
        <title>PCAR 4.45 08/06/27</title>
        <cusip>69371RT30</cusip>
        <identifiers>
          <isin value="US69371RT304"/>
          <ticker value="PCAR"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>606929</valUSD>
        <pctVal>0.0126857044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 4.95 07/01/50</title>
        <cusip>694308JN8</cusip>
        <identifiers>
          <isin value="US694308JN86"/>
          <ticker value="PCG"/>
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        <balance>1400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1183325</valUSD>
        <pctVal>0.0247332244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Paypal Holdings Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PYPL 2.85 10/01/29</title>
        <cusip>70450YAE3</cusip>
        <identifiers>
          <isin value="US70450YAE32"/>
          <ticker value="PYPL"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1436814.38</valUSD>
        <pctVal>0.0300315234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peru (Republic Of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 3 01/15/34</title>
        <cusip>715638DU3</cusip>
        <identifiers>
          <isin value="US715638DU38"/>
          <ticker value="PERU"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>434695</valUSD>
        <pctVal>0.0090857617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peru (Republic Of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 5.5 03/30/36</title>
        <cusip>715638FC1</cusip>
        <identifiers>
          <isin value="US715638FC12"/>
          <ticker value="PERU"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1019600</valUSD>
        <pctVal>0.0213111323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 2.1 05/01/30</title>
        <cusip>718172CP2</cusip>
        <identifiers>
          <isin value="US718172CP24"/>
          <ticker value="PM"/>
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        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1465625.13</valUSD>
        <pctVal>0.0306337103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Energy Company</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BRKHEC 5.95 05/15/37</title>
        <cusip>59562VAP2</cusip>
        <identifiers>
          <isin value="US59562VAP22"/>
          <ticker value="BRKHEC"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>187593.73</valUSD>
        <pctVal>0.0039209835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG V5.159 04/24/31</title>
        <cusip>606822DK7</cusip>
        <identifiers>
          <isin value="US606822DK78"/>
          <ticker value="MUFG"/>
        </identifiers>
        <balance>740000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>762649.31</valUSD>
        <pctVal>0.0159404868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.159000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO V1.979 09/08/31</title>
        <cusip>60687YBL2</cusip>
        <identifiers>
          <isin value="US60687YBL20"/>
          <ticker value="MIZUHO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>897710.19</valUSD>
        <pctVal>0.0187634568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.979000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V5.664 04/17/36</title>
        <cusip>61747YGA7</cusip>
        <identifiers>
          <isin value="US61747YGA73"/>
          <ticker value="MS"/>
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        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1574497.88</valUSD>
        <pctVal>0.0329093101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.664000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Australia Bank Ltd.</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>NAB 4.534 06/13/30</title>
        <cusip>632525CK5</cusip>
        <identifiers>
          <isin value="US632525CK59"/>
          <ticker value="NAB"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018042.56</valUSD>
        <pctVal>0.0212785795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.534000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Newmont Corp / Newcrest Finance Pty Ltd.</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEM 5.35 03/15/34</title>
        <cusip>65163LAR0</cusip>
        <identifiers>
          <isin value="US65163LAR06"/>
          <ticker value="NEM"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1254309</valUSD>
        <pctVal>0.0262168939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NI 5.2 07/01/29</title>
        <cusip>65473PAS4</cusip>
        <identifiers>
          <isin value="US65473PAS48"/>
          <ticker value="NI"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1030972</valUSD>
        <pctVal>0.0215488237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northern Trust Corporation</name>
        <lei>549300GLF98S992BC502</lei>
        <title>NTRS 6.125 11/02/32</title>
        <cusip>665859AX2</cusip>
        <identifiers>
          <isin value="US665859AX29"/>
          <ticker value="NTRS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1090464.63</valUSD>
        <pctVal>0.0227923067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oglethorpe Power Corp.</name>
        <lei>3EERXCUSWMS9GV5D9M98</lei>
        <title>OGLETH 3.75 08/01/50</title>
        <cusip>677050AQ9</cusip>
        <identifiers>
          <isin value="US677050AQ95"/>
          <ticker value="OGLETH"/>
        </identifiers>
        <balance>358000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256570.81</valUSD>
        <pctVal>0.0053627054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONE Gas, Inc.</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>OGS 4.25 09/01/32</title>
        <cusip>68235PAM0</cusip>
        <identifiers>
          <isin value="US68235PAM05"/>
          <ticker value="OGS"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>984811.94</valUSD>
        <pctVal>0.0205840109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 4.625 10/29/35</title>
        <cusip>718172EA3</cusip>
        <identifiers>
          <isin value="US718172EA37"/>
          <ticker value="PM"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>782624.88</valUSD>
        <pctVal>0.0163580054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Private Export Funding Corp.</name>
        <lei>CYQE6SAYPFKNQJ6FMH60</lei>
        <title>PEFCO 3.9 10/15/27 QQ</title>
        <cusip>742651DZ2</cusip>
        <identifiers>
          <isin value="US742651DZ21"/>
          <ticker value="PEFCO"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1001584.13</valUSD>
        <pctVal>0.0209345742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Progress Energy Inc.</name>
        <lei>549300FBMTW0JYWMNB26</lei>
        <title>DUK 7.75 03/01/31</title>
        <cusip>743263AE5</cusip>
        <identifiers>
          <isin value="US743263AE50"/>
          <ticker value="DUK"/>
        </identifiers>
        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200321.73</valUSD>
        <pctVal>0.0041870173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Prologis, L.P.</name>
        <lei>GL16H1DHB0QSHP25F723</lei>
        <title>PLD 4.875 06/15/28</title>
        <cusip>74340XCG4</cusip>
        <identifiers>
          <isin value="US74340XCG43"/>
          <ticker value="PLD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1023622.44</valUSD>
        <pctVal>0.0213952071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 4.25 09/15/46</title>
        <cusip>682680BX0</cusip>
        <identifiers>
          <isin value="US682680BX02"/>
          <ticker value="OKE"/>
        </identifiers>
        <balance>355000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278103.84</valUSD>
        <pctVal>0.0058127773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 6.25 11/09/32</title>
        <cusip>68389XCJ2</cusip>
        <identifiers>
          <isin value="US68389XCJ28"/>
          <ticker value="ORCL"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>521205.22</valUSD>
        <pctVal>0.0108939519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QUALCOMM Inc.</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QCOM 3.25 05/20/50</title>
        <cusip>747525BJ1</cusip>
        <identifiers>
          <isin value="US747525BJ18"/>
          <ticker value="QCOM"/>
        </identifiers>
        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>345365.28</valUSD>
        <pctVal>0.0072186398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>BATSLN 5.85 08/15/45</title>
        <cusip>761713BB1</cusip>
        <identifiers>
          <isin value="US761713BB19"/>
          <ticker value="BATSLN"/>
        </identifiers>
        <balance>431000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>424034.25</valUSD>
        <pctVal>0.0088629364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Owens Corning</name>
        <lei>JO5M6676RDJIZ2U8X907</lei>
        <title>OC 5.7 06/15/34</title>
        <cusip>690742AP6</cusip>
        <identifiers>
          <isin value="US690742AP69"/>
          <ticker value="OC"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1261400.88</valUSD>
        <pctVal>0.0263651245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Panama (Republic of)</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 3.16 01/23/30</title>
        <cusip>698299BK9</cusip>
        <identifiers>
          <isin value="US698299BK97"/>
          <ticker value="PANAMA"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1123320</valUSD>
        <pctVal>0.0234790321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.160000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander UK Group Holdings PLC</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANUK V1.673 06/14/27</title>
        <cusip>80281LAQ8</cusip>
        <identifiers>
          <isin value="US80281LAQ86"/>
          <ticker value="SANUK"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>494410.94</valUSD>
        <pctVal>0.0103339122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.673000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern Co.</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SO 4.4 07/01/46</title>
        <cusip>842587CX3</cusip>
        <identifiers>
          <isin value="US842587CX39"/>
          <ticker value="SO"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>421808.44</valUSD>
        <pctVal>0.0088164137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern Co.</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SO 3.7 04/30/30 A</title>
        <cusip>842587DE4</cusip>
        <identifiers>
          <isin value="US842587DE49"/>
          <ticker value="SO"/>
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        <balance>237000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>231375.2</valUSD>
        <pctVal>0.0048360803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern Company Gas Capital Corp.</name>
        <lei>E8CD46SWUD2TSN8PA636</lei>
        <title>SO 5.15 09/15/32</title>
        <cusip>8426EPAF5</cusip>
        <identifiers>
          <isin value="US8426EPAF56"/>
          <ticker value="SO"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>615929.25</valUSD>
        <pctVal>0.0128738228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwest Gas Corp</name>
        <lei>OQQR1IQTGBKH0UR88X59</lei>
        <title>SWX 5.8 12/01/27</title>
        <cusip>845011AF2</cusip>
        <identifiers>
          <isin value="US845011AF24"/>
          <ticker value="SWX"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1030974.38</valUSD>
        <pctVal>0.0215488734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Starbucks Corp.</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>SBUX 4.45 08/15/49</title>
        <cusip>855244AU3</cusip>
        <identifiers>
          <isin value="US855244AU31"/>
          <ticker value="SBUX"/>
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        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>496191.44</valUSD>
        <pctVal>0.0103711273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Peru (Republic Of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 3.55 03/10/51</title>
        <cusip>715638DT6</cusip>
        <identifiers>
          <isin value="US715638DT64"/>
          <ticker value="PERU"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>699100</valUSD>
        <pctVal>0.0146122132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Investment Enterprises Pte Ltd.</name>
        <lei>5493000FQO8XF9C0RT95</lei>
        <title>PFE 4.45 05/19/28</title>
        <cusip>716973AC6</cusip>
        <identifiers>
          <isin value="US716973AC67"/>
          <ticker value="PFE"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1013258.31</valUSD>
        <pctVal>0.0211785817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Public Service Enterprise Group Incorporated</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PEG 4.9 03/15/30</title>
        <cusip>744573BA3</cusip>
        <identifiers>
          <isin value="US744573BA31"/>
          <ticker value="PEG"/>
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        <balance>270000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276089.31</valUSD>
        <pctVal>0.0057706707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RTX Corp.</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 4.35 04/15/47</title>
        <cusip>75513ECK5</cusip>
        <identifiers>
          <isin value="US75513ECK55"/>
          <ticker value="RTX"/>
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        <balance>900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>762676.69</valUSD>
        <pctVal>0.0159410590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Roper Technologies Inc</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROP 5.1 09/15/35</title>
        <cusip>776696AM8</cusip>
        <identifiers>
          <isin value="US776696AM81"/>
          <ticker value="ROP"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>503801.75</valUSD>
        <pctVal>0.0105301939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Shell Finance US Inc.</name>
        <lei>N/A</lei>
        <title>RDSALN 4 05/10/46 *</title>
        <cusip>822905AE5</cusip>
        <identifiers>
          <isin value="US822905AE56"/>
          <ticker value="RDSALN"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141478.55</valUSD>
        <pctVal>0.0029571088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Corp.</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT 2.2 03/03/31</title>
        <cusip>857477BP7</cusip>
        <identifiers>
          <isin value="US857477BP72"/>
          <ticker value="STT"/>
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        <balance>1300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1169757.53</valUSD>
        <pctVal>0.0244496444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Corp.</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT 4.834 04/24/30</title>
        <cusip>857477DB6</cusip>
        <identifiers>
          <isin value="US857477DB68"/>
          <ticker value="STT"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1029531</valUSD>
        <pctVal>0.0215187047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.834000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5.35 05/15/45</title>
        <cusip>86765BAQ2</cusip>
        <identifiers>
          <isin value="US86765BAQ23"/>
          <ticker value="ET"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>723499.5</valUSD>
        <pctVal>0.0151221984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Swedish Export Credit Corp.</name>
        <lei>1FOLRR5RWTWWI397R131</lei>
        <title>SEK 4.875 10/04/30 GMTN</title>
        <cusip>87031CAN3</cusip>
        <identifiers>
          <isin value="US87031CAN39"/>
          <ticker value="SEK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1044652.44</valUSD>
        <pctVal>0.0218347649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Steel Dynamics, Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>STLD 3.45 04/15/30</title>
        <cusip>858119BK5</cusip>
        <identifiers>
          <isin value="US858119BK53"/>
          <ticker value="STLD"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>966095.12</valUSD>
        <pctVal>0.0201928020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 5.716 09/14/28</title>
        <cusip>86562MDG2</cusip>
        <identifiers>
          <isin value="US86562MDG24"/>
          <ticker value="SUMIBK"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1041527.75</valUSD>
        <pctVal>0.0217694543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.716000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3.875 04/15/30</title>
        <cusip>87264ABF1</cusip>
        <identifiers>
          <isin value="US87264ABF12"/>
          <ticker value="TMUS"/>
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        <balance>1600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1573399.88</valUSD>
        <pctVal>0.0328863603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>TMO 1.75 10/15/28</title>
        <cusip>883556CK6</cusip>
        <identifiers>
          <isin value="US883556CK68"/>
          <ticker value="TMO"/>
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        <balance>175000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165208.38</valUSD>
        <pctVal>0.0034530969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synopsys Inc</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>SNPS 5.15 04/01/35</title>
        <cusip>871607AE7</cusip>
        <identifiers>
          <isin value="US871607AE70"/>
          <ticker value="SNPS"/>
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        <balance>625000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>635215.94</valUSD>
        <pctVal>0.0132769428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3.3 02/15/51</title>
        <cusip>87264ABN4</cusip>
        <identifiers>
          <isin value="US87264ABN46"/>
          <ticker value="TMUS"/>
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        <balance>620000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414455.09</valUSD>
        <pctVal>0.0086627180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3.4 10/15/52</title>
        <cusip>87264ACT0</cusip>
        <identifiers>
          <isin value="US87264ACT07"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>1675000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1125849</valUSD>
        <pctVal>0.0235318919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tapestry Inc</name>
        <lei>549300LJNVY5SW3VTN33</lei>
        <title>TPR 5.1 03/11/30</title>
        <cusip>876030AK3</cusip>
        <identifiers>
          <isin value="US876030AK37"/>
          <ticker value="TPR"/>
        </identifiers>
        <balance>370000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>379844.03</valUSD>
        <pctVal>0.0079392962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 4.994 04/05/29 GMTN</title>
        <cusip>89115A2Y7</cusip>
        <identifiers>
          <isin value="US89115A2Y74"/>
          <ticker value="TD"/>
        </identifiers>
        <balance>600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>615099.25</valUSD>
        <pctVal>0.0128564746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.994000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TotalEnergies Capital International S.A.</name>
        <lei>549300U37G2I8G4RUG09</lei>
        <title>TTEFP 3.127 05/29/50</title>
        <cusip>89153VAV1</cusip>
        <identifiers>
          <isin value="US89153VAV18"/>
          <ticker value="TTEFP"/>
        </identifiers>
        <balance>505000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>336606</valUSD>
        <pctVal>0.0070355580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.127000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Target Corp.</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TGT 3.375 04/15/29</title>
        <cusip>87612EBH8</cusip>
        <identifiers>
          <isin value="US87612EBH80"/>
          <ticker value="TGT"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1473774.57</valUSD>
        <pctVal>0.0308040455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Motor Credit Corp.</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA 4.8 05/15/30</title>
        <cusip>89236TNJ0</cusip>
        <identifiers>
          <isin value="US89236TNJ06"/>
          <ticker value="TOYOTA"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1026065.19</valUSD>
        <pctVal>0.0214462642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corp.</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC V5.711 01/24/35 MTN</title>
        <cusip>89788MAS1</cusip>
        <identifiers>
          <isin value="US89788MAS17"/>
          <ticker value="TFC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1051919.88</valUSD>
        <pctVal>0.0219866650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.711000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS V5.617 09/13/30 144A</title>
        <cusip>902613BL1</cusip>
        <identifiers>
          <isin value="US902613BL18"/>
          <ticker value="UBS"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1044032.75</valUSD>
        <pctVal>0.0218218125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.617000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uber Technologies Inc</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>UBER 4.8 09/15/34</title>
        <cusip>90353TAP5</cusip>
        <identifiers>
          <isin value="US90353TAP57"/>
          <ticker value="UBER"/>
        </identifiers>
        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>799768.38</valUSD>
        <pctVal>0.0167163297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 2.95 03/10/52</title>
        <cusip>907818FW3</cusip>
        <identifiers>
          <isin value="US907818FW39"/>
          <ticker value="UNP"/>
        </identifiers>
        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>637704.63</valUSD>
        <pctVal>0.0133289601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Motor Credit Corp.</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA 4.65 09/03/32</title>
        <cusip>89236TNT8</cusip>
        <identifiers>
          <isin value="US89236TNT87"/>
          <ticker value="TOYOTA"/>
        </identifiers>
        <balance>1500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1513962.38</valUSD>
        <pctVal>0.0316440295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Electric Company</name>
        <lei>QMPJLLDULY5C1M8PNY21</lei>
        <title>AEE 5.2 04/01/34</title>
        <cusip>906548CY6</cusip>
        <identifiers>
          <isin value="US906548CY62"/>
          <ticker value="AEE"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1235613</valUSD>
        <pctVal>0.0258261201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 2.15 02/05/27</title>
        <cusip>907818FJ2</cusip>
        <identifiers>
          <isin value="US907818FJ28"/>
          <ticker value="UNP"/>
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        <balance>1750000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1718788.31</valUSD>
        <pctVal>0.0359251912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 4.95 09/09/52</title>
        <cusip>907818GC6</cusip>
        <identifiers>
          <isin value="US907818GC65"/>
          <ticker value="UNP"/>
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        <balance>500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>455339.47</valUSD>
        <pctVal>0.0095172613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UPS 5.5 05/22/54</title>
        <cusip>911312CE4</cusip>
        <identifiers>
          <isin value="US911312CE45"/>
          <ticker value="UPS"/>
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        <balance>1200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1166280.38</valUSD>
        <pctVal>0.0243769669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UPS 5.25 05/14/35</title>
        <cusip>911312CJ3</cusip>
        <identifiers>
          <isin value="US911312CJ32"/>
          <ticker value="UPS"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1036381</valUSD>
        <pctVal>0.0216618797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="992190.230000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Railroad Co.</name>
        <lei>549300E5Y4M86FFRWP82</lei>
        <title>UNP 5.866 07/02/30 06-1</title>
        <cusip>90783WAA1</cusip>
        <identifiers>
          <isin value="US90783WAA18"/>
          <ticker value="UNP"/>
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        <balance>32957.05</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34284.53</valUSD>
        <pctVal>0.0007165969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.866000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
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        <name>United States Treasury Notes</name>
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        <name>United States Treasury Bonds</name>
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        <name>United States Treasury Bonds</name>
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        <name>United States Treasury Bonds</name>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.125 03/31/29</title>
        <cusip>91282CKG5</cusip>
        <identifiers>
          <isin value="US91282CKG59"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>41679064</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.375 05/15/34</title>
        <cusip>91282CKQ3</cusip>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>11343246.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.75 08/31/31</title>
        <cusip>91282CLJ8</cusip>
        <identifiers>
          <isin value="US91282CLJ89"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>15299033</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 05/15/35</title>
        <cusip>91282CNC1</cusip>
        <identifiers>
          <isin value="US91282CNC19"/>
          <ticker value="T"/>
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        <balance>13900000</balance>
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        <curCd>USD</curCd>
        <valUSD>14015109.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 05/31/27</title>
        <cusip>91282CNE7</cusip>
        <identifiers>
          <isin value="US91282CNE74"/>
          <ticker value="T"/>
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        <balance>18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18092109.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Vale Overseas Limited</name>
        <lei>254900BA3U6G5DNV5V04</lei>
        <title>VALEBZ 6.4 06/28/54</title>
        <cusip>91911TAS2</cusip>
        <identifiers>
          <isin value="US91911TAS24"/>
          <ticker value="VALEBZ"/>
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        <balance>266000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>271453</valUSD>
        <pctVal>0.0056737650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 5.35 01/15/54</title>
        <cusip>927804GQ1</cusip>
        <identifiers>
          <isin value="US927804GQ14"/>
          <ticker value="D"/>
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        <balance>1000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>937505.25</valUSD>
        <pctVal>0.0195952318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 4.375 02/19/43</title>
        <cusip>92857WBD1</cusip>
        <identifiers>
          <isin value="US92857WBD11"/>
          <ticker value="VOD"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>427150.19</valUSD>
        <pctVal>0.0089280641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Wabtec Corp</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WAB 4.9 05/29/30</title>
        <cusip>960386AS9</cusip>
        <identifiers>
          <isin value="US960386AS98"/>
          <ticker value="WAB"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1023178.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 09/30/32</title>
        <cusip>91282CNZ0</cusip>
        <identifiers>
          <isin value="US91282CNZ04"/>
          <ticker value="T"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2990742.25</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.5 09/30/27</title>
        <cusip>91282CPB1</cusip>
        <identifiers>
          <isin value="US91282CPB18"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>12602461</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VICI Properties LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI 5.75 04/01/34</title>
        <cusip>925650AF0</cusip>
        <identifiers>
          <isin value="US925650AF04"/>
          <ticker value="VICI"/>
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        <balance>800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>825598.19</valUSD>
        <pctVal>0.0172562105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 3.75 05/15/27 B</title>
        <cusip>927804GH1</cusip>
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          <isin value="US927804GH15"/>
          <ticker value="D"/>
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        <curCd>USD</curCd>
        <valUSD>499030.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 2.65 09/22/51</title>
        <cusip>931142EV1</cusip>
        <identifiers>
          <isin value="US931142EV12"/>
          <ticker value="WMT"/>
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        <balance>772000</balance>
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        <curCd>USD</curCd>
        <valUSD>486690.94</valUSD>
        <pctVal>0.0101725530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.3 07/22/27 GMTN</title>
        <cusip>94974BGL8</cusip>
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          <isin value="US94974BGL80"/>
          <ticker value="WFC"/>
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        <balance>750000</balance>
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        <curCd>USD</curCd>
        <valUSD>752923.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Welltower OP LLC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELL 5.125 07/01/35</title>
        <cusip>95041AAG3</cusip>
        <identifiers>
          <isin value="US95041AAG31"/>
          <ticker value="WELL"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1020582.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Western Midstream Operating LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WES 5.45 11/15/34</title>
        <cusip>958667AG2</cusip>
        <identifiers>
          <isin value="US958667AG21"/>
          <ticker value="WES"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1007167.81</valUSD>
        <pctVal>0.0210512813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2026-02-12</ncom:dateSigned>
      <ncom:nameOfApplicant>EMPOWER FUNDS, INC.</ncom:nameOfApplicant>
      <ncom:signature>/s/Kelly New</ncom:signature>
      <ncom:signerName>Kelly New</ncom:signerName>
      <ncom:title>Treasurer, Empower Funds, Inc.</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
